# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-26-184490
**Filing Date:** 2026-4
**Character Count:** 118586
**Document Hash:** 2bd746156f7b6dfc67df9bbf97666760
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184490.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184490

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**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:** 26903856

**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           |

## 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:** 2026-02-28

**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:** $295007935.35

**Total Liabilities:** $629731.38

**Net Assets:** $294378203.97

**Cash Not Reported:** $13725863.05

**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 | -1.50%               | 0.38%                | 2.08%                |
| Class ID C000107910 | -1.47%               | 0.20%                | 2.09%                |
| Class ID C000107911 | -1.37%               | 0.37%                | 2.13%                |
| Class ID C000107912 | -1.37%               | 0.37%                | 2.12%                |
| Class ID C000107913 | -1.37%               | 0.37%                | 2.12%                |
| Class ID C000113522 | -1.41%               | 0.29%                | 2.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5859807.07              | $-7341477.54                               |
| Month 2  | $3062702.71              | $132155.44                                 |
| Month 3  | $1877739.12              | $3101016.93                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NAVER Corporation                                                 | NAVER CORP COMMON STOCK KRW100.0                       | CUSIP: 656039906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       663 | NS      | $117121.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nongshim Co. Ltd.                                                 | NONGSHIM CO LTD COMMON STOCK KRW5000.0                 | CUSIP: 663811909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       713 | NS      | $212970.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Inc.                                                          | NTT INC COMMON STOCK                                   | CUSIP: 664137007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1123600 | NS      | $1099256.16   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property and Casualty Company Limited                        | PICC PROPERTY and CASUALTY CO LT COMMON STOCK CNY1.0   | CUSIP: 670625904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     32000 | NS      | $66027.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                | NVIDIA CORP COMMON STOCK USD.001                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       959 | NS      | $169925.21    | 0.06%             |  |  |  | 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        |     48400 | NS      | $31491.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange GroupInc.                                          | JAPAN EXCHANGE GROUP INC COMMON STOCK                  | CUSIP: 674388905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     68200 | NS      | $928129.19    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                              | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $578.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                              | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $260.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                              | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $17.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                              | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $66.27        | 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      | $-4028.18     | -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      | $-609.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $17449.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $564.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                              | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-2730.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $441.00       | 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      | $-863.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-621.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AppFolio Inc.                                                     | APPFOLIO INC COMMON STOCK USD.0001                     | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1374 | NS      | $244242.24    | 0.08%             |  |  |  | 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        |     20427 | NS      | $2727004.50   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma Public Limited Company                                      | HALMA PLC COMMON STOCK GBP.1                           | CUSIP: 040520009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6118 | NS      | $344258.40    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                     | ASSURANT INC COMMON STOCK USD.01                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      9618 | NS      | $2208196.62   | 0.75%             |  |  |  | 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        |       901 | NS      | $193138.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc.                                                        | BAIDU INC ADR USD.00005                                | CUSIP: 056752108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1389 | NS      | $172847.16    | 0.06%             |  |  |  | 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        |     14210 | NS      | $2507780.80   | 0.85%             |  |  |  | No            |                  1 | 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        |    172558 | NS      | $3124574.87   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                             | BOOKING HOLDINGS INC COMMON STOCK USD.008              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       602 | NS      | $2552088.70   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                     | BROADCOM INC COMMON STOCK                              | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9576 | NS      | $3060010.80   | 1.04%             |  |  |  | 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        |      4566 | NS      | $1368521.52   | 0.46%             |  |  |  | No            |                  1 | 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      | $6605.16      | 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      | $-303.23      | -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      | $11797.79     | 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      | $15360.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $7148.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $17845.26     | 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      | $10902.56     | 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      | $18923.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                              | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-3316.94     | -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      | $96.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                              | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $3.60         | 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      | $-455.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN 10-YEAR BOND FUTURE MAR26                              | AUSTRALIAN 10-YEAR BOND FUTURE MAR26                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |       133 | NC      | $94307.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 10-YEAR US TREASURY NOTE FUTURE JUN26                             | 10-YEAR US TREASURY NOTE FUTURE JUN26                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       177 | NC      | $-162132.88   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| 5-YEAR US TREASURY NOTE FUTURE JUN26                              | 5-YEAR US TREASURY NOTE FUTURE JUN26                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       137 | NC      | $85451.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE JUN26                                            | LONG GILT FUTURE JUN26                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        85 | NC      | $161516.38    | 0.05%             |  |  |  | No            |                  1 | 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        |     49200 | NS      | $132645.19    | 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        |     86000 | NS      | $83077.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Kalbe Farma Tbk.                                               | KALBE FARMA TBK PT COMMON STOCK IDR10.0                | CUSIP: B7311V900<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    195800 | NS      | $12855.17     | 0.00%             |  |  |  | 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        |    946600 | NS      | $199758.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                 | EVERSOURCE ENERGY COMMON STOCK USD5.0                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     13631 | NS      | $1038818.51   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                               | META PLATFORMS INC COMMON STOCK USD.000006             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4286 | NS      | $2778099.48   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                     | ALPHABET INC COMMON STOCK USD.001                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     16499 | NS      | $5143728.24   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                                        | DIAGEO PLC COMMON STOCK GBP.2893518                    | CUSIP: 023740905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    109420 | NS      | $2453918.48   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc.                                       | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     11278 | NS      | $2257968.38   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                                          | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     52433 | NS      | $5158882.87   | 1.75%             |  |  |  | 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      | $46400.61     | 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        |     11400 | NS      | $234429.69    | 0.08%             |  |  |  | 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        |      1427 | NS      | $95975.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc.                                                      | NETEASE INC ADR USD.0001                               | CUSIP: 64110W102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1305 | NS      | $150035.85    | 0.05%             |  |  |  | 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        |     47000 | NS      | $359493.09    | 0.12%             |  |  |  | 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        |       648 | NS      | $232925.20    | 0.08%             |  |  |  | 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      | $-84033.43    | -0.03%            |  |  |  | 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      | $-210.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-212.87      | -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      | $-102.34      | -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      | $-66.29       | -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      | $131.05       | 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      | $358.55       | 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      | $242.06       | 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      | $-129.10      | -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      | $128.53       | 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      | $-181.75      | -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      | $-47.24       | -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      | $-41.77       | -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      | $-475.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-559.56      | -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      | $36.54        | 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      | $-13.78       | -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      | $-65.95       | -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      | $311.66       | 0.00%             |  |  |  | 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        |      5600 | NS      | $68430.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                     | ALIBABA GROUP HOLDING LTD ADR USD.000025               | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |      3632 | NS      | $523407.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                         | EBAY INC COMMON STOCK USD.001                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     11368 | NS      | $1032896.48   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                                  | FASTENAL CO COMMON STOCK USD.01                        | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4569 | NS      | $210356.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                                        | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      2803 | NS      | $326353.29    | 0.11%             |  |  |  | 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        |     15600 | NS      | $188319.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc.                                                  | EMCOR GROUP INC COMMON STOCK USD.01                    | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2705 | NS      | $1960097.10   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                                          | ESSENTIAL UTILITIES INC COMMON STOCK USD.5             | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14147 | NS      | $565455.59    | 0.19%             |  |  |  | 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        |      1167 | NS      | $430074.49    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc.                                                     | FORTINET INC COMMON STOCK USD.001                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     32969 | NS      | $2605540.07   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                          | GENERAL ELECTRIC CO COMMON STOCK USD.01                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      4609 | NS      | $1577476.34   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                              | AMPHENOL CORP COMMON STOCK USD.001                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     16275 | NS      | $2377126.50   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                        | APPLE INC COMMON STOCK USD.00001                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       528 | NS      | $139487.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                                   | CIGNA GROUP/THE COMMON STOCK USD.01                    | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12696 | NS      | $3679554.72   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                            | CVS HEALTH CORP COMMON STOCK USD.01                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     31909 | NS      | $2549529.10   | 0.87%             |  |  |  | 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      | $148384.88    | 0.05%             |  |  |  | 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      | $2595.18      | 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      | $123.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $14.09        | 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      | $-259.22      | -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      | $1.14         | 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      | $95.63        | 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      | $-1001.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                | MERCK and CO INC COMMON STOCK USD.5                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6190 | NS      | $766445.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                             | MICROSOFT CORP COMMON STOCK USD.00000625               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     13776 | NS      | $5410386.24   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                          | HONG KONG EXCHANGES and CLEARING COMMON STOCK          | CUSIP: 626735906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      4600 | NS      | $245754.71    | 0.08%             |  |  |  | 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        |     11861 | NS      | $1775250.80   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| ASICS Corporation                                                 | ASICS CORP COMMON STOCK                                | CUSIP: 605737006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46500 | NS      | $1425025.68   | 0.48%             |  |  |  | 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        |     11100 | NS      | $63351.10     | 0.02%             |  |  |  | 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        |      9813 | NS      | $149624.38    | 0.05%             |  |  |  | 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        |     15465 | NS      | $1319164.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                              | GLOBAL PAYMENTS INC COMMON STOCK                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     18293 | NS      | $1398682.78   | 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        |      5853 | NS      | $850206.78    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal                                                           | L'OREAL SA COMMON STOCK EUR.2                          | CUSIP: 405780909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4328 | NS      | $2027867.55   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                      | CAPGEMINI SE COMMON STOCK EUR8.0                       | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     12939 | NS      | $1635189.53   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc.                                       | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      6351 | NS      | $1914191.40   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                     | CHUBB LTD COMMON STOCK                                 | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3758 | NS      | $1280951.88   | 0.44%             |  |  |  | No            |                  1 | 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      | $4149.78      | 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      | $-91.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1182.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-932.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Marzetti Company                                              | MARZETTI COMPANY/THE COMMON STOCK                      | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9115 | NS      | $1497959.10   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                         | MSCI INC COMMON STOCK USD.01                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1429 | NS      | $817145.07    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| U C B SA                                                          | UCB SA COMMON STOCK                                    | CUSIP: 559699905<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      5504 | NS      | $1653310.26   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                                     | NEMETSCHEK SE COMMON STOCK                             | CUSIP: 563396902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2813 | NS      | $224105.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Corporation International                                 | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0      | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      7876 | NS      | $663001.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                | TAIWAN SEMICONDUCTOR MANUFACTU ADR                     | CUSIP: 874039100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2718 | NS      | $1018108.44   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                                     | TERADYNE INC COMMON STOCK USD.125                      | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      7348 | NS      | $2351580.44   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies Inc.                                      | TRAVELERS COS INC/THE COMMON STOCK                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      4447 | NS      | $1372522.08   | 0.47%             |  |  |  | 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      | $-3420.73     | -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      | $-96.90       | -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      | $-1247.25     | -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      | $21.99        | 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      | $1276.64      | 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      | $-191.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                              | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-83.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                              | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-9.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Church and Dwight Co. Inc.                                        | CHURCH and DWIGHT CO INC COMMON STOCK USD1.0           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     20310 | NS      | $2129706.60   | 0.72%             |  |  |  | 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        |     33921 | NS      | $2695362.66   | 0.92%             |  |  |  | No            |                  1 | 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      | $192.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-41.05       | -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      | $-1901.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                              | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-311.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corporation                                                | CINTAS CORP COMMON STOCK                               | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1874 | NS      | $376917.62    | 0.13%             |  |  |  | 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        |     77293 | NS      | $6304017.08   | 2.14%             |  |  |  | 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      | $826230.70    | 0.28%             |  |  |  | No            |                  1 | 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        |      1836 | NS      | $233254.95    | 0.08%             |  |  |  | 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        |      4615 | NS      | $262204.51    | 0.09%             |  |  |  | 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        |      5197 | NS      | $287255.93    | 0.10%             |  |  |  | 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      | $-51.86       | -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      | $2340.07      | 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      | $-611.84      | -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      | $226.26       | 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      | $-952.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                              | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-362.10      | -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      | $603.04       | 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      | $7.28         | 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      | $279.75       | 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      | $74.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                              | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-1354.14     | -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      | $77.94        | 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      | $-38.24       | -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      | $111.04       | 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      | $163.00       | 0.00%             |  |  |  | No            |                  2 | 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        |      8700 | NS      | $432852.91    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry and Associates Inc.                                    | JACK HENRY and ASSOCIATES INC COMMON STOCK USD.01      | CUSIP: 426281101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2012 | NS      | $326869.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                             | HOWMET AEROSPACE INC COMMON STOCK                      | CUSIP: 443201108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11851 | NS      | $3111243.03   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                                           | INTUITIVE SURGICAL INC COMMON STOCK USD.001            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       552 | NS      | $277937.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                               | JOHNSON and JOHNSON COMMON STOCK USD1.0                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     16800 | NS      | $4173624.00   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                                        | KIMBERLY-CLARK CORP COMMON STOCK USD1.25               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      4384 | NS      | $488552.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                                    | KROGER CO/THE COMMON STOCK USD1.0                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     28171 | NS      | $1922389.04   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                                   | LKQ CORP COMMON STOCK USD.01                           | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     14925 | NS      | $494166.75    | 0.17%             |  |  |  | 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        |      8528 | NS      | $2465615.36   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                         | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     19422 | NS      | $1925497.08   | 0.65%             |  |  |  | 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        |      2461 | NS      | $73854.61     | 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        |      5500 | NS      | $61837.48     | 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        |     34758 | NS      | $3983266.80   | 1.35%             |  |  |  | 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        |     24400 | NS      | $277450.47    | 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        |    175900 | NS      | $441128.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                                          | LAM RESEARCH CORP COMMON STOCK USD.001                 | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      9876 | NS      | $2309897.64   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoprite Holdings Ltd                                             | SHOPRITE HOLDINGS LTD COMMON STOCK ZAR1.134            | CUSIP: 680157906<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     14076 | NS      | $234165.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corporation                                             | ADVANTEST CORP COMMON STOCK                            | CUSIP: 687049007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $3099732.08   | 1.05%             |  |  |  | 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        |     24000 | NS      | $1497555.88   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc.                                                          | PTC INC COMMON STOCK USD.01                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      6210 | NS      | $972423.90    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc.                                              | PAYPAL HOLDINGS INC COMMON STOCK                       | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     38129 | NS      | $1761941.09   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                       | NOVARTIS AG COMMON STOCK CHF.49                        | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     14874 | NS      | $2500940.29   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                      | PEPSICO INC COMMON STOCK USD.017                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     26226 | NS      | $4451601.24   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                       | PFIZER INC COMMON STOCK USD.05                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     67353 | NS      | $1862310.45   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PLDT Inc.                                                         | PLDT INC COMMON STOCK PHP5.0                           | CUSIP: 718252109<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |       815 | NS      | $19778.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $4970.67      | 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      | $75.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                              | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-4.26        | -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      | $-733.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kddi Corporation                                                  | KDDI CORP COMMON STOCK                                 | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88800 | NS      | $1525362.61   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                            | UBER TECHNOLOGIES INC COMMON STOCK USD.00001           | CUSIP: 90353T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1924 | NS      | $145108.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc.                                                  | ULTA BEAUTY INC COMMON STOCK                           | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1341 | NS      | $918303.39    | 0.31%             |  |  |  | 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        |  12141600 | PA      | $12742514.37  | 4.33%             | 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        |   3044400 | PA      | $2911921.05   | 0.99%             | 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        |   7010500 | PA      | $7185762.50   | 2.44%             | 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        |   4576400 | PA      | $4470034.44   | 1.52%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | 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        |   8582900 | PA      | $8990923.00   | 3.05%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JUMBO S.A.                                                        | JUMBO SA COMMON STOCK EUR.88                           | CUSIP: 724353909<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |      2345 | NS      | $68704.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Procter and Gamble Company                                    | PROCTER and GAMBLE CO/THE COMMON STOCK                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     12699 | NS      | $2123272.80   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Incorporated                                             | QUALCOMM INC COMMON STOCK USD.0001                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4438 | NS      | $631793.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                                       | QUALYS INC COMMON STOCK USD.001                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      6810 | NS      | $629720.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc.                                                    | DOLLARAMA INC COMMON STOCK                             | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      5000 | NS      | $736116.71    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                            | SANOFI SA COMMON STOCK EUR2.0                          | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     41085 | NS      | $4018166.57   | 1.36%             |  |  |  | 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        |  11054700 | PA      | $11200224.73  | 3.80%             | 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        |   1227400 | PA      | $1274338.46   | 0.43%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | 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        |      3980 | NS      | $858605.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc.                                        | ROGERS COMMUNICATIONS INC COMMON STOCK                 | CUSIP: 775109200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12300 | NS      | $490899.89    | 0.17%             |  |  |  | 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        |      5117 | NS      | $955548.58    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                                           | MASTERCARD INC COMMON STOCK USD.0001                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2473 | NS      | $1279060.33   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                                      | MAXIMUS INC COMMON STOCK                               | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1161 | NS      | $87783.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                            | MCDONALD'S CORP COMMON STOCK USD.01                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4921 | NS      | $1678356.26   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                              | MCKESSON CORP COMMON STOCK USD.01                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      4461 | NS      | $4404657.57   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                               | DEUTSCHE TELEKOM AG COMMON STOCK                       | CUSIP: 584235907<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    108183 | NS      | $4344645.25   | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings Inc.                                             | MEDPACE HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      2985 | NS      | $1348503.60   | 0.46%             |  |  |  | No            |                  1 | 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      | $78769.20     | 0.03%             |  |  |  | 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      | $131809.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 08/34 3.875             | CUSIP: 91282CLF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6633500 | PA      | $6643346.63   | 2.26%             | 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        |   5522900 | PA      | $5674132.52   | 1.93%             | 2034-11-15      | Fixed         | 4.25%                 | 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      | $52517.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $12927.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc.                                                      | ROLLINS INC COMMON STOCK USD1.0                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     10010 | NS      | $609508.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                     | HEINEKEN NV COMMON STOCK EUR1.6                        | CUSIP: 779255900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     10827 | NS      | $1002784.32   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                               | SK TELECOM CO LTD ADR                                  | CUSIP: 78440P306<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1828 | NS      | $55461.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                 | SYSCO CORP COMMON STOCK USD1.0                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     28534 | NS      | $2601159.44   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Naspers Limited                                                   | NASPERS LTD COMMON STOCK ZAR.02                        | CUSIP: ACI30CJZ5<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      6045 | NS      | $336408.18    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SandP500 EMINI FUT 0326                                           | SandP500 EMINI FUT 0326                                | CUSIP: ADI2TSML6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        15 | NC      | $-9573.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 0326                                                | EURO STOXX 50 0326                                     | CUSIP: ADI2TSNC5<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        18 | NC      | $-72379.10    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI EMGMKT 0326                                                  | MSCI EMGMKT 0326                                       | CUSIP: ADI2TZ6B0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       117 | NC      | $-1257362.57  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 IDX FUT 0326                                             | FTSE 100 IDX FUT 0326                                  | CUSIP: ADI2XTMM7<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         7 | NC      | $-65074.38    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0326                                             | EURO-BUND FUTURE 0326                                  | CUSIP: ADI302N31<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       462 | NC      | $1134345.25   | 0.39%             |  |  |  | No            |                  1 | 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      | $89.80        | 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      | $-1053.49     | -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      | $753.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                              | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-947.56      | -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      | $-111.01      | -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      | $-85.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                              | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-75.68       | -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      | $-341.98      | -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      | $57.36        | 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      | $-9.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                       | ZOETIS INC COMMON STOCK USD.01                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     24238 | NS      | $3177601.80   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                                 | ASML HOLDING NV COMMON STOCK EUR.09                    | CUSIP: ACI02GTQ9<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      1619 | NS      | $2354686.81   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Gedeon Richter Plc.                                               | RICHTER GEDEON NYRT COMMON STOCK HUF100.0              | CUSIP: ACI06DSC4<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |      3208 | NS      | $120341.52    | 0.04%             |  |  |  | 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        |     21245 | NS      | $236246.08    | 0.08%             |  |  |  | No            |                  1 | 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        |     17724 | NS      | $97894.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Limited                                                  | BRAMBLES LTD COMMON STOCK                              | CUSIP: B1FJ0C904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     21726 | NS      | $387462.70    | 0.13%             |  |  |  | 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        |     26400 | NS      | $120503.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                          | VINCI SA COMMON STOCK EUR2.5                           | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     28142 | NS      | $4671180.23   | 1.59%             |  |  |  | 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        |      2783 | NS      | $83541.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola S.A.                                                    | IBERDROLA SA COMMON STOCK EUR.75                       | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     43974 | NS      | $1037929.74   | 0.35%             |  |  |  | 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        |     38000 | NS      | $25146.40     | 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        |     30000 | NS      | $29614.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Want Want China Holdings Limited                                  | WANT WANT CHINA HOLDINGS LTD COMMON STOCK USD.02       | CUSIP: B2Q14Z904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      2000 | NS      | $1251.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tis Inc.                                                          | TIS INC COMMON STOCK                                   | CUSIP: B2Q4CR907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24000 | NS      | $496022.45    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 MINI 0326                                              | NIKKEI 225 MINI 0326                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |        18 | NC      | $-95863.91    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SPI 200 FUTURES 0326                                              | SPI 200 FUTURES 0326                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |         3 | NC      | $-18438.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 0326                                          | SandP MID 400 EMINI 0326                               | CUSIP: ADI30KP62<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         5 | NC      | $-98437.37    | -0.03%            |  |  |  | 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        |     31000 | NS      | $268169.80    | 0.09%             |  |  |  | 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        |      9658 | NS      | $194507.28    | 0.07%             |  |  |  | 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        |      6230 | NS      | $76145.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                     | SK HYNIX INC COMMON STOCK KRW5000.0                    | CUSIP: 645026907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       142 | NS      | $104993.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Limited                                 | GEELY AUTOMOBILE HOLDINGS LTD COMMON STOCK HKD.02      | CUSIP: 653182907<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |    142000 | NS      | $291944.18    | 0.10%             |  |  |  | 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        |     15679 | NS      | $1470219.83   | 0.50%             |  |  |  | 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        |     21500 | NS      | $259184.57    | 0.09%             |  |  |  | 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      | $-238.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $4756.11      | 0.00%             |  |  |  | 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        |     75500 | NS      | $229452.84    | 0.08%             |  |  |  | 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        |     95700 | NS      | $1884812.17   | 0.64%             |  |  |  | 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        |    244000 | NS      | $248244.07    | 0.08%             |  |  |  | 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        |      2869 | NS      | $577673.49    | 0.20%             |  |  |  | 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        |    281900 | NS      | $102375.72    | 0.03%             |  |  |  | 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        |   3179600 | PA      | $3354229.61   | 1.14%             | 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        |   4173700 | PA      | $4188699.23   | 1.42%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 02/36 4.125             | CUSIP: 91282CPZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3377300 | PA      | $3422154.77   | 1.16%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     23631 | NS      | $1184858.34   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                         | VISA INC COMMON STOCK USD.0001                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1942 | NS      | $621711.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                                     | WD-40 CO COMMON STOCK USD.001                          | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      4364 | NS      | $1039504.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                                | WATERS CORP COMMON STOCK USD.01                        | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1923 | NS      | $614239.76    | 0.21%             |  |  |  | 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        |      3663 | NS      | $201135.33    | 0.07%             |  |  |  | No            |                  1 | 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      | $50796.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $406.00       | 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      | $438.55       | 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      | $218.13       | 0.00%             |  |  |  | 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        |     33300 | NS      | $140289.52    | 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        |     14200 | NS      | $77516.98     | 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        |      9000 | NS      | $103133.90    | 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        |    126501 | NS      | $2366415.50   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev S.A.                                                        | AMBEV SA COMMON STOCK                                  | CUSIP: BG7ZWY901<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     93000 | NS      | $295154.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus N.V.                                                       | PROSUS NV COMMON STOCK EUR.05                          | CUSIP: BJDS7L900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      7081 | NS      | $363966.37    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                      | UNILEVER PLC COMMON STOCK GBP.00031111                 | CUSIP: BLRB26905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     17098 | NS      | $1255963.28   | 0.43%             |  |  |  | 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        |      6300 | NS      | $414501.11    | 0.14%             |  |  |  | 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        |    139500 | NS      | $530326.95    | 0.18%             |  |  |  | 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        |     23911 | NS      | $904398.35    | 0.31%             |  |  |  | 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        |      2964 | NS      | $401677.82    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                             | KONGSBERG GRUPPEN ASA COMMON STOCK NOK1.25             | CUSIP: BSTRB8909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     42386 | NS      | $1718809.10   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                       | RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.10417     | CUSIP: BSZBP5908<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     25447 | NS      | $2241834.32   | 0.76%             |  |  |  | No            |                  2 | 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        |     17600 | NS      | $146049.88    | 0.05%             |  |  |  | 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        |    335200 | NS      | $133583.93    | 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        |    113100 | NS      | $109339.39    | 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        |    103498 | NS      | $429848.59    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                                      | ALLEGION PLC COMMON STOCK USD.01                       | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4272 | NS      | $688432.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer