# EDGAR Filing Document

**Accession Number:** 0000022370
**File Stem:** 0000022370-26-000050
**Filing Date:** 2026-3
**Character Count:** 203390
**Document Hash:** 58e2f0466d42dd629c47fd95c878c672
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000022370-26-000050.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0000022370-26-000050

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000022370

**ORGANIZATION NAME:**
- **EIN:** 746035056
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00560
- **FILM NUMBER:** 26811111

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN INVESTMENT TRUST /MA/
- **DATE OF NAME CHANGE:** 19950131

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](imgc703516c1.gif)

#### Quarterly portfolio holdings

## John Hancock

## Diversified Macro Fund

## Alternative
January 31, 2026

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

------

Consolidated Fund's investments

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 63.4%** |  |  |  | **$570669220** |
| (Cost $570,620,383) |  |  |  |  |
| **U.S. Government 63.4%** |  |  |  | &nbsp;&nbsp;&nbsp;**570669220** |
| U.S. Treasury Bill | &nbsp;&nbsp;3.531 | &nbsp;&nbsp;02-05-26 | 121000000 | &nbsp;&nbsp;&nbsp;&nbsp;120963781 |
| U.S. Treasury Bill | &nbsp;&nbsp;3.540 | &nbsp;&nbsp;02-12-26 | 117500000 | &nbsp;&nbsp;&nbsp;&nbsp;117382728 |
| U.S. Treasury Bill | &nbsp;&nbsp;3.566 | &nbsp;&nbsp;02-19-26 | 177000000 | &nbsp;&nbsp;&nbsp;&nbsp;176699017 |
| U.S. Treasury Bill | &nbsp;&nbsp;3.588 | &nbsp;&nbsp;02-26-26 | 156000000 | &nbsp;&nbsp;&nbsp;&nbsp;155623694 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $570,620,383) 63.4%** | **$570669220** |
| **Other assets and liabilities, net 36.6%** | &nbsp;&nbsp;**329759232** |
| **Total net assets 100.0%** | **$900428452** |

---

---

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

---

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

------

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| 10-Year Japanese Government Bond Futures | &nbsp;&nbsp;99 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;$85238436 | &nbsp;&nbsp;&nbsp;$84190941 | &nbsp;&nbsp;&nbsp;&nbsp;$(1047495) |
| 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;1763 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;198187972 | &nbsp;&nbsp;&nbsp;197152984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1034988) |
| 30-Year U.S. Treasury Bond Futures | &nbsp;&nbsp;517 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;59668548 | &nbsp;&nbsp;&nbsp;&nbsp;59519625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(148923) |
| 3-Month EURIBOR Futures | &nbsp;&nbsp;1863 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2027 | &nbsp;&nbsp;&nbsp;539790508 | &nbsp;&nbsp;&nbsp;540236434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445926 |
| 5-Year U.S. Treasury Note Futures | &nbsp;&nbsp;1671 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Apr 2026 | &nbsp;&nbsp;&nbsp;182479528 | &nbsp;&nbsp;&nbsp;182021508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(458020) |
| ASX SPI 200 Index Futures | &nbsp;&nbsp;121 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;18450488 | &nbsp;&nbsp;&nbsp;&nbsp;18593704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143216 |
| Canadian 10-Year Bond Futures | &nbsp;&nbsp;1127 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;101115711 | &nbsp;&nbsp;&nbsp;100214563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(901148) |
| Coffee 'C' Futures | &nbsp;&nbsp;78 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;10416783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9718313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(698470) |
| DAX Index Futures | &nbsp;&nbsp;38 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;28527035 | &nbsp;&nbsp;&nbsp;&nbsp;27719735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(807300) |
| Electrolytic Copper Futures | &nbsp;&nbsp;48 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;13027604 | &nbsp;&nbsp;&nbsp;&nbsp;15744408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2716804 |
| Euro SCHATZ Futures | &nbsp;&nbsp;1490 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;188616729 | &nbsp;&nbsp;&nbsp;188813165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196436 |
| Euro-BOBL Futures | &nbsp;&nbsp;1923 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;265623940 | &nbsp;&nbsp;&nbsp;265804950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181010 |
| Euro-Bund Futures | &nbsp;&nbsp;578 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;87694377 | &nbsp;&nbsp;&nbsp;&nbsp;87813686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119309 |
| FTSE 100 Index Futures | &nbsp;&nbsp;12 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(605) |
| Gas Oil Futures | &nbsp;&nbsp;300 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;19893440 | &nbsp;&nbsp;&nbsp;&nbsp;21885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991560 |
| Gasoline RBOB Futures | &nbsp;&nbsp;138 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;10712472 | &nbsp;&nbsp;&nbsp;&nbsp;11256991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544519 |
| Gold 100 Oz Futures | &nbsp;&nbsp;44 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Apr 2026 | &nbsp;&nbsp;&nbsp;&nbsp;21404069 | &nbsp;&nbsp;&nbsp;&nbsp;20878440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(525629) |
| Hang Seng Index Futures | &nbsp;&nbsp;252 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Feb 2026 | &nbsp;&nbsp;&nbsp;&nbsp;43883402 | &nbsp;&nbsp;&nbsp;&nbsp;44354271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470869 |
| Long Gilt Futures | &nbsp;&nbsp;484 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;60086887 | &nbsp;&nbsp;&nbsp;&nbsp;60168033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81146 |
| Nasdaq 100 E-Mini Index Futures | &nbsp;&nbsp;120 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;61949017 | &nbsp;&nbsp;&nbsp;&nbsp;61608000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(341017) |
| Natural Gas Futures | &nbsp;&nbsp;33 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Feb 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215801 |
| Nikkei 225 Index Futures | &nbsp;&nbsp;165 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;56275076 | &nbsp;&nbsp;&nbsp;&nbsp;56922654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647578 |
| NY Harbor ULSD Futures | &nbsp;&nbsp;184 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;18011202 | &nbsp;&nbsp;&nbsp;&nbsp;19575024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563822 |
| OMX Stockholm 30 Index Futures | &nbsp;&nbsp;84 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Feb 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2854538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9227) |
| Primary Aluminum Futures | &nbsp;&nbsp;132 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9492524 | &nbsp;&nbsp;&nbsp;&nbsp;10355103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862579 |
| Russell 2000 E-Mini Index Futures | &nbsp;&nbsp;24 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3149520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111337 |
| S&P 500 E-Mini Index Futures | &nbsp;&nbsp;291 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;100289742 | &nbsp;&nbsp;&nbsp;101351663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061921 |
| S&P/TSX 60 Index Futures | &nbsp;&nbsp;52 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;14555584 | &nbsp;&nbsp;&nbsp;&nbsp;14150538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(405046) |
| SGX Japanese Government Bond Futures | &nbsp;&nbsp;8 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
| Silver Futures | &nbsp;&nbsp;12 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3086241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4711860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625619 |
| Soybean Oil Futures | &nbsp;&nbsp;42 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23173) |
| Tokyo Price Index Futures | &nbsp;&nbsp;373 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;81554507 | &nbsp;&nbsp;&nbsp;&nbsp;86212265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4657758 |
| Zinc Futures | &nbsp;&nbsp;108 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8226422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9212130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985708 |
| 2-Year U.S. Treasury Note Futures | &nbsp;&nbsp;961 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Apr 2026 | &nbsp;&nbsp;(200483112) | &nbsp;&nbsp;(200360992) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122120 |
| 3-Month CORRA Index Futures | &nbsp;&nbsp;180 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(32269370) | &nbsp;&nbsp;&nbsp;&nbsp;(32297947) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28577) |
| 3-Month SOFR Index Futures | &nbsp;&nbsp;204 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2027 | &nbsp;&nbsp;&nbsp;&nbsp;(49350084) | &nbsp;&nbsp;&nbsp;&nbsp;(49362900) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12816) |
| 3-Month SONIA Index Futures | &nbsp;&nbsp;150 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2027 | &nbsp;&nbsp;&nbsp;&nbsp;(49570057) | &nbsp;&nbsp;&nbsp;&nbsp;(49524671) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45386 |
| 90-Day Bank Bill Futures | &nbsp;&nbsp;78 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(5375253) | &nbsp;&nbsp;&nbsp;&nbsp;(5375461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(208) |
| Australian 10-Year Bond Futures | &nbsp;&nbsp;62 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(4711534) | &nbsp;&nbsp;&nbsp;&nbsp;(4712487) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(953) |
| Brent Crude Futures | &nbsp;&nbsp;54 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(3519550) | &nbsp;&nbsp;&nbsp;&nbsp;(3743280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(223730) |
| CAC40 Index Futures | &nbsp;&nbsp;3 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Feb 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(288661) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(289339) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(678) |
| Corn Futures | &nbsp;&nbsp;877 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(19582342) | &nbsp;&nbsp;&nbsp;&nbsp;(18778763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803579 |
| Cotton No. 2 Futures | &nbsp;&nbsp;84 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(2785576) | &nbsp;&nbsp;&nbsp;&nbsp;(2653140) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132436 |
| Dow Jones Industrial Average E-Mini Index Futures | &nbsp;&nbsp;12 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(2947920) | &nbsp;&nbsp;&nbsp;&nbsp;(2940480) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7440 |
| Euro STOXX 50 Index Futures | &nbsp;&nbsp;294 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(20793614) | &nbsp;&nbsp;&nbsp;&nbsp;(20738878) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54736 |
| Hard Red Winter Wheat Futures | &nbsp;&nbsp;349 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(9388983) | &nbsp;&nbsp;&nbsp;&nbsp;(9505888) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116905) |
| Soybean Futures | &nbsp;&nbsp;595 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(31819407) | &nbsp;&nbsp;&nbsp;&nbsp;(31661438) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157969 |
| Soybean Meal Futures | &nbsp;&nbsp;276 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(8812469) | &nbsp;&nbsp;&nbsp;&nbsp;(8103360) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709109 |
| Sugar No. 11 (World) Futures | &nbsp;&nbsp;482 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(8987245) | &nbsp;&nbsp;&nbsp;&nbsp;(7703517) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283728 |
| U.S. Dollar Index Futures | &nbsp;&nbsp;18 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(1777560) | &nbsp;&nbsp;&nbsp;&nbsp;(1743462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34098 |
| Wheat Futures | &nbsp;&nbsp;535 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(14626353) | &nbsp;&nbsp;&nbsp;&nbsp;(14391500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234853 |
| WTI Crude Oil Futures | &nbsp;&nbsp;250 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Feb 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(15297948) | &nbsp;&nbsp;&nbsp;&nbsp;(16302500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1004552) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$14419961** |

---

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

------

**FUTURES (continued)<br> ^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.**

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31921000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21471156 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$754666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15930000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2956831 | BOA | 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24347000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4636058 | BOA | 3/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(37000) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;125816000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91937751 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;149198000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;188074732 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5820480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;929030000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041711 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;264934000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12792394 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;246588000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;288855680 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4033013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89725000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;120382881 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;3342739000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10191743 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | 39059310000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2316878 | BOA | 3/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34243000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10855901 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;407740000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498679 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67263) |
| JPY | 20394991000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;132738241 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(484862) |
| KRW | 15921772000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10997529 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6809) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;862428000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46996106 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37013000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3724378 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54927000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32228788 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1869000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522106 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2853000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314412 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533620 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40893000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313615 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10281) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;291528000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9268878 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59158) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46804921 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70163000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2047883) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43616 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | BOA | 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1038) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;169353177 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;233544000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2463812) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;163521348 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;128371000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3307446) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4094541 | CLP | &nbsp;&nbsp;3618785000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45537) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598142 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32714000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;301497452 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;256480000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3140616) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39402251 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29255000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(626629) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888407 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;628287000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58292) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60034 | IDR | &nbsp;&nbsp;1017020000 | BOA | 3/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(542) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123938 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2248) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019696 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93822000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;239781157 | JPY | 37222416000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1591359) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5332291 | KRW | &nbsp;&nbsp;7768079000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29975) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6223575 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;111285000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119425) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188749 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8397) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69756002 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;120370000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2834672) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10536091 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37984000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(153721) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6817032 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62210000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(182226) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29342494 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37477000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(205765) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3603852 | THB | &nbsp;&nbsp;&nbsp;&nbsp;112628000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5651783 | TWD | &nbsp;&nbsp;&nbsp;&nbsp;179037000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4211) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597628 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57735000 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60356000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3667403 | BOA | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | **$17492989** | **$(17489167)** |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |

---

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

------

---

| | |
|:---|:---|
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CZK | Czech Republic Koruna |
| EUR | Euro |
| GBP | Pound Sterling |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli New Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | Korean Won |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Bhat |
| TWD | New Taiwan Dollar |
| USD | U.S. Dollar |
| ZAR | South African Rand |

---

---

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

---

SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK DIVERSIFIED MACRO FUND \| QUARTERLY REPORT 5

------

Notes to Consolidated Fund's investments (unaudited)

**Basis of consolidation. The accompanying Consolidated Fund's investments include the accounts of John Hancock Diversified Macro Offshore Subsidiary Fund, Ltd. (the subsidiary), a Cayman Islands exempted company which was incorporated on January 4, 2019, a wholly-owned subsidiary of the fund. The fund and its subsidiary are advised by Graham Capital Management, L.P. (the subadvisor), under the supervision of John Hancock Investment Management LLC (the Advisor). The fund may gain exposure to the commodities markets by investing up to 25% of its total assets in the subsidiary. The subsidiary acts as an investment vehicle for the fund to enable the fund to obtain its commodity exposure by investing in commodity-linked derivative instruments. As of January 31, 2026, the net assets of the subsidiary were $131,933,886 representing 14.7% of the fund's consolidated net assets. Intercompany accounts and transactions, if any, have been eliminated. The Consolidated Fund's investments include positions of the fund and the subsidiary.**

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

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

In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Futures contracts are typically valued based on the settlement price. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

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

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

The following is a summary of the values by input classification of the Consolidated Fund's investments as of January 31, 2026, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-26** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | **$570669220** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $570669220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$570669220** | **—** | **$570669220** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | **$22209421** | $21738552 | $470869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**17492989** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17492989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(7789460)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7789460) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(17489167)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17489167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

For additional information on the fund's significant accounting policies and risks, please refer to the fund's most recent semiannual or annual shareholder report and prospectus.

---

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

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Investment Trust

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $986700300.99

**Total Liabilities:** $86051206.22

**Net Assets:** $900649094.77

**Amount of Assets Invested in Other Investment Companies:** $131933886.10

**Cash Not Reported:** $329752936.78

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213576 | -1.28%               | -1.34%               | 3.83%                |
| Class ID C000213577 | -1.28%               | -1.34%               | 3.85%                |
| Class ID C000213578 | -1.41%               | -1.26%               | 3.86%                |
| Class ID C000213579 | -1.43%               | -1.33%               | 3.67%                |
| Class ID C000213580 | -1.29%               | -1.23%               | 3.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-85075.85               | $-302437.35                                |
| Month 2  | $120122.99               | $306052.85                                 |
| Month 3  | $-271042.61              | $-218963.81                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                      | Title                                     | Identifiers                  | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sold USD /Bought CHF                      | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $4071266.17   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                      | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $36.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                      | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $110750.36    | 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      | $-140129.21   | -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      | $-16263.72    | -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      | $-2642.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-107828.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought BRL                      | Sold USD /Bought BRL                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | BR        |         1 | NC      | $41982.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold KRW /Bought USD                      | Sold KRW /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $-27895.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold HUF /Bought USD                      | Sold HUF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $-56726.12    | -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      | $-8491.08     | -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      | $-45641.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                      | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-76556.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                      | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $6287.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                      | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-270.60      | -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      | $-14749.55    | -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      | $3621816.10   | 0.40%             |  |  |  | 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      | $55174.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                      | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $25041.11     | 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      | $109494.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $131422.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                      | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $37196.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $235549.29    | 0.03%             |  |  |  | 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      | $23310.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $164422.12    | 0.02%             |  |  |  | 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      | $15047.96     | 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      | $66634.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                      | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $31054.88     | 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      | $40486.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                      | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $755705.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CZK                      | Sold USD /Bought CZK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $33124.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CLP                      | Sold USD /Bought CLP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CL        |         1 | NC      | $549.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CZK                      | Sold USD /Bought CZK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $1633.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought IDR                      | Sold USD /Bought IDR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ID        |         1 | NC      | $15.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CZK                      | Sold USD /Bought CZK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $24577.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought IDR                      | Sold USD /Bought IDR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ID        |         1 | NC      | $2946.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CZK                      | Sold USD /Bought CZK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $25976.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought IDR                      | Sold USD /Bought IDR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ID        |         1 | NC      | $3249.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CZK                      | Sold USD /Bought CZK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $30698.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought IDR                      | Sold USD /Bought IDR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ID        |         1 | NC      | $3033.93      | 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      | $-242508.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                      | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-11992.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-52168.96    | -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      | $-139984.77   | -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      | $-65781.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-559.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold IDR /Bought USD                      | Sold IDR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ID        |         1 | NC      | $-307.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold BRL /Bought USD                      | Sold BRL /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-325.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold ZAR /Bought USD                      | Sold ZAR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $-3560.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CZK /Bought USD                      | Sold CZK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $-4430.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-6646.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CLP                      | Sold USD /Bought CLP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CL        |         1 | NC      | $672.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold IDR /Bought USD                      | Sold IDR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ID        |         1 | NC      | $-234.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold INR /Bought USD                      | Sold INR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IN        |         1 | NC      | $426.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold BRL /Bought USD                      | Sold BRL /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-711.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold ILS /Bought USD                      | Sold ILS /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IL        |         1 | NC      | $-2247.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold ZAR /Bought USD                      | Sold ZAR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $-629.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CZK /Bought USD                      | Sold CZK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $-2319.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold HUF /Bought USD                      | Sold HUF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $-1565.98     | -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      | $-213885.34   | -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      | $-35027.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                      | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-275228.64   | -0.03%            |  |  |  | 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      | $-34733.96    | -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      | $-17529.53    | -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      | $-16583.50    | -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      | $-156618.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                      | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-14709.97    | -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      | $-34767.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-1373.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CLP /Bought USD                      | Sold CLP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CL        |         1 | NC      | $12.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold THB /Bought USD                      | Sold THB /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TH        |         1 | NC      | $2932.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CZK /Bought USD                      | Sold CZK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $189.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold PLN /Bought USD                      | Sold PLN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | PL        |         1 | NC      | $-37.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-511.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold INR /Bought USD                      | Sold INR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IN        |         1 | NC      | $108.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-659.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CLP                      | Sold USD /Bought CLP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CL        |         1 | NC      | $-434.93      | -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      | $-14584.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CLP                      | Sold USD /Bought CLP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CL        |         1 | NC      | $-954.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold INR /Bought USD                      | Sold INR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IN        |         1 | NC      | $-595.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold THB /Bought USD                      | Sold THB /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TH        |         1 | NC      | $522.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $2197.57      | 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      | $93.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                      | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-64239.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-134937.84   | -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      | $-31991.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SGD /Bought USD                      | Sold SGD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SG        |         1 | NC      | $-2309.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold TWD /Bought USD                      | Sold TWD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-1892.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CLP /Bought USD                      | Sold CLP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CL        |         1 | NC      | $-12057.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold THB /Bought USD                      | Sold THB /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TH        |         1 | NC      | $638.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                      | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-39499.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold PLN /Bought USD                      | Sold PLN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | PL        |         1 | NC      | $-31657.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold KRW /Bought USD                      | Sold KRW /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $5929.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-24536.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-101260.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                      | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-60021.38    | -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      | $68063.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-35045.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                      | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-96.69       | -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      | $55803.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold ZAR /Bought USD                      | Sold ZAR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $7268.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-19910.85    | -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      | $77806.80     | 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      | $6664.05      | 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      | $6325.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SGD /Bought USD                      | Sold SGD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SG        |         1 | NC      | $2793.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CLP /Bought USD                      | Sold CLP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CL        |         1 | NC      | $132.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                      | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-59803.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold PLN /Bought USD                      | Sold PLN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | PL        |         1 | NC      | $220.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $775.49       | 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      | $109.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills              | UNITED STATES TREASURY BILL 02/26 0.00000 | CUSIP: 912797RT6<br>LEI: N/A | Long             | DBT              | UST               | US        | 117500000 | PA      | $117382727.95 | 13.03%            | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills              | UNITED STATES TREASURY BILL 02/26 0.00000 | CUSIP: 912797RU3<br>LEI: N/A | Long             | DBT              | UST               | US        | 156000000 | PA      | $155623693.68 | 17.28%            | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SandP500 EMINI FUT 0326                   | SandP500 EMINI FUT 0326                   | CUSIP: ADI2TSML6<br>LEI: N/A | N/A              | DE               | CORP              | US        |       303 | NC      | $1024975.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPIX INDX FUTR 0326                      | TOPIX INDX FUTR 0326                      | CUSIP: ADI2TSMM4<br>LEI: N/A | N/A              | DE               | CORP              | JP        |       373 | NC      | $4657757.39   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 0326                        | EURO STOXX 50 0326                        | CUSIP: ADI2TSNC5<br>LEI: N/A | N/A              | DE               | CORP              | DE        |       331 | NC      | $-21091.65    | -0.00%            |  |  |  | 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        |        12 | NC      | $-605.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BOBL FUTURE 0326                     | EURO-BOBL FUTURE 0326                     | CUSIP: ADI302MC2<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |      1941 | NC      | $179925.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT 0326                      | EURO-SCHATZ FUT 0326                      | CUSIP: ADI302MG3<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |      1460 | NC      | $196593.53    | 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        |       676 | NC      | $82042.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0326                      | US LONG BONDCBT 0326                      | CUSIP: ADI30KFY2<br>LEI: N/A | N/A              | DIR              | CORP              | US        |       601 | NC      | $-220016.87   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0326                     | US 10YR NOTE CBT 0326                     | CUSIP: ADI30KFZ9<br>LEI: N/A | N/A              | DIR              | CORP              | US        |      1822 | NC      | $-1095549.50  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE CBT 0326                      | US 5YR NOTE CBT 0326                      | CUSIP: ADI30KNN7<br>LEI: N/A | N/A              | DIR              | CORP              | US        |      1731 | NC      | $-480847.51   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0326                      | US 2YR NOTE CBT 0326                      | CUSIP: ADI30KNP2<br>LEI: N/A | N/A              | DIR              | CORP              | US        |      1046 | NC      | $107699.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 0326                     | LONG GILT FUTURE 0326                     | CUSIP: ADI30KQR5<br>LEI: N/A | N/A              | DIR              | CORP              | GB        |       504 | NC      | $65067.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 0326                    | CAN 10YR BOND FUT 0326                    | CUSIP: ADI30PXT2<br>LEI: N/A | N/A              | DIR              | CORP              | CA        |      1136 | NC      | $-912194.41   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKKEI 225  OSE 0326                      | NIKKEI 225  OSE 0326                      | CUSIP: ADI34X729<br>LEI: N/A | N/A              | DE               | CORP              | JP        |       165 | NC      | $647578.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPN 10Y BONDOSE 0326                      | JPN 10Y BONDOSE 0326                      | CUSIP: ADI34X745<br>LEI: N/A | N/A              | DIR              | CORP              | JP        |       103 | NC      | $-1092217.68  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| 90-DAY BANK BILL SEP26                    | 90-DAY BANK BILL SEP26                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | AU        |        36 | NC      | $-77.71       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ 100 E-MINI 0326                    | NASDAQ 100 E-MINI 0326                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | US        |       102 | NC      | $-274123.28   | -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        |       121 | NC      | $143216.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SGX JAPANESE GOVERNMENT BOND FUTURE MAR26 | SGX JAPANESE GOVERNMENT BOND FUTURE MAR26 | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | SG        |         9 | NC      | $945.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DJIA MINI E-CBOT 0326                     | DJIA MINI E-CBOT 0326                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | US        |         6 | NC      | $5355.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR INDEX 0326                         | DOLLAR INDEX 0326                         | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | US        |        18 | NC      | $34098.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP/TSX 60 IX FUT 0326                  | SandP/TSX 60 IX FUT 0326                  | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | CA        |        47 | NC      | $-384784.82   | -0.04%            |  |  |  | No            |                  1 | 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        |        39 | NC      | $6745.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANG SENG IDX FUT 0226                    | HANG SENG IDX FUT 0226                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | HK        |       216 | NC      | $468155.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DAX INDEX FUTURE 0326                     | DAX INDEX FUTURE 0326                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | DE        |        38 | NC      | $-807300.24   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CAC40 10 EURO FUT 0226                    | CAC40 10 EURO FUT 0226                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | FR        |         2 | NC      | $-36.91       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 3MO EURO EURIBOR 0627                     | 3MO EURO EURIBOR 0627                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | GB        |      1899 | NC      | $450706.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OMXS30 IND FUTURE 0226                    | OMXS30 IND FUTURE 0226                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | SE        |        54 | NC      | $9058.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $17984.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ILS                      | Sold USD /Bought ILS                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IL        |         1 | NC      | $3659.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN                      | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $32995.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $1261.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $160.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $350.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ILS                      | Sold USD /Bought ILS                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IL        |         1 | NC      | $16637.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $17364.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ILS                      | Sold USD /Bought ILS                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IL        |         1 | NC      | $18458.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $23570.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ILS                      | Sold USD /Bought ILS                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IL        |         1 | NC      | $22560.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN                      | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $15252.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ILS                      | Sold USD /Bought ILS                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IL        |         1 | NC      | $4775.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN                      | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $0.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $2794.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $2451.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $2096.86      | 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      | $-92266.07    | -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      | $-46626.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ILS                      | Sold USD /Bought ILS                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IL        |         1 | NC      | $2684.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $4627.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ILS                      | Sold USD /Bought ILS                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IL        |         1 | NC      | $457.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold INR /Bought USD                      | Sold INR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IN        |         1 | NC      | $272.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold ZAR /Bought USD                      | Sold ZAR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $4718.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-167.29      | -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      | $15327.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CZK /Bought USD                      | Sold CZK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $2368.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                      | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $3627.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold THB /Bought USD                      | Sold THB /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TH        |         1 | NC      | $1633.32      | 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      | $-19393.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ILS                      | Sold USD /Bought ILS                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IL        |         1 | NC      | $190.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN                      | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-0.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold INR /Bought USD                      | Sold INR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IN        |         1 | NC      | $-75.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CLP /Bought USD                      | Sold CLP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CL        |         1 | NC      | $131.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold THB /Bought USD                      | Sold THB /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TH        |         1 | NC      | $3285.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $2241.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CZK /Bought USD                      | Sold CZK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $3054.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold PLN /Bought USD                      | Sold PLN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | PL        |         1 | NC      | $385.16       | 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      | $-41995.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                      | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-15918.87    | -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      | $-27996.46    | -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      | $-5399.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                      | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-828.68      | -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      | $-126788.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-1778.05     | -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      | $-22311.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                      | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-15794.47    | -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      | $-255722.03   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-37863.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                      | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-13146.97    | -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      | $-80871.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                      | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-351567.49   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-89144.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                      | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $45059.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $70149.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                      | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $44516.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $40356.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                      | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $67149.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                      | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $35915.47     | 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      | $117096.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                      | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $13145.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                      | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $9551.93      | 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      | $39122.69     | 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      | $14148.09     | 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      | $-220799.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                      | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-66933.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                      | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $28938.63     | 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      | $-381522.89   | -0.04%            |  |  |  | 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      | $27310.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                      | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-58360.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                      | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-53242.95    | -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      | $-163560.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-48591.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                      | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-147690.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                      | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $33988.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                      | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-469325.42   | -0.05%            |  |  |  | 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      | $-20672.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-131080.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                      | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-25740.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought BRL                      | Sold USD /Bought BRL                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | BR        |         1 | NC      | $1066.77      | 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      | $14418.11     | 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      | $10135.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought BRL                      | Sold USD /Bought BRL                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | BR        |         1 | NC      | $7459.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought BRL                      | Sold USD /Bought BRL                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | BR        |         1 | NC      | $7589.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought BRL                      | Sold USD /Bought BRL                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | BR        |         1 | NC      | $8714.50      | 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      | $41001.69     | 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      | $40185.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $41223.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CLP /Bought USD                      | Sold CLP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CL        |         1 | NC      | $-6277.59     | -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      | $-13937.49    | -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      | $-315082.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SGD /Bought USD                      | Sold SGD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SG        |         1 | NC      | $-5515.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-50015.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                      | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $170799.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $38594.74     | 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      | $-19867.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-13656.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-21806.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                      | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-4278.04     | -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      | $-233273.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                      | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-98479.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $3203.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-6638.88     | -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      | $-159.69      | -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      | $-24159.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $7235.35      | 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      | $6125.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $14658.43     | 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      | $4814.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $16650.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought BRL                      | Sold USD /Bought BRL                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | BR        |         1 | NC      | $2052.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought BRL                      | Sold USD /Bought BRL                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | BR        |         1 | NC      | $1237.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $31887.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought BRL                      | Sold USD /Bought BRL                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-580.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-3027.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-20452.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought BRL                      | Sold USD /Bought BRL                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-3022.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-46567.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                      | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-875540.79   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-1545739.49  | -0.17%            |  |  |  | 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      | $-1943995.88  | -0.22%            |  |  |  | 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      | $-1052695.67  | -0.12%            |  |  |  | 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      | $-14763.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                      | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $52.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                      | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-14133.18    | -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      | $-25956.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                      | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-12672.15    | -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      | $-213404.66   | -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      | $-41510.84    | -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      | $-3138.27     | -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      | $-503.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                      | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-103811.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-134813.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                      | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-63924.17    | -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      | $-65820.35    | -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      | $-16218.12    | -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      | $27262.27     | 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      | $-218006.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold TWD /Bought USD                      | Sold TWD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $4654.38      | 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      | $-267555.98   | -0.03%            |  |  |  | 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      | $-471388.33   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-109686.76   | -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      | $-199630.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-247.21      | -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      | $-9990.34     | -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      | $-442337.48   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-142.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold ZAR /Bought USD                      | Sold ZAR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $-1.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-80012.04    | -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      | $-282420.00   | -0.03%            |  |  |  | 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      | $-203264.14   | -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      | $-20677.74    | -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      | $10391.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold KRW /Bought USD                      | Sold KRW /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $-4253.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                      | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-3062.36     | -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      | $17.65        | 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      | $-410315.90   | -0.05%            |  |  |  | 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      | $-228582.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $75690.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $100754.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                      | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $155620.80    | 0.02%             |  |  |  | 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      | $65653.44     | 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      | $-2300.71     | -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      | $49484.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                      | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $94304.25     | 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      | $10244.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $127837.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                      | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $94765.84     | 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      | $1803.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $68592.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                      | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $22078.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $274.50       | 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      | $156333.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                      | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $180357.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $5160.87      | 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      | $152223.39    | 0.02%             |  |  |  | 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      | $88025.80     | 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      | $951.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $3943.04      | 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      | $14026.60     | 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      | $8921.80      | 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      | $66110.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought INR                      | Sold USD /Bought INR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IN        |         1 | NC      | $-26601.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought THB                      | Sold USD /Bought THB                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TH        |         1 | NC      | $-10009.23    | -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      | $95277.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HUF                      | Sold USD /Bought HUF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $1966.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought INR                      | Sold USD /Bought INR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IN        |         1 | NC      | $-822.71      | -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      | $143825.35    | 0.02%             |  |  |  | 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      | $92112.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought INR                      | Sold USD /Bought INR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IN        |         1 | NC      | $-12529.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought INR                      | Sold USD /Bought INR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IN        |         1 | NC      | $-12219.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought INR                      | Sold USD /Bought INR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IN        |         1 | NC      | $-14904.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ZAR                      | Sold USD /Bought ZAR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $10131.28     | 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      | $129034.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                      | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $122590.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought INR                      | Sold USD /Bought INR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IN        |         1 | NC      | $-185.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought PLN                      | Sold USD /Bought PLN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | PL        |         1 | NC      | $3118.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN                      | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $2053238.45   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $12722.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN                      | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $58907.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $103356.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $41469.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $2065.74      | 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      | $1959.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $58559.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $19388.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $1528.93      | 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      | $3671.62      | 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      | $326.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $2301.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $8143.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought PLN                      | Sold USD /Bought PLN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | PL        |         1 | NC      | $-402.24      | -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      | $-10227.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-224.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $285.47       | 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      | $4084.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-532.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ILS                      | Sold USD /Bought ILS                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IL        |         1 | NC      | $-355.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-551.57      | -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      | $-3598.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ILS                      | Sold USD /Bought ILS                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IL        |         1 | NC      | $-103.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought PLN                      | Sold USD /Bought PLN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | PL        |         1 | NC      | $-1575.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $3319.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $20347.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $5335.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $413.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $12290.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $19300.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CLP                      | Sold USD /Bought CLP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CL        |         1 | NC      | $21314.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HUF                      | Sold USD /Bought HUF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $74709.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ILS                      | Sold USD /Bought ILS                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IL        |         1 | NC      | $126070.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                      | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-183810.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-94986.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SGD /Bought USD                      | Sold SGD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SG        |         1 | NC      | $-66654.48    | -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      | $-98803.50    | -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      | $-322342.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold PLN /Bought USD                      | Sold PLN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | PL        |         1 | NC      | $-68341.14    | -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      | $-84565.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                      | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-52787.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold KRW /Bought USD                      | Sold KRW /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $168.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold TWD /Bought USD                      | Sold TWD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $52.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-2108.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SGD                      | Sold USD /Bought SGD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SG        |         1 | NC      | $-893.49      | -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      | $830645.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold PLN /Bought USD                      | Sold PLN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | PL        |         1 | NC      | $-1878.74     | -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      | $-12857.73    | -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      | $47402.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                      | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $58630.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought IDR                      | Sold USD /Bought IDR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ID        |         1 | NC      | $5.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ZAR                      | Sold USD /Bought ZAR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $28572.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought THB                      | Sold USD /Bought THB                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TH        |         1 | NC      | $-130.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ZAR                      | Sold USD /Bought ZAR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $974.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $37558.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $41789.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                      | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $225931.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold TWD /Bought USD                      | Sold TWD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-2741.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought KRW                      | Sold USD /Bought KRW                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $0.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HUF                      | Sold USD /Bought HUF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $5696.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CLP /Bought USD                      | Sold CLP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CL        |         1 | NC      | $-14381.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold PLN /Bought USD                      | Sold PLN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | PL        |         1 | NC      | $-24218.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ZAR                      | Sold USD /Bought ZAR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $8336.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HUF                      | Sold USD /Bought HUF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $5784.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ZAR                      | Sold USD /Bought ZAR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $9072.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HUF                      | Sold USD /Bought HUF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $7963.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-72931.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold THB /Bought USD                      | Sold THB /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TH        |         1 | NC      | $5709.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought KRW                      | Sold USD /Bought KRW                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $10994.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HUF                      | Sold USD /Bought HUF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $73566.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                      | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $298635.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                      | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $358462.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $22030.63     | 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      | $-83528.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SGD /Bought USD                      | Sold SGD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SG        |         1 | NC      | $-51562.08    | -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      | $-62976.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought KRW                      | Sold USD /Bought KRW                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $44092.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought TWD                      | Sold USD /Bought TWD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-12933.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                      | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $60691.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $1830.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                      | Sold USD /Bought NOK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NO        |         1 | NC      | $20440.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought KRW                      | Sold USD /Bought KRW                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $3426.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SGD /Bought USD                      | Sold SGD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SG        |         1 | NC      | $147.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold ZAR /Bought USD                      | Sold ZAR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $1021.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought KRW                      | Sold USD /Bought KRW                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $-12151.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought KRW                      | Sold USD /Bought KRW                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $-2395.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought TWD                      | Sold USD /Bought TWD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-4577.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought BRL                      | Sold USD /Bought BRL                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-29685.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought THB                      | Sold USD /Bought THB                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TH        |         1 | NC      | $-40.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought TWD                      | Sold USD /Bought TWD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-762.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought KRW                      | Sold USD /Bought KRW                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $-4184.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought TWD                      | Sold USD /Bought TWD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-8188.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold INR /Bought USD                      | Sold INR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | IN        |         1 | NC      | $152.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CZK /Bought USD                      | Sold CZK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $1765.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold ZAR /Bought USD                      | Sold ZAR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $11330.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold THB /Bought USD                      | Sold THB /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TH        |         1 | NC      | $2124.89      | 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      | $19693.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SGD /Bought USD                      | Sold SGD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SG        |         1 | NC      | $2544.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought KRW                      | Sold USD /Bought KRW                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $266.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought THB                      | Sold USD /Bought THB                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TH        |         1 | NC      | $-100.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought IDR                      | Sold USD /Bought IDR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ID        |         1 | NC      | $59.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought KRW                      | Sold USD /Bought KRW                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $-4503.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought TWD                      | Sold USD /Bought TWD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-52.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought IDR                      | Sold USD /Bought IDR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ID        |         1 | NC      | $254.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HUF                      | Sold USD /Bought HUF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $919.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought TWD                      | Sold USD /Bought TWD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-1518.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought TWD                      | Sold USD /Bought TWD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-8082.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills              | UNITED STATES TREASURY BILL 02/26 0.00000 | CUSIP: 912797PM3<br>LEI: N/A | Long             | DBT              | UST               | US        | 177000000 | PA      | $176699016.81 | 19.62%            | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sold USD /Bought HUF                      | Sold USD /Bought HUF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $-85.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought IDR                      | Sold USD /Bought IDR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ID        |         1 | NC      | $-9.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought TWD                      | Sold USD /Bought TWD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-7852.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HUF                      | Sold USD /Bought HUF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $-2074.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought IDR                      | Sold USD /Bought IDR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ID        |         1 | NC      | $126.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HUF                      | Sold USD /Bought HUF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $-3475.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought IDR                      | Sold USD /Bought IDR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ID        |         1 | NC      | $-139.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-7736.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills              | UNITED STATES TREASURY BILL 02/26 0.00000 | CUSIP: 912797RL3<br>LEI: N/A | Long             | DBT              | UST               | US        | 121000000 | PA      | $120963781.07 | 13.43%            | 2026-02-05      | None          | 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      | $13412.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HUF                      | Sold USD /Bought HUF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | HU        |         1 | NC      | $-1383.64     | -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      | $-171698.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                      | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-19326.34    | -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      | $44234.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CZK /Bought USD                      | Sold CZK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $3580.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                      | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $10223.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold ZAR /Bought USD                      | Sold ZAR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $14131.41     | 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      | $25077.78     | 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      | $-146839.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                      | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-246813.54   | -0.03%            |  |  |  | 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      | $-57660.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                      | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-77301.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SGD /Bought USD                      | Sold SGD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SG        |         1 | NC      | $-36631.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold KRW /Bought USD                      | Sold KRW /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | KR        |         1 | NC      | $-3923.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold TWD /Bought USD                      | Sold TWD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-4283.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CLP /Bought USD                      | Sold CLP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CL        |         1 | NC      | $-13150.81    | -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      | $-80710.59    | -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      | $-43512.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold THB /Bought USD                      | Sold THB /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | TH        |         1 | NC      | $-1920.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                      | Sold SEK /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-23834.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                      | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-6466.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold PLN /Bought USD                      | Sold PLN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | PL        |         1 | NC      | $-28209.48    | -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      | $-180776.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                      | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-71444.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SGD /Bought USD                      | Sold SGD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SG        |         1 | NC      | $-48577.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                      | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-75554.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATURAL GAS FUTR 0226                     | NATURAL GAS FUTR 0226                     | CUSIP: ADI1ZVRS4<br>LEI: N/A | N/A              | DCO              | CORP              | US        |        36 | NC      | $235545.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WTI CRUDE FUTURE 0226                     | WTI CRUDE FUTURE 0226                     | CUSIP: ADI2R25B6<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       274 | NC      | $-1152483.06  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| COFFEE 'C' FUTURE 0326                    | COFFEE 'C' FUTURE 0326                    | CUSIP: ADI2S9BR8<br>LEI: N/A | N/A              | DCO              | CORP              | US        |        84 | NC      | $-774197.16   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| WHEAT FUTURECBT 0326                      | WHEAT FUTURECBT 0326                      | CUSIP: ADI2SGLP5<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       538 | NC      | $231358.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| E-MINI RUSS 2000 0326                     | E-MINI RUSS 2000 0326                     | CUSIP: ADI30KJ10<br>LEI: N/A | N/A              | DE               | CORP              | US        |        36 | NC      | $127058.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3 MONTH SOFR FUT 0927                     | 3 MONTH SOFR FUT 0927                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | US        |        84 | NC      | $-7037.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE 3MTH SONIA FU JUN27                   | ICE 3MTH SONIA FU JUN27                   | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | GB        |       150 | NC      | $45385.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CORRA FUTURES  SEP26                   | 3M CORRA FUTURES  SEP26                   | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | CA        |       192 | NC      | $-31067.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought PLN                      | Sold USD /Bought PLN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | PL        |         1 | NC      | $2744.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SGD                      | Sold USD /Bought SGD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SG        |         1 | NC      | $3274.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                      | Sold USD /Bought SEK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $1850.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                      | Sold USD /Bought SEK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $4049.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                      | Sold USD /Bought SEK                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SE        |         1 | NC      | $679.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SGD                      | Sold USD /Bought SGD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | SG        |         1 | NC      | $-127.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NY HARB ULSD FUT 0226                     | NY HARB ULSD FUT 0226                     | CUSIP: ADI2TLP61<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       167 | NC      | $1561889.11   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COTTON NO.2 FUTR 0326                     | COTTON NO.2 FUTR 0326                     | CUSIP: ADI2TMDC9<br>LEI: N/A | N/A              | DCO              | CORP              | US        |        78 | NC      | $132420.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KC HRW WHEAT FUT 0326                     | KC HRW WHEAT FUT 0326                     | CUSIP: ADI2W48Z0<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       349 | NC      | $-116904.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LOW SU GASOIL G 0326                      | LOW SU GASOIL G 0326                      | CUSIP: ADI2X38Y4<br>LEI: N/A | N/A              | DCO              | CORP              | GB        |       276 | NC      | $1941760.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GASOLINE RBOB FUT 0226                    | GASOLINE RBOB FUT 0226                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       125 | NC      | $547762.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUGAR #11 WORLD 0226                      | SUGAR #11 WORLD 0226                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       497 | NC      | $1296201.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN FUTURE 0326                       | SOYBEAN FUTURE 0326                       | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       595 | NC      | $157969.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN OIL FUTR 0326                     | SOYBEAN OIL FUTR 0326                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |        36 | NC      | $-22307.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CORN FUTURE 0326                          | CORN FUTURE 0326                          | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       862 | NC      | $803690.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN MEAL FUTR 0326                    | SOYBEAN MEAL FUTR 0326                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       276 | NC      | $709108.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COCOA FUTURE MAR26                        | COCOA FUTURE MAR26                        | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |         6 | NC      | $-61692.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SILVER FUTURE 0326                        | SILVER FUTURE 0326                        | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |        17 | NC      | $2295484.57   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD 100 OZ FUTR 0426                     | GOLD 100 OZ FUTR 0426                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |        49 | NC      | $-593067.71   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| LME PRIMARY ALUMINUM FUTURE 0326          | LME PRIMARY ALUMINUM FUTURE 0326          | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       132 | NC      | $862578.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LME COPPER FUTURE 0326                    | LME COPPER FUTURE 0326                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |        47 | NC      | $2723298.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE 0326                      | LME ZINC FUTURE 0326                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       108 | NC      | $985707.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRENT CRUDE FUTR 0226                     | BRENT CRUDE FUTR 0226                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |        96 | NC      | $-437004.46   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer