# EDGAR Filing Document

**Accession Number:** 0000022370
**File Stem:** 0001145549-25-056555
**Filing Date:** 2025-8
**Character Count:** 168855
**Document Hash:** 89d0610ce0411d5ec2fdf029f5832327
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056555.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-056555

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20260331

**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:** 251275380

**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 Disciplined Value Global Long/Short Fund (Series ID: S000086384)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000251887 | Class NAV    | JAKWX           |
| C000251888 | Class R6     | JAKVX           |
| C000251889 | Class A      | JAKRX           |
| C000251890 | Class C      | JAKTX           |
| C000251891 | Class I      | JAKUX           |

## Nport-Ex

![](img1b38610b1.gif)

#### Quarterly portfolio holdings

## John Hancock

## Disciplined Value Global Long/Short Fund

## Alternative
June 30, 2025

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

------

Fund's investments

------

#### As of 6-30-25 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 74.4%** |  | **$252377073** |
| (Cost $215,221,329) |  |  |
| **Australia 0.9%** |  | **3135991** |
| Beetaloo Energy Australia, Ltd. (A)(B) | &nbsp;&nbsp;22671611 | &nbsp;&nbsp;3135991 |
| **Canada 7.2%** |  | **24367760** |
| Allied Gold Corp. (A) | &nbsp;&nbsp;120387 | &nbsp;&nbsp;1616063 |
| Cenovus Energy, Inc. | &nbsp;&nbsp;494393 | &nbsp;&nbsp;6723745 |
| Hudbay Minerals, Inc. (C) | &nbsp;&nbsp;304502 | &nbsp;&nbsp;3230766 |
| MEG Energy Corp. | &nbsp;&nbsp;115993 | &nbsp;&nbsp;2191665 |
| New Gold, Inc. (A)(B) | &nbsp;&nbsp;382866 | &nbsp;&nbsp;1895187 |
| Nutrien, Ltd. (B) | &nbsp;&nbsp;69788 | &nbsp;&nbsp;4064453 |
| Teck Resources, Ltd., Class B (C) | &nbsp;&nbsp;115054 | &nbsp;&nbsp;4645881 |
| **China 2.7%** |  | **9158907** |
| Alibaba Group Holding, Ltd. | &nbsp;&nbsp;314100 | &nbsp;&nbsp;4446381 |
| Alibaba Group Holding, Ltd., ADR | &nbsp;&nbsp;41553 | &nbsp;&nbsp;4712526 |
| **Denmark 1.6%** |  | **5387624** |
| Danske Bank A/S | &nbsp;&nbsp;131908 | &nbsp;&nbsp;5387624 |
| **France 5.7%** |  | **19329874** |
| Bureau Veritas SA | &nbsp;&nbsp;153809 | &nbsp;&nbsp;5249867 |
| Eurazeo SE | &nbsp;&nbsp;50233 | &nbsp;&nbsp;3591303 |
| Ipsen SA | &nbsp;&nbsp;13107 | &nbsp;&nbsp;1561281 |
| Vallourec SACA (B) | &nbsp;&nbsp;483969 | &nbsp;&nbsp;8927423 |
| **Hong Kong 2.0%** |  | **6679028** |
| CK Hutchison Holdings, Ltd. | &nbsp;&nbsp;496500 | &nbsp;&nbsp;3057288 |
| Prudential PLC | &nbsp;&nbsp;289364 | &nbsp;&nbsp;3621740 |
| **India 1.5%** |  | **5229507** |
| HDFC Bank, Ltd., ADR (B) | &nbsp;&nbsp;68208 | &nbsp;&nbsp;5229507 |
| **Ireland 1.0%** |  | **3286483** |
| Medtronic PLC | &nbsp;&nbsp;37702 | &nbsp;&nbsp;3286483 |
| **Italy 2.2%** |  | **7538863** |
| Iveco Group NV | &nbsp;&nbsp;165053 | &nbsp;&nbsp;3250439 |
| Saipem SpA | &nbsp;&nbsp;1568664 | &nbsp;&nbsp;4288424 |
| **Japan 2.7%** |  | **9170260** |
| Kyocera Corp. | &nbsp;&nbsp;287600 | &nbsp;&nbsp;3454178 |
| Mitsubishi Electric Corp. | &nbsp;&nbsp;126900 | &nbsp;&nbsp;2729488 |
| Suzuken Company, Ltd. | &nbsp;&nbsp;82600 | &nbsp;&nbsp;2986594 |
| **Luxembourg 1.0%** |  | **3214252** |
| Millicom International Cellular SA | &nbsp;&nbsp;85782 | &nbsp;&nbsp;3214252 |
| **Mexico 2.1%** |  | **7174596** |
| America Movil SAB de CV, ADR | &nbsp;&nbsp;140406 | &nbsp;&nbsp;2518884 |
| Coca-Cola Femsa SAB de CV, ADR | &nbsp;&nbsp;48131 | &nbsp;&nbsp;4655712 |
| **Namibia 0.0%** |  | **158902** |
| Andrada Mining, Ltd. (A) | &nbsp;&nbsp;4062358 | &nbsp;&nbsp;158902 |
| **Norway 2.0%** |  | **6880429** |
| Frontline PLC (B) | &nbsp;&nbsp;238638 | &nbsp;&nbsp;3916050 |
| Norsk Hydro ASA | &nbsp;&nbsp;517669 | &nbsp;&nbsp;2964379 |
| **South Korea 4.8%** |  | **16307071** |
| HD Korea Shipbuilding & Offshore Engineering Company, Ltd. | &nbsp;&nbsp;7897 | &nbsp;&nbsp;2132512 |

---

2 JOHN HANCOCK DISCIPLINED VALUE GLOBAL LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **South Korea (continued)** |  |  |
| KT Corp., ADR (C) | &nbsp;&nbsp;279782 | &nbsp;&nbsp;$5813870 |
| NAVER Corp. | &nbsp;&nbsp;35724 | &nbsp;&nbsp;6937059 |
| Samsung Fire & Marine Insurance Company, Ltd. | &nbsp;&nbsp;4440 | &nbsp;&nbsp;1423630 |
| **United Kingdom 7.7%** |  | **26043966** |
| BAE Systems PLC | &nbsp;&nbsp;290730 | &nbsp;&nbsp;7545254 |
| Beazley PLC | &nbsp;&nbsp;29133 | &nbsp;&nbsp;374067 |
| Endeavour Mining PLC | &nbsp;&nbsp;104604 | &nbsp;&nbsp;3225498 |
| Nomad Foods, Ltd. (C) | &nbsp;&nbsp;468941 | &nbsp;&nbsp;7967308 |
| Shell PLC, ADR | &nbsp;&nbsp;68922 | &nbsp;&nbsp;4852798 |
| SSE PLC | &nbsp;&nbsp;82567 | &nbsp;&nbsp;2079041 |
| **United States 29.3%** |  | **99313560** |
| Alphabet, Inc., Class C (C) | &nbsp;&nbsp;56408 | &nbsp;&nbsp;10006215 |
| Applied Materials, Inc. | &nbsp;&nbsp;43973 | &nbsp;&nbsp;8050137 |
| Bank of America Corp. (C) | &nbsp;&nbsp;96810 | &nbsp;&nbsp;4581049 |
| Booking Holdings, Inc. (C) | &nbsp;&nbsp;569 | &nbsp;&nbsp;3294078 |
| Broadcom, Inc. | &nbsp;&nbsp;19219 | &nbsp;&nbsp;5297717 |
| Centene Corp. (A)(C) | &nbsp;&nbsp;41976 | &nbsp;&nbsp;2278457 |
| Century Aluminum Company (A) | &nbsp;&nbsp;272760 | &nbsp;&nbsp;4915135 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;17905 | &nbsp;&nbsp;2460147 |
| DuPont de Nemours, Inc. | &nbsp;&nbsp;58767 | &nbsp;&nbsp;4030829 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp;16468 | &nbsp;&nbsp;2164719 |
| Keysight Technologies, Inc. (A) | &nbsp;&nbsp;31084 | &nbsp;&nbsp;5093424 |
| Lennar Corp., Class A | &nbsp;&nbsp;15185 | &nbsp;&nbsp;1679613 |
| Marathon Petroleum Corp. (C) | &nbsp;&nbsp;11534 | &nbsp;&nbsp;1915913 |
| Micron Technology, Inc. | &nbsp;&nbsp;18113 | &nbsp;&nbsp;2232427 |
| Oracle Corp. (C) | &nbsp;&nbsp;52910 | &nbsp;&nbsp;11567713 |
| Perpetua Resources Corp. (A)(B) | &nbsp;&nbsp;141248 | &nbsp;&nbsp;1714751 |
| Salesforce, Inc. | &nbsp;&nbsp;22651 | &nbsp;&nbsp;6176701 |
| Sysco Corp. (C) | &nbsp;&nbsp;70992 | &nbsp;&nbsp;5376934 |
| The Mosaic Company (C) | &nbsp;&nbsp;136939 | &nbsp;&nbsp;4995535 |
| The Walt Disney Company | &nbsp;&nbsp;63615 | &nbsp;&nbsp;7888896 |
| Uber Technologies, Inc. (A) | &nbsp;&nbsp;38512 | &nbsp;&nbsp;3593170 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Convertible bonds 0.4%** |  |  |  |  | **$1374774** |
| (Cost $1,438,585) |  |  |  |  |  |
| **Namibia 0.4%** |  |  |  |  | **1374774** |
| Andrada Mining, Ltd. (D) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;12-31-26 | &nbsp;&nbsp;GBP | 1100000 | 1374774 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Warrants 0.0%** |  | **$0** |
| (Cost $28,772) |  |  |
| Andrada Mining, Ltd. (Expiration Date: 7-21-25) (A)(E) | &nbsp;&nbsp;2200000 | &nbsp;&nbsp;0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 28.1%** |  |  | **$95462395** |
| (Cost $95,462,140) |  |  |  |
| **Short-term funds 28.1%** |  |  | **95462395** |
| Fidelity Government Portfolio, Institutional Class | &nbsp;&nbsp;4.2300(F) | &nbsp;&nbsp;75736424 | 75736424 |
| John Hancock Collateral Trust (G) | &nbsp;&nbsp;4.2596(F) | &nbsp;&nbsp;1972124 | 19725971 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $312,150,826) 102.9%** | &nbsp;&nbsp;**$349214242** |
| **Other assets and liabilities, net (2.9%)** | &nbsp;&nbsp;**(9915382)** |
| **Total net assets 100.0%** | **$339298860** |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK DISCIPLINED VALUE GLOBAL LONG/SHORT FUND \| QUARTERLY REPORT 3

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Securities sold short (0.7)%** |  | **$(2255244)** |
| (Proceeds received $2,051,570) |  |  |
| **Japan (0.3)%** |  | **(1012743)** |
| Fuji Media Holdings, Inc. | (43900) | (1012743) |
| **Sweden (0.4)%** |  | **(1242501)** |
| Hennes & Mauritz AB, B Shares | (88220) | (1242501) |

---

---

| | |
|:---|:---|
| 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. |
| **Currency Abbreviations** | **Currency Abbreviations** |
| GBP | Pound Sterling |

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 6-30-25. The value of securities on loan amounted to $19,076,523. |
| (C) | All or a portion of this security is segregated as collateral for certain derivatives and/or securities sold short. |
| (D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (E) | Strike price and/or expiration date not available. |
| (F) | The rate shown is the annualized seven-day yield as of 6-30-25. |
| (G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

---

The fund had the following sector composition as a percentage of net assets on 6-30-25:

---

| | |
|:---|:---|
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;12.3% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;11.5% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;11.3% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;10.7% |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;8.8% |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;7.1% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;5.3% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;4.2% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;3.0% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;0.6% |
| Short-term investments and other | &nbsp;&nbsp;&nbsp;&nbsp;25.2% |
| **TOTAL** | **100.0%** |

---

4 JOHN HANCOCK DISCIPLINED VALUE GLOBAL LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

#### DERIVATIVES

#### WRITTEN OPTIONS

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| **Calls** | **Calls** |  |  |  |  |  |  |  |
| Exchange-traded | Bank of America Corp. | USD | 40.00 | Aug 2025 | 745 | 74500 | $390732 | $(553163) |
| Exchange-traded | Booking Holdings, Inc. | USD | 4800.00 | Sep 2025 | 2 | 200 | 138439 | (214950) |
| Exchange-traded | Broadcom, Inc. | USD | 210.00 | Aug 2025 | 135 | 13500 | 527618 | (915637) |
|  |  |  |  |  |  |  | **$1056789** | **$(1683750)** |

---

#### SWAPS

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | Aberdeen Group PLC | GBP SONIA Compounded OIS - 0.40% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;571402 | Feb 2026 | GSI |  | $(242791) | $(242791) |
| Pay | Acushnet Holdings Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;634315 | Jun 2026 | GSI |  | &nbsp;&nbsp;&nbsp;(121732) | &nbsp;&nbsp;&nbsp;(121732) |
| Pay | BlackLine, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;788576 | Jun 2026 | GSI |  | &nbsp;&nbsp;&nbsp;(137327) | &nbsp;&nbsp;&nbsp;(137327) |
| Pay | Dayforce, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1033304 | Jun 2026 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;52746 | &nbsp;&nbsp;&nbsp;&nbsp;52746 |
| Pay | Fastighets AB Balder, B Shares | SEK SIOR Compounded OIS - 1.00% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;&nbsp;7795419 | Jun 2026 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(76728) | &nbsp;&nbsp;&nbsp;&nbsp;(76728) |
| Pay | LGI Homes, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;463958 | Jun 2026 | GSI |  | &nbsp;&nbsp;&nbsp;170859 | &nbsp;&nbsp;&nbsp;170859 |
| Pay | National Beverage Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1368160 | Jun 2026 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;61718 | &nbsp;&nbsp;&nbsp;&nbsp;61718 |
| Pay | Nokian Renkaat Oyj | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;301766 | Jun 2026 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;67173 | &nbsp;&nbsp;&nbsp;&nbsp;67173 |
| Pay | Valmet Oyj | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1270817 | Jun 2026 | GSI |  | &nbsp;&nbsp;&nbsp;(202526) | &nbsp;&nbsp;&nbsp;(202526) |
| Pay | Bank of Hawaii Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1858521 | Jul 2026 | GSI |  | &nbsp;&nbsp;&nbsp;(160233) | &nbsp;&nbsp;&nbsp;(160233) |
| Pay | Novanta, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1145061 | Aug 2026 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;50064 | &nbsp;&nbsp;&nbsp;&nbsp;50064 |
| Pay | Sika AG | CHF SARON Compounded OIS - 0.40% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;187608 | Oct 2026 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;36408 | &nbsp;&nbsp;&nbsp;&nbsp;36408 |
| Pay | Credit Acceptance Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1352253 | Oct 2026 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(86820) | &nbsp;&nbsp;&nbsp;&nbsp;(86820) |
| Pay | Tesla, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1511057 | Oct 2026 | GSI |  | &nbsp;&nbsp;&nbsp;(233473) | &nbsp;&nbsp;&nbsp;(233473) |
| Pay | Occidental Petroleum Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1016793 | Dec 2026 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(85860) | &nbsp;&nbsp;&nbsp;&nbsp;(85860) |
| Pay | ON Semiconductor Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;943847 | Jan 2027 | GSI |  | &nbsp;&nbsp;&nbsp;(248449) | &nbsp;&nbsp;&nbsp;(248449) |
| Pay | Floor & Decor Holdings, Inc., Class A | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1524660 | Jan 2027 | GSI |  | &nbsp;&nbsp;&nbsp;214668 | &nbsp;&nbsp;&nbsp;214668 |
| Pay | Dr. Ing. h.c. F. Porsche AG | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;680565 | May 2027 | GSI |  | &nbsp;&nbsp;&nbsp;168288 | &nbsp;&nbsp;&nbsp;168288 |
| Pay | Carvana Company | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;745989 | May 2027 | GSI |  | &nbsp;&nbsp;&nbsp;(615405) | &nbsp;&nbsp;&nbsp;(615405) |
| Pay | EQT AB | SEK SIOR Compounded OIS - 1.00% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;34464583 | May 2027 | GSI |  | &nbsp;&nbsp;&nbsp;(629387) | &nbsp;&nbsp;&nbsp;(629387) |
| Pay | Toro Company | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1724838 | May 2027 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;19651 | &nbsp;&nbsp;&nbsp;&nbsp;19651 |
| Pay | Fastenal Company | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2160323 | Jun 2027 | GSI |  | &nbsp;&nbsp;&nbsp;(366833) | &nbsp;&nbsp;&nbsp;(366833) |
| Pay | VAT Group AG | CHF SARON Compounded OIS - 0.40% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;340416 | Jun 2027 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;27601 | &nbsp;&nbsp;&nbsp;&nbsp;27601 |
| Pay | Comet Holding AG | CHF SARON Compounded OIS - 0.40% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;720211 | Jul 2027 | GSI |  | &nbsp;&nbsp;&nbsp;151788 | &nbsp;&nbsp;&nbsp;151788 |
| Pay | Power Integrations, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1879122 | Jul 2027 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(69370) | &nbsp;&nbsp;&nbsp;&nbsp;(69370) |
| Pay | Tractor Supply Company | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1513647 | Jul 2027 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(20784) | &nbsp;&nbsp;&nbsp;&nbsp;(20784) |
| Pay | CarMax, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;700286 | Sep 2027 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;15373 | &nbsp;&nbsp;&nbsp;&nbsp;15373 |
| Pay | Continental AG | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;886046 | Sep 2027 | GSI |  | &nbsp;&nbsp;&nbsp;(254214) | &nbsp;&nbsp;&nbsp;(254214) |
| Pay | Dexcom, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1066398 | Sep 2027 | GSI |  | &nbsp;&nbsp;&nbsp;(333084) | &nbsp;&nbsp;&nbsp;(333084) |
| Pay | Kuehne + Nagel International AG | CHF SARON Compounded OIS - 0.40% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;752555 | Sep 2027 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;60186 | &nbsp;&nbsp;&nbsp;&nbsp;60186 |
| Pay | Moderna, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;460537 | Sep 2027 | GSI |  | &nbsp;&nbsp;&nbsp;183261 | &nbsp;&nbsp;&nbsp;183261 |
| Pay | Telia Company AB | SEK SIOR Compounded OIS - 1.00% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;18353833 | Sep 2027 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(38388) | &nbsp;&nbsp;&nbsp;&nbsp;(38388) |
| Pay | Church & Dwight Company, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2295509 | Sep 2027 | GSI |  | &nbsp;&nbsp;&nbsp;199611 | &nbsp;&nbsp;&nbsp;199611 |
| Pay | Adecco Group AG | CHF SARON Compounded OIS - 0.40% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;471968 | Sep 2027 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(10264) | &nbsp;&nbsp;&nbsp;&nbsp;(10264) |
| Pay | Commonwealth Bank of Australia | AUD AONIA Compounded OIS - 0.45% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;450481 | Sep 2027 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(85854) | &nbsp;&nbsp;&nbsp;&nbsp;(85854) |
| Pay | Edwards Lifesciences Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1381476 | Oct 2027 | GSI |  | &nbsp;&nbsp;&nbsp;(195263) | &nbsp;&nbsp;&nbsp;(195263) |
| Pay | Aozora Bank, Ltd. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 248045049 | Oct 2027 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;46721 | &nbsp;&nbsp;&nbsp;&nbsp;46721 |
| Pay | Huntsman Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;798933 | Oct 2027 | GSI |  | &nbsp;&nbsp;&nbsp;316557 | &nbsp;&nbsp;&nbsp;316557 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK DISCIPLINED VALUE GLOBAL LONG/SHORT FUND \| QUARTERLY REPORT 5

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| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | Lattice Semiconductor Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;634831 | Nov 2027 | GSI |  | $(40122) | $(40122) |
| Pay | Dentsu Group, Inc. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 389542324 | Nov 2027 | GSI |  | (111024) | (111024) |
| Pay | Rakuten Group, Inc. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 104147107 | Dec 2027 | GSI |  | &nbsp;&nbsp;&nbsp;(48716) | &nbsp;&nbsp;&nbsp;(48716) |
| Pay | Swiss Re AG | CHF SARON Compounded OIS - 0.40% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;611281 | Jan 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(59644) | &nbsp;&nbsp;&nbsp;(59644) |
| Pay | Zurich Insurance Group AG | CHF SARON Compounded OIS - 0.40% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;271673 | Jan 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(3305) | &nbsp;&nbsp;&nbsp;&nbsp;(3305) |
| Pay | The Hershey Company | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1199785 | Jan 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(45338) | &nbsp;&nbsp;&nbsp;(45338) |
| Pay | Royal Bank of Canada | CAD CORRA Compounded OIS - 0.35% | At Maturity | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1717499 | Feb 2028 | GSI |  | (138915) | (138915) |
| Pay | Lotus Bakeries NV | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1031008 | Feb 2028 | GSI |  | &nbsp;&nbsp;&nbsp;34546 | &nbsp;&nbsp;&nbsp;34546 |
| Pay | Cochlear, Ltd. | AUD AONIA Compounded OIS - 0.45% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1584098 | Feb 2028 | GSI |  | (157410) | (157410) |
| Pay | ICF International, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1117999 | Feb 2028 | GSI |  | &nbsp;&nbsp;&nbsp;40240 | &nbsp;&nbsp;&nbsp;40240 |
| Pay | WiseTech Global, Ltd. | AUD AONIA Compounded OIS - 0.45% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;997971 | Feb 2028 | GSI |  | (171954) | (171954) |
| Pay | Unibail-Rodamco - Westfield | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;951210 | Mar 2028 | GSI |  | (223783) | (223783) |
| Pay | Vonovia SE | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;891194 | Mar 2028 | GSI |  | (221490) | (221490) |
| Pay | Choice Hotels International, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1525826 | Mar 2028 | GSI |  | &nbsp;&nbsp;&nbsp;20095 | &nbsp;&nbsp;&nbsp;20095 |
| Pay | Dick's Sporting Goods, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2390720 | Mar 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(97375) | &nbsp;&nbsp;&nbsp;(97375) |
| Pay | Graphic Packaging Holding Company | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1050945 | Mar 2028 | GSI |  | &nbsp;&nbsp;146416 | &nbsp;&nbsp;146416 |
| Pay | Lemonade, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40976 | Mar 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(13276) | &nbsp;&nbsp;&nbsp;(13276) |
| Pay | Lululemon Athletica, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1430772 | Mar 2028 | GSI |  | &nbsp;&nbsp;233546 | &nbsp;&nbsp;233546 |
| Pay | Palantir Technologies, Inc., Class A | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;241688 | Mar 2028 | GSI |  | (151669) | (151669) |
| Pay | Verbund AG | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1057934 | Mar 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(27811) | &nbsp;&nbsp;&nbsp;(27811) |
| Pay | Costco Wholesale Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1139669 | Mar 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(80902) | &nbsp;&nbsp;&nbsp;(80902) |
| Pay | Kikkoman Corp. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;92291443 | Mar 2028 | GSI |  | &nbsp;&nbsp;&nbsp;14247 | &nbsp;&nbsp;&nbsp;14247 |
| Pay | Lasertec Corp. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;45583028 | Mar 2028 | GSI |  | (237992) | (237992) |
| Pay | Rohm Company, Ltd. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;52124358 | Mar 2028 | GSI |  | (241450) | (241450) |
| Pay | Compass Group PLC | GBP SONIA Compounded OIS - 0.40% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1483328 | Mar 2028 | GSI |  | &nbsp;&nbsp;&nbsp;18703 | &nbsp;&nbsp;&nbsp;18703 |
| Pay | Liberty Global, Ltd., Class C | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;919183 | Mar 2028 | GSI |  | &nbsp;&nbsp;&nbsp;95266 | &nbsp;&nbsp;&nbsp;95266 |
| Pay | Moncler SpA | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1087183 | Apr 2028 | GSI |  | &nbsp;&nbsp;100321 | &nbsp;&nbsp;100321 |
| Pay | Spirax Group PLC | GBP SONIA Compounded OIS - 0.40% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;715508 | Apr 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(21654) | &nbsp;&nbsp;&nbsp;(21654) |
| Pay | Breville Group, Ltd. | AUD AONIA Compounded OIS - 0.45% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2644606 | Apr 2028 | GSI |  | (118210) | (118210) |
| Pay | McDonald's Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1631769 | Apr 2028 | GSI |  | &nbsp;&nbsp;&nbsp;52925 | &nbsp;&nbsp;&nbsp;52925 |
| Pay | Westpac Banking Corp. | AUD AONIA Compounded OIS - 0.45% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2667408 | Apr 2028 | GSI |  | (324708) | (324708) |
| Pay | Sumitomo Heavy Industries, Ltd. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 139097635 | Apr 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(10771) | &nbsp;&nbsp;&nbsp;(10771) |
| Pay | Dollar General Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;977706 | May 2028 | GSI |  | (225436) | (225436) |
| Pay | Cathay Financial Holding Company, Ltd. | USD Federal Funds Compounded OIS - 1.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;441407 | May 2028 | GSI |  | (106209) | (106209) |
| Pay | Ecopro Company, Ltd. | USD Federal Funds Compounded OIS - 0.38% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;781679 | May 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(15722) | &nbsp;&nbsp;&nbsp;(15722) |
| Pay | Fubon Financial Holding Company, Ltd. | USD Federal Funds Compounded OIS - 1.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1668834 | May 2028 | GSI |  | (253821) | (253821) |
| Pay | Murata Manufacturing Company, Ltd. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 147634097 | May 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(62619) | &nbsp;&nbsp;&nbsp;(62619) |
| Pay | Shin Kong Financial Holding Company, Ltd. | USD Federal Funds Compounded OIS - 1.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1324232 | May 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(41860) | &nbsp;&nbsp;&nbsp;(41860) |
| Pay | Sompo Holdings, Inc. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 227428669 | May 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;6317 | &nbsp;&nbsp;&nbsp;&nbsp;6317 |
| Pay | Kadant, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1333171 | Jun 2028 | GSI |  | &nbsp;&nbsp;&nbsp;62448 | &nbsp;&nbsp;&nbsp;62448 |
| Pay | KION Group AG | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1166316 | Jun 2028 | GSI |  | (128250) | (128250) |
| Pay | Kellanova | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1691581 | Jun 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(30814) | &nbsp;&nbsp;&nbsp;(30814) |
| Pay | Credit Acceptance Corp. | USD SOFR Compounded OIS + 0.20% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;749289 | Dec 2025 | HSBC |  | (103012) | (103012) |
| Pay | Lemonade, Inc. | USD SOFR Compounded OIS - 0.50% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;304875 | Feb 2028 | HSBC |  | (165767) | (165767) |
| Pay | Occidental Petroleum Corp. | USD SOFR Compounded OIS - 0.50% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;876466 | Mar 2028 | HSBC |  | &nbsp;&nbsp;122119 | &nbsp;&nbsp;122119 |
| Pay | ICF International, Inc. | USD SOFR Compounded OIS - 0.50% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;164926 | Mar 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(4581) | &nbsp;&nbsp;&nbsp;&nbsp;(4581) |
| Pay | Acushnet Holdings Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;613115 | Apr 2028 | HSBC |  | (132010) | (132010) |
| Pay | Bank of Hawaii Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;556204 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(58826) | &nbsp;&nbsp;&nbsp;(58826) |
| Pay | BlackLine, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;185235 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(51799) | &nbsp;&nbsp;&nbsp;(51799) |
| Pay | Carvana Company | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;169883 | Apr 2028 | HSBC |  | (176357) | (176357) |
| Pay | Choice Hotels International, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;373541 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(9251) | &nbsp;&nbsp;&nbsp;&nbsp;(9251) |
| Pay | Church & Dwight Company, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;593004 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;56013 | &nbsp;&nbsp;&nbsp;56013 |

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6 JOHN HANCOCK DISCIPLINED VALUE GLOBAL LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | Costco Wholesale Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;288689 | Apr 2028 | HSBC |  | $(22441) | $(22441) |
| Pay | Credit Acceptance Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;533417 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(53466) | &nbsp;&nbsp;&nbsp;(53466) |
| Pay | Dayforce, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;235020 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(16908) | &nbsp;&nbsp;&nbsp;(16908) |
| Pay | Dexcom, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;245932 | Apr 2028 | HSBC |  | (111703) | (111703) |
| Pay | Dick's Sporting Goods, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;439233 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(36694) | &nbsp;&nbsp;&nbsp;(36694) |
| Pay | Edwards Lifesciences Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;358902 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(44448) | &nbsp;&nbsp;&nbsp;(44448) |
| Pay | Fastenal Company | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;569259 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(74466) | &nbsp;&nbsp;&nbsp;(74466) |
| Pay | Floor & Decor Holdings, Inc., Class A | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;797436 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(7028) | &nbsp;&nbsp;&nbsp;&nbsp;(7028) |
| Pay | Graphic Packaging Holding Company | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;462422 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;74129 | &nbsp;&nbsp;&nbsp;74129 |
| Pay | Huntsman Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;890963 | Apr 2028 | HSBC |  | &nbsp;&nbsp;197447 | &nbsp;&nbsp;197447 |
| Pay | ICF International, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;316152 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(1765) | &nbsp;&nbsp;&nbsp;&nbsp;(1765) |
| Pay | Lattice Semiconductor Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;139600 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(33364) | &nbsp;&nbsp;&nbsp;(33364) |
| Pay | Lemonade, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;190216 | Apr 2028 | HSBC |  | (104418) | (104418) |
| Pay | LGI Homes, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;95935 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;19689 | &nbsp;&nbsp;&nbsp;19689 |
| Pay | Liberty Global, Ltd., Class C | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;218544 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;8548 | &nbsp;&nbsp;&nbsp;&nbsp;8548 |
| Pay | Lululemon Athletica, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;341697 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;36395 | &nbsp;&nbsp;&nbsp;36395 |
| Pay | Moderna, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;66197 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(6310) | &nbsp;&nbsp;&nbsp;&nbsp;(6310) |
| Pay | National Beverage Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;332493 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(3041) | &nbsp;&nbsp;&nbsp;&nbsp;(3041) |
| Pay | Novanta, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;238525 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(54690) | &nbsp;&nbsp;&nbsp;(54690) |
| Pay | Occidental Petroleum Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;1228340 | Apr 2028 | HSBC |  | (122796) | (122796) |
| Pay | ON Semiconductor Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;49377 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(26777) | &nbsp;&nbsp;&nbsp;(26777) |
| Pay | Palantir Technologies, Inc., Class A | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;91869 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(76174) | &nbsp;&nbsp;&nbsp;(76174) |
| Pay | Power Integrations, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;390490 | Apr 2028 | HSBC |  | (108325) | (108325) |
| Pay | Royal Bank of Canada | CAD CORRA Compounded OIS - 0.30% | At Maturity | CAD | &nbsp;&nbsp;&nbsp;&nbsp;423535 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(44914) | &nbsp;&nbsp;&nbsp;(44914) |
| Pay | Tesla, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;95143 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(29882) | &nbsp;&nbsp;&nbsp;(29882) |
| Pay | The Hershey Company | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;308243 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(8551) | &nbsp;&nbsp;&nbsp;&nbsp;(8551) |
| Pay | Toro Company | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;404525 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(31317) | &nbsp;&nbsp;&nbsp;(31317) |
| Pay | Tractor Supply Company | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;388285 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(3166) | &nbsp;&nbsp;&nbsp;&nbsp;(3166) |
| Pay | Adecco Group AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;123520 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(9326) | &nbsp;&nbsp;&nbsp;&nbsp;(9326) |
| Pay | Cochlear, Ltd. | AUD AONIA Compounded OIS - 0.75% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;402180 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(39538) | &nbsp;&nbsp;&nbsp;(39538) |
| Pay | Comet Holding AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;252925 | Apr 2028 | HSBC |  | (102752) | (102752) |
| Pay | Compass Group PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;378972 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;6929 | &nbsp;&nbsp;&nbsp;&nbsp;6929 |
| Pay | Dentsu Group, Inc. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | 96153446 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(38579) | &nbsp;&nbsp;&nbsp;(38579) |
| Pay | Dr. Ing. h.c. F. Porsche AG | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;569798 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(5974) | &nbsp;&nbsp;&nbsp;&nbsp;(5974) |
| Pay | EQT AB | SEK SIOR Compounded OIS - 0.30% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;6111843 | Apr 2028 | HSBC |  | (158044) | (158044) |
| Pay | Fastighets AB Balder, B Shares | SEK SIOR Compounded OIS - 0.30% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;2003993 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(17504) | &nbsp;&nbsp;&nbsp;(17504) |
| Pay | Fuji Media Holdings, Inc. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | 31579579 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(36924) | &nbsp;&nbsp;&nbsp;(36924) |
| Pay | Kikkoman Corp. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | 40295274 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;13630 | &nbsp;&nbsp;&nbsp;13630 |
| Pay | Kuehne + Nagel International AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;425790 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;1213 |
| Pay | Lasertec Corp. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | 19757161 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(92717) | &nbsp;&nbsp;&nbsp;(92717) |
| Pay | Lotus Bakeries NV | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;247306 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(9714) | &nbsp;&nbsp;&nbsp;&nbsp;(9714) |
| Pay | Moncler SpA | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;270255 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;18906 | &nbsp;&nbsp;&nbsp;18906 |
| Pay | Nokian Renkaat Oyj | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;133382 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(1749) | &nbsp;&nbsp;&nbsp;&nbsp;(1749) |
| Pay | Rakuten Group, Inc. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | 49849201 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| Pay | SEEK, Ltd. | AUD AONIA Compounded OIS - 0.75% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;404545 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(47299) | &nbsp;&nbsp;&nbsp;(47299) |
| Pay | Sika AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;198292 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(25471) | &nbsp;&nbsp;&nbsp;(25471) |
| Pay | Spirax Group PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;177451 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(11687) | &nbsp;&nbsp;&nbsp;(11687) |
| Pay | Swiss Re AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;355381 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(14932) | &nbsp;&nbsp;&nbsp;(14932) |
| Pay | Telia Company AB | SEK SIOR Compounded OIS - 0.30% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;4861407 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;16116 | &nbsp;&nbsp;&nbsp;16116 |
| Pay | Unibail-Rodamco - Westfield | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;230585 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(69356) | &nbsp;&nbsp;&nbsp;(69356) |
| Pay | Valmet Oyj | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;471938 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(83912) | &nbsp;&nbsp;&nbsp;(83912) |
| Pay | VAT Group AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;141725 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(45138) | &nbsp;&nbsp;&nbsp;(45138) |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK DISCIPLINED VALUE GLOBAL LONG/SHORT FUND \| QUARTERLY REPORT 7

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | Verbund AG | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;261245 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;$(15535) | &nbsp;&nbsp;&nbsp;$(15535) |
| Pay | Vonovia SE | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;231858 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(49308) | &nbsp;&nbsp;&nbsp;&nbsp;(49308) |
| Pay | Zurich Insurance Group AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;674885 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(27138) | &nbsp;&nbsp;&nbsp;&nbsp;(27138) |
| Pay | Lennox International, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1233258 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(96674) | &nbsp;&nbsp;&nbsp;&nbsp;(96674) |
| Pay | Caterpillar, Inc. | USD SOFR Compounded OIS - 0.05% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1004355 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(290158) | &nbsp;&nbsp;&nbsp;(290158) |
| Pay | Moelis & Company, Class A | USD SOFR Compounded OIS - 0.05% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2089410 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(301134) | &nbsp;&nbsp;&nbsp;(301134) |
| Pay | PBF Energy, Inc., Class A | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1643893 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(288468) | &nbsp;&nbsp;&nbsp;(288468) |
| Pay | Trex Company, Inc. | USD SOFR Compounded OIS - 0.05% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;977194 | Apr 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;48491 | &nbsp;&nbsp;&nbsp;&nbsp;48491 |
| Pay | Kawasaki Kisen Kaisha, Ltd. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | 157767656 | May 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(86832) | &nbsp;&nbsp;&nbsp;&nbsp;(86832) |
| Pay | Mitsui OSK Lines, Ltd. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | 183947549 | May 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(35097) | &nbsp;&nbsp;&nbsp;&nbsp;(35097) |
| Pay | The Blackstone Group, Inc. | USD SOFR Compounded OIS - 0.05% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1282714 | May 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(44810) | &nbsp;&nbsp;&nbsp;&nbsp;(44810) |
| Pay | VAT Group AG | CHF SARON Compounded OIS - 0.35% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;410826 | May 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(37446) | &nbsp;&nbsp;&nbsp;&nbsp;(37446) |
| Pay | American Airlines Group, Inc. | USD SOFR Compounded OIS - 0.05% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1330028 | Jun 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;(71320) | &nbsp;&nbsp;&nbsp;&nbsp;(71320) |
| Pay | Nordic Semiconductor ASA | NOK NOWA Compounded OIS - 0.30% | At Maturity | NOK | &nbsp;&nbsp;&nbsp;12112187 | Jun 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;5371 | &nbsp;&nbsp;&nbsp;&nbsp;5371 |
| Pay | Aberdeen Group PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;148251 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(77377) | &nbsp;&nbsp;&nbsp;&nbsp;(77377) |
| Pay | WiseTech Global, Ltd. | AUD AONIA Compounded OIS - 0.75% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;220145 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(65417) | &nbsp;&nbsp;&nbsp;&nbsp;(65417) |
| Pay | Aberdeen Group PLC | GBP SONIA Compounded OIS - 0.25% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57181 | Jan 2026 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(10865) | &nbsp;&nbsp;&nbsp;&nbsp;(10865) |
| Pay | Bank of Hawaii Corp. | USD Federal Funds Compounded OIS - 0.53% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;359990 | Jan 2026 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(25789) | &nbsp;&nbsp;&nbsp;&nbsp;(25789) |
| Pay | Novanta, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54259 | Jan 2026 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;13145 | &nbsp;&nbsp;&nbsp;&nbsp;13145 |
| Pay | Adecco Group AG | CHF SARON Compounded OIS + 0.35% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47569 | Jun 2026 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;12974 | &nbsp;&nbsp;&nbsp;&nbsp;12974 |
| Pay | Sika AG | CHF SARON Compounded OIS - 0.45% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;658254 | Jun 2026 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(69082) | &nbsp;&nbsp;&nbsp;&nbsp;(69082) |
| Pay | VAT Group AG | CHF SARON Compounded OIS + 0.35% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;307692 | Jun 2026 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(95471) | &nbsp;&nbsp;&nbsp;&nbsp;(95471) |
| Pay | SEEK, Ltd. | AUD AONIA Compounded OIS - 0.55% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1261829 | Jun 2026 | MSI |  | &nbsp;&nbsp;&nbsp;(200817) | &nbsp;&nbsp;&nbsp;(200817) |
| Pay | Nokian Renkaat Oyj | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;285692 | Jul 2026 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(5874) | &nbsp;&nbsp;&nbsp;&nbsp;(5874) |
| Pay | Commonwealth Bank of Australia | AUD AONIA Compounded OIS - 0.55% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1713586 | Sep 2027 | MSI |  | &nbsp;&nbsp;&nbsp;(308710) | &nbsp;&nbsp;&nbsp;(308710) |
| Pay | Palantir Technologies, Inc., Class A | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;156520 | Jan 2028 | MSI |  | &nbsp;&nbsp;&nbsp;(111593) | &nbsp;&nbsp;&nbsp;(111593) |
| Pay | Graphic Packaging Holding Company | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;805063 | Jan 2028 | MSI |  | &nbsp;&nbsp;&nbsp;189982 | &nbsp;&nbsp;&nbsp;189982 |
| Pay | Kikkoman Corp. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;73110861 | Feb 2028 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;75522 | &nbsp;&nbsp;&nbsp;&nbsp;75522 |
| Pay | Comet Holding AG | CHF SARON Compounded OIS + 0.35% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;547752 | Apr 2028 | MSI |  | &nbsp;&nbsp;&nbsp;(215582) | &nbsp;&nbsp;&nbsp;(215582) |
| Pay | Kuehne + Nagel International AG | CHF SARON Compounded OIS + 0.35% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;466353 | Apr 2028 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(11181) | &nbsp;&nbsp;&nbsp;&nbsp;(11181) |
| Pay | Lemonade, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;393639 | Apr 2028 | MSI |  | &nbsp;&nbsp;&nbsp;(241648) | &nbsp;&nbsp;&nbsp;(241648) |
| Pay | Swiss Re AG | CHF SARON Compounded OIS + 0.35% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;760411 | Apr 2028 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| Pay | Zurich Insurance Group AG | CHF SARON Compounded OIS + 0.35% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;1438192 | Apr 2028 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;7209 | &nbsp;&nbsp;&nbsp;&nbsp;7209 |
| Pay | Aozora Bank, Ltd. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 143419460 | Apr 2028 | MSI |  | &nbsp;&nbsp;&nbsp;(278490) | &nbsp;&nbsp;&nbsp;(278490) |
| Pay | Caris Life Sciences, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;846987 | Jun 2028 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(10539) | &nbsp;&nbsp;&nbsp;&nbsp;(10539) |
| Receive | Babcock International Group PLC | GBP SONIA Compounded OIS + 0.43% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2057904 | Mar 2028 | GSI |  | 1845423 | 1845423 |
| Receive | SPIE SA | EUR ESTR Compounded OIS + 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2225098 | Mar 2028 | GSI |  | &nbsp;&nbsp;&nbsp;761229 | &nbsp;&nbsp;&nbsp;761229 |
| Receive | Capgemini SE | EUR ESTR Compounded OIS + 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;763685 | Apr 2028 | GSI |  | &nbsp;&nbsp;&nbsp;206589 | &nbsp;&nbsp;&nbsp;206589 |
| Receive | Tokyo Electron, Ltd. | JPY TONAR Compounded OIS + 0.50% | At Maturity | JPY | 358053514 | May 2028 | GSI |  | &nbsp;&nbsp;&nbsp;364263 | &nbsp;&nbsp;&nbsp;364263 |
| Receive | Hiscox, Ltd. | GBP SONIA Compounded OIS + 0.40% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4530804 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;597394 | &nbsp;&nbsp;&nbsp;597394 |
| Receive | The Weir Group PLC | GBP SONIA Compounded OIS + 0.40% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6209001 | Apr 2028 | JPM |  | 1083542 | 1083542 |
| Receive | Tokyo Electron, Ltd. | JPY TONAR Compounded OIS + 0.35% | At Maturity | JPY | 358157415 | May 2028 | JPM |  | &nbsp;&nbsp;&nbsp;670845 | &nbsp;&nbsp;&nbsp;670845 |
| Receive | Sumitomo Mitsui Financial Group, Inc. | JPY TONAR Compounded OIS + 0.17% | At Maturity | JPY | 691350749 | May 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;17396 | &nbsp;&nbsp;&nbsp;&nbsp;17396 |
| Receive | Mitsubishi Chemical Group Corp. | JPY TONAR Compounded OIS + 0.17% | At Maturity | JPY | 365664738 | May 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(6291) | &nbsp;&nbsp;&nbsp;&nbsp;(6291) |
| Receive | Hikma Pharmaceuticals PLC | GBP SONIA Compounded OIS + 0.40% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3214128 | May 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(280226) | &nbsp;&nbsp;&nbsp;(280226) |
| Receive | Sumitomo Mitsui Financial Group, Inc. | JPY TONAR Compounded OIS + 0.35% | At Maturity | JPY | 238586254 | May 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(8591) | &nbsp;&nbsp;&nbsp;&nbsp;(8591) |
| Receive | Samsung Electronics Company, Ltd. | USD OBFR + 0.50% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;4531069 | Jun 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(76946) | &nbsp;&nbsp;&nbsp;&nbsp;(76946) |
| Receive | SK, Inc. | USD OBFR + 0.50% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2573284 | Jun 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;80026 | &nbsp;&nbsp;&nbsp;&nbsp;80026 |
| Receive | Heineken NV | EUR ESTR Compounded OIS + 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8214848 | Dec 2027 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(19001) | &nbsp;&nbsp;&nbsp;&nbsp;(19001) |
| Receive | Nordea Bank Abp | SEK SIOR Compounded OIS + 0.40% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;26604625 | Dec 2027 | MSI |  | &nbsp;&nbsp;&nbsp;613154 | &nbsp;&nbsp;&nbsp;613154 |
| Receive | Sandoz Group AG | CHF SARON Compounded OIS + 0.35% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2155500 | Dec 2027 | MSI |  | &nbsp;&nbsp;&nbsp;890429 | &nbsp;&nbsp;&nbsp;890429 |

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8 JOHN HANCOCK DISCIPLINED VALUE GLOBAL LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | Banco Santander SA | EUR ESTR Compounded OIS + 0.40% | At Maturity | EUR | 1637581 | Feb 2028 | MSI |  | $563684 | &nbsp;&nbsp;&nbsp;&nbsp;$563684 |
|  |  |  |  |  |  |  |  | **—** | **$(2338953)** | **$(2338953)** |

---

\* Fund will pay or receive the total return of the reference asset depending on whether the return is positive or negative. For contracts where the fund has elected to receive the total return of the reference asset if positive, it will be responsible for paying the floating rate and the total return of the reference asset if negative. If the fund has elected to pay the total return of the reference asset if positive, it will receive the floating rate and the total return of the reference asset if negative.

---

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

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| AONIA | Reserve Bank of Australia Interbank Overnight Cash Rate |
| CORRA | Canadian Overnight Repo Rate Average |
| ESTR | Euro Short-Term Rate |
| GSI | Goldman Sachs International |
| HSBC | HSBC Bank PLC |
| JPM | JPMorgan Chase Bank, N.A. |
| MSI | Morgan Stanley & Co. International PLC |
| NOWA | Norwegian Overnight Weighted Average |
| OBFR | Overnight Bank Funding Rate |
| OIS | Overnight Index Swap |
| OTC | Over-the-counter |
| SARON | Swiss Average Rate Overnight |
| SIOR | Stockholm Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average Rate |
| TONAR | Tokyo Overnight Average Rate |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK DISCIPLINED VALUE GLOBAL LONG/SHORT FUND \| QUARTERLY REPORT 9

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Notes to Fund's investments (unaudited)

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

In order to value the securities, the fund uses the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. 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. Exchange-traded options are valued at the mid-price of the last quoted bid and ask prices from the exchange where the option trades. Unlisted options are valued using evaluated prices obtained from an independent pricing vendor. Swaps are generally valued using evaluated prices obtained from an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 6-30-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Australia | **$3135991** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $3135991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**24367760** | $24367760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9158907** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4712526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4446381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5387624** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5387624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**19329874** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19329874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6679028** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6679028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5229507** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5229507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3286483** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3286483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7538863** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7538863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9170260** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9170260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3214252** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3214252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7174596** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7174596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Namibia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**158902** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6880429** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3916050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2964379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**16307071** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5813870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10493201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**26043966** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16045604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9998362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**99313560** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99313560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

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

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 6-30-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **(continued)** |  |  |  |  |
| **Convertible bonds** | **$1374774** |  |  | $1374774 |
| **Warrants** | **—** |  |  |  |
| **Short-term investments** | **95462395** | $95462395 |  |  |
| **Total investments in securities** | **$349214242** | **$268536603** | **$79302865** | **$1374774** |
| **Liabilities** |  |  |  |  |
| Securities sold short | **$(2255244)** |  | $(2255244) |  |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Swap contracts | **11286355** |  | 11286355 |  |
| **Liabilities** |  |  |  |  |
| Written options | **(1683750)** | $(1683750) |  |  |
| Swap contracts | **(13625308)** |  | (13625308) |  |

---

The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value.

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**Convertible bonds** |
| Balance as of 3-31-25 | &nbsp;&nbsp;$1271734 |
| Purchases | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Sales | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Realized gain (loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net amortization of (premium) discount | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Change in unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103040 |
| **Balance as of 6-30-25** | &nbsp;&nbsp;**$1374774** |
| Change in unrealized appreciation (depreciation) at period end<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$103040 |

---

<sup>1</sup> Change in unrealized appreciation (depreciation) attributable to Level 3 securities held at period end.

**Investment in affiliated underlying funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund's fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 1972124 | $1111725 | $40431064 | $(21816926) | $(170) | $278 | $97748 |  | $19725971 |

---

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.

\|<sub>11</sub>

## 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:** Disciplined Value Global Long/Short Fund

- **b. EDGAR series identifier (if any):** S000086384

- **c. LEI of Series:** 254900AR1YB5R9ATL908

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $347212148.17

**Total Liabilities:** $8724333.99

**Net Assets:** $338487814.18

**Cash Not Reported:** $14266037.00

**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 C000251887 | 2.54%                | 3.62%                | 4.46%                |
| Class ID C000251888 | 2.54%                | 3.62%                | 4.52%                |
| Class ID C000251889 | 2.47%                | 3.62%                | 4.47%                |
| Class ID C000251890 | 2.41%                | 3.56%                | 4.35%                |
| Class ID C000251891 | 2.56%                | 3.61%                | 4.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2289847.69             | $4563788.08                                |
| Month 2  | $-12631.75               | $11206556.04                               |
| Month 3  | $3745660.43              | $12583906.97                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alibaba Group Holding Limited                             | ALIBABA GROUP HOLDING LTD ADR USD.000025                  | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |     41553 | NS      | $4712525.73   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corporation                           | MITSUBISHI ELECTRIC CORP COMMON STOCK                     | CUSIP: 659704001<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    126900 | NS      | $2729487.84   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                              | NUTRIEN LTD COMMON STOCK                                  | CUSIP: 67077M108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     69788 | NS      | $4064453.12   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                        | ORACLE CORP COMMON STOCK USD.01                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     52910 | NS      | $11567713.30  | 3.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuken Co. Ltd.                                          | SUZUKEN CO LTD/AICHI JAPAN COMMON STOCK                   | CUSIP: 686556903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     82600 | NS      | $2986593.80   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo                                                   | EURAZEO SE COMMON STOCK                                   | CUSIP: 704239904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     50233 | NS      | $3591303.23   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Perpetua Resources Corp.                                  | PERPETUA RESOURCES CORP COMMON STOCK                      | CUSIP: 714266103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141248 | NS      | $1714750.72   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Shell PLC                                                 | SHELL PLC ADR                                             | CUSIP: 780259305<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     68922 | NS      | $4852798.02   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                           | SALESFORCE INC COMMON STOCK USD.001                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     22651 | NS      | $6176701.19   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                         | SYSCO CORP COMMON STOCK USD1.0                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     70992 | NS      | $5376934.08   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                                    | TECK RESOURCES LTD COMMON STOCK                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |    115054 | NS      | $4645880.52   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc.                                    | UBER TECHNOLOGIES INC COMMON STOCK USD.00001              | CUSIP: 90353T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38512 | NS      | $3593169.60   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                             | JH COLLATERAL                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1512703 | NS      | $15130658.84  | 4.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC                                      | ENDEAVOUR MINING PLC COMMON STOCK USD.01                  | CUSIP: ACI1YMWL6<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    104604 | NS      | $3225498.04   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Saipem S.P.A.                                             | SAIPEM SPA COMMON STOCK                                   | CUSIP: ACI268XP6<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |   1568664 | NS      | $4288423.84   | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRADA MINING LTD NOTE                                   | ANDRADA MINING LTD NOTE                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NA        |   1100000 | PA      | $1374773.51   | 0.41%             | 2026-12-31      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| BROADCOM INC (CALL OPTION)                                | BROADCOM INC (CALL OPTION)                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |       135 | NC      | $-915637.50   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen                                                     | IPSEN SA COMMON STOCK EUR1.0                              | CUSIP: B0R7JF902<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |     13107 | NS      | $1561281.26   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | NORSK HYDRO ASA COMMON STOCK NOK1.098                     | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    517669 | NS      | $2964379.02   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas                                            | BUREAU VERITAS SA COMMON STOCK EUR.12                     | CUSIP: B28DTJ907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    153809 | NS      | $5249867.23   | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING.COM HOLDINGS (CALL OPTION)                        | BOOKING.COM HOLDINGS (CALL OPTION)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         2 | NC      | $-214950.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group N.V.                                          | IVECO GROUP NV COMMON STOCK EUR.01                        | CUSIP: BKPGF5906<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    165053 | NS      | $3250438.87   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec                                                 | VALLOUREC SACA COMMON STOCK EUR.02                        | CUSIP: BLGWF9901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    483969 | NS      | $8927422.90   | 2.64%             |  |  |  | No            |                  2 | On Loan: —       |
| CK Hutchison Holdings Limited                             | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0             | CUSIP: BW9P81905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    496500 | NS      | $3057288.16   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley plc                                               | BEAZLEY PLC COMMON STOCK GBP.05                           | CUSIP: BYQ0JC901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     29133 | NS      | $374067.03    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontline plc                                             | FRONTLINE PLC COMMON STOCK                                | CUSIP: G3682E192<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | NO        |    238638 | NS      | $3916049.58   | 1.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Nomad Foods Limited                                       | NOMAD FOODS LTD COMMON STOCK                              | CUSIP: G6564A105<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | GB        |    468941 | NS      | $7967307.59   | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular S.A.                      | MILLICOM INTERNATIONAL CELLULA COMMON STOCK USD1.5        | CUSIP: L6388F110<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |     85782 | NS      | $3214251.54   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Gold Corporation                                   | ALLIED GOLD CORP COMMON STOCK                             | CUSIP: 01921D204<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    120387 | NS      | $1616063.42   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                           | DANSKE BANK A/S COMMON STOCK DKK10.0                      | CUSIP: 458882909<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |    131908 | NS      | $5387624.09   | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                     | JACOBS SOLUTIONS INC COMMON STOCK                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16468 | NS      | $2164718.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| KT Corporation                                            | KT CORP ADR                                               | CUSIP: 48268K101<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    279782 | NS      | $5813869.96   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc.                                | KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     31084 | NS      | $5093424.24   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corporation                                       | KYOCERA CORP COMMON STOCK                                 | CUSIP: 649926003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    287600 | NS      | $3454177.93   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corporation                                         | NAVER CORP COMMON STOCK KRW100.0                          | CUSIP: 656039906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     35724 | NS      | $6937059.29   | 2.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP (CALL OPTION)                        | BANK OF AMERICA CORP (CALL OPTION)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       745 | NC      | $-553162.50   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| ANDRADA MINING LTD                                        | ANDRADA MINING LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NA        |   2200000 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                             | ALIBABA GROUP HOLDING LTD COMMON STOCK USD.000003125      | CUSIP: BK6YZP902<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |    314100 | NS      | $4446380.68   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Andrada Mining Limited                                    | ANDRADA MINING LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NA        |   4062358 | NS      | $158902.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                             | ALPHABET INC COMMON STOCK USD.001                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     56408 | NS      | $10006215.12  | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil S.A.B. de C.V.                              | AMERICA MOVIL SAB DE CV ADR                               | CUSIP: 02390A101<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |    140406 | NS      | $2518883.64   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                           | BAE SYSTEMS PLC COMMON STOCK GBP.025                      | CUSIP: 026349902<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    290730 | NS      | $7545254.23   | 2.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                    | APPLIED MATERIALS INC COMMON STOCK USD.01                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     43973 | NS      | $8050137.11   | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                               | BANK OF AMERICA CORP COMMON STOCK USD.01                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     96810 | NS      | $4581049.20   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Public Limited Company                         | PRUDENTIAL PLC COMMON STOCK GBP.05                        | CUSIP: 070995006<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |    289364 | NS      | $3621739.58   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC COMMON STOCK GBP.5                                | CUSIP: 079087003<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     82567 | NS      | $2079040.78   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                     | BOOKING HOLDINGS INC COMMON STOCK USD.008                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       569 | NS      | $3294077.56   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                             | BROADCOM INC COMMON STOCK                                 | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19219 | NS      | $5297717.35   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                       | CENTENE CORP COMMON STOCK USD.001                         | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     41976 | NS      | $2278457.28   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc.                                       | CENOVUS ENERGY INC COMMON STOCK                           | CUSIP: 15135U109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    494393 | NS      | $6723744.80   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                                  | CENTURY ALUMINUM CO COMMON STOCK USD.01                   | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    272760 | NS      | $4915135.20   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola FEMSA S.A.B. de C.V.                            | COCA-COLA FEMSA SAB DE CV ADR                             | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |     48131 | NS      | $4655711.63   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                                   | DIAMONDBACK ENERGY INC COMMON STOCK USD.01                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     17905 | NS      | $2460147.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                                   | WALT DISNEY CO/THE COMMON STOCK USD.01                    | CUSIP: 254687106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63615 | NS      | $7888896.15   | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc.                                    | DUPONT DE NEMOURS INC COMMON STOCK USD.01                 | CUSIP: 26614N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58767 | NS      | $4030828.53   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY GOVERNMENT PORTFOLIO FIDELITY INV MMKT GOVT-INST | FIDELITY GOVERNMENT PORTFOLIO FIDELITY INV MMKT GOVT-INST | CUSIP: 31607A703<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  75736424 | NS      | $75736424.00  | 22.37%            |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Limited                                         | HDFC BANK LTD ADR                                         | CUSIP: 40415F101<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     68208 | NS      | $5229507.36   | 1.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Hudbay Minerals Inc.                                      | HUDBAY MINERALS INC COMMON STOCK                          | CUSIP: 443628102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    304502 | NS      | $3230766.22   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                        | LENNAR CORP COMMON STOCK USD.1                            | CUSIP: 526057104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15185 | NS      | $1679612.85   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG Energy Corp.                                          | MEG ENERGY CORP COMMON STOCK                              | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |    115993 | NS      | $2191665.06   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                            | MARATHON PETROLEUM CORP COMMON STOCK USD.01               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     11534 | NS      | $1915912.74   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| H and M Hennes and Mauritz AB                             | H and M HENNES and MAURITZ AB COMMON STOCK                | CUSIP: 568743900<br>LEI: N/A                  | Short            | EC               | CORP              | SE        |     88220 | NS      | $-1242501.19  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic Public Limited Company                          | MEDTRONIC PLC COMMON STOCK USD.1                          | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     37702 | NS      | $3286483.34   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                    | MICRON TECHNOLOGY INC COMMON STOCK USD.1                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     18113 | NS      | $2232427.25   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Media Holdings Inc.                                  | FUJI MEDIA HOLDINGS INC COMMON STOCK                      | CUSIP: 603658907<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |     43900 | NS      | $-1012742.61  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire and Marine Insurance Co. Ltd.                | SAMSUNG FIRE and MARINE INSURANC COMMON STOCK KRW500.0    | CUSIP: 615525904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4440 | NS      | $1423630.22   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| The Mosaic Company                                        | MOSAIC CO/THE COMMON STOCK USD.01                         | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    136939 | NS      | $4995534.72   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| New Gold Inc.                                             | NEW GOLD INC COMMON STOCK                                 | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |    382866 | NS      | $1895186.70   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Korea Shipbuilding and Offshore Engineering Co. Ltd.   | HD KOREA SHIPBUILDING and OFFSHO COMMON STOCK KRW5000.0   | CUSIP: 644662900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7897 | NS      | $2132512.19   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Empire Energy Group Limited                               | EMPIRE ENERGY GROUP LTD COMMON STOCK                      | CUSIP: 647341908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |  22671611 | NS      | $3135991.38   | 0.93%             |  |  |  | No            |                  2 | On Loan: —       |
| TRS EQ P ABDN LN R 1T GBP -40.00 20260223                 | TRS EQ P ABDN LN R 1T GBP -4000.00 20260223               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    571402 | PA      | $-238942.62   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CBA AU R 1T AUD -55.00 20270916                  | TRS EQ P CBA AU R 1T AUD -5500.00 20270916                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |   1713586 | PA      | $-311281.55   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TELIA SS R 1T SEK -100.00 20270913               | TRS EQ P TELIA SS R 1T SEK -10000.00 20270913             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |  18353833 | PA      | $-1586.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 6920 JP R 1T JPY -45.00 20280320                 | TRS EQ P 6920 JP R 1T JPY -450.00 20280320                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  45583028 | PA      | $-233110.73   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P FND US R 1T USD -25.00 20270121                  | TRS EQ P FND US R 1T USD -2500.00 20270121                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1524660 | PA      | $185713.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P RY CN R 1T CAD -35.00 20280204                   | TRS EQ P RY CN R 1T CAD -350.00 20280204                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |   1717499 | PA      | $-136822.91   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P P911 GR R 1T EUR -40.00 20270503                 | TRS EQ P P911 GR R 1T EUR -4000.00 20270503               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    680565 | PA      | $193758.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CVNA US R 1T USD -25.00 20270510                 | TRS EQ P CVNA US R 1T USD -2500.00 20270510               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    745989 | PA      | $-626112.07   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LULU US R 1T USD -25.00 20280314                 | TRS EQ P LULU US R 1T USD -2500.00 20280314               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1430772 | PA      | $218876.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P PLTR US R 1T USD -250.00 20280107                | TRS EQ P PLTR US R 1T USD -250.00 20280107                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    156520 | PA      | $-114620.11   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SREN SW R 1T CHF -400.00 20280114                | TRS EQ P SREN SW R 1T CHF -400.00 20280114                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    611281 | PA      | $-24293.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ZURN SW R 1T CHF -40.00 20280114                 | TRS EQ P ZURN SW R 1T CHF -400.00 20280114                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    271673 | PA      | $13524.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BRG AU R 1T AUD -45.00 20280407                  | TRS EQ P BRG AU R 1T AUD -45.00 20280407                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |   2644606 | PA      | $-129508.03   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPX LN R 1T GBP -40.00 20280404                  | TRS EQ P SPX LN R 1T GBP -40.00 20280404                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    715508 | PA      | $-10491.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MONC IM R 1T EUR -40.00 20280404                 | TRS EQ P MONC IM R 1T EUR -40.00 20280404                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |   1087183 | PA      | $126128.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ABDN LN R 1T GBP -30.00 20280410                 | TRS EQ P ABDN LN R 1T GBP -30.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    148251 | PA      | $-78293.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TYRES FH R 1T EUR -30.00 20280410                | TRS EQ P TYRES FH R 1T EUR -30.00 20280410                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FI        |    133382 | PA      | $4497.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SIKA SW R 1T CHF -30.00 20280410                 | TRS EQ P SIKA SW R 1T CHF -30.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    198292 | PA      | $-25437.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CVNA US R 1T USD -25.00 20280407                 | TRS EQ P CVNA US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    169883 | PA      | $-177522.36   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P DAY US R 1T USD -25.00 20280407                  | TRS EQ P DAY US R 1T USD -25.00 20280407                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    235020 | PA      | $-17835.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P PLTR US R 1T USD -25.00 20280407                 | TRS EQ P PLTR US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     91869 | PA      | $-76759.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SREN SW R 1T CHF 35.00 20280410                  | TRS EQ P SREN SW R 1T CHF 35.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    760411 | PA      | $530.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P WBC AU R 1T AUD -45.00 20280411                  | TRS EQ P WBC AU R 1T AUD -45.00 20280411                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |   2667408 | PA      | $-291506.68   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 6302 JP R 1T JPY -45.00 20280428                 | TRS EQ P 6302 JP R 1T JPY -45.00 20280428                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 139097635 | PA      | $8541.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 8630 JP R 1T JPY -45.00 20280523                 | TRS EQ P 8630 JP R 1T JPY -45.00 20280523                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 227428669 | PA      | $6275.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8316 JP P 1T JPY 35.00 20280530                  | TRS EQ R 8316 JP P 1T JPY 35.00 20280530                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 238586254 | PA      | $-7438.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KAI US R 1T USD -25.00 20280612                  | TRS EQ P KAI US R 1T USD -25.00 20280612                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1333171 | PA      | $59879.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VACN SW R 1T CHF 35.00 20280410                  | TRS EQ P VACN SW R 1T CHF 35.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    307692 | PA      | $-95264.13    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P COTN SW R 1T CHF 35.00 20280410                  | TRS EQ P COTN SW R 1T CHF 35.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    547752 | PA      | $-215197.23   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KNIN SW R 1T CHF 35.00 20280410                  | TRS EQ P KNIN SW R 1T CHF 35.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    466353 | PA      | $16513.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BALDB SS R 1T SEK -100.00 20260629               | TRS EQ P BALDB SS R 1T SEK -10000.00 20260629             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   7795419 | PA      | $-83603.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P URW FP R 1T EUR -40.00 20280310                  | TRS EQ P URW FP R 1T EUR -400.00 20280310                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    951210 | PA      | $-173592.30   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VALMT FH R 1T EUR -40.00 20260629                | TRS EQ P VALMT FH R 1T EUR -4000.00 20260629              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FI        |   1270817 | PA      | $-202578.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TYRES FH R 1T EUR -40.00 20260629                | TRS EQ P TYRES FH R 1T EUR -4000.00 20260629              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FI        |    301766 | PA      | $81936.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P HUN US R 1T USD -25.00 20271025                  | TRS EQ P HUN US R 1T USD -2500.00 20271025                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    798933 | PA      | $310651.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CACC US R 1T USD -25.00 20261026                 | TRS EQ P CACC US R 1T USD -2500.00 20261026               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1352253 | PA      | $-100641.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BL US R 1T USD -25.00 20260629                   | TRS EQ P BL US R 1T USD -2500.00 20260629                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    788576 | PA      | $-151768.65   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TSLA US R 1T USD -25.00 20261026                 | TRS EQ P TSLA US R 1T USD -2500.00 20261026               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1511057 | PA      | $-242425.87   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P GOLF US R 1T USD -25.00 20260629                 | TRS EQ P GOLF US R 1T USD -2500.00 20260629               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    634315 | PA      | $-128037.98   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LGIH US R 1T USD -25.00 20260629                 | TRS EQ P LGIH US R 1T USD -2500.00 20260629               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    463958 | PA      | $161690.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P FIZZ US R 1T USD -25.00 20260629                 | TRS EQ P FIZZ US R 1T USD -2500.00 20260629               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1368160 | PA      | $37189.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P PLTR US R 1T USD -25.00 20280314                 | TRS EQ P PLTR US R 1T USD -250.00 20280314                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    241688 | PA      | $-153913.07   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MRNA US R 1T USD -25.00 20270913                 | TRS EQ P MRNA US R 1T USD -2500.00 20270913               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    460537 | PA      | $173104.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P DAY US R 1T USD -25.00 20260629                  | TRS EQ P DAY US R 1T USD -2500.00 20260629                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1033304 | PA      | $33735.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 8304 JP R 1T JPY -45.00 20280411                 | TRS EQ P 8304 JP R 1T JPY -45.00 20280411                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 143419460 | PA      | $-263326.14   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 6981 JP R 1T JPY -45.00 20280509                 | TRS EQ P 6981 JP R 1T JPY -45.00 20280509                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 147634097 | PA      | $-62657.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 4755 JP R 1T JPY -45.00 20271202                 | TRS EQ P 4755 JP R 1T JPY -4500.00 20271202               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 104147107 | PA      | $-48757.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BOH US R 1T USD -25.00 20260721                  | TRS EQ P BOH US R 1T USD -2500.00 20260721                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1858521 | PA      | $-155290.69   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P NOVT US R 1T USD -25.00 20260122                 | TRS EQ P NOVT US R 1T USD -2500.00 20260810               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     54259 | PA      | $8231.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P NOVT US R 1T USD -25.00 20260824                 | TRS EQ P NOVT US R 1T USD -2500.00 20260824               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1145061 | PA      | $28397.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P WTC AU R 1T AUD -45.00 20280228                  | TRS EQ P WTC AU R 1T AUD -450.00 20280228                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |    997971 | PA      | $-177670.57   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 8304 JP R 1T JPY -45.00 20271018                 | TRS EQ P 8304 JP R 1T JPY -4500.00 20271018               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 248045049 | PA      | $93992.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P DKS US R 1T USD -25.00 20280313                  | TRS EQ P DKS US R 1T USD -250.00 20280313                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2390720 | PA      | $-100894.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CACC US R 1T USD 20.00 20251203                  | TRS EQ P CACC US R 1T USD 2000.00 20251203                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    749289 | PA      | $-125912.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SIKA SW R 1T CHF -40.00 20261019                 | TRS EQ P SIKA SW R 1T CHF -4000.00 20261019               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    187608 | PA      | $39728.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SIKA SW R 1T CHF -45.00 20260624                 | TRS EQ P SIKA SW R 1T CHF 3500.00 20260624                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    658254 | PA      | $-62008.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P COTN SW R 1T CHF -40.00 20270719                 | TRS EQ P COTN SW R 1T CHF -4000.00 20270719               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    720211 | PA      | $156343.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 086520 KS R 1T USD -37.50 20280508               | TRS EQ P 086520 KS R 1T USD -37.50 20280508               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |    781679 | PA      | $-9384.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LBTYK US R 1T USD -25.00 20280327                | TRS EQ P LBTYK US R 1T USD -2500.00 20280327              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    919183 | PA      | $86278.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P OXY US R 1T USD -25.00 20280314                  | TRS EQ P OXY US R 1T USD -250.00 20280314                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1016793 | PA      | $-89035.82    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CBA AU R 1T AUD -45.00 20270927                  | TRS EQ P CBA AU R 1T AUD -4500.00 20270927                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |    450481 | PA      | $-88357.13    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ON US R 1T USD -25.00 20270111                   | TRS EQ P ON US R 1T USD -2500.00 20270111                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    943847 | PA      | $-258228.49   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ADEN SW R 1T CHF 35.00 20260624                  | TRS EQ P ADEN SW R 1T CHF 3500.00 20260624                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |     47569 | PA      | $14600.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BOH US R 1T USD -530.00 20260122                 | TRS EQ P BOH US R 1T USD -5300.00 20260122                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    359990 | PA      | $-40530.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ABDN LN R 1T GBP -250.00 20260121                | TRS EQ P ABDN LN R 1T GBP -2500.00 20260121               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     57181 | PA      | $-12077.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TYRES FH R 1T EUR -40.00 20280410                | TRS EQ P TYRES FH R 1T EUR -40.00 20280410                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FI        |    285692 | PA      | $6819.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SEK AU R 1T AUD -55.00 20260625                  | TRS EQ P SEK AU R 1T AUD -5500.00 20260625                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |   1261829 | PA      | $-195637.38   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TTC US R 1T USD -25.00 20270531                  | TRS EQ P TTC US R 1T USD -2500.00 20270531                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1724838 | PA      | $5335.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EQT SS R 1T SEK -100.00 20270531                 | TRS EQ P EQT SS R 1T SEK -10000.00 20270531               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |  34464583 | PA      | $-616221.88   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P FAST US R 1T USD -250.00 20270611                | TRS EQ P FAST US R 1T USD -2500.00 20270611               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2160323 | PA      | $-379836.69   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KNIN SW R 1T CHF -40.00 20270913                 | TRS EQ P KNIN SW R 1T CHF -4000.00 20270913               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    752555 | PA      | $101344.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SPIE FP P 1T EUR 40.00 20280317                  | TRS EQ R SPIE FP P 1T EUR 400.00 20280317                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |   2225098 | PA      | $709141.27    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CAP FP P 1T EUR 40.00 20280410                   | TRS EQ R CAP FP P 1T EUR 40.00 20280410                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    763685 | PA      | $186226.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VACN SW R 1T CHF -40.00 20270628                 | TRS EQ P VACN SW R 1T CHF -4000.00 20270628               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    340416 | PA      | $27758.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TSCO US R 1T USD -25.00 20270726                 | TRS EQ P TSCO US R 1T USD -2500.00 20270726               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1513647 | PA      | $-32302.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P POWI US R 1T USD -25.00 20270726                 | TRS EQ P POWI US R 1T USD -2500.00 20270726               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1879122 | PA      | $-99178.87    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P DXCM US R 1T USD -25.00 20270913                 | TRS EQ P DXCM US R 1T USD -2500.00 20270913               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1066398 | PA      | $-351977.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KMX US R 1T USD -25.00 20270913                  | TRS EQ P KMX US R 1T USD -2500.00 20270913                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    700286 | PA      | $9904.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CON GR R 1T EUR -40.00 20270913                  | TRS EQ P CON GR R 1T EUR -4000.00 20270913                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    886046 | PA      | $-215787.78   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CHD US R 1T USD -25.00 20270920                  | TRS EQ P CHD US R 1T USD -2500.00 20270920                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2295509 | PA      | $171862.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ADEN SW R 1T CHF -40.00 20270927                 | TRS EQ P ADEN SW R 1T CHF -4000.00 20270927               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    471968 | PA      | $14514.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EW US R 1T USD -25.00 20271004                   | TRS EQ P EW US R 1T USD -2500.00 20271004                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1381476 | PA      | $-218622.09   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LSCC US R 1T USD -25.00 20271108                 | TRS EQ P LSCC US R 1T USD -2500.00 20271108               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    634831 | PA      | $-51077.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 4324 JP R 1T JPY -45.00 20271122                 | TRS EQ P 4324 JP R 1T JPY -4500.00 20271122               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 389542324 | PA      | $-27013.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SDZ SW P 1T CHF 35.00 20271213                   | TRS EQ R SDZ SW P 1T CHF  20271213                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |   2155500 | PA      | $843958.26    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HEIA NA P 1T EUR 40.00 20271213                  | TRS EQ R HEIA NA P 1T EUR  20271213                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |   8214848 | PA      | $56735.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NDA SS P 1T SEK 40.00 20271213                   | TRS EQ R NDA SS P 1T SEK  20271213                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |  26604625 | PA      | $551669.70    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P GPK US R 1T USD -25.00 20280117                  | TRS EQ P GPK US R 1T USD -250.00 20280117                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    805063 | PA      | $182002.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P HSY US R 1T USD -25.00 20280117                  | TRS EQ P HSY US R 1T USD -250.00 20280117                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1199785 | PA      | $-46333.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 2801 JP R 1T JPY -45.00 20280207                 | TRS EQ P 2801 JP R 1T JPY -450.00 20280207                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  73110861 | PA      | $80080.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SAN SM P 1T EUR 40.00 20280210                   | TRS EQ R SAN SM P 1T EUR 400.00 20280210                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |   1637581 | PA      | $529935.80    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LOTB BB R 1T EUR -40.00 20280214                 | TRS EQ P LOTB BB R 1T EUR -400.00 20280214                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | BE        |   1031008 | PA      | $38893.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P COH AU R 1T AUD -45.00 20280221                  | TRS EQ P COH AU R 1T AUD -450.00 20280221                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |   1584098 | PA      | $-163266.44   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ICFI US R 1T USD -25.00 20280221                 | TRS EQ P ICFI US R 1T USD -250.00 20280221                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1117999 | PA      | $30237.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LMND US R 1T USD -50.00 20280228                 | TRS EQ P LMND US R 1T USD -50.00 20280228                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    304875 | PA      | $-170113.39   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P OXY US R 1T USD -50.00 20280303                  | TRS EQ P OXY US R 1T USD -50.00 20280303                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    876466 | PA      | $118690.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ICFI US R 1T USD -50.00 20280306                 | TRS EQ P ICFI US R 1T USD -50.00 20280306                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    164926 | PA      | $-6273.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VNA GR R 1T EUR -40.00 20280310                  | TRS EQ P VNA GR R 1T EUR -400.00 20280310                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    891194 | PA      | $-176691.60   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CHH US R 1T USD -25.00 20280313                  | TRS EQ P CHH US R 1T USD -250.00 20280313                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1525826 | PA      | $7833.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VER AV R 1T EUR -40.00 20280314                  | TRS EQ P VER AV R 1T EUR -400.00 20280314                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AT        |   1057934 | PA      | $19660.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LMND US R 1T USD -25.00 20280314                 | TRS EQ P LMND US R 1T USD -250.00 20280314                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     40976 | PA      | $-13743.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P GPK US R 1T USD -25.00 20280314                  | TRS EQ P GPK US R 1T USD -250.00 20280314                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1050945 | PA      | $141690.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAB LN P 1T GBP 43.00 20280317                   | TRS EQ R BAB LN P 1T GBP 430.00 20280317                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   2057904 | PA      | $1875840.22   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 2801 JP R 1T JPY -45.00 20280320                 | TRS EQ P 2801 JP R 1T JPY -450.00 20280320                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  92291443 | PA      | $14771.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 6963 JP R 1T JPY -45.00 20280320                 | TRS EQ P 6963 JP R 1T JPY -450.00 20280320                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  52124358 | PA      | $-241470.99   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CPG LN R 1T GBP -40.00 20280321                  | TRS EQ P CPG LN R 1T GBP -400.00 20280321                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   1483328 | PA      | $13966.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P COST US R 1T USD -25.00 20280320                 | TRS EQ P COST US R 1T USD -250.00 20280320                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1139669 | PA      | $-90826.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 4676 JP R 1T JPY -35.00 20280410                 | TRS EQ P 4676 JP R 1T JPY -35.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  31579579 | PA      | $-36774.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P COH AU R 1T AUD -75.00 20280410                  | TRS EQ P COH AU R 1T AUD -75.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |    402180 | PA      | $-40275.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 4324 JP R 1T JPY -35.00 20280410                 | TRS EQ P 4324 JP R 1T JPY -35.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  96153446 | PA      | $-23618.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SEK AU R 1T AUD -75.00 20280410                  | TRS EQ P SEK AU R 1T AUD -75.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |    404545 | PA      | $-48111.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 6920 JP R 1T JPY -35.00 20280410                 | TRS EQ P 6920 JP R 1T JPY -35.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  19757161 | PA      | $-90705.31    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 2801 JP R 1T JPY -35.00 20280410                 | TRS EQ P 2801 JP R 1T JPY -35.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  40295274 | PA      | $13602.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 4755 JP R 1T JPY -35.00 20280410                 | TRS EQ P 4755 JP R 1T JPY -35.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  49849201 | PA      | $674.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P WTC AU R 1T AUD -75.00 20280410                  | TRS EQ P WTC AU R 1T AUD -75.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |    220145 | PA      | $-66242.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BL US R 1T USD -25.00 20280407                   | TRS EQ P BL US R 1T USD -25.00 20280407                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    185235 | PA      | $-52625.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BOH US R 1T USD -25.00 20280407                  | TRS EQ P BOH US R 1T USD -25.00 20280407                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    556204 | PA      | $-54604.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P FND US R 1T USD -25.00 20280407                  | TRS EQ P FND US R 1T USD -25.00 20280407                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    797436 | PA      | $-9791.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P POWI US R 1T USD -25.00 20280407                 | TRS EQ P POWI US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    390490 | PA      | $-110038.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TSCO US R 1T USD -25.00 20280407                 | TRS EQ P TSCO US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    388285 | PA      | $-2793.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LSCC US R 1T USD -25.00 20280407                 | TRS EQ P LSCC US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    139600 | PA      | $-33971.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TTC US R 1T USD -25.00 20280407                  | TRS EQ P TTC US R 1T USD -25.00 20280407                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    404525 | PA      | $-30510.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P COST US R 1T USD -25.00 20280407                 | TRS EQ P COST US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    288689 | PA      | $-23142.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P HUN US R 1T USD -25.00 20280407                  | TRS EQ P HUN US R 1T USD -25.00 20280407                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    890963 | PA      | $194875.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VER AV R 1T EUR -30.00 20280410                  | TRS EQ P VER AV R 1T EUR -30.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AT        |    261245 | PA      | $-2568.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BALDB SS R 1T SEK -30.00 20280410                | TRS EQ P BALDB SS R 1T SEK -30.00 20280410                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   2003993 | PA      | $-17788.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MONC IM R 1T EUR -30.00 20280410                 | TRS EQ P MONC IM R 1T EUR -30.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |    270255 | PA      | $26294.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VACN SW R 1T CHF -30.00 20280410                 | TRS EQ P VACN SW R 1T CHF -30.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    141725 | PA      | $-45111.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EQT SS R 1T SEK -30.00 20280410                  | TRS EQ P EQT SS R 1T SEK -30.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   6111843 | PA      | $-153557.88   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VNA GR R 1T EUR -30.00 20280410                  | TRS EQ P VNA GR R 1T EUR -30.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    231858 | PA      | $-37170.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CPG LN R 1T GBP -30.00 20280410                  | TRS EQ P CPG LN R 1T GBP -30.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    378972 | PA      | $8626.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P URW FP R 1T EUR -30.00 20280410                  | TRS EQ P URW FP R 1T EUR -30.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    230585 | PA      | $-55792.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SREN SW R 1T CHF -30.00 20280410                 | TRS EQ P SREN SW R 1T CHF -30.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    355381 | PA      | $4528.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ZURN SW R 1T CHF -30.00 20280410                 | TRS EQ P ZURN SW R 1T CHF -30.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    674885 | PA      | $15101.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ADEN SW R 1T CHF -30.00 20280410                 | TRS EQ P ADEN SW R 1T CHF -30.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    123520 | PA      | $-2611.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P COTN SW R 1T CHF -30.00 20280410                 | TRS EQ P COTN SW R 1T CHF -30.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    252925 | PA      | $-100196.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPX LN R 1T GBP -30.00 20280410                  | TRS EQ P SPX LN R 1T GBP -30.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    177451 | PA      | $-7544.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LOTB BB R 1T EUR -30.00 20280410                 | TRS EQ P LOTB BB R 1T EUR -30.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | BE        |    247306 | PA      | $-7399.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VALMT FH R 1T EUR -30.00 20280410                | TRS EQ P VALMT FH R 1T EUR -30.00 20280410                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FI        |    471938 | PA      | $-84653.47    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KNIN SW R 1T CHF -30.00 20280410                 | TRS EQ P KNIN SW R 1T CHF -30.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    425790 | PA      | $25806.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P P911 GR R 1T EUR -30.00 20280410                 | TRS EQ P P911 GR R 1T EUR -30.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    569798 | PA      | $28485.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TELIA SS R 1T SEK -30.00 20280410                | TRS EQ P TELIA SS R 1T SEK -30.00 20280410                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   4861407 | PA      | $22663.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CACC US R 1T USD -25.00 20280407                 | TRS EQ P CACC US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    533417 | PA      | $-55484.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P DXCM US R 1T USD -25.00 20280407                 | TRS EQ P DXCM US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    245932 | PA      | $-112916.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P HSY US R 1T USD -25.00 20280407                  | TRS EQ P HSY US R 1T USD -25.00 20280407                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    308243 | PA      | $-7062.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P NOVT US R 1T USD -25.00 20280407                 | TRS EQ P NOVT US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    238525 | PA      | $-55693.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ICFI US R 1T USD -25.00 20280407                 | TRS EQ P ICFI US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    316152 | PA      | $-2357.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P FAST US R 1T USD -25.00 20280407                 | TRS EQ P FAST US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    569259 | PA      | $-73340.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CHH US R 1T USD -25.00 20280407                  | TRS EQ P CHH US R 1T USD -25.00 20280407                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    373541 | PA      | $-10524.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P GOLF US R 1T USD -25.00 20280407                 | TRS EQ P GOLF US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    613115 | PA      | $-131979.09   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EW US R 1T USD -25.00 20280407                   | TRS EQ P EW US R 1T USD -25.00 20280407                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    358902 | PA      | $-45834.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LBTYK US R 1T USD -25.00 20280407                | TRS EQ P LBTYK US R 1T USD -25.00 20280407                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    218544 | PA      | $7827.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MRNA US R 1T USD -25.00 20280407                 | TRS EQ P MRNA US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     66197 | PA      | $-6558.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P DKS US R 1T USD -25.00 20280407                  | TRS EQ P DKS US R 1T USD -25.00 20280407                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    439233 | PA      | $-35313.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LULU US R 1T USD -25.00 20280407                 | TRS EQ P LULU US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    341697 | PA      | $35218.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P GPK US R 1T USD -25.00 20280407                  | TRS EQ P GPK US R 1T USD -25.00 20280407                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    462422 | PA      | $74755.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LGIH US R 1T USD -25.00 20280407                 | TRS EQ P LGIH US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     95935 | PA      | $19428.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CHD US R 1T USD -25.00 20280407                  | TRS EQ P CHD US R 1T USD -25.00 20280407                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    593004 | PA      | $55749.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LMND US R 1T USD -25.00 20280407                 | TRS EQ P LMND US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    190216 | PA      | $-105370.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ON US R 1T USD -25.00 20280407                   | TRS EQ P ON US R 1T USD -25.00 20280407                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     49377 | PA      | $-27036.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P FIZZ US R 1T USD -25.00 20280407                 | TRS EQ P FIZZ US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    332493 | PA      | $-4260.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P OXY US R 1T USD -25.00 20280407                  | TRS EQ P OXY US R 1T USD -25.00 20280407                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1228340 | PA      | $-120013.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TSLA US R 1T USD -25.00 20280407                 | TRS EQ P TSLA US R 1T USD -25.00 20280407                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     95143 | PA      | $-30332.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P RY CN R 1T CAD -30.00 20280407                   | TRS EQ P RY CN R 1T CAD -30.00 20280407                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |    423535 | PA      | $-42711.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MCD US R 1T USD -25.00 20280410                  | TRS EQ P MCD US R 1T USD -25.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1631769 | PA      | $47623.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LMND US R 1T USD -25.00 20280410                 | TRS EQ P LMND US R 1T USD -25.00 20280410                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    393639 | PA      | $-244891.77   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ZURN SW R 1T CHF 35.00 20280410                  | TRS EQ P ZURN SW R 1T CHF 35.00 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |   1438192 | PA      | $7995.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LII US R 1T USD -25.00 20280424                  | TRS EQ P LII US R 1T USD -25.00 20280424                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1233258 | PA      | $-95512.11    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HSX LN P 1T GBP 40.00 20280425                   | TRS EQ R HSX LN P 1T GBP 40.00 20280425                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   4530804 | PA      | $505154.43    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R WEIR LN P 1T GBP 40.00 20280425                  | TRS EQ R WEIR LN P 1T GBP 40.00 20280425                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   6209001 | PA      | $1120533.75   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MC US R 1T USD -5.00 20280425                    | TRS EQ P MC US R 1T USD -5.00 20280425                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2089410 | PA      | $-299004.07   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CAT US R 1T USD -5.00 20280425                   | TRS EQ P CAT US R 1T USD -5.00 20280425                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1004355 | PA      | $-298089.65   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TREX US R 1T USD -5.00 20280425                  | TRS EQ P TREX US R 1T USD -5.00 20280425                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    977194 | PA      | $41042.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P PBF US R 1T USD -25.00 20280425                  | TRS EQ P PBF US R 1T USD -25.00 20280425                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1643893 | PA      | $-276827.43   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P DG US R 1T USD -25.00 20280501                   | TRS EQ P DG US R 1T USD -25.00 20280501                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    977706 | PA      | $-231862.79   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 9104 JP R 1T JPY -35.00 20280508                 | TRS EQ P 9104 JP R 1T JPY -35.00 20280508                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 183947549 | PA      | $-35240.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 9107 JP R 1T JPY -35.00 20280508                 | TRS EQ P 9107 JP R 1T JPY -35.00 20280508                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 157767656 | PA      | $-86961.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8035 JP P 1T JPY 35.00 20280508                  | TRS EQ R 8035 JP P 1T JPY 35.00 20280508                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 358157415 | PA      | $672786.33    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 2882 TT R 1T USD -125.00 20280508                | TRS EQ P 2882 TT R 1T USD -125.00 20280508                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TW        |    441407 | PA      | $-79507.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 2881 TT R 1T USD -125.00 20280508                | TRS EQ P 2881 TT R 1T USD -125.00 20280508                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TW        |   1668834 | PA      | $-262715.81   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8035 JP P 1T JPY 50.00 20280515                  | TRS EQ R 8035 JP P 1T JPY 50.00 20280515                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 358053514 | PA      | $367092.88    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8316 JP P 1T JPY 17.00 20280515                  | TRS EQ R 8316 JP P 1T JPY 17.00 20280515                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 691350749 | PA      | $21272.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4188 JP P 1T JPY 17.00 20280516                  | TRS EQ R 4188 JP P 1T JPY 17.00 20280516                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 365664738 | PA      | $-4271.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 2888 TT R 1T USD -125.00 20280519                | TRS EQ P 2888 TT R 1T USD -125.00 20280519                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TW        |   1324232 | PA      | $-47495.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HIK LN P 1T GBP 40.00 20280522                   | TRS EQ R HIK LN P 1T GBP 40.00 20280522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   3214128 | PA      | $-268335.17   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BX US R 1T USD -5.00 20280522                    | TRS EQ P BX US R 1T USD -5.00 20280522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1282714 | PA      | $-51090.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VACN SW R 1T CHF -35.00 20280522                 | TRS EQ P VACN SW R 1T CHF -35.00 20280522                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    410826 | PA      | $-37317.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KGX GR R 1T EUR -40.00 20280612                  | TRS EQ P KGX GR R 1T EUR -40.00 20280612                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |   1166316 | PA      | $-129158.65   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P AAL US R 1T USD -5.00 20280619                   | TRS EQ P AAL US R 1T USD -5.00 20280619                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1330028 | PA      | $-73167.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P K US R 1T USD -25.00 20280626                    | TRS EQ P K US R 1T USD -25.00 20280626                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1691581 | PA      | $-31197.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CAI US R 1T USD -25.00 20280626                  | TRS EQ P CAI US R 1T USD -25.00 20280626                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    846987 | PA      | $-9816.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 034730 KS P 1T USD 50.00 20280627                | TRS EQ R 034730 KS P 1T USD 50.00 20280627                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |   2573284 | PA      | $81056.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 005930 KS P 1T USD 50.00 20280627                | TRS EQ R 005930 KS P 1T USD 50.00 20280627                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |   4531069 | PA      | $-95952.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P NOD NO R 1T NOK -30.00 20280630                  | TRS EQ P NOD NO R 1T NOK -30.00 20280630                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NO        |  12112187 | PA      | $5370.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer