# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-26-026066
**Filing Date:** 2026-1
**Character Count:** 161023
**Document Hash:** 79278d45d9a7d73410ccfe523ef7b8ad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-026066.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0001193125-26-026066

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 26568408

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

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

## Series and Classes Contracts Data

### Multi-Asset Absolute Return Fund (Series ID: S000035066)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000107909 | Class A      | JHAAX           |
| C000107910 | Class C      | JHACX           |
| C000107911 | Class I      | JHAIX           |
| C000107912 | Class NAV    |  |
| C000107913 | Class R6     | JHASX           |
| C000113522 | Class R2     | JHARX           |

## Nport-Ex

![](img6362a5a91.gif)

#### Quarterly portfolio holdings

## John Hancock

## Multi-Asset Absolute Return Fund

## Alternative
November 30, 2025

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

------

Fund's investments

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 79.6%** |  | **$196002214** |
| (Cost $148,006,424) |  |  |
| **Brazil 0.3%** |  | **756474** |
| Ambev SA | &nbsp;&nbsp;102800 | 267696 |
| Cia de Saneamento Basico do Estado de Sao Paulo | &nbsp;&nbsp;3200 | 84546 |
| Cia de Saneamento Basico do Estado de Sao Paulo, ADR | &nbsp;&nbsp;2340 | 61706 |
| Lojas Renner SA | &nbsp;&nbsp;73800 | 219415 |
| M Dias Branco SA | &nbsp;&nbsp;25700 | 123111 |
| **Canada 0.2%** |  | **414609** |
| Rogers Communications, Inc., Class B | &nbsp;&nbsp;10600 | 414609 |
| **China 2.0%** |  | **4807851** |
| Alibaba Group Holding, Ltd., ADR | &nbsp;&nbsp;3987 | 627155 |
| Baidu, Inc., ADR (A) | &nbsp;&nbsp;1350 | 157802 |
| BYD Company, Ltd., H Shares | &nbsp;&nbsp;21000 | 263925 |
| China Construction Bank Corp., H Shares | &nbsp;&nbsp;238000 | 250734 |
| China Longyuan Power Group Corp., Ltd., H Shares | &nbsp;&nbsp;85000 | 75242 |
| China Railway Group, Ltd., H Shares | &nbsp;&nbsp;31000 | 15592 |
| China Resources Sanjiu Medical & Pharmaceutical Company, Ltd., Class A | &nbsp;&nbsp;32400 | 128734 |
| Contemporary Amperex Technology Company, Ltd., Class A | &nbsp;&nbsp;7800 | 413408 |
| Fuyao Glass Industry Group Company, Ltd., H Shares (B) | &nbsp;&nbsp;16800 | 145469 |
| Grandblue Environment Company, Ltd., Class A | &nbsp;&nbsp;97498 | 396550 |
| Gree Electric Appliances, Inc. of Zhuhai, Class A | &nbsp;&nbsp;13700 | 78238 |
| Inner Mongolia Yili Industrial Group Company, Ltd., Class A | &nbsp;&nbsp;136600 | 567981 |
| Midea Group Company, Ltd., Class A | &nbsp;&nbsp;8800 | 99443 |
| NetEase, Inc., ADR | &nbsp;&nbsp;1282 | 176980 |
| Ping An Insurance Group Company of China, Ltd., H Shares | &nbsp;&nbsp;53500 | 391536 |
| Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | &nbsp;&nbsp;41200 | 29397 |
| Shanghai Tunnel Engineering Company, Ltd., Class A | &nbsp;&nbsp;109500 | 97934 |
| Sinopharm Group Company, Ltd., H Shares | &nbsp;&nbsp;48400 | 124848 |
| Tencent Holdings, Ltd. | &nbsp;&nbsp;7400 | 584685 |
| Tianhe Chemicals Group, Ltd. (A)(B)(C) | &nbsp;&nbsp;4848409 | 0 |
| Uni-President China Holdings, Ltd. | &nbsp;&nbsp;29000 | 30846 |
| Yum China Holdings, Inc. | &nbsp;&nbsp;3144 | 151352 |
| **Denmark 1.4%** |  | **3517164** |
| Novo Nordisk A/S, Class B | &nbsp;&nbsp;71021 | 3517164 |
| **France 3.0%** |  | **7419170** |
| Capgemini SE | &nbsp;&nbsp;10980 | 1720372 |
| Sanofi SA | &nbsp;&nbsp;22853 | 2279296 |
| Vinci SA | &nbsp;&nbsp;24096 | 3419502 |
| **Germany 0.9%** |  | **2274981** |
| Deutsche Telekom AG | &nbsp;&nbsp;70547 | 2274981 |
| **Hong Kong 0.0%** |  | **111474** |
| China Metal Recycling Holdings, Ltd. (A)(C) | &nbsp;&nbsp;1799400 | 0 |
| Geely Automobile Holdings, Ltd. | &nbsp;&nbsp;51000 | 111474 |
| **Hungary 0.0%** |  | **70545** |
| Richter Gedeon NYRT | &nbsp;&nbsp;2382 | 70545 |
| **Indonesia 0.1%** |  | **283339** |
| Telkom Indonesia Persero Tbk PT | &nbsp;&nbsp;1332900 | 283339 |
| **Ireland 1.1%** |  | **2638709** |
| Accenture PLC, Class A | &nbsp;&nbsp;6426 | 1606500 |
| Allegion PLC | &nbsp;&nbsp;6217 | 1032209 |

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2 JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan 3.7%** |  | **$9110537** |
| Advantest Corp. | &nbsp;&nbsp;7000 | 931424 |
| Asics Corp. | &nbsp;&nbsp;37000 | 886253 |
| Daiichi Sankyo Company, Ltd. | &nbsp;&nbsp;129100 | 3181925 |
| FUJIFILM Holdings Corp. | &nbsp;&nbsp;9800 | 210406 |
| KDDI Corp. | &nbsp;&nbsp;76000 | 1307515 |
| NTT, Inc. | &nbsp;&nbsp;962000 | 958732 |
| TIS, Inc. | &nbsp;&nbsp;37700 | 1245851 |
| Tokyo Electron, Ltd. | &nbsp;&nbsp;1900 | 388431 |
| **Mexico 0.4%** |  | **966697** |
| Arca Continental SAB de CV | &nbsp;&nbsp;15200 | 151975 |
| Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;20745 | 181628 |
| Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;5300 | 50840 |
| Grupo Financiero Banorte SAB de CV, Series O | &nbsp;&nbsp;23900 | 230054 |
| Kimberly-Clark de Mexico SAB de CV, Class A | &nbsp;&nbsp;171700 | 352200 |
| **Netherlands 0.5%** |  | **1188631** |
| Heineken NV | &nbsp;&nbsp;9225 | 752493 |
| Prosus NV (A) | &nbsp;&nbsp;6918 | 436138 |
| **Philippines 0.0%** |  | **91062** |
| PLDT, Inc. | &nbsp;&nbsp;660 | 14569 |
| SM Investments Corp. | &nbsp;&nbsp;6060 | 76493 |
| **South Africa 0.3%** |  | **604987** |
| Naspers, Ltd., N Shares | &nbsp;&nbsp;5905 | 369419 |
| Shoprite Holdings, Ltd. | &nbsp;&nbsp;5569 | 89359 |
| Standard Bank Group, Ltd. | &nbsp;&nbsp;9458 | 146209 |
| **South Korea 1.1%** |  | **2789710** |
| Cheil Worldwide, Inc. | &nbsp;&nbsp;4374 | 67451 |
| Coway Company, Ltd. | &nbsp;&nbsp;1993 | 116873 |
| DB Insurance Company, Ltd. | &nbsp;&nbsp;638 | 54185 |
| Hyundai Glovis Company, Ltd. | &nbsp;&nbsp;3626 | 406206 |
| Hyundai Mobis Company, Ltd. | &nbsp;&nbsp;1106 | 233215 |
| NAVER Corp. | &nbsp;&nbsp;655 | 109064 |
| NongShim Company, Ltd. | &nbsp;&nbsp;364 | 110950 |
| Samsung Electronics Company, Ltd. | &nbsp;&nbsp;9131 | 627143 |
| Samsung Fire & Marine Insurance Company, Ltd. | &nbsp;&nbsp;1139 | 373681 |
| Samsung SDS Company, Ltd. | &nbsp;&nbsp;2904 | 333376 |
| Shinhan Financial Group Company, Ltd. | &nbsp;&nbsp;1397 | 74672 |
| SK Telecom Company, Ltd. | &nbsp;&nbsp;6765 | 246754 |
| SK Telecom Company, Ltd., ADR | &nbsp;&nbsp;1790 | 36140 |
| **Spain 0.6%** |  | **1396030** |
| Iberdrola SA | &nbsp;&nbsp;66138 | 1396030 |
| **Switzerland 1.8%** |  | **4434574** |
| Chubb, Ltd. | &nbsp;&nbsp;1875 | 555338 |
| Logitech International SA | &nbsp;&nbsp;5130 | 578858 |
| Novartis AG | &nbsp;&nbsp;25298 | 3300378 |
| **Taiwan 0.9%** |  | **2215198** |
| Hon Hai Precision Industry Company, Ltd. | &nbsp;&nbsp;25000 | 180148 |
| Minth Group, Ltd. | &nbsp;&nbsp;6000 | 26316 |
| Sinbon Electronics Company, Ltd. | &nbsp;&nbsp;6000 | 41839 |
| Taiwan Semiconductor Manufacturing Company, Ltd. | &nbsp;&nbsp;26000 | 1198766 |
| Taiwan Semiconductor Manufacturing Company, Ltd., ADR | &nbsp;&nbsp;2635 | 768129 |
| **Thailand 0.2%** |  | **409576** |
| Advanced Info Service PCL | &nbsp;&nbsp;9900 | 94626 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT 3

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Thailand (continued)** |  |  |
| Bangkok Bank PCL | &nbsp;&nbsp;16900 | $83033 |
| Thai Beverage PCL | &nbsp;&nbsp;276000 | 99115 |
| Thai Union Group PCL | &nbsp;&nbsp;328200 | 132802 |
| **United Arab Emirates 0.0%** |  | **85071** |
| Emirates Telecommunications Group Company PJSC | &nbsp;&nbsp;17356 | 85071 |
| **United Kingdom 3.8%** |  | **9401257** |
| Diageo PLC | &nbsp;&nbsp;69922 | 1607161 |
| Halma PLC | &nbsp;&nbsp;6207 | 292911 |
| National Grid PLC | &nbsp;&nbsp;108738 | 1652165 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;26640 | 2064579 |
| St. James's Place PLC | &nbsp;&nbsp;151429 | 2789447 |
| Unilever PLC | &nbsp;&nbsp;16470 | 994994 |
| **United States 57.3%** |  | **141014568** |
| Adobe, Inc. (A) | &nbsp;&nbsp;6767 | 2166320 |
| Advanced Micro Devices, Inc. (A) | &nbsp;&nbsp;3585 | 779845 |
| Akamai Technologies, Inc. (A) | &nbsp;&nbsp;39576 | 3542844 |
| Alphabet, Inc., Class A | &nbsp;&nbsp;29058 | 9303790 |
| Amazon.com, Inc. (A) | &nbsp;&nbsp;8104 | 1890015 |
| Amgen, Inc. | &nbsp;&nbsp;3559 | 1229492 |
| Apple, Inc. | &nbsp;&nbsp;2062 | 574989 |
| Arista Networks, Inc. (A) | &nbsp;&nbsp;19713 | 2576095 |
| Assurant, Inc. | &nbsp;&nbsp;8235 | 1878898 |
| Automatic Data Processing, Inc. | &nbsp;&nbsp;11157 | 2848382 |
| Baxter International, Inc. | &nbsp;&nbsp;36904 | 691581 |
| Becton, Dickinson and Company | &nbsp;&nbsp;12167 | 2360641 |
| Booking Holdings, Inc. | &nbsp;&nbsp;598 | 2938985 |
| Broadcom, Inc. | &nbsp;&nbsp;9496 | 3826508 |
| Cadence Design Systems, Inc. (A) | &nbsp;&nbsp;6308 | 1967087 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;1603 | 413847 |
| Cisco Systems, Inc. | &nbsp;&nbsp;64698 | 4977864 |
| Colgate-Palmolive Company | &nbsp;&nbsp;5170 | 415616 |
| Crown Holdings, Inc. | &nbsp;&nbsp;29761 | 2881758 |
| CVS Health Corp. | &nbsp;&nbsp;27322 | 2195596 |
| eBay, Inc. | &nbsp;&nbsp;18244 | 1510421 |
| EMCOR Group, Inc. | &nbsp;&nbsp;2686 | 1652078 |
| Essential Utilities, Inc. | &nbsp;&nbsp;12113 | 479554 |
| Eversource Energy | &nbsp;&nbsp;11672 | 784125 |
| Fastenal Company | &nbsp;&nbsp;10993 | 444117 |
| Ferguson Enterprises, Inc. | &nbsp;&nbsp;5280 | 1328818 |
| Fortinet, Inc. (A) | &nbsp;&nbsp;32716 | 2654249 |
| General Electric Company | &nbsp;&nbsp;3554 | 1060691 |
| Global Payments, Inc. | &nbsp;&nbsp;15663 | 1186629 |
| Globe Life, Inc. | &nbsp;&nbsp;5011 | 675132 |
| HCA Healthcare, Inc. | &nbsp;&nbsp;1046 | 531671 |
| Howmet Aerospace, Inc. | &nbsp;&nbsp;10771 | 2203639 |
| Intuit, Inc. | &nbsp;&nbsp;4871 | 3088604 |
| Johnson & Johnson | &nbsp;&nbsp;19795 | 4095981 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp;7302 | 1962632 |
| Lam Research Corp. | &nbsp;&nbsp;7778 | 1213368 |
| Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;14107 | 2587929 |
| Mastercard, Inc., Class A | &nbsp;&nbsp;4952 | 2726225 |
| McDonald's Corp. | &nbsp;&nbsp;6646 | 2072356 |
| McKesson Corp. | &nbsp;&nbsp;4698 | 4139502 |
| Merck & Company, Inc. | &nbsp;&nbsp;6855 | 718610 |
| Meta Platforms, Inc., Class A | &nbsp;&nbsp;3587 | 2324197 |

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4 JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United States (continued)** |  |  |
| Microsoft Corp. | &nbsp;&nbsp;16683 | $8208203 |
| Monster Beverage Corp. (A) | &nbsp;&nbsp;20921 | 1568866 |
| Moody's Corp. | &nbsp;&nbsp;1730 | 849049 |
| MSCI, Inc. | &nbsp;&nbsp;5997 | 3380629 |
| NextEra Energy, Inc. | &nbsp;&nbsp;13425 | 1158443 |
| NVIDIA Corp. | &nbsp;&nbsp;3743 | 662511 |
| Paychex, Inc. | &nbsp;&nbsp;21547 | 2406584 |
| PayPal Holdings, Inc. | &nbsp;&nbsp;50278 | 3151928 |
| PepsiCo, Inc. | &nbsp;&nbsp;12060 | 1793804 |
| Pfizer, Inc. | &nbsp;&nbsp;57670 | 1484426 |
| PTC, Inc. (A) | &nbsp;&nbsp;6146 | 1078193 |
| Qualcomm, Inc. | &nbsp;&nbsp;3800 | 638742 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;1453 | 275881 |
| S&P Global, Inc. | &nbsp;&nbsp;1705 | 850505 |
| Service Corp. International | &nbsp;&nbsp;6744 | 535676 |
| Stryker Corp. | &nbsp;&nbsp;4201 | 1559327 |
| Sysco Corp. | &nbsp;&nbsp;12972 | 988466 |
| Teradyne, Inc. | &nbsp;&nbsp;4692 | 853428 |
| The Cigna Group | &nbsp;&nbsp;10871 | 3014311 |
| The Coca-Cola Company | &nbsp;&nbsp;73835 | 5398813 |
| The TJX Companies, Inc. | &nbsp;&nbsp;6178 | 938562 |
| The Travelers Companies, Inc. | &nbsp;&nbsp;5210 | 1525801 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;739 | 436623 |
| Uber Technologies, Inc. (A) | &nbsp;&nbsp;32245 | 2822727 |
| Ulta Beauty, Inc. (A) | &nbsp;&nbsp;1336 | 719877 |
| Verizon Communications, Inc. | &nbsp;&nbsp;20233 | 831779 |
| Visa, Inc., Class A | &nbsp;&nbsp;9289 | 3106613 |
| Zoetis, Inc. | &nbsp;&nbsp;14621 | 1874120 |

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 15.4%** | **U.S. Government and Agency obligations 15.4%** | **U.S. Government and Agency obligations 15.4%** | **U.S. Government and Agency obligations 15.4%** | &nbsp;&nbsp;**$37937069** |
| (Cost $37,305,888) |  |  |  |  |
| **U.S. Government 15.4%** | **U.S. Government 15.4%** |  |  | **37937069** |
| U.S. Treasury |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;6423600 | &nbsp;&nbsp;&nbsp;&nbsp;6712913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;3461100 | &nbsp;&nbsp;&nbsp;&nbsp;3288586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;2427900 | &nbsp;&nbsp;&nbsp;&nbsp;2356580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;3514100 | &nbsp;&nbsp;&nbsp;&nbsp;3499549 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;5856900 | &nbsp;&nbsp;&nbsp;&nbsp;5903115 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;2203900 | &nbsp;&nbsp;&nbsp;&nbsp;2200456 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;3713900 | &nbsp;&nbsp;&nbsp;&nbsp;3790354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;2928400 | &nbsp;&nbsp;&nbsp;&nbsp;2994060 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;650700 | &nbsp;&nbsp;&nbsp;&nbsp;672712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;4553200 | &nbsp;&nbsp;&nbsp;&nbsp;4751869 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;1682300 | &nbsp;&nbsp;&nbsp;&nbsp;1766875 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $185,312,312) 95.0%** | **$233939283** |
| **Other assets and liabilities, net 5.0%** | **12231751** |
| **Total net assets 100.0%** | **$246171034** |

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| | |
|:---|:---|
| 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** |
| ADR | American Depositary Receipt |
| (A) | Non-income producing security. |
| (B) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT 5

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(D) All or a portion of this security is segregated at the custodian as collateral for certain derivatives.

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

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| | |
|:---|:---|
| **Common stocks** | &nbsp;&nbsp;&nbsp;**79.6%** |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;19.8% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;15.9% |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;11.2% |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;8.2% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;7.6% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;7.2% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;6.0% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;2.5% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;1.2% |
| **U.S. Government** | &nbsp;&nbsp;&nbsp;**15.4%** |
| **Other assets and liabilities, net** | &nbsp;&nbsp;&nbsp;&nbsp;**5.0%** |
| **TOTAL** | **100.0%** |

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6 JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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#### DERIVATIVES

#### FUTURES

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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;718 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;$81006248 | &nbsp;&nbsp;$81380813 | &nbsp;&nbsp;&nbsp;&nbsp;$374565 |
| Australian 10-Year Bond Futures | &nbsp;&nbsp;108 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;8030159 | &nbsp;&nbsp;&nbsp;&nbsp;7907646 | &nbsp;&nbsp;&nbsp;&nbsp;(122513) |
| Euro-Bund Futures | &nbsp;&nbsp;135 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;20141861 | &nbsp;&nbsp;&nbsp;&nbsp;20188673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46812 |
| ASX SPI 200 Index Futures | &nbsp;&nbsp;5 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(727533) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(706251) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21282 |
| Euro STOXX 50 Index Futures | &nbsp;&nbsp;53 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(3351090) | &nbsp;&nbsp;&nbsp;&nbsp;(3489423) | &nbsp;&nbsp;&nbsp;&nbsp;(138333) |
| FTSE 100 Index Futures | &nbsp;&nbsp;27 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(3328558) | &nbsp;&nbsp;&nbsp;&nbsp;(3483202) | &nbsp;&nbsp;&nbsp;&nbsp;(154644) |
| Mini MSCI Emerging Markets Index Futures | &nbsp;&nbsp;111 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(7445628) | &nbsp;&nbsp;&nbsp;&nbsp;(7645680) | &nbsp;&nbsp;&nbsp;&nbsp;(200052) |
| Nikkei 225 Mini Index Futures | &nbsp;&nbsp;48 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(1340214) | &nbsp;&nbsp;&nbsp;&nbsp;(1544125) | &nbsp;&nbsp;&nbsp;&nbsp;(203911) |
| S&P 500 E-Mini Index Futures | &nbsp;&nbsp;44 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;(14651422) | &nbsp;&nbsp;&nbsp;(15090900) | &nbsp;&nbsp;&nbsp;&nbsp;(439478) |
| S&P MidCap 400 E-Mini Index Futures | &nbsp;&nbsp;15 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(4963253) | &nbsp;&nbsp;&nbsp;&nbsp;(4971600) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8347) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$(824619)** |

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

#### FORWARD FOREIGN CURRENCY CONTRACTS

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96559 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62260 | BARC | 2/13/2026 | &nbsp;&nbsp;&nbsp;$1026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273683 | USD | &nbsp;&nbsp;&nbsp;&nbsp;178378 | BOA | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634732 | USD | &nbsp;&nbsp;&nbsp;&nbsp;455102 | BARC | 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21397 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15274 | GSI | 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76308 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96921 | BARC | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(1099) |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115195 | USD | &nbsp;&nbsp;&nbsp;&nbsp;145986 | BOA | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1332) |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168087 | USD | &nbsp;&nbsp;&nbsp;&nbsp;210575 | JPM | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880824 | USD | &nbsp;&nbsp;&nbsp;&nbsp;137803 | BARC | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(313) |
| DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494027 | USD | &nbsp;&nbsp;&nbsp;&nbsp;388011 | BOA | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923790 | USD | &nbsp;&nbsp;&nbsp;&nbsp;298254 | GSI | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7255696 | USD | &nbsp;&nbsp;8426930 | BARC | 2/13/2026 | &nbsp;&nbsp;&nbsp;24837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46557 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54077 | BNP | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;219477 | BOA | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188901 | SEK | &nbsp;&nbsp;2362337 | BOA | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1246) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | SEK | &nbsp;&nbsp;1618788 | BOA | 2/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(206) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5184 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6851 | BNP | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149433 | USD | &nbsp;&nbsp;&nbsp;&nbsp;195336 | BOA | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866299 | USD | &nbsp;&nbsp;1135074 | GSI | 2/13/2026 | &nbsp;&nbsp;&nbsp;11608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5405499 | USD | &nbsp;&nbsp;7092965 | GSI | 2/23/2026 | &nbsp;&nbsp;&nbsp;61964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2748052 | USD | &nbsp;&nbsp;3602526 | JPM | 2/23/2026 | &nbsp;&nbsp;&nbsp;34903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;41353471 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;373053 | BARC | 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1304) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;10310769 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57052 | BARC | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7189033 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46305 | BARC | 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;49437422 | USD | &nbsp;&nbsp;&nbsp;&nbsp;319222 | BARC | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(469) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8546249 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55059 | BNP | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;26121231 | USD | &nbsp;&nbsp;&nbsp;&nbsp;170006 | BOA | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1586) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;16343886 | USD | &nbsp;&nbsp;&nbsp;&nbsp;105109 | JPM | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | 1679892397 | USD | 10841030 | GSI | 2/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;12756802 | USD | &nbsp;&nbsp;7207949 | BARC | 2/23/2026 | 138881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99927 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;154574 | BARC | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1384) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7639 | BOA | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272835 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;418262 | GSI | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1301) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87442 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;133977 | JPM | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(368) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7190955 | AUD | 11079938 | GSI | 2/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (71156) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439925 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;613514 | JPM | 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(678) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459430 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;641239 | GSI | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1104) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3505073 | CAD | &nbsp;&nbsp;4904690 | BARC | 2/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (19053) |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT 7

------

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;260172 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207331 | BOA | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(181) |
| USD | &nbsp;&nbsp;4082160 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245661 | GSI | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;$6474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;785408 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5041898 | BOA | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1595) |
| USD | &nbsp;&nbsp;3560394 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;22871364 | JPM | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9659) |
| USD | 26951038 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;23196473 | BARC | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69279) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;255111 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219394 | BNP | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(449) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;179047 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | BOA | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1505) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40780 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35091 | GSI | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;220228 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189080 | JPM | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21) |
| USD | &nbsp;&nbsp;3642049 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3128000 | BARC | 2/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3244) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | BNP | 2/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;134878 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102074 | BNP | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(233) |
| USD | &nbsp;&nbsp;9477435 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7224556 | GSI | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85396) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;320346 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242893 | JPM | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1161) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20503 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3182554 | BOA | 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77530 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;12006926 | BARC | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;412120 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;63947405 | BNP | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(187) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;347491 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;54160676 | BOA | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1715) |
| USD | &nbsp;&nbsp;9215385 | JPY | 1410240961 | JPM | 2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;122709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20917 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3236154 | BARC | 2/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21623 | GSI | 2/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| USD | &nbsp;&nbsp;3541996 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;33434481 | BARC | 2/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16255) |
| USD | 10984072 | SEK | &nbsp;&nbsp;&nbsp;103868493 | GSI | 2/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70090) |
|  |  |  |  |  |  | **$413093** | **$(363730)** |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | Pound Sterling |
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| SEK | Swedish Krona |
| USD | U.S. Dollar |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| BARC | Barclays Bank PLC |
| BNP | BNP Paribas |
| BOA | Bank of America, N.A. |
| GSI | Goldman Sachs International |
| JPM | JPMorgan Chase Bank, N.A. |
| OTC | Over-the-counter |

---

8 JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

Notes to Fund's investments (unaudited)

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

In order to value the securities, the fund uses the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. 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 are typically valued based on the settlement price. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

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

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed. Trading in foreign securities may be completed before the scheduled daily close of trading on the NYSE. Significant events at the issuer or market level may affect the values of securities between the time when the valuation of the securities is generally determined and the close of the NYSE. If a significant event occurs, these securities may be fair valued, as determined in good faith by the Pricing Committee, following procedures established by the Advisor and adopted by the Board of Trustees. The Advisor uses fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | **$756474** | $756474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**414609** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4807851** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113289 | $3694562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3517164** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3517164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7419170** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7419170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2274981** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**111474** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hungary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**70545** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**283339** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2638709** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2638709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9110537** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9110537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**966697** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1188631** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**91062** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**604987** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2789710** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2753570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1396030** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4434574** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3879236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2215198** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

\|<sub>9</sub>

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **(continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thailand | **$409576** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $409576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**85071** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9401257** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9401257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**141014568** | $141014568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **U.S. Government and Agency obligations** | **37937069** |  | 37937069 |  |
| **Total investments in securities** | **$233939283** | **$148263953** | **$85675330** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Futures | **$442659** | $442659 |  |  |
| Forward foreign currency contracts | **413093** |  | $413093 |  |
| **Liabilities** |  |  |  |  |
| Futures | **(1267278)** | (1267278) |  |  |
| Forward foreign currency contracts | **(363730)** |  | (363730) |  |
| *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* |

---

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.

---

| | |
|:---|:---|
| 10 | \| |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Multi-Asset Absolute Return Fund

- **b. EDGAR series identifier (if any):** S000035066

- **c. LEI of Series:** 549300T318YH9FB27C98

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $247009205.53

**Total Liabilities:** $835363.75

**Net Assets:** $246173841.78

**Cash Not Reported:** $12107403.99

**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 C000107909 | 1.74%                | 0.09%                | 1.23%                |
| Class ID C000107910 | 1.72%                | 0.10%                | 1.09%                |
| Class ID C000107911 | 1.80%                | 0.19%                | 1.11%                |
| Class ID C000107912 | 1.78%                | 0.09%                | 1.20%                |
| Class ID C000107913 | 1.79%                | 0.09%                | 1.20%                |
| Class ID C000113522 | 1.75%                | 0.10%                | 1.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2793720.22              | $694885.70                                 |
| Month 2  | $7914246.75              | $-7837522.28                               |
| Month 3  | $4034148.15              | $-1657825.64                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Adobe Inc.                                                        | ADOBE INC COMMON STOCK USD.0001                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      6767 | NS      | $2166319.71   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                                       | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      3585 | NS      | $779845.05    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                                          | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     39576 | NS      | $3542843.52   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Limited                                     | ALIBABA GROUP HOLDING LTD ADR USD.000025               | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |      3987 | NS      | $627155.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                        | APPLE INC COMMON STOCK USD.00001                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      2062 | NS      | $574988.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc.                                              | ARISTA NETWORKS INC COMMON STOCK USD.0001              | CUSIP: 040413205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19713 | NS      | $2576094.84   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SINBON Electronics Co. Ltd.                                       | SINBON ELECTRONICS CO LTD COMMON STOCK TWD10.0         | CUSIP: 634935902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $41838.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                     | FUJIFILM HOLDINGS CORP COMMON STOCK                    | CUSIP: 635652001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9800 | NS      | $210405.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                  | SHINHAN FINANCIAL GROUP CO LTD COMMON STOCK KRW5000.0  | CUSIP: 639750900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1397 | NS      | $74672.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc.                                                      | NETEASE INC ADR USD.0001                               | CUSIP: 64110W102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1282 | NS      | $176980.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                     | ALPHABET INC COMMON STOCK USD.001                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     30285 | NS      | $9696651.30   | 3.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc.                                                   | AMAZON.COM INC COMMON STOCK USD.01                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8104 | NS      | $1890014.88   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                               | HON HAI PRECISION INDUSTRY CO COMMON STOCK TWD10.0     | CUSIP: 643856909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     25000 | NS      | $180148.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                            | HYUNDAI MOBIS CO LTD COMMON STOCK KRW5000.0            | CUSIP: 644954000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1106 | NS      | $233215.42    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma Public Limited Company                                      | HALMA PLC COMMON STOCK GBP.1                           | CUSIP: 040520009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6207 | NS      | $292910.69    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                     | ASSURANT INC COMMON STOCK USD.01                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      8235 | NS      | $1878897.60   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc.                                    | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     11157 | NS      | $2848382.10   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc.                                                        | BAIDU INC ADR USD.00005                                | CUSIP: 056752108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1350 | NS      | $157801.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                                        | DIAGEO PLC COMMON STOCK GBP.2893518                    | CUSIP: 023740905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     69922 | NS      | $1607160.58   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGEN INC COMMON STOCK USD.0001                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3559 | NS      | $1229492.14   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                                         | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     36904 | NS      | $691580.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Company                                      | BECTON DICKINSON and CO COMMON STOCK USD1.0            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     12167 | NS      | $2360641.34   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                                           | MASTERCARD INC COMMON STOCK USD.0001                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4952 | NS      | $2726224.56   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                            | MCDONALD'S CORP COMMON STOCK USD.01                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      6646 | NS      | $2072355.72   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                              | MCKESSON CORP COMMON STOCK USD.01                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      4866 | NS      | $4287529.92   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                               | DEUTSCHE TELEKOM AG COMMON STOCK                       | CUSIP: 584235907<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     70547 | NS      | $2274981.27   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place PLC                                             | ST JAMES'S PLACE PLC COMMON STOCK GBP.15               | CUSIP: 076693902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    151429 | NS      | $2789446.89   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                             | BOOKING HOLDINGS INC COMMON STOCK USD.008              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       598 | NS      | $2938984.62   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Limited                                 | GEELY AUTOMOBILE HOLDINGS LTD COMMON STOCK HKD.02      | CUSIP: 653182907<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |     51000 | NS      | $111474.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                               | NEXTERA ENERGY INC COMMON STOCK USD.01                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13425 | NS      | $1158443.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Company Limited                                               | BYD CO LTD COMMON STOCK CNY1.0                         | CUSIP: 653665901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     21000 | NS      | $263924.78    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corporation                                                 | NAVER CORP COMMON STOCK KRW100.0                       | CUSIP: 656039906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       655 | NS      | $109063.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                     | BROADCOM INC COMMON STOCK                              | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9496 | NS      | $3826508.16   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc.                                          | CBOE GLOBAL MARKETS INC COMMON STOCK                   | CUSIP: 12503M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1603 | NS      | $413846.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nongshim Co. Ltd.                                                 | NONGSHIM CO LTD COMMON STOCK KRW5000.0                 | CUSIP: 663811909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       364 | NS      | $110950.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Inc.                                                          | NTT INC COMMON STOCK                                   | CUSIP: 664137007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    962000 | NS      | $958732.42    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| The Cigna Group                                                   | CIGNA GROUP/THE COMMON STOCK USD.01                    | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10871 | NS      | $3014310.88   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                            | CVS HEALTH CORP COMMON STOCK USD.01                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     27322 | NS      | $2195595.92   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc.                                       | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      6308 | NS      | $1967086.72   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                     | CHUBB LTD COMMON STOCK                                 | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1875 | NS      | $555337.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                                | CISCO SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64698 | NS      | $4977864.12   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                             | COCA-COLA CO/THE COMMON STOCK USD.25                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     73835 | NS      | $5398815.20   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                         | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5170 | NS      | $415616.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP    | CIA DE SANEAMENTO BASICO DO ES ADR                     | CUSIP: 20441A102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      2340 | NS      | $61705.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano S.A.B. de C.V.                         | FOMENTO ECONOMICO MEXICANO SAB UNIT                    | CUSIP: 224205906<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |      5300 | NS      | $50839.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                                               | CROWN HOLDINGS INC COMMON STOCK USD5.0                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     29761 | NS      | $2881757.63   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte S.A.B. de C.V.                           | GRUPO FINANCIERO BANORTE SAB D COMMON STOCK MXN3.5     | CUSIP: 242104909<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     23900 | NS      | $230054.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly Clark De Mexico S A B De C V                             | KIMBERLY-CLARK DE MEXICO SAB D COMMON STOCK            | CUSIP: 249191008<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    171700 | NS      | $352200.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck and Co. Inc.                                                | MERCK and CO INC COMMON STOCK USD.5                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6855 | NS      | $718609.65    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                             | MICROSOFT CORP COMMON STOCK USD.00000625               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     16683 | NS      | $8208202.83   | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS Corporation                                                 | ASICS CORP COMMON STOCK                                | CUSIP: 605737006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37000 | NS      | $886253.38    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Bank Public Company Limited                               | BANGKOK BANK PCL FOREIGN SH. THB10.0 A                 | CUSIP: 607701000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |     16900 | NS      | $83033.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc.                                              | CHEIL WORLDWIDE INC COMMON STOCK KRW200.0              | CUSIP: 609323902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4374 | NS      | $67451.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corporation                                      | MONSTER BEVERAGE CORP COMMON STOCK USD.005             | CUSIP: 61174X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20921 | NS      | $1568865.79   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                         | EBAY INC COMMON STOCK USD.001                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     18244 | NS      | $1510420.76   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental S.A.B. de C.V.                                   | ARCA CONTINENTAL SAB DE CV COMMON STOCK                | CUSIP: 282388909<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     15200 | NS      | $151975.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                                | NVIDIA CORP COMMON STOCK USD.001                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3743 | NS      | $662511.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Company Limited             | SHANDONG WEIGAO GROUP MEDICAL COMMON STOCK CNY.1       | CUSIP: 674234901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     41200 | NS      | $29397.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc.                                                  | EMCOR GROUP INC COMMON STOCK USD.01                    | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2686 | NS      | $1652078.02   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                 | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     14107 | NS      | $2587929.15   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                               | MOODY'S CORP COMMON STOCK USD.01                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1730 | NS      | $849049.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire and Marine Insurance Co. Ltd.                        | SAMSUNG FIRE and MARINE INSURANC COMMON STOCK KRW500.0 | CUSIP: 615525904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1139 | NS      | $373681.31    | 0.15%             |  |  |  | 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      | $98.56        | 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      | $-1748.26     | -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      | $-2074.95     | -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      | $-1427.69     | -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      | $-3406.86     | -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      | $-32908.54    | -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      | $20506.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1279.71     | -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      | $-41095.18    | -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      | $-42225.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                             | DB INSURANCE CO LTD COMMON STOCK KRW500.0              | CUSIP: 615593902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       638 | NS      | $54185.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coway Co. Ltd.                                                    | COWAY CO LTD COMMON STOCK KRW500.0                     | CUSIP: 617340906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1993 | NS      | $116872.54    | 0.05%             |  |  |  | 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      | $6473.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-2833.24     | -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      | $2054.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-6825.92     | -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      | $84356.26     | 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      | $36384.75     | 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      | $-29125.22    | -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      | $599.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                      | SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0       | CUSIP: 677172009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      9131 | NS      | $627143.08    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoprite Holdings Ltd                                             | SHOPRITE HOLDINGS LTD COMMON STOCK ZAR1.134            | CUSIP: 680157906<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      5569 | NS      | $89359.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $24.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $65.54        | 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      | $74.66        | 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      | $739.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-50.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-122.43      | -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      | $-1104.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-193.82      | -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      | $-1098.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-95.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-231.78      | -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      | $178.09       | 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      | $-293.32      | -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      | $-176.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                               | SK TELECOM CO LTD COMMON STOCK KRW100.0                | CUSIP: 622487908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6765 | NS      | $246753.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kddi Corporation                                                  | KDDI CORP COMMON STOCK                                 | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     76000 | NS      | $1307514.60   | 0.53%             |  |  |  | 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      | $32.65        | 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      | $5291.75      | 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      | $114.00       | 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      | $-11.01       | -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      | $61964.32     | 0.03%             |  |  |  | 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      | $1450.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                                              | Sold SEK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-16254.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-21.38       | -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      | $-35059.16    | -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      | $138125.49    | 0.06%             |  |  |  | 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      | $-3244.48     | -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      | $-737.35      | -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      | $41.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                                              | Sold SEK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-70090.41    | -0.03%            |  |  |  | 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      | $-36096.53    | -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      | $34902.73     | 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      | $-2.81        | -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      | $755.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities Inc.                                          | ESSENTIAL UTILITIES INC COMMON STOCK USD.5             | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12113 | NS      | $479553.67    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                 | EVERSOURCE ENERGY COMMON STOCK USD5.0                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     11672 | NS      | $784124.96    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                               | META PLATFORMS INC COMMON STOCK USD.000006             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3587 | NS      | $2324196.65   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold NOK /Bought USD                                              | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-7.39        | -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      | $-19052.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Company                                                  | FASTENAL CO COMMON STOCK USD.01                        | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10993 | NS      | $444117.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc.                                         | FERGUSON ENTERPRISES INC COMMON STOCK USD.0001         | CUSIP: 31488V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5280 | NS      | $1328817.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc.                                                     | FORTINET INC COMMON STOCK USD.001                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     32716 | NS      | $2654249.08   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                          | GENERAL ELECTRIC CO COMMON STOCK USD.01                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3554 | NS      | $1060691.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                              | GLOBAL PAYMENTS INC COMMON STOCK                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     15663 | NS      | $1186628.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                                   | GLOBE LIFE INC COMMON STOCK USD1.0                     | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5011 | NS      | $675132.03    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-407.14      | -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      | $1030.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corporation                                             | ADVANTEST CORP COMMON STOCK                            | CUSIP: 687049007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $931423.75    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                | TAIWAN SEMICONDUCTOR MANUFACTU COMMON STOCK TWD10.0    | CUSIP: 688910900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     26000 | NS      | $1198765.93   | 0.49%             |  |  |  | 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      | $1431.61      | 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      | $-472.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                      | PEPSICO INC COMMON STOCK USD.017                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     12060 | NS      | $1793804.40   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                       | PFIZER INC COMMON STOCK USD.05                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     57670 | NS      | $1484425.80   | 0.60%             |  |  |  | No            |                  1 | 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      | $83.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-166.90      | -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      | $-1541.11     | -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      | $46.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLDT Inc.                                                         | PLDT INC COMMON STOCK PHP5.0                           | CUSIP: 718252109<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |       660 | NS      | $14568.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                             | QUALCOMM INC COMMON STOCK USD.0001                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3800 | NS      | $638742.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Limited                                            | TOKYO ELECTRON LTD COMMON STOCK                        | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1900 | NS      | $388431.30    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc.                                                          | PTC INC COMMON STOCK USD.01                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      6146 | NS      | $1078192.78   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated                         | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1453 | NS      | $275881.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc.                                        | ROGERS COMMUNICATIONS INC COMMON STOCK                 | CUSIP: 775109200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10600 | NS      | $414609.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                     | HEINEKEN NV COMMON STOCK EUR1.6                        | CUSIP: 779255900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      4395 | NS      | $358504.75    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SandP Global Inc.                                                 | SandP GLOBAL INC COMMON STOCK USD1.0                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1705 | NS      | $850505.15    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc.                                               | HCA HEALTHCARE INC COMMON STOCK USD.01                 | CUSIP: 40412C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1046 | NS      | $531671.34    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                                      | CAPGEMINI SE COMMON STOCK EUR8.0                       | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8433 | NS      | $1321301.84   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                               | SK TELECOM CO LTD ADR                                  | CUSIP: 78440P306<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1790 | NS      | $36140.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                                 | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0      | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      6744 | NS      | $535675.92    | 0.22%             |  |  |  | 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      | $-1662.80     | -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      | $-619.89      | -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      | $-678.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corporation                                               | STRYKER CORP COMMON STOCK USD.1                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      4201 | NS      | $1559327.18   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                             | HOWMET AEROSPACE INC COMMON STOCK                      | CUSIP: 443201108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10771 | NS      | $2203638.89   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                       | INTUIT INC COMMON STOCK USD.01                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4871 | NS      | $3088603.68   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                 | SYSCO CORP COMMON STOCK USD1.0                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     11342 | NS      | $864260.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                            | TJX COS INC/THE COMMON STOCK USD1.0                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      6178 | NS      | $938561.76    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                | TAIWAN SEMICONDUCTOR MANUFACTU ADR                     | CUSIP: 874039100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2635 | NS      | $768128.85    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                                     | TERADYNE INC COMMON STOCK USD.125                      | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      4692 | NS      | $853427.88    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                     | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       739 | NS      | $436623.37    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies Inc.                                      | TRAVELERS COS INC/THE COMMON STOCK                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      5210 | NS      | $1525800.60   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc.                                            | UBER TECHNOLOGIES INC COMMON STOCK USD.00001           | CUSIP: 90353T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32245 | NS      | $2822727.30   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc.                                                  | ULTA BEAUTY INC COMMON STOCK                           | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1336 | NS      | $719876.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc.                                                      | PAYCHEX INC COMMON STOCK USD.01                        | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21547 | NS      | $2406584.43   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc.                                              | PAYPAL HOLDINGS INC COMMON STOCK                       | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     50278 | NS      | $3151927.82   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 02/36 4.5               | CUSIP: 912810FT0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6423600 | PA      | $6712912.91   | 2.73%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 05/32 2.875             | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3461100 | PA      | $3288585.80   | 1.34%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 11/32 4.125             | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3713900 | PA      | $3790354.12   | 1.54%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 05/33 3.375             | CUSIP: 91282CHC8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2427900 | PA      | $2356580.44   | 0.96%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                       | NOVARTIS AG COMMON STOCK CHF.49                        | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     25298 | NS      | $3300377.50   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                               | JOHNSON and JOHNSON COMMON STOCK USD1.0                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     19795 | NS      | $4095981.40   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc.                                             | LABCORP HOLDINGS INC COMMON STOCK USD.1                | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7302 | NS      | $1962631.56   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 11/33 4.5               | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4553200 | PA      | $4751868.91   | 1.93%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Company PJSC                    | EMIRATES TELECOMMUNICATIONS GR COMMON STOCK AED1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |     17356 | NS      | $85070.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                          | LAM RESEARCH CORP COMMON STOCK USD.001                 | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      7778 | NS      | $1213368.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                         | MSCI INC COMMON STOCK USD.01                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      5997 | NS      | $3380628.84   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                            | SANOFI SA COMMON STOCK EUR2.0                          | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     22853 | NS      | $2279296.17   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Info Service Public Company Limited                      | ADVANCED INFO SERVICE PCL COMMON STOCK THB1.0 L        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |      9900 | NS      | $94626.03     | 0.04%             |  |  |  | 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      | $92.43        | 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      | $86.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $588.22       | 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      | $-174.00      | -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      | $2279.05      | 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      | $2042.51      | 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      | $366.15       | 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      | $4243.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1446.97      | 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      | $1026.13      | 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      | $115.03       | 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      | $1844.22      | 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      | $-1504.50     | -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      | $269.67       | 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      | $-911.27      | -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      | $-84.73       | -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      | $-482.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought GBP                                              | Sold SEK /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-205.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $469.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1145.49      | 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      | $-50.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-120.61      | -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      | $-13.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-294.01      | -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      | $463.31       | 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      | $71.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-56.43       | -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      | $-448.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-137.55      | -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      | $-298.00      | -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      | $43.47        | 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      | $-599.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-151.58      | -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      | $-123.63      | -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      | $-95.99       | -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      | $-40.32       | -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      | $-95.96       | -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      | $-233.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-51.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-126.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought JPY                                              | Sold EUR /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $22.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought GBP                                              | Sold SEK /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1246.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought JPY                                              | Sold CAD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1304.33     | -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      | $436.69       | 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      | $43.69        | 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      | $11.29        | 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      | $57.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 02/34 4                 | CUSIP: 91282CJZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5856900 | PA      | $5903114.57   | 2.40%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 05/34 4.375             | CUSIP: 91282CKQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    650700 | PA      | $672711.96    | 0.27%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B 08/34 3.875                            | CUSIP: 91282CLF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3514100 | PA      | $3499549.45   | 1.42%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 11/34 4.25              | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2928400 | PA      | $2994060.23   | 1.22%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 02/35 4.625             | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1682300 | PA      | $1766875.01   | 0.72%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 11/35 4                 | CUSIP: 91282CPJ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2203900 | PA      | $2200456.41   | 0.89%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     20233 | NS      | $831778.63    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                         | VISA INC COMMON STOCK USD.0001                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      9289 | NS      | $3106613.16   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc.                                           | YUM CHINA HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 98850P109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3144 | NS      | $151352.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                       | ZOETIS INC COMMON STOCK USD.01                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     14621 | NS      | $1874119.78   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Gedeon Richter Plc.                                               | RICHTER GEDEON NYRT COMMON STOCK HUF100.0              | CUSIP: ACI06DSC4<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |      2382 | NS      | $70544.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola FEMSA S.A.B. de C.V.                                    | COCA-COLA FEMSA SAB DE CV UNIT                         | CUSIP: ACI1B9209<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |     20745 | NS      | $181627.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Naspers Limited                                                   | NASPERS LTD COMMON STOCK ZAR.02                        | CUSIP: ACI30CJZ5<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      5905 | NS      | $369419.27    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO STOXX 50 1225                                                | EURO STOXX 50 1225                                     | CUSIP: ADI2RH515<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        52 | NC      | $-138331.81   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI EMGMKT 1225                                                  | MSCI EMGMKT 1225                                       | CUSIP: ADI2RH523<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       111 | NC      | $-200051.97   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 1225                                           | SandP500 EMINI FUT 1225                                | CUSIP: ADI2RH606<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        43 | NC      | $-438963.80   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 1225                                          | SandP MID 400 EMINI 1225                               | CUSIP: ADI2S5Z17<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        15 | NC      | $-8347.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 IDX FUT 1225                                             | FTSE 100 IDX FUT 1225                                  | CUSIP: ADI2VQT55<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        27 | NC      | $-154644.24   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 1225                                             | EURO-BUND FUTURE 1225                                  | CUSIP: ADI2X6CN6<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       135 | NC      | $46812.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                               | BANCO BRADESCO SA PREFERENCE                           | CUSIP: B00FM5901<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |     39700 | NS      | $146815.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance (Group) Company of China Ltd.                   | PING AN INSURANCE GROUP CO OF COMMON STOCK CNY1.0      | CUSIP: B01FLR903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     53500 | NS      | $391535.63    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group                                               | STANDARD BANK GROUP LTD COMMON STOCK ZAR.1             | CUSIP: B030GJ908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      9458 | NS      | $146209.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Investments Corporation                                        | SM INVESTMENTS CORP COMMON STOCK PHP10.0               | CUSIP: B068DB908<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      6060 | NS      | $76493.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner S.A.                                                 | LOJAS RENNER SA SPONSORE ADR COMMON STOCK              | CUSIP: B0CGYD906<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     73800 | NS      | $219415.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Company Limited                                    | DAIICHI SANKYO CO LTD COMMON STOCK                     | CUSIP: B0J7D9901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    129100 | NS      | $3181925.03   | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corporation                               | CHINA CONSTRUCTION BANK CORP COMMON STOCK CNY1.0       | CUSIP: B0LMTQ900<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    238000 | NS      | $250733.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Minth Group Limited                                               | MINTH GROUP LTD COMMON STOCK HKD.1                     | CUSIP: B0RJCG901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $26316.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co. Ltd.                                           | HYUNDAI GLOVIS CO LTD COMMON STOCK KRW500.0            | CUSIP: B0V3XR904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3626 | NS      | $406205.76    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Beverage Public Company Limited                              | THAI BEVERAGE PCL COMMON STOCK THB1.0 L                | CUSIP: B15F66900<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    276000 | NS      | $99115.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International S.A.                                       | LOGITECH INTERNATIONAL SA COMMON STOCK CHF.25          | CUSIP: B18ZRK909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5130 | NS      | $578857.83    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| M. Dias Branco S.A. Industria e Comercio de Alimentos             | M DIAS BRANCO SA COMMON STOCK                          | CUSIP: B1FRH8907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     25700 | NS      | $123111.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                          | VINCI SA COMMON STOCK EUR2.5                           | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     24096 | NS      | $3419502.48   | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP    | CIA DE SANEAMENTO BASICO DO ES COMMON STOCK            | CUSIP: B1YCHL900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      3200 | NS      | $84546.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKKEI 225 MINI 1225                                              | NIKKEI 225 MINI 1225                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |        48 | NC      | $-203911.17   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| SPI 200 FUTURES 1225                                              | SPI 200 FUTURES 1225                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |         5 | NC      | $21282.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 10-YEAR US TREASURY NOTE FUTURE MAR26                             | 10-YEAR US TREASURY NOTE FUTURE MAR26                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       718 | NC      | $374564.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN 10-YEAR BOND FUTURE DEC25                              | AUSTRALIAN 10-YEAR BOND FUTURE DEC25                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |       108 | NC      | $-122512.79   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                               | FUYAO GLASS INDUSTRY GROUP CO COMMON STOCK CNY1.0      | CUSIP: BWGCFG905<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |     16800 | NS      | $145469.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture Public Limited Company                                  | ACCENTURE PLC COMMON STOCK USD.0000225                 | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      6426 | NS      | $1606500.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-118.84      | -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      | $-1331.86     | -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      | $497.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                       | RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1         | CUSIP: B24CGK904<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     26640 | NS      | $2064579.30   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola S.A.                                                    | IBERDROLA SA COMMON STOCK EUR.75                       | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     75605 | NS      | $1595858.15   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Limited                                       | CHINA RAILWAY GROUP LTD COMMON STOCK CNY1.0            | CUSIP: B297KM901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     31000 | NS      | $15591.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uni-President China Holdings Ltd.                                 | UNI-PRESIDENT CHINA HOLDINGS L COMMON STOCK HKD.01     | CUSIP: B29MKF903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     29000 | NS      | $30846.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tis Inc.                                                          | TIS INC COMMON STOCK                                   | CUSIP: B2Q4CR907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37700 | NS      | $1245851.44   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopharm Group Co. Ltd.                                          | SINOPHARM GROUP CO LTD COMMON STOCK CNY1.0             | CUSIP: B3ZVDV905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     48400 | NS      | $124847.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Longyuan Power Group Corporation Limited                    | CHINA LONGYUAN POWER GROUP COR COMMON STOCK CNY1.0     | CUSIP: B4Q2TX906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     85000 | NS      | $75241.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk.   | TELKOM INDONESIA PERSERO TBK P COMMON STOCK IDR50.0    | CUSIP: BD4T6W908<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1332900 | NS      | $283339.42    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Sanjiu Medical and Pharmaceutical Company Limited | CHINA RESOURCES SANJIU MEDICAL COMMON STOCK CNY1.0     | CUSIP: BD5CL4909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     32400 | NS      | $128733.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gree Electric Appliances Inc. of Zhuhai                           | GREE ELECTRIC APPLIANCES INC O COMMON STOCK CNY1.0     | CUSIP: BD5CPN903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     13700 | NS      | $78237.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                              | MIDEA GROUP CO LTD COMMON STOCK CNY1.0                 | CUSIP: BD5CPP908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8800 | NS      | $99442.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                 | NATIONAL GRID PLC COMMON STOCK GBP.1243129             | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    108738 | NS      | $1652165.26   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev S.A.                                                        | AMBEV SA COMMON STOCK                                  | CUSIP: BG7ZWY901<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    102800 | NS      | $267695.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Contemporary Amperex Technology Co.Ltd.                           | CONTEMPORARY AMPEREX TECHNOLOG COMMON STOCK CNY1.0     | CUSIP: BHQPSY905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7800 | NS      | $413407.51    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                       | PROSUS NV COMMON STOCK EUR.05                          | CUSIP: BJDS7L900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      6918 | NS      | $436137.51    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                      | UNILEVER PLC COMMON STOCK GBP.00031111                 | CUSIP: BLRB26905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     16470 | NS      | $994994.19    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                          | TENCENT HOLDINGS LTD COMMON STOCK HKD.00002            | CUSIP: BMMV2K903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7400 | NS      | $584685.36    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Tianhe Chemicals Group Limited                                    | TIANHE CHEMICALS GROUP LTD COMMON STOCK USD.000001     | CUSIP: BN7ZDG906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   4848409 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                     | INNER MONGOLIA YILI INDUSTRIAL COMMON STOCK CNY1.0     | CUSIP: BP3R2V902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    136600 | NS      | $567980.66    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                  | NOVO NORDISK A/S COMMON STOCK DKK.1                    | CUSIP: BP6KMJ909<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     71021 | NS      | $3517164.04   | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDS Co.Ltd.                                               | SAMSUNG SDS CO LTD COMMON STOCK KRW500.0               | CUSIP: BRS2KY900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2904 | NS      | $333376.16    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Union Group Public Company Limited                           | THAI UNION GROUP PCL FOREIGN SH. THB.25 A              | CUSIP: BYTBHT909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    328200 | NS      | $132802.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Tunnel Engineering Co.Ltd.                               | SHANGHAI TUNNEL ENGINEERING CO COMMON STOCK CNY1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    109500 | NS      | $97933.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Grandblue Environment Co. Ltd.                                    | GRANDBLUE ENVIRONMENT CO LTD COMMON STOCK CNY1.0       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     97498 | NS      | $396550.25    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                                      | ALLEGION PLC COMMON STOCK USD.01                       | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      6217 | NS      | $1032208.51   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer