# EDGAR Filing Document

**Accession Number:** 0000022370
**File Stem:** 0001193125-26-080754
**Filing Date:** 2026-2
**Character Count:** 175502
**Document Hash:** f9f11d859dcc5c83f67131e94c19223f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-080754.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-080754

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**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:** 26694992

**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

![](img88ada0b31.gif)

#### Quarterly portfolio holdings

## John Hancock

## Disciplined Value Global Long/Short Fund

## Alternative
December 31, 2025

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

------

Fund's investments

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#### As of 12-31-25 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 67.4%** |  | **$316521373** |
| (Cost $287,233,985) |  |  |
| **Australia 3.4%** |  | **15992579** |
| Beetaloo Energy Australia, Ltd. (A)(B) | &nbsp;&nbsp;28661086 | &nbsp;&nbsp;5538490 |
| Rio Tinto, Ltd. | &nbsp;&nbsp;92608 | &nbsp;&nbsp;9034452 |
| Syrah Resources, Ltd. (A) | &nbsp;&nbsp;6364760 | &nbsp;&nbsp;1419637 |
| **Bermuda 1.7%** |  | **7994747** |
| Everest Group, Ltd. | &nbsp;&nbsp;23559 | &nbsp;&nbsp;7994747 |
| **Brazil 0.8%** |  | **3889964** |
| Itau Unibanco Holding SA, ADR | &nbsp;&nbsp;543291 | &nbsp;&nbsp;3889964 |
| **Canada 4.0%** |  | **18932797** |
| Allied Gold Corp. (A) | &nbsp;&nbsp;134936 | &nbsp;&nbsp;3091863 |
| Equinox Gold Corp. (A) | &nbsp;&nbsp;214139 | &nbsp;&nbsp;3006512 |
| Nutrien, Ltd. (B) | &nbsp;&nbsp;88837 | &nbsp;&nbsp;5483020 |
| Teck Resources, Ltd., Class B (C) | &nbsp;&nbsp;153506 | &nbsp;&nbsp;7351402 |
| **China 1.6%** |  | **7382294** |
| Alibaba Group Holding, Ltd. | &nbsp;&nbsp;187500 | &nbsp;&nbsp;3442679 |
| Tongcheng Travel Holdings, Ltd. | &nbsp;&nbsp;1364800 | &nbsp;&nbsp;3939615 |
| **Denmark 3.5%** |  | **16514332** |
| Danske Bank A/S | &nbsp;&nbsp;239961 | &nbsp;&nbsp;11982756 |
| Novo Nordisk A/S, ADR | &nbsp;&nbsp;89064 | &nbsp;&nbsp;4531576 |
| **France 5.5%** |  | **25866164** |
| Constellium SE (A) | &nbsp;&nbsp;317669 | &nbsp;&nbsp;5988061 |
| Eurazeo SE | &nbsp;&nbsp;71972 | &nbsp;&nbsp;4483380 |
| Ipsen SA | &nbsp;&nbsp;18778 | &nbsp;&nbsp;2620080 |
| Pernod Ricard SA | &nbsp;&nbsp;28325 | &nbsp;&nbsp;2425362 |
| Sanofi SA, ADR | &nbsp;&nbsp;115853 | &nbsp;&nbsp;5614236 |
| Vallourec SACA | &nbsp;&nbsp;257790 | &nbsp;&nbsp;4735045 |
| **Germany 0.8%** |  | **3963531** |
| Zalando SE (A)(D) | &nbsp;&nbsp;134325 | &nbsp;&nbsp;3963531 |
| **Hong Kong 1.1%** |  | **5270755** |
| CK Hutchison Holdings, Ltd. | &nbsp;&nbsp;373500 | &nbsp;&nbsp;2539223 |
| Prudential PLC | &nbsp;&nbsp;177568 | &nbsp;&nbsp;2731532 |
| **India 2.2%** |  | **10464800** |
| HDFC Bank, Ltd., ADR | &nbsp;&nbsp;286393 | &nbsp;&nbsp;10464800 |
| **Ireland 2.3%** |  | **10788695** |
| ICON PLC (A)(C) | &nbsp;&nbsp;16912 | &nbsp;&nbsp;3081705 |
| Medtronic PLC | &nbsp;&nbsp;80231 | &nbsp;&nbsp;7706990 |
| **Italy 1.4%** |  | **6363020** |
| Saipem SpA | &nbsp;&nbsp;2247628 | &nbsp;&nbsp;6363020 |
| **Japan 7.6%** |  | **35484140** |
| Asahi Kasei Corp. | &nbsp;&nbsp;427900 | &nbsp;&nbsp;3803496 |
| Japan Post Insurance Company, Ltd. | &nbsp;&nbsp;145900 | &nbsp;&nbsp;4387729 |
| KDDI Corp. | &nbsp;&nbsp;308100 | &nbsp;&nbsp;5332503 |
| Kyocera Corp. | &nbsp;&nbsp;281800 | &nbsp;&nbsp;3950470 |
| Resona Holdings, Inc. | &nbsp;&nbsp;560000 | &nbsp;&nbsp;5329919 |
| Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;292900 | &nbsp;&nbsp;9420078 |
| Suzuken Company, Ltd. | &nbsp;&nbsp;83300 | &nbsp;&nbsp;3259945 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Mexico 1.7%** |  | **$7912864** |
| America Movil SAB de CV, ADR (C) | &nbsp;&nbsp;201179 | &nbsp;&nbsp;4158370 |
| Coca-Cola Femsa SAB de CV, ADR | &nbsp;&nbsp;39642 | &nbsp;&nbsp;3754494 |
| **Namibia 0.1%** |  | **402118** |
| Andrada Mining, Ltd. (A) | &nbsp;&nbsp;8631140 | &nbsp;&nbsp;402118 |
| **South Korea 3.4%** |  | **16033816** |
| HD Korea Shipbuilding & Offshore Engineering Company, Ltd. | &nbsp;&nbsp;16433 | &nbsp;&nbsp;4636926 |
| KT Corp., ADR | &nbsp;&nbsp;285495 | &nbsp;&nbsp;5415840 |
| NAVER Corp. | &nbsp;&nbsp;35580 | &nbsp;&nbsp;5981050 |
| **Switzerland 1.1%** |  | **5045256** |
| Roche Holding AG | &nbsp;&nbsp;12217 | &nbsp;&nbsp;5045256 |
| **United Kingdom 2.2%** |  | **10187509** |
| AstraZeneca PLC, ADR | &nbsp;&nbsp;31649 | &nbsp;&nbsp;2909493 |
| Beazley PLC | &nbsp;&nbsp;41748 | &nbsp;&nbsp;466849 |
| Endeavour Mining PLC | &nbsp;&nbsp;130736 | &nbsp;&nbsp;6732302 |
| SSE PLC | &nbsp;&nbsp;2690 | &nbsp;&nbsp;78865 |
| **United States 23.0%** |  | **108031992** |
| Alphabet, Inc., Class C | &nbsp;&nbsp;29652 | &nbsp;&nbsp;9304798 |
| Applied Materials, Inc. | &nbsp;&nbsp;25994 | &nbsp;&nbsp;6680198 |
| Bank of America Corp. (C) | &nbsp;&nbsp;8366 | &nbsp;&nbsp;460130 |
| Century Aluminum Company (A) | &nbsp;&nbsp;87327 | &nbsp;&nbsp;3421472 |
| DuPont de Nemours, Inc. | &nbsp;&nbsp;73562 | &nbsp;&nbsp;2957192 |
| Enovis Corp. (A)(B) | &nbsp;&nbsp;116229 | &nbsp;&nbsp;3096341 |
| Honeywell International, Inc. | &nbsp;&nbsp;41189 | &nbsp;&nbsp;8035562 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp;301097 | &nbsp;&nbsp;5224033 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp;28411 | &nbsp;&nbsp;3763321 |
| KBR, Inc. | &nbsp;&nbsp;76081 | &nbsp;&nbsp;3058456 |
| Keysight Technologies, Inc. (A) | &nbsp;&nbsp;27453 | &nbsp;&nbsp;5578175 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp;18563 | &nbsp;&nbsp;4657085 |
| Lennar Corp., Class A (C) | &nbsp;&nbsp;21756 | &nbsp;&nbsp;2236517 |
| Mativ Holdings, Inc. (C) | &nbsp;&nbsp;254462 | &nbsp;&nbsp;3091713 |
| ONEOK, Inc. | &nbsp;&nbsp;53942 | &nbsp;&nbsp;3964737 |
| Oracle Corp. (C) | &nbsp;&nbsp;15395 | &nbsp;&nbsp;3000639 |
| Perpetua Resources Corp. (A)(B) | &nbsp;&nbsp;148131 | &nbsp;&nbsp;3586252 |
| Qnity Electronics, Inc. | &nbsp;&nbsp;36780 | &nbsp;&nbsp;3003087 |
| Range Resources Corp. | &nbsp;&nbsp;176431 | &nbsp;&nbsp;6220957 |
| Royal Gold, Inc. | &nbsp;&nbsp;17645 | &nbsp;&nbsp;3922307 |
| Solstice Advanced Materials, Inc. (A) | &nbsp;&nbsp;8125 | &nbsp;&nbsp;394713 |
| Sysco Corp. (C) | &nbsp;&nbsp;101719 | &nbsp;&nbsp;7495673 |
| The Walt Disney Company | &nbsp;&nbsp;91147 | &nbsp;&nbsp;10369794 |
| Uber Technologies, Inc. (A) | &nbsp;&nbsp;55181 | &nbsp;&nbsp;4508840 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Convertible bonds 0.3%** |  |  |  |  | **$1402672** |
| (Cost $1,438,585) |  |  |  |  |  |
| **Namibia 0.3%** |  |  |  |  | **1402672** |
| Andrada Mining, Ltd. (E) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;12-31-26 | &nbsp;&nbsp;GBP | 1100000 | 1402672 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 28.2%** |  |  | **$132286416** |
| (Cost $132,286,414) |  |  |  |
| **Short-term funds 28.2%** |  |  | **132286416** |
| Fidelity Government Portfolio, Institutional Class | &nbsp;&nbsp;3.6900(F) | &nbsp;&nbsp;129974475 | 129974475 |
| John Hancock Collateral Trust (G) | &nbsp;&nbsp;3.7477(F) | &nbsp;&nbsp;231097 | 2311941 |

---

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

------

---

| | |
|:---|:---|
| **Total investments (Cost $420,958,984) 95.9%** | &nbsp;&nbsp;**$450210461** |
| **Other assets and liabilities, net 4.1%** | &nbsp;&nbsp;**19412971** |
| **Total net assets 100.0%** | **$469623432** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Securities sold short (0.6)%** |  | **$(2794342)** |
| (Proceeds received $2,269,211) |  |  |
| **Japan (0.3)%** |  | **(1294779)** |
| Fuji Media Holdings, Inc. | (54900) | (1294779) |
| **Sweden (0.3)%** |  | **(1499563)** |
| Hennes & Mauritz AB, B Shares | (74814) | (1499563) |

---

---

| | |
|:---|:---|
| 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 12-31-25. The value of securities on loan amounted to $5,233,629. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $3,033,927 in the form of U.S. Treasuries was pledged to the fund. |
| (C) | All or a portion of this security is segregated as collateral for certain derivatives and/or securities sold short. |
| (D) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (E) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (F) | The rate shown is the annualized seven-day yield as of 12-31-25. |
| (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 12-31-25:

---

| | |
|:---|:---|
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;14.2% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;13.9% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;9.1% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;8.6% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.7% |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;5.7% |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;4.7% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;2.9% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;2.9% |
| Short-term investments and other | &nbsp;&nbsp;&nbsp;&nbsp;32.3% |
| **TOTAL** | **100.0%** |

---

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

------

#### DERIVATIVES

#### 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;778955 | Feb 2026 | GSI |  | $(44400) | $(44400) |
| Pay | BlackLine, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;788576 | Jun 2026 | GSI |  | &nbsp;&nbsp;&nbsp;(99530) | &nbsp;&nbsp;&nbsp;(99530) |
| 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;(38769) | &nbsp;&nbsp;&nbsp;(38769) |
| Pay | National Beverage Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1368160 | Jun 2026 | GSI |  | &nbsp;&nbsp;438336 | &nbsp;&nbsp;438336 |
| Pay | Nokian Renkaat Oyj | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1303608 | Jun 2026 | GSI |  | (219870) | (219870) |
| Pay | Valmet Oyj | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;874104 | Jun 2026 | GSI |  | (271131) | (271131) |
| Pay | Bank of Hawaii Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1202045 | Jul 2026 | GSI |  | (141279) | (141279) |
| Pay | Tesla, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1026548 | Oct 2026 | GSI |  | (569902) | (569902) |
| 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;(54814) | &nbsp;&nbsp;&nbsp;(54814) |
| Pay | ON Semiconductor Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1317681 | Jan 2027 | GSI |  | (224512) | (224512) |
| Pay | Floor & Decor Holdings, Inc., Class A | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;406798 | Jan 2027 | GSI |  | &nbsp;&nbsp;&nbsp;76205 | &nbsp;&nbsp;&nbsp;76205 |
| Pay | Block, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1478385 | Apr 2027 | GSI |  | &nbsp;&nbsp;&nbsp;(32106) | &nbsp;&nbsp;&nbsp;(32106) |
| Pay | Dr. Ing. h.c. F. Porsche AG | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1031629 | May 2027 | GSI |  | &nbsp;&nbsp;136946 | &nbsp;&nbsp;136946 |
| Pay | Carvana Company | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;415642 | May 2027 | GSI |  | (511727) | (511727) |
| Pay | EQT AB | SEK SIOR Compounded OIS - 1.00% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;12317210 | May 2027 | GSI |  | (476387) | (476387) |
| Pay | Fastenal Company | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2160323 | Jun 2027 | GSI |  | (237314) | (237314) |
| Pay | Power Integrations, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;849958 | Jul 2027 | GSI |  | &nbsp;&nbsp;179020 | &nbsp;&nbsp;179020 |
| 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;76747 | &nbsp;&nbsp;&nbsp;76747 |
| Pay | PBF Energy, Inc., Class A | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1556290 | Aug 2027 | GSI |  | &nbsp;&nbsp;&nbsp;58382 | &nbsp;&nbsp;&nbsp;58382 |
| Pay | Dexcom, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1066398 | Sep 2027 | GSI |  | &nbsp;&nbsp;&nbsp;28087 | &nbsp;&nbsp;&nbsp;28087 |
| Pay | Moderna, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;460537 | Sep 2027 | GSI |  | &nbsp;&nbsp;172640 | &nbsp;&nbsp;172640 |
| 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;503196 | &nbsp;&nbsp;503196 |
| Pay | Commonwealth Bank of Australia | AUD AONIA Compounded OIS - 0.45% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1609640 | Sep 2027 | GSI |  | &nbsp;&nbsp;&nbsp;(17388) | &nbsp;&nbsp;&nbsp;(17388) |
| Pay | Aozora Bank, Ltd. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 146343360 | Oct 2027 | GSI |  | (229112) | (229112) |
| Pay | Lattice Semiconductor Corp. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;975099 | Nov 2027 | GSI |  | (510611) | (510611) |
| Pay | Dentsu Group, Inc. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 184331283 | Nov 2027 | GSI |  | (253366) | (253366) |
| Pay | Rakuten Group, Inc. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 104147107 | Dec 2027 | GSI |  | (232704) | (232704) |
| Pay | Swiss Re AG | CHF SARON Compounded OIS - 0.40% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;611281 | Jan 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(29829) | &nbsp;&nbsp;&nbsp;(29829) |
| Pay | The Hershey Company | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1854609 | Jan 2028 | GSI |  | (186455) | (186455) |
| Pay | Moelis & Company, Class A | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2000844 | Feb 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(76051) | &nbsp;&nbsp;&nbsp;(76051) |
| Pay | Cochlear, Ltd. | AUD AONIA Compounded OIS - 0.45% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1584098 | Feb 2028 | GSI |  | &nbsp;&nbsp;&nbsp;12762 | &nbsp;&nbsp;&nbsp;12762 |
| Pay | WiseTech Global, Ltd. | AUD AONIA Compounded OIS - 0.45% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2329 | Feb 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| Pay | Unibail-Rodamco - Westfield | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;951210 | Mar 2028 | GSI |  | (385263) | (385263) |
| Pay | Dick's Sporting Goods, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1511336 | Mar 2028 | GSI |  | (128490) | (128490) |
| Pay | Palantir Technologies, Inc., Class A | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;241688 | Mar 2028 | GSI |  | (267084) | (267084) |
| Pay | Verbund AG | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1057934 | Mar 2028 | GSI |  | &nbsp;&nbsp;&nbsp;48530 | &nbsp;&nbsp;&nbsp;48530 |
| 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;97175 | &nbsp;&nbsp;&nbsp;97175 |
| 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;54602 | &nbsp;&nbsp;&nbsp;54602 |
| Pay | Moncler SpA | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;695217 | Apr 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(71122) | &nbsp;&nbsp;&nbsp;(71122) |
| Pay | Breville Group, Ltd. | AUD AONIA Compounded OIS - 0.45% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2484935 | Apr 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(67736) | &nbsp;&nbsp;&nbsp;(67736) |
| Pay | Fubon Financial Holding Company, Ltd. | USD Federal Funds Compounded OIS - 1.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1514317 | May 2028 | GSI |  | (277658) | (277658) |
| Pay | TS Financial Holding Company, Ltd. | USD Federal Funds Compounded OIS - 0.50% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1758854 | May 2028 | GSI |  | (593495) | (593495) |
| Pay | Kadant, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;3885499 | Jun 2028 | GSI |  | &nbsp;&nbsp;264718 | &nbsp;&nbsp;264718 |
| Pay | Workday, Inc., Class A | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2200447 | Aug 2028 | GSI |  | &nbsp;&nbsp;104845 | &nbsp;&nbsp;104845 |
| Pay | Lifenet Insurance Company | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 235890683 | Sep 2028 | GSI |  | &nbsp;&nbsp;173003 | &nbsp;&nbsp;173003 |
| Pay | goeasy, Ltd. | CAD CORRA Compounded OIS - 0.35% | At Maturity | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3365010 | Sep 2028 | GSI |  | &nbsp;&nbsp;467209 | &nbsp;&nbsp;467209 |
| Pay | Grindr, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1712357 | Sep 2028 | GSI |  | &nbsp;&nbsp;226929 | &nbsp;&nbsp;226929 |
| Pay | Treasury Wine Estates, Ltd. | AUD AONIA Compounded OIS - 0.45% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1261471 | Sep 2028 | GSI |  | &nbsp;&nbsp;156451 | &nbsp;&nbsp;156451 |
| Pay | Pan Pacific International Holdings Corp. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 294073913 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;21922 | &nbsp;&nbsp;&nbsp;21922 |

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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 | Chewy, Inc., Class A | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1737648 | Dec 2028 | GSI |  | $153026 | $153026 |
| Pay | Coinbase Global, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2139871 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;343436 | &nbsp;&nbsp;&nbsp;343436 |
| Pay | Fuji Media Holdings, Inc. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4973208 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1273) | &nbsp;&nbsp;&nbsp;&nbsp;(1273) |
| Pay | Lundin Gold, Inc. | CAD CORRA Compounded OIS - 0.35% | At Maturity | CAD | &nbsp;&nbsp;&nbsp;&nbsp;383462 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(7582) | &nbsp;&nbsp;&nbsp;&nbsp;(7582) |
| Pay | Repsol SA | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1600624 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(65295) | &nbsp;&nbsp;&nbsp;(65295) |
| Pay | Snowflake, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2107196 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(58629) | &nbsp;&nbsp;&nbsp;(58629) |
| Pay | SoFi Technologies, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1658127 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(18147) | &nbsp;&nbsp;&nbsp;(18147) |
| Pay | HD Hyundai Heavy Industries Company, Ltd. | USD Federal Funds Compounded OIS - 0.38% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2095428 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(12660) | &nbsp;&nbsp;&nbsp;(12660) |
| Pay | Mitsubishi Heavy Industries, Ltd. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 413572756 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;67352 | &nbsp;&nbsp;&nbsp;&nbsp;67352 |
| Pay | BASF SE | EUR ESTR Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1087898 | Dec 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
| Pay | EMS-Chemie Holding AG | CHF SARON Compounded OIS - 0.35% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;654752 | Dec 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;9559 | &nbsp;&nbsp;&nbsp;&nbsp;9559 |
| Pay | Hilton Grand Vacations, Inc. | USD SOFR Compounded OIS - 0.05% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2054595 | Dec 2028 | HSBC |  | &nbsp;&nbsp;(102125) | &nbsp;&nbsp;(102125) |
| Pay | Moelis & Company, Class A | USD SOFR Compounded OIS - 0.05% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;386874 | Dec 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(32559) | &nbsp;&nbsp;&nbsp;(32559) |
| Pay | Occidental Petroleum Corp. | USD SOFR Compounded OIS - 0.05% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;763729 | Dec 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;19928 | &nbsp;&nbsp;&nbsp;&nbsp;19928 |
| Pay | Shimano, Inc. | JPY TONAR Compounded OIS - 0.43% | At Maturity | JPY | 219425000 | Dec 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;(14862) | &nbsp;&nbsp;&nbsp;(14862) |
| Pay | Tetra Tech, Inc. | USD SOFR Compounded OIS - 0.05% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1800085 | Dec 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;49853 | &nbsp;&nbsp;&nbsp;&nbsp;49853 |
| Pay | Texas Roadhouse, Inc. | USD SOFR Compounded OIS - 0.05% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2060185 | Dec 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;62626 | &nbsp;&nbsp;&nbsp;&nbsp;62626 |
| Pay | The Blackstone Group, Inc. | USD SOFR Compounded OIS - 0.05% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2316144 | Dec 2028 | HSBC |  | &nbsp;&nbsp;(106795) | &nbsp;&nbsp;(106795) |
| Pay | Aberdeen Group PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;929861 | Apr 2028 | JPM |  | &nbsp;&nbsp;(155104) | &nbsp;&nbsp;(155104) |
| Pay | Bank of Hawaii Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;663316 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(3609) | &nbsp;&nbsp;&nbsp;&nbsp;(3609) |
| Pay | BlackLine, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;760668 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(25830) | &nbsp;&nbsp;&nbsp;(25830) |
| Pay | Carvana Company | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1848597 | Apr 2028 | JPM |  | &nbsp;&nbsp;(425601) | &nbsp;&nbsp;(425601) |
| Pay | Church & Dwight Company, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1727218 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;133618 | &nbsp;&nbsp;&nbsp;133618 |
| Pay | Costco Wholesale Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;956606 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;40170 | &nbsp;&nbsp;&nbsp;&nbsp;40170 |
| Pay | Dexcom, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;877361 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(46467) | &nbsp;&nbsp;&nbsp;(46467) |
| Pay | Dick's Sporting Goods, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1255961 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;68948 | &nbsp;&nbsp;&nbsp;&nbsp;68948 |
| Pay | Fastenal Company | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2096979 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;7735 | &nbsp;&nbsp;&nbsp;&nbsp;7735 |
| Pay | Floor & Decor Holdings, Inc., Class A | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;832265 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;111585 | &nbsp;&nbsp;&nbsp;111585 |
| Pay | Lattice Semiconductor Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;987456 | Apr 2028 | JPM |  | &nbsp;&nbsp;(129072) | &nbsp;&nbsp;(129072) |
| Pay | Liberty Global, Ltd., Class C | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;759283 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(4812) | &nbsp;&nbsp;&nbsp;&nbsp;(4812) |
| Pay | Moderna, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;242532 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(20705) | &nbsp;&nbsp;&nbsp;(20705) |
| Pay | National Beverage Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;961222 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;120230 | &nbsp;&nbsp;&nbsp;120230 |
| Pay | Occidental Petroleum Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2751539 | Apr 2028 | JPM |  | &nbsp;&nbsp;(107409) | &nbsp;&nbsp;(107409) |
| Pay | ON Semiconductor Corp. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;831294 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(46361) | &nbsp;&nbsp;&nbsp;(46361) |
| Pay | Palantir Technologies, Inc., Class A | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;637966 | Apr 2028 | JPM |  | &nbsp;&nbsp;(106301) | &nbsp;&nbsp;(106301) |
| Pay | Power Integrations, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;487317 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;27209 | &nbsp;&nbsp;&nbsp;&nbsp;27209 |
| Pay | Tesla, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;778841 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(555) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(555) |
| Pay | Tetra Tech, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;269320 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;7840 | &nbsp;&nbsp;&nbsp;&nbsp;7840 |
| Pay | The Hershey Company | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1456181 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(52609) | &nbsp;&nbsp;&nbsp;(52609) |
| Pay | Tractor Supply Company | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1336890 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;75286 | &nbsp;&nbsp;&nbsp;&nbsp;75286 |
| Pay | WiseTech Global, Ltd. | AUD AONIA Compounded OIS - 0.33% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1261729 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;174111 | &nbsp;&nbsp;&nbsp;174111 |
| Pay | Adecco Group AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;717468 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;15618 | &nbsp;&nbsp;&nbsp;&nbsp;15618 |
| Pay | Cochlear, Ltd. | AUD AONIA Compounded OIS - 0.33% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1406692 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;29945 | &nbsp;&nbsp;&nbsp;&nbsp;29945 |
| Pay | Continental AG | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6674 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(172) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(172) |
| Pay | Dentsu Group, Inc. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | 146494642 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(17683) | &nbsp;&nbsp;&nbsp;(17683) |
| Pay | Dr. Ing. h.c. F. Porsche AG | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;569798 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(56184) | &nbsp;&nbsp;&nbsp;(56184) |
| Pay | EQT AB | SEK SIOR Compounded OIS - 0.30% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;23276231 | Apr 2028 | JPM |  | &nbsp;&nbsp;(235439) | &nbsp;&nbsp;(235439) |
| Pay | Fastighets AB Balder, B Shares | SEK SIOR Compounded OIS - 0.30% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;&nbsp;6896134 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(22814) | &nbsp;&nbsp;&nbsp;(22814) |
| Pay | Fuji Media Holdings, Inc. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;36165503 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(63334) | &nbsp;&nbsp;&nbsp;(63334) |
| Pay | Lasertec Corp. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | 155216923 | Apr 2028 | JPM |  | &nbsp;&nbsp;(521037) | &nbsp;&nbsp;(521037) |
| Pay | Moncler SpA | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;379971 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;19403 | &nbsp;&nbsp;&nbsp;&nbsp;19403 |
| Pay | Rakuten Group, Inc. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | 146229012 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(96855) | &nbsp;&nbsp;&nbsp;(96855) |

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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 | Sika AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;768575 | Apr 2028 | JPM |  | &nbsp;&nbsp;$29066 | &nbsp;&nbsp;$29066 |
| Pay | Spirax Group PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1061017 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;24196 | &nbsp;&nbsp;&nbsp;24196 |
| Pay | Swiss Re AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;1032014 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;58015 | &nbsp;&nbsp;&nbsp;58015 |
| Pay | Unibail-Rodamco - Westfield | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1130102 | Apr 2028 | JPM |  | (123778) | (123778) |
| Pay | Valmet Oyj | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;510581 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(18671) | &nbsp;&nbsp;&nbsp;(18671) |
| Pay | Verbund AG | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;876573 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;22693 | &nbsp;&nbsp;&nbsp;22693 |
| Pay | Lennox International, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1789937 | Apr 2028 | JPM |  | &nbsp;&nbsp;113272 | &nbsp;&nbsp;113272 |
| Pay | Kawasaki Kisen Kaisha, Ltd. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | 243756205 | May 2028 | JPM |  | (202066) | (202066) |
| Pay | Mitsui OSK Lines, Ltd. | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | 270290141 | May 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(51577) | &nbsp;&nbsp;&nbsp;(51577) |
| Pay | Muenchener Rueckversicherungs - Gesellschaft AG | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1431299 | Aug 2028 | JPM |  | &nbsp;&nbsp;&nbsp;62229 | &nbsp;&nbsp;&nbsp;62229 |
| Pay | Melexis NV | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2596487 | Aug 2028 | JPM |  | &nbsp;&nbsp;265868 | &nbsp;&nbsp;265868 |
| Pay | Schroders PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;577638 | Aug 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(33948) | &nbsp;&nbsp;&nbsp;(33948) |
| Pay | Veolia Environnement SA | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1807445 | Aug 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(54406) | &nbsp;&nbsp;&nbsp;(54406) |
| Pay | Alstom SA | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1447496 | Aug 2028 | JPM |  | (290551) | (290551) |
| Pay | KION Group AG | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1585081 | Aug 2028 | JPM |  | (134676) | (134676) |
| Pay | Aroundtown SA | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;713384 | Sep 2028 | JPM |  | &nbsp;&nbsp;134292 | &nbsp;&nbsp;134292 |
| Pay | Husqvarna AB, B Shares | SEK SIOR Compounded OIS - 0.30% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;23442118 | Sep 2028 | JPM |  | &nbsp;&nbsp;109745 | &nbsp;&nbsp;109745 |
| Pay | ROCKWOOL A/S, B Shares | DEK DESTR Compounded OIS - 0.30% | At Maturity | DKK | &nbsp;&nbsp;&nbsp;&nbsp;9715144 | Sep 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(22154) | &nbsp;&nbsp;&nbsp;(22154) |
| Pay | SKF AB, B Shares | SEK SIOR Compounded OIS - 0.30% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;13976642 | Sep 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(22667) | &nbsp;&nbsp;&nbsp;(22667) |
| Pay | Antofagasta PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1292022 | Sep 2028 | JPM |  | (270023) | (270023) |
| Pay | Ashtead Group PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;726522 | Oct 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(10682) | &nbsp;&nbsp;&nbsp;(10682) |
| Pay | Stora Enso Oyj, R Shares | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2965012 | Oct 2028 | JPM |  | (475287) | (475287) |
| Pay | UBS Group AG | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2312758 | Oct 2028 | JPM |  | (327799) | (327799) |
| Pay | BASF SE | EUR ESTR Compounded OIS - 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;926393 | Oct 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(22788) | &nbsp;&nbsp;&nbsp;(22788) |
| Pay | MIPS AB | SEK SIOR Compounded OIS - 0.30% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;10971026 | Oct 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(57260) | &nbsp;&nbsp;&nbsp;(57260) |
| Pay | Phoenix Group Holdings PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1367553 | Nov 2028 | JPM |  | (159548) | (159548) |
| Pay | EMS-Chemie Holding AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;326953 | Nov 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(498) | &nbsp;&nbsp;&nbsp;&nbsp;(498) |
| Pay | Commonwealth Bank of Australia | AUD AONIA Compounded OIS - 0.33% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;151402 | Dec 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(1338) | &nbsp;&nbsp;&nbsp;&nbsp;(1338) |
| Pay | Hilton Grand Vacations, Inc. | USD OBFR - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;317420 | Dec 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(5273) | &nbsp;&nbsp;&nbsp;&nbsp;(5273) |
| Pay | Lifenet Insurance Company | JPY TONAR Compounded OIS - 0.35% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5473558 | Dec 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(992) | &nbsp;&nbsp;&nbsp;&nbsp;(992) |
| Pay | Saab AB, B Shares | SEK SIOR Compounded OIS - 0.30% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;30719266 | Dec 2028 | JPM |  | (374015) | (374015) |
| Pay | Treasury Wine Estates, Ltd. | AUD AONIA Compounded OIS - 0.33% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;146137 | Dec 2028 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(5499) | &nbsp;&nbsp;&nbsp;&nbsp;(5499) |
| Pay | BASF SE | EUR ESTR Compounded OIS - 0.33% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14427 | Jan 2029 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(410) | &nbsp;&nbsp;&nbsp;&nbsp;(410) |
| 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;(20774) | &nbsp;&nbsp;&nbsp;(20774) |
| Pay | Nokian Renkaat Oyj | EUR EONIA Compounded OIS - 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;218130 | Jul 2026 | MSI |  | &nbsp;&nbsp;&nbsp;(63476) | &nbsp;&nbsp;&nbsp;(63476) |
| Pay | Commonwealth Bank of Australia | AUD AONIA Compounded OIS - 0.55% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2644306 | Sep 2027 | MSI |  | (126230) | (126230) |
| Pay | Palantir Technologies, Inc., Class A | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;156520 | Jan 2028 | MSI |  | (191134) | (191134) |
| Pay | Lemonade, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;514472 | Apr 2028 | MSI |  | (311979) | (311979) |
| Pay | Swiss Re AG | CHF SARON Compounded OIS + 0.35% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;760411 | Apr 2028 | MSI |  | &nbsp;&nbsp;&nbsp;35144 | &nbsp;&nbsp;&nbsp;35144 |
| Pay | Aozora Bank, Ltd. | JPY TONAR Compounded OIS - 0.45% | At Maturity | JPY | 278348076 | Apr 2028 | MSI |  | (527055) | (527055) |
| Pay | Caris Life Sciences, Inc. | USD Federal Funds Compounded OIS - 0.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1247890 | Jun 2028 | MSI |  | &nbsp;&nbsp;&nbsp;(39326) | &nbsp;&nbsp;&nbsp;(39326) |
| Pay | Breville Group, Ltd. | AUD AONIA Compounded OIS - 0.55% | At Maturity | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67724 | Dec 2028 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1285) | &nbsp;&nbsp;&nbsp;&nbsp;(1285) |
| Pay | Fubon Financial Holding Company, Ltd. | USD Federal Funds Compounded OIS - 1.25% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;366579 | Dec 2028 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(3318) | &nbsp;&nbsp;&nbsp;&nbsp;(3318) |
| Pay | Antofagasta PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;866678 | Aug 2028 | UBS |  | (213685) | (213685) |
| Pay | KION Group AG | EUR ESTR Compounded OIS - 0.33% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;514745 | Aug 2028 | UBS |  | &nbsp;&nbsp;&nbsp;(45438) | &nbsp;&nbsp;&nbsp;(45438) |
| Pay | Schroders PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1416986 | Aug 2028 | UBS |  | &nbsp;&nbsp;&nbsp;(49753) | &nbsp;&nbsp;&nbsp;(49753) |
| Pay | Boliden AB | SEK SIOR Compounded OIS - 0.33% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;26798877 | Aug 2028 | UBS |  | (848782) | (848782) |
| Pay | Adecco Group AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18277 | Aug 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;(687) | &nbsp;&nbsp;&nbsp;&nbsp;(687) |
| Pay | Aroundtown SA | EUR ESTR Compounded OIS - 0.33% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1118983 | Aug 2028 | UBS |  | &nbsp;&nbsp;194579 | &nbsp;&nbsp;194579 |
| Pay | SKF AB, B Shares | SEK SIOR Compounded OIS - 0.33% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;10884508 | Sep 2028 | UBS |  | &nbsp;&nbsp;&nbsp;(22666) | &nbsp;&nbsp;&nbsp;(22666) |
| Pay | Unibail-Rodamco - Westfield | EUR ESTR Compounded OIS - 0.33% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;926988 | Sep 2028 | UBS |  | &nbsp;&nbsp;&nbsp;(57062) | &nbsp;&nbsp;&nbsp;(57062) |
| Pay | Ashtead Group PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1978328 | Sep 2028 | UBS |  | &nbsp;&nbsp;&nbsp;38394 | &nbsp;&nbsp;&nbsp;38394 |

---

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 | Continental AG | EUR ESTR Compounded OIS - 0.33% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853035 | Oct 2028 | UBS |  | $(106618) | &nbsp;&nbsp;&nbsp;$(106618) |
| Pay | International Paper Company | USD OBFR - 0.30% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;3800912 | Oct 2028 | UBS |  | &nbsp;&nbsp;&nbsp;369038 | &nbsp;&nbsp;&nbsp;&nbsp;369038 |
| Pay | Lundin Gold, Inc. | CAD CORRA Compounded OIS - 0.33% | At Maturity | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2607361 | Oct 2028 | UBS |  | &nbsp;&nbsp;&nbsp;(145033) | &nbsp;&nbsp;&nbsp;&nbsp;(145033) |
| Pay | Toast, Inc., Class A | USD OBFR - 0.30% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982772 | Oct 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;52983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52983 |
| Pay | Alstom SA | EUR ESTR Compounded OIS - 0.33% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101802 | Nov 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;(12569) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12569) |
| Pay | Dr. Ing. h.c. F. Porsche AG | EUR ESTR Compounded OIS - 0.33% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218074 | Nov 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;7510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7510 |
| Pay | Muenchener Rueckversicherungs - Gesellschaft AG | EUR ESTR Compounded OIS - 0.33% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642833 | Nov 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(949) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(949) |
| Pay | Phoenix Group Holdings PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413365 | Nov 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;(38157) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38157) |
| Pay | Sika AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229679 | Nov 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;(11749) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11749) |
| Pay | Veolia Environnement SA | EUR ESTR Compounded OIS - 0.33% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120997 | Nov 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;(2407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2407) |
| Pay | Aberdeen Group PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500501 | Nov 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;(14722) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14722) |
| Pay | Spirax Group PLC | GBP SONIA Compounded OIS - 0.30% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256500 | Nov 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;11746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11746 |
| Pay | Cava Group, Inc. | USD OBFR - 0.30% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868890 | Nov 2028 | UBS |  | &nbsp;&nbsp;&nbsp;(178260) | &nbsp;&nbsp;&nbsp;&nbsp;(178260) |
| Pay | StepStone Group, Inc. | USD OBFR - 0.30% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1938914 | Dec 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;(45574) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45574) |
| Pay | EMS-Chemie Holding AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58603 | Dec 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
| Pay | EQT AB | SEK SIOR Compounded OIS - 0.33% | At Maturity | SEK | &nbsp;&nbsp;&nbsp;&nbsp;1042785 | Dec 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;(8349) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8349) |
| Pay | Pan Pacific International Holdings Corp. | JPY TONAR Compounded OIS - 0.30% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;&nbsp;10275847 | Dec 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 |
| Pay | Shimano, Inc. | JPY TONAR Compounded OIS - 0.30% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;&nbsp;56832611 | Dec 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;3677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3677 |
| Pay | Swiss Re AG | CHF SARON Compounded OIS - 0.30% | At Maturity | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173943 | Dec 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;(3804) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3804) |
| Pay | Texas Roadhouse, Inc. | USD OBFR - 0.30% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303644 | Dec 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132 |
| Pay | The Blackstone Group, Inc. | USD OBFR - 0.30% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358926 | Dec 2028 | UBS |  | &nbsp;&nbsp;&nbsp;&nbsp;(3232) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3232) |
| Receive | Samsung Electronics Company, Ltd. | USD Federal Funds Compounded OIS + 0.65% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258412 | Dec 2026 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;45342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45342 |
| Receive | Babcock International Group PLC | GBP SONIA Compounded OIS + 0.43% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4760921 | Mar 2028 | GSI |  | 2231257 | &nbsp;&nbsp;&nbsp;2231257 |
| Receive | Capgemini SE | EUR ESTR Compounded OIS + 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763685 | Apr 2028 | GSI |  | &nbsp;&nbsp;&nbsp;160128 | &nbsp;&nbsp;&nbsp;&nbsp;160128 |
| Receive | NongShim Company, Ltd. | USD Federal Funds Compounded OIS + 0.65% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;8020474 | Oct 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(353482) | &nbsp;&nbsp;&nbsp;&nbsp;(353482) |
| Receive | SMC Corp. | JPY TONAR Compounded OIS + 0.50% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;612354826 | Nov 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(73568) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73568) |
| Receive | Sony Group Corp. | JPY TONAR Compounded OIS + 0.50% | At Maturity | JPY | 1771547127 | Nov 2028 | GSI |  | &nbsp;&nbsp;&nbsp;(814683) | &nbsp;&nbsp;&nbsp;&nbsp;(814683) |
| Receive | Stanley Electric Company, Ltd. | JPY TONAR Compounded OIS + 0.50% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;360336982 | Nov 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(47219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47219) |
| Receive | Toyo Suisan Kaisha, Ltd. | JPY TONAR Compounded OIS + 0.50% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;595440833 | Nov 2028 | GSI |  | &nbsp;&nbsp;&nbsp;138566 | &nbsp;&nbsp;&nbsp;&nbsp;138566 |
| Receive | Abercrombie & Fitch Company, Class A | USD Federal Funds Compounded OIS + 0.40% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;2940336 | Nov 2028 | GSI |  | 1454961 | &nbsp;&nbsp;&nbsp;1454961 |
| Receive | Huntington Bancshares, Inc. | USD Federal Funds Compounded OIS + 0.40% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142072 | Nov 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;13959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13959 |
| Receive | Salesforce, Inc. | USD Federal Funds Compounded OIS + 0.40% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;4928001 | Nov 2028 | GSI |  | &nbsp;&nbsp;&nbsp;362199 | &nbsp;&nbsp;&nbsp;&nbsp;362199 |
| Receive | BAE Systems PLC | GBP SONIA Compounded OIS + 0.43% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79037 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449 |
| Receive | IMCD NV | EUR ESTR Compounded OIS + 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60419 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 |
| Receive | Merck KGaA | EUR ESTR Compounded OIS + 0.40% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108558 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2191 |
| Receive | SK, Inc. | USD Federal Funds Compounded OIS + 0.65% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47534 | Dec 2028 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| Receive | IMCD NV | EUR ESTR Compounded OIS + 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2771211 | Dec 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;17188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17188 |
| Receive | Merck KGaA | EUR ESTR Compounded OIS + 0.30% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4819599 | Dec 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;210792 | &nbsp;&nbsp;&nbsp;&nbsp;210792 |
| Receive | BAE Systems PLC | GBP SONIA Compounded OIS + 0.38% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3589430 | Dec 2028 | HSBC |  | &nbsp;&nbsp;&nbsp;&nbsp;53694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53694 |
| Receive | Hiscox, Ltd. | GBP SONIA Compounded OIS + 0.40% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4775825 | Apr 2028 | JPM |  | &nbsp;&nbsp;&nbsp;998274 | &nbsp;&nbsp;&nbsp;&nbsp;998274 |
| Receive | The Weir Group PLC | GBP SONIA Compounded OIS + 0.40% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;8819749 | Apr 2028 | JPM |  | 1715521 | &nbsp;&nbsp;&nbsp;1715521 |
| Receive | Hikma Pharmaceuticals PLC | GBP SONIA Compounded OIS + 0.40% | At Maturity | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3858945 | May 2028 | JPM |  | &nbsp;&nbsp;&nbsp;(477437) | &nbsp;&nbsp;&nbsp;&nbsp;(477437) |
| Receive | Samsung Electronics Company, Ltd. | USD OBFR + 0.50% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;9718107 | Jun 2028 | JPM |  | 4090862 | &nbsp;&nbsp;&nbsp;4090862 |
| Receive | SK, Inc. | USD OBFR + 0.50% | At Maturity | USD | &nbsp;&nbsp;&nbsp;&nbsp;1895078 | Jun 2028 | JPM |  | &nbsp;&nbsp;&nbsp;288016 | &nbsp;&nbsp;&nbsp;&nbsp;288016 |
| Receive | SMC Corp. | JPY TONAR Compounded OIS + 0.50% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;&nbsp;10953285 | Dec 2028 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(769) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(769) |
| Receive | Sony Group Corp. | JPY TONAR Compounded OIS + 0.50% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;&nbsp;38258774 | Dec 2028 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(10971) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10971) |
| Receive | Stanley Electric Company, Ltd. | JPY TONAR Compounded OIS + 0.50% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8085825 | Dec 2028 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(467) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(467) |
| Receive | Toyo Suisan Kaisha, Ltd. | JPY TONAR Compounded OIS + 0.50% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;&nbsp;14668399 | Dec 2028 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(4519) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4519) |
| Receive | Bureau Veritas SA | EUR ESTR Compounded OIS + 0.33% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7150918 | Jul 2028 | UBS |  | &nbsp;&nbsp;&nbsp;(246505) | &nbsp;&nbsp;&nbsp;&nbsp;(246505) |
| Receive | Fuji Electric Company, Ltd. | JPY TONAR Compounded OIS + 0.30% | At Maturity | JPY | &nbsp;&nbsp;&nbsp;422518700 | Jul 2028 | UBS |  | 1240863 | &nbsp;&nbsp;&nbsp;1240863 |
| Receive | Capgemini SE | EUR ESTR Compounded OIS + 0.33% | At Maturity | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6771446 | Jul 2028 | UBS |  | &nbsp;&nbsp;&nbsp;354631 | &nbsp;&nbsp;&nbsp;&nbsp;354631 |
|  |  |  |  |  |  |  |  | **—** | **$3162267** | **$3162267** |

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

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\* 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 |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | Pound Sterling |
| JPY | Japanese Yen |
| 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 |
| DESTR | Denmark Short-Term Rate |
| EONIA | Euro Overnight Index 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 |
| 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 |
| UBS | UBS AG |

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

------

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. 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 December 31, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 12-31-25** | **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 | **$15992579** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $15992579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bermuda | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7994747** | $7994747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3889964** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3889964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**18932797** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18932797 | &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;**7382294** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7382294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**16514332** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4531576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11982756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**25866164** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11602297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14263867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3963531** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3963531 | &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;**5270755** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10464800** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10464800 | &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;**10788695** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10788695 | &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;**6363020** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6363020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**35484140** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35484140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7912864** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7912864 | &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;**402118** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402118 | &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;**16033816** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5415840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10617976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5045256** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045256 | &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;**10187509** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9641795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545714 | &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;**108031992** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108031992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

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

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 12-31-25** | **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** | **$1402672** |  |  | $1402672 |
| **Short-term investments** | **132286416** | $132286416 |  |  |
| **Total investments in securities** | **$450210461** | **$331493783** | **$117314006** | **$1402672** |
| **Liabilities** |  |  |  |  |
| Securities sold short | **$(2794342)** |  | $(2794342) |  |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Swap contracts | **19757851** |  | 19757851 |  |
| **Liabilities** |  |  |  |  |
| Swap contracts | **(16595584)** |  | (16595584) |  |

---

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;130938 |
| **Balance as of 12-31-25** | &nbsp;&nbsp;**$1402672** |
| Change in unrealized appreciation (depreciation) at period end<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$130938 |

---

<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 | 231097 | $1111725 | $66028815 | $(64829662) | $1038 | $25 | $108971 |  | $2311941 |

---

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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $472592206.92

**Total Liabilities:** $4559552.67

**Net Assets:** $468032654.25

**Cash Not Reported:** $20916099.60

**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 | 0.41%                | 0.88%                | 1.05%                |
| Class ID C000251888 | 0.41%                | 0.88%                | 1.04%                |
| Class ID C000251889 | 0.47%                | 0.82%                | 0.99%                |
| Class ID C000251890 | 0.35%                | 0.77%                | 0.98%                |
| Class ID C000251891 | 0.46%                | 0.80%                | 1.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6906882.55              | $-10371804.00                              |
| Month 2  | $1066619.08              | $3957433.77                                |
| Month 3  | $4520318.66              | $-1055120.93                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                      | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Kddi Corporation                                          | KDDI CORP COMMON STOCK                                    | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     308100 | NS      | $5332503.09   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc.                                      | RESONA HOLDINGS INC COMMON STOCK                          | CUSIP: 642155907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     560000 | NS      | $5329919.26   | 1.14%             |  |  |  | No            |                  2 | 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        |      16433 | NS      | $4636925.88   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Beetaloo Energy Australia Limited                         | BEETALOO ENERGY AUSTRALIA LTD COMMON STOCK                | CUSIP: 647341908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   28661086 | NS      | $5538490.06   | 1.18%             |  |  |  | No            |                  2 | On Loan: —       |
| Kyocera Corporation                                       | KYOCERA CORP COMMON STOCK                                 | CUSIP: 649926003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     281800 | NS      | $3950470.03   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corporation                                         | NAVER CORP COMMON STOCK KRW100.0                          | CUSIP: 656039906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      35580 | NS      | $5981049.99   | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                      | SUMITOMO MITSUI FINANCIAL GROU COMMON STOCK               | CUSIP: 656302908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     292900 | NS      | $9420077.77   | 2.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | NOVO NORDISK A/S ADR                                      | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      89064 | NS      | $4531576.32   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                              | NUTRIEN LTD COMMON STOCK                                  | CUSIP: 67077M108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      88837 | NS      | $5483019.64   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc.                                                | ONEOK INC COMMON STOCK USD.01                             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      53942 | NS      | $3964737.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                        | ORACLE CORP COMMON STOCK USD.01                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      15395 | NS      | $3000639.45   | 0.64%             |  |  |  | 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        |      39642 | NS      | $3754493.82   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                        | ENOVIS CORP COMMON STOCK USD.001                          | CUSIP: 194014502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     116229 | NS      | $3096340.56   | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| The Walt Disney Company                                   | WALT DISNEY CO/THE COMMON STOCK USD.01                    | CUSIP: 254687106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      91147 | NS      | $10369794.19  | 2.22%             |  |  |  | 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        |      73562 | NS      | $2957192.40   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp.                                        | EQUINOX GOLD CORP COMMON STOCK                            | CUSIP: 29446Y502<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     214139 | NS      | $3006511.56   | 0.64%             |  |  |  | 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        |  129974475 | NS      | $129974475.00 | 27.77%            |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Limited                                         | HDFC BANK LTD ADR                                         | CUSIP: 40415F101<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     286393 | NS      | $10464800.22  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                              | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      41189 | NS      | $8035562.01   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                        | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     301097 | NS      | $5224032.95   | 1.12%             |  |  |  | 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        |     239961 | NS      | $11982760.21  | 2.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                | ITAU UNIBANCO HOLDING SA ADR                              | CUSIP: 465562106<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     543291 | NS      | $3889963.63   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                                     | JACOBS SOLUTIONS INC COMMON STOCK                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28411 | NS      | $3763321.06   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                                  | KBR INC COMMON STOCK USD.001                              | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      76081 | NS      | $3058456.20   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| KT Corporation                                            | KT CORP ADR                                               | CUSIP: 48268K101<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     285495 | NS      | $5415840.15   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc.                                | KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      27453 | NS      | $5578175.07   | 1.19%             |  |  |  | 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        |      83300 | NS      | $3259944.69   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo                                                   | EURAZEO SE COMMON STOCK                                   | CUSIP: 704239904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      71972 | NS      | $4483379.75   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | ROCHE HOLDING AG COMMON STOCK                             | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      12217 | NS      | $5045256.36   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Perpetua Resources Corp.                                  | PERPETUA RESOURCES CORP COMMON STOCK                      | CUSIP: 714266103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     148131 | NS      | $3586251.51   | 0.77%             |  |  |  | No            |                  1 | On Loan: —       |
| Qnity Electronics Inc.                                    | QNITY ELECTRONICS INC COMMON STOCK USD.01                 | CUSIP: 74743L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36780 | NS      | $3003087.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                               | RANGE RESOURCES CORP COMMON STOCK USD.01                  | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     176431 | NS      | $6220957.06   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc.                                           | ROYAL GOLD INC COMMON STOCK USD.01                        | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      17645 | NS      | $3922307.05   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                    | SANOFI SA ADR                                             | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     115853 | NS      | $5614236.38   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc.                                       | MATIV HOLDINGS INC COMMON STOCK USD.1                     | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     254462 | NS      | $3091713.30   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc.                          | SOLSTICE ADVANCED MATERIALS IN COMMON STOCK USD.01        | CUSIP: 83443Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8125 | NS      | $394712.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                         | SYSCO CORP COMMON STOCK USD1.0                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     101719 | NS      | $7495673.11   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Limited                             | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0             | CUSIP: BW9P81905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     373500 | NS      | $2539223.17   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley plc                                               | BEAZLEY PLC COMMON STOCK GBP.05                           | CUSIP: BYQ0JC901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      41748 | NS      | $466849.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co.Ltd.                              | JAPAN POST INSURANCE CO LTD COMMON STOCK                  | CUSIP: BYT815905<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     145900 | NS      | $4387728.58   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                            | CONSTELLIUM SE COMMON STOCK EUR.02                        | CUSIP: F21107101<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     317669 | NS      | $5988060.65   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                        | EVEREST GROUP LTD COMMON STOCK USD.01                     | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      23559 | NS      | $7994746.65   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Public Limited Company                               | ICON PLC COMMON STOCK EUR.06                              | CUSIP: G4705A100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      16912 | NS      | $3081704.64   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                                    | TECK RESOURCES LTD COMMON STOCK                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     153506 | NS      | $7351402.34   | 1.57%             |  |  |  | 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        |      55181 | NS      | $4508839.51   | 0.96%             |  |  |  | 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        |     130736 | NS      | $6732301.54   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen                                                     | IPSEN SA COMMON STOCK EUR1.0                              | CUSIP: B0R7JF902<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      18778 | NS      | $2620079.69   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Syrah Resources Limited                                   | SYRAH RESOURCES LTD COMMON STOCK                          | CUSIP: B23HV2907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    6364760 | NS      | $1419636.98   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                             | JH COLLATERAL                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      21740 | NS      | $217490.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tongcheng Travel Holdings Limited                         | TONGCHENG TRAVEL HOLDINGS LTD COMMON STOCK USD.0005       | CUSIP: BGM5R2906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    1364800 | NS      | $3939615.04   | 0.84%             |  |  |  | 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              | HK        |     187500 | NS      | $3442679.39   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec                                                 | VALLOUREC SACA COMMON STOCK EUR.02                        | CUSIP: BLGWF9901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     257790 | NS      | $4735045.39   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                | ZALANDO SE COMMON STOCK                                   | CUSIP: BQV0SV900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     134325 | NS      | $3963530.50   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Andrada Mining Limited                                    | ANDRADA MINING LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NA        |    8631140 | NS      | $402117.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Saipem S.P.A.                                             | SAIPEM SPA COMMON STOCK                                   | CUSIP: ACI268XP6<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |    2247628 | NS      | $6363020.07   | 1.36%             |  |  |  | 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      | $1402671.63   | 0.30%             | 2026-12-31      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Allied Gold Corporation                                   | ALLIED GOLD CORP COMMON STOCK                             | CUSIP: 01921D204<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     134936 | NS      | $3091863.47   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                             | ALPHABET INC COMMON STOCK USD.001                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      29652 | NS      | $9304797.60   | 1.99%             |  |  |  | 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        |     201179 | NS      | $4158369.93   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                    | APPLIED MATERIALS INC COMMON STOCK USD.01                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      25994 | NS      | $6680198.06   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | ASTRAZENECA PLC ADR                                       | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      31649 | NS      | $2909492.57   | 0.62%             |  |  |  | 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        |       8366 | NS      | $460130.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Public Limited Company                         | PRUDENTIAL PLC COMMON STOCK GBP.05                        | CUSIP: 070995006<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |     177568 | NS      | $2731531.52   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC COMMON STOCK GBP.5                                | CUSIP: 079087003<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |       2690 | NS      | $78864.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Century Aluminum Company                                  | CENTURY ALUMINUM CO COMMON STOCK USD.01                   | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      87327 | NS      | $3421471.86   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard                                             | PERNOD RICARD SA COMMON STOCK EUR1.55                     | CUSIP: 468232004<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      28325 | NS      | $2425361.78   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc.                                     | LABCORP HOLDINGS INC COMMON STOCK USD.1                   | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18563 | NS      | $4657085.44   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                        | LENNAR CORP COMMON STOCK USD.1                            | CUSIP: 526057104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21756 | NS      | $2236516.80   | 0.48%             |  |  |  | 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        |     -74814 | NS      | $-1499563.05  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic Public Limited Company                          | MEDTRONIC PLC COMMON STOCK USD.1                          | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      80231 | NS      | $7706989.86   | 1.65%             |  |  |  | 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        |     -54900 | NS      | $-1294778.92  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corporation                                   | ASAHI KASEI CORP COMMON STOCK                             | CUSIP: 605460005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     427900 | NS      | $3803495.58   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                         | RIO TINTO LTD COMMON STOCK                                | CUSIP: 622010007<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      92608 | NS      | $9034451.93   | 1.93%             |  |  |  | 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        |    1255961 | PA      | $72496.27     | 0.02%             |  |  |  | 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        |    1727218 | PA      | $136079.90    | 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        |     831294 | PA      | $-48373.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6504 JP P 1T JPY 30.00 20280724                  | TRS EQ R 6504 JP P 1T JPY 30.00 20280724                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  422518700 | PA      | $1230866.36   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 2887 TT R 1T USD -125.00 20280519                | TRS EQ P 2887 TT R 1T USD -125.00 20280519                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TW        |    1758854 | PA      | $-536656.92   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CAP FP P 1T EUR 32.50 20280728                   | TRS EQ R CAP FP P 1T EUR 32.50 20280728                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    6771446 | PA      | $389602.16    | 0.08%             |  |  |  | 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        |    2484935 | PA      | $-85288.51    | -0.02%            |  |  |  | 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        |     695217 | PA      | $-67380.43    | -0.01%            |  |  |  | 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        |   36165503 | PA      | $-61562.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P COH AU R 1T AUD -32.50 20280410                  | TRS EQ P COH AU R 1T AUD -32.50 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |    1406692 | PA      | $30206.36     | 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        |  146494642 | PA      | $-17693.21    | -0.00%            |  |  |  | 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        |  155216923 | PA      | $-514371.21   | -0.11%            |  |  |  | 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        |  146229012 | PA      | $-96865.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P WTC AU R 1T AUD -32.50 20280410                  | TRS EQ P WTC AU R 1T AUD -32.50 20280410                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |    1261729 | PA      | $171913.71    | 0.04%             |  |  |  | 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        |     760668 | PA      | $-27877.96    | -0.01%            |  |  |  | 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        |     663316 | PA      | $-2128.83     | -0.00%            |  |  |  | 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        |     832265 | PA      | $109562.03    | 0.02%             |  |  |  | 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        |     487317 | PA      | $27109.88     | 0.01%             |  |  |  | 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        |    1336890 | PA      | $78688.32     | 0.02%             |  |  |  | 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        |     987456 | PA      | $-131843.38   | -0.03%            |  |  |  | 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        |     956606 | PA      | $39076.45     | 0.01%             |  |  |  | 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        |     876573 | PA      | $34576.10     | 0.01%             |  |  |  | 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        |    6896134 | PA      | $-22841.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MONC IM R 1T EUR -30.00 20281113                 | TRS EQ P MONC IM R 1T EUR -30.00 20281113                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |     379971 | PA      | $18979.51     | 0.00%             |  |  |  | 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        |     929861 | PA      | $-135656.92   | -0.03%            |  |  |  | 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        |     768575 | PA      | $29277.91     | 0.01%             |  |  |  | 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        |    1032014 | PA      | $77116.27     | 0.02%             |  |  |  | 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        |     717468 | PA      | $15859.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPX LN R 1T GBP -30.00 20281010                  | TRS EQ P SPX LN R 1T GBP -30.00 20281010                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    1061017 | PA      | $28259.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VALMT FH R 1T EUR -30.00 20281113                | TRS EQ P VALMT FH R 1T EUR -30.00 20281113                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FI        |     510581 | PA      | $-19246.65    | -0.00%            |  |  |  | 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      | $-22996.81    | -0.00%            |  |  |  | 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        |     877361 | PA      | $-48765.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P AT1 GR R 1T EUR -32.50 20280829                  | TRS EQ P AT1 GR R 1T EUR -32.50 20280829                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    1118983 | PA      | $188072.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VIE FP R 1T EUR -30.00 20280828                  | TRS EQ P VIE FP R 1T EUR -30.00 20280828                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    1807445 | PA      | $-57274.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ADEN SW R 1T CHF -30.00 20281218                 | TRS EQ P ADEN SW R 1T CHF -30.00 20281218                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |      18277 | PA      | $-686.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KGX GR R 1T EUR -30.00 20280829                  | TRS EQ P KGX GR R 1T EUR -30.00 20280829                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    1585081 | PA      | $-137374.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 7157 JP R 1T JPY -45.00 20280901                 | TRS EQ P 7157 JP R 1T JPY -45.00 20280901                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  235890683 | PA      | $176338.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SKFB SS R 1T SEK -32.50 20280904                 | TRS EQ P SKFB SS R 1T SEK -32.50 20280904                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   10884508 | PA      | $-29637.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P URW FP R 1T EUR -32.50 20280904                  | TRS EQ P URW FP R 1T EUR -32.50 20280904                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     926988 | PA      | $-62994.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P AT1 GR R 1T EUR -30.00 20280904                  | TRS EQ P AT1 GR R 1T EUR -30.00 20280904                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |     713384 | PA      | $133287.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P GSY CN R 1T CAD -35.00 20280925                  | TRS EQ P GSY CN R 1T CAD -35.00 20280925                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |    3365010 | PA      | $502696.69    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ROCKB DC R 1T DKK -30.00 20280926                | TRS EQ P ROCKB DC R 1T DKK -30.00 20280926                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DK        |    9715144 | PA      | $-22190.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 7309 JP R 1T JPY -43.00 20281201                 | TRS EQ P 7309 JP R 1T JPY -43.00 20281201                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  219425000 | PA      | $-427.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IMCD NA P 1T EUR 30.00 20290101                  | TRS EQ R IMCD NA P 1T EUR 30.00 20290101                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |    2771211 | PA      | $22335.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BAS GR R 1T EUR -40.00 20281201                  | TRS EQ P BAS GR R 1T EUR -40.00 20281201                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    1087898 | PA      | $-976.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EMSN SW R 1T CHF -35.00 20281201                 | TRS EQ P EMSN SW R 1T CHF -35.00 20281201                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |     654752 | PA      | $9842.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P GRND US R 1T USD -25.00 20280925                 | TRS EQ P GRND US R 1T USD -25.00 20280925                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1712357 | PA      | $213559.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ANTO LN R 1T GBP -30.00 20281002                 | TRS EQ P ANTO LN R 1T GBP -30.00 20281002                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    1292022 | PA      | $-273325.17   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CON GR R 1T EUR -32.50 20281009                  | TRS EQ P CON GR R 1T EUR -32.50 20281009                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |     853035 | PA      | $-110261.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P AHT LN R 1T GBP -30.00 20281009                  | TRS EQ P AHT LN R 1T GBP -30.00 20281009                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     726522 | PA      | $-13782.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P STERV FH R 1T EUR -30.00 20281009                | TRS EQ P STERV FH R 1T EUR -30.00 20281009                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FI        |    2965012 | PA      | $-480317.55   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TXRH US R 1T USD -5.00 20281212                  | TRS EQ P TXRH US R 1T USD -5.00 20281212                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    2060185 | PA      | $56731.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P UBS US R 1T USD -25.00 20281016                  | TRS EQ P UBS US R 1T USD -25.00 20281016                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    2312758 | PA      | $-334969.54   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 004370 KS P 1T USD 65.00 20281016                | TRS EQ R 004370 KS P 1T USD 65.00 20281016                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |    8020474 | PA      | $-306019.23   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BAS GR R 1T EUR -30.00 20281016                  | TRS EQ P BAS GR R 1T EUR -30.00 20281016                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |     926393 | PA      | $-24028.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MIPS SS R 1T SEK -30.00 20281016                 | TRS EQ P MIPS SS R 1T SEK -30.00 20281016                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   10971026 | PA      | $-57309.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IP US R 1T USD -30.00 20281016                   | TRS EQ P IP US R 1T USD -30.00 20281016                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    3800912 | PA      | $379142.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ANTO LN R 1T GBP -30.00 20281017                 | TRS EQ P ANTO LN R 1T GBP -30.00 20281017                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     866678 | PA      | $-219630.84   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LUG CN R 1T CAD -32.50 20281016                  | TRS EQ P LUG CN R 1T CAD -32.50 20281016                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |    2607361 | PA      | $-153219.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TOST US R 1T USD -30.00 20281023                 | TRS EQ P TOST US R 1T USD -30.00 20281023                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     982772 | PA      | $48681.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6923 JP P 1T JPY 50.00 20281106                  | TRS EQ R 6923 JP P 1T JPY 50.00 20281106                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  360336982 | PA      | $-44341.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6273 JP P 1T JPY 50.00 20281106                  | TRS EQ R 6273 JP P 1T JPY 50.00 20281106                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  612354826 | PA      | $-68704.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 2875 JP P 1T JPY 50.00 20281106                  | TRS EQ R 2875 JP P 1T JPY 50.00 20281106                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  595440833 | PA      | $143258.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MRK GR P 1T EUR 30.00 20290101                   | TRS EQ R MRK GR P 1T EUR 30.00 20290101                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    4819599 | PA      | $219911.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P PHNX LN R 1T GBP -30.00 20281106                 | TRS EQ P PHNX LN R 1T GBP -30.00 20281106                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    1367553 | PA      | $-165303.87   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P HGV US R 1T USD -5.00 20281212                   | TRS EQ P HGV US R 1T USD -5.00 20281212                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    2054595 | PA      | $-107993.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P PHNX LN R 1T GBP -30.00 20281113                 | TRS EQ P PHNX LN R 1T GBP -30.00 20281113                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     413365 | PA      | $-40011.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P P911 GR R 1T EUR -32.50 20281113                 | TRS EQ P P911 GR R 1T EUR -32.50 20281113                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |     218074 | PA      | $6905.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MUV2 GR R 1T EUR -32.50 20281113                 | TRS EQ P MUV2 GR R 1T EUR -32.50 20281113                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |     642833 | PA      | $-2000.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LUG CN R 1T CAD -35.00 20281218                  | TRS EQ P LUG CN R 1T CAD -35.00 20281218                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |     383462 | PA      | $-7799.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P HGV US R 1T USD -25.00 20281218                  | TRS EQ P HGV US R 1T USD -25.00 20281218                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     317420 | PA      | $-5719.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 4676 JP R 1T JPY -45.00 20281218                 | TRS EQ P 4676 JP R 1T JPY -45.00 20281218                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |    4973208 | PA      | $-1268.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BA/ LN P 1T GBP 43.00 20281218                   | TRS EQ R BA/ LN P 1T GBP 43.00 20281218                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      79037 | PA      | $1609.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ABDN LN R 1T GBP -40.00 20281211                 | TRS EQ P ABDN LN R 1T GBP -40.00 20281211                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     778955 | PA      | $-46489.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CBA AU R 1T AUD -55.00 20270916                  | TRS EQ P CBA AU R 1T AUD -55.00 20270916                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |    2644306 | PA      | $-128232.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 005930 KS P 1T USD 65.00 20281218                | TRS EQ R 005930 KS P 1T USD 65.00 20281218                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |     258412 | PA      | $45752.52     | 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 -250.00 20260121                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      57181 | PA      | $-19969.30    | -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        |     218130 | PA      | $-50397.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P P911 GR R 1T EUR -40.00 20270503                 | TRS EQ P P911 GR R 1T EUR -40.00 20270503                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    1031629 | PA      | $154900.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CVNA US R 1T USD -25.00 20270510                 | TRS EQ P CVNA US R 1T USD -25.00 20270510                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     415642 | PA      | $-523774.91   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EQT SS R 1T SEK -100.00 20270531                 | TRS EQ P EQT SS R 1T SEK -100.00 20270531                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   12317210 | PA      | $-468336.04   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P FAST US R 1T USD -250.00 20270611                | TRS EQ P FAST US R 1T USD -250.00 20270611                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    2160323 | PA      | $-266739.09   | -0.06%            |  |  |  | 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      | $155427.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TSCO US R 1T USD -25.00 20270726                 | TRS EQ P TSCO US R 1T USD -25.00 20270726                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1513647 | PA      | $48554.18     | 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 -25.00 20270726                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     849958 | PA      | $162507.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P PBF US R 1T USD -25.00 20281218                  | TRS EQ P PBF US R 1T USD -25.00 20281218                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1556290 | PA      | $56337.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P DXCM US R 1T USD -25.00 20270913                 | TRS EQ P DXCM US R 1T USD -25.00 20270913                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1066398 | PA      | $-12047.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CHD US R 1T USD -25.00 20270920                  | TRS EQ P CHD US R 1T USD -25.00 20270920                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    2295509 | PA      | $442759.59    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LSCC US R 1T USD -25.00 20271108                 | TRS EQ P LSCC US R 1T USD -25.00 20271108                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     975099 | PA      | $-539986.78   | -0.12%            |  |  |  | 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        |    1456181 | PA      | $-45153.62    | -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        |    1848597 | PA      | $-431998.92   | -0.09%            |  |  |  | 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        |     637966 | PA      | $-108228.05   | -0.02%            |  |  |  | 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        |    2096979 | PA      | $12465.86     | 0.00%             |  |  |  | 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        |     759283 | PA      | $-6727.29     | -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        |     242532 | PA      | $-21373.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TTEK US R 1T USD -25.00 20281218                 | TRS EQ P TTEK US R 1T USD -25.00 20281218                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     269320 | PA      | $7473.28      | 0.00%             |  |  |  | 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        |     961222 | PA      | $118050.60    | 0.03%             |  |  |  | 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        |    2751539 | PA      | $-88413.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TSLA US R 1T USD -25.00 20281113                 | TRS EQ P TSLA US R 1T USD -25.00 20281113                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     778841 | PA      | $-2322.55     | -0.00%            |  |  |  | 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        |     514472 | PA      | $-318191.92   | -0.07%            |  |  |  | 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      | $37586.27     | 0.01%             |  |  |  | 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        |    1789937 | PA      | $121484.12    | 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        |    4775825 | PA      | $847161.33    | 0.18%             |  |  |  | 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        |    8819749 | PA      | $1699413.93   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MC US R 1T USD -5.00 20281201                    | TRS EQ P MC US R 1T USD -5.00 20281201                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     386874 | PA      | $-29759.51    | -0.01%            |  |  |  | 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        |  270290141 | PA      | $-30209.71    | -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        |  243756205 | PA      | $-169951.90   | -0.04%            |  |  |  | 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        |    1514317 | PA      | $-209210.43   | -0.04%            |  |  |  | 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        |    3858945 | PA      | $-478375.41   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BX US R 1T USD -5.00 20281212                    | TRS EQ P BX US R 1T USD -5.00 20281212                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    2316144 | PA      | $-113410.45   | -0.02%            |  |  |  | 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        |    3885499 | PA      | $224417.34    | 0.05%             |  |  |  | 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        |    1247890 | PA      | $-35602.45    | -0.01%            |  |  |  | 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        |    1895078 | PA      | $288670.44    | 0.06%             |  |  |  | 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        |    9718107 | PA      | $4073214.35   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BVI FP P 1T EUR 32.50 20280717                   | TRS EQ R BVI FP P 1T EUR 32.50 20280717                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    7150918 | PA      | $-189145.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MUV2 GR R 1T EUR -30.00 20280807                 | TRS EQ P MUV2 GR R 1T EUR -30.00 20280807                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    1431299 | PA      | $59880.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MELE BB R 1T EUR -30.00 20280808                 | TRS EQ P MELE BB R 1T EUR -30.00 20280808                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | BE        |    2596487 | PA      | $304191.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P WDAY US R 1T USD -25.00 20280815                 | TRS EQ P WDAY US R 1T USD -25.00 20280815                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    2200447 | PA      | $81427.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KGX GR R 1T EUR -32.50 20280821                  | TRS EQ P KGX GR R 1T EUR -32.50 20280821                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |     514745 | PA      | $-47991.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SDR LN R 1T GBP -30.00 20280822                  | TRS EQ P SDR LN R 1T GBP -30.00 20280822                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    1416986 | PA      | $-48361.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BOL SS R 1T SEK -32.50 20280825                  | TRS EQ P BOL SS R 1T SEK -32.50 20280825                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   26798877 | PA      | $-860236.26   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SDR LN R 1T GBP -30.00 20280828                  | TRS EQ P SDR LN R 1T GBP -30.00 20280828                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     577638 | PA      | $-35946.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ALO FP R 1T EUR -30.00 20280829                  | TRS EQ P ALO FP R 1T EUR -30.00 20280829                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    1447496 | PA      | $-293083.70   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 7011 JP R 1T JPY -45.00 20281219                 | TRS EQ P 7011 JP R 1T JPY -45.00 20281219                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  413572756 | PA      | $67204.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TWE AU R 1T AUD -32.50 20281219                  | TRS EQ P TWE AU R 1T AUD -32.50 20281219                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |     146137 | PA      | $-5600.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 329180 KS R 1T USD -37.50 20281219               | TRS EQ P 329180 KS R 1T USD -37.50 20281219               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |    2095428 | PA      | $-9749.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BAS GR R 1T EUR -32.50 20290101                  | TRS EQ P BAS GR R 1T EUR -32.50 20290101                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |      14427 | PA      | $-410.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 4324 JP R 1T JPY -45.00 20271122                 | TRS EQ P 4324 JP R 1T JPY -45.00 20271122                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  184331283 | PA      | $-253665.08   | -0.05%            |  |  |  | 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      | $-197024.38   | -0.04%            |  |  |  | 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      | $6408.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P HSY US R 1T USD -25.00 20280117                  | TRS EQ P HSY US R 1T USD -25.00 20280117                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1854609 | PA      | $-190118.49   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MC US R 1T USD -25.00 20280821                   | TRS EQ P MC US R 1T USD -25.00 20280821                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    2000844 | PA      | $-75653.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P COH AU R 1T AUD -45.00 20280221                  | TRS EQ P COH AU R 1T AUD -45.00 20280221                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |    1584098 | PA      | $-1408.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P OXY US R 1T USD -5.00 20281201                   | TRS EQ P OXY US R 1T USD -5.00 20281201                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     763729 | PA      | $22006.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TTEK US R 1T USD -5.00 20281212                  | TRS EQ P TTEK US R 1T USD -5.00 20281212                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1800085 | PA      | $47821.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BALDB SS R 1T SEK -100.00 20260629               | TRS EQ P BALDB SS R 1T SEK -100.00 20260629               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |    7795419 | PA      | $-51951.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P URW FP R 1T EUR -40.00 20280310                  | TRS EQ P URW FP R 1T EUR -40.00 20280310                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     951210 | PA      | $-346088.11   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VALMT FH R 1T EUR -40.00 20260629                | TRS EQ P VALMT FH R 1T EUR -40.00 20260629                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FI        |     874104 | PA      | $-253352.38   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TYRES FH R 1T EUR -40.00 20260629                | TRS EQ P TYRES FH R 1T EUR -40.00 20260629                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FI        |    1303608 | PA      | $-202502.07   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BL US R 1T USD -25.00 20260629                   | TRS EQ P BL US R 1T USD -25.00 20260629                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     788576 | PA      | $-129680.01   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TSLA US R 1T USD -25.00 20261026                 | TRS EQ P TSLA US R 1T USD -25.00 20261026                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1026548 | PA      | $-592444.19   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XYZ US R 1T USD -25.00 20281215                  | TRS EQ P XYZ US R 1T USD -25.00 20281215                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1478385 | PA      | $-34306.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P FIZZ US R 1T USD -25.00 20260629                 | TRS EQ P FIZZ US R 1T USD -25.00 20260629                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1368160 | PA      | $386554.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P PLTR US R 1T USD -25.00 20280314                 | TRS EQ P PLTR US R 1T USD -25.00 20280314                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     241688 | PA      | $-274142.93   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MRNA US R 1T USD -25.00 20270913                 | TRS EQ P MRNA US R 1T USD -25.00 20270913                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     460537 | PA      | $153310.40    | 0.03%             |  |  |  | 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        |  278348076 | PA      | $-475018.43   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 4755 JP R 1T JPY -45.00 20271202                 | TRS EQ P 4755 JP R 1T JPY -45.00 20271202                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  104147107 | PA      | $-232874.26   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P FND US R 1T USD -25.00 20270121                  | TRS EQ P FND US R 1T USD -25.00 20270121                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     406798 | PA      | $64413.64     | 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 -25.00 20260721                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1202045 | PA      | $-133973.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6758 JP P 1T JPY 50.00 20281106                  | TRS EQ R 6758 JP P 1T JPY 50.00 20281106                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 1771547127 | PA      | $-800470.04   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P WTC AU R 1T AUD -45.00 20280228                  | TRS EQ P WTC AU R 1T AUD -45.00 20280228                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |       2329 | PA      | $190.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 8304 JP R 1T JPY -45.00 20271018                 | TRS EQ P 8304 JP R 1T JPY -45.00 20271018                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  146343360 | PA      | $-206134.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P DKS US R 1T USD -25.00 20280313                  | TRS EQ P DKS US R 1T USD -25.00 20280313                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1511336 | PA      | $-131022.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P LBTYK US R 1T USD -25.00 20280327                | TRS EQ P LBTYK US R 1T USD -25.00 20280327                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     919183 | PA      | $27305.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TWE AU R 1T AUD -45.00 20280929                  | TRS EQ P TWE AU R 1T AUD -45.00 20280929                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |    1261470 | PA      | $151790.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VER AV R 1T EUR -40.00 20280314                  | TRS EQ P VER AV R 1T EUR -40.00 20280314                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AT        |    1057934 | PA      | $84045.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAB LN P 1T GBP 43.00 20280317                   | TRS EQ R BAB LN P 1T GBP 43.00 20280317                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    4760921 | PA      | $2303286.39   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P COST US R 1T USD -25.00 20280320                 | TRS EQ P COST US R 1T USD -25.00 20280320                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1139669 | PA      | $67780.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EQT SS R 1T SEK -30.00 20281016                  | TRS EQ P EQT SS R 1T SEK -30.00 20281016                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   23276231 | PA      | $-224236.47   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CON GR R 1T EUR -30.00 20290101                  | TRS EQ P CON GR R 1T EUR -30.00 20290101                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |       6674 | PA      | $-172.26      | -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        |    1130102 | PA      | $-111712.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SKFB SS R 1T SEK -30.00 20280926                 | TRS EQ P SKFB SS R 1T SEK -30.00 20280926                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   13976642 | PA      | $-22727.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P HUSQB SS R 1T SEK -30.00 20280926                | TRS EQ P HUSQB SS R 1T SEK -30.00 20280926                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   23442118 | PA      | $126649.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P AHT LN R 1T GBP -30.00 20280926                  | TRS EQ P AHT LN R 1T GBP -30.00 20280926                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    1978328 | PA      | $17788.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VIE FP R 1T EUR -32.50 20281113                  | TRS EQ P VIE FP R 1T EUR -32.50 20281113                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     120997 | PA      | $-2666.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ALO FP R 1T EUR -32.50 20281113                  | TRS EQ P ALO FP R 1T EUR -32.50 20281113                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     101802 | PA      | $-12796.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SIKA SW R 1T CHF -30.00 20281113                 | TRS EQ P SIKA SW R 1T CHF -30.00 20281113                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |     229679 | PA      | $-11733.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EMSN SW R 1T CHF -30.00 20281113                 | TRS EQ P EMSN SW R 1T CHF -30.00 20281113                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |     326953 | PA      | $-441.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ANF US P 1T USD 40.00 20281113                   | TRS EQ R ANF US P 1T USD 40.00 20281113                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    2940336 | PA      | $1467379.96   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HBAN US P 1T USD 40.00 20281113                  | TRS EQ R HBAN US P 1T USD 40.00 20281113                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     142072 | PA      | $13418.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CRM US P 1T USD 40.00 20281113                   | TRS EQ R CRM US P 1T USD 40.00 20281113                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    4928001 | PA      | $378411.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPX LN R 1T GBP -30.00 20281117                  | TRS EQ P SPX LN R 1T GBP -30.00 20281117                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     256500 | PA      | $10778.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ABDN LN R 1T GBP -30.00 20281117                 | TRS EQ P ABDN LN R 1T GBP -30.00 20281117                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     500501 | PA      | $-16689.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CAVA US R 1T USD -30.00 20281120                 | TRS EQ P CAVA US R 1T USD -30.00 20281120                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     868890 | PA      | $-181426.33   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BA/ LN P 1T GBP 38.00 20290101                   | TRS EQ R BA/ LN P 1T GBP 38.00 20290101                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    3589430 | PA      | $65376.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P STEP US R 1T USD -30.00 20281204                 | TRS EQ P STEP US R 1T USD -30.00 20281204                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1938914 | PA      | $-50676.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 7532 JP R 1T JPY -45.00 20281208                 | TRS EQ P 7532 JP R 1T JPY -45.00 20281208                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  294073913 | PA      | $27769.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CHWY US R 1T USD -25.00 20281211                 | TRS EQ P CHWY US R 1T USD -25.00 20281211                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1737648 | PA      | $149859.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SREN SW R 1T CHF -30.00 20281218                 | TRS EQ P SREN SW R 1T CHF -30.00 20281218                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |     173943 | PA      | $-3800.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 7309 JP R 1T JPY -30.00 20281218                 | TRS EQ P 7309 JP R 1T JPY -30.00 20281218                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   56832611 | PA      | $7281.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P COIN US R 1T USD -25.00 20281215                 | TRS EQ P COIN US R 1T USD -25.00 20281215                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    2139870 | PA      | $340248.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 2881 TT R 1T USD -125.00 20281218                | TRS EQ P 2881 TT R 1T USD -125.00 20281218                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TW        |     366579 | PA      | $-3759.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TXRH US R 1T USD -30.00 20281218                 | TRS EQ P TXRH US R 1T USD -30.00 20281218                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     303644 | PA      | $4678.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BX US R 1T USD -30.00 20281218                   | TRS EQ P BX US R 1T USD -30.00 20281218                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     358926 | PA      | $-3765.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SAABB SS R 1T SEK -30.00 20281218                | TRS EQ P SAABB SS R 1T SEK -30.00 20281218                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   30719266 | PA      | $-374163.81   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P REP SM R 1T EUR -40.00 20281218                  | TRS EQ P REP SM R 1T EUR -40.00 20281218                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |    1600624 | PA      | $-66380.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SNOW US R 1T USD -25.00 20281218                 | TRS EQ P SNOW US R 1T USD -25.00 20281218                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    2107196 | PA      | $-61396.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SOFI US R 1T USD -25.00 20281218                 | TRS EQ P SOFI US R 1T USD -25.00 20281218                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1658127 | PA      | $-20324.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P BRG AU R 1T AUD -55.00 20281218                  | TRS EQ P BRG AU R 1T AUD -55.00 20281218                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |      67724 | PA      | $-1342.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6923 JP P 1T JPY 50.00 20281218                  | TRS EQ R 6923 JP P 1T JPY 50.00 20281218                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |    8085825 | PA      | $-435.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 2875 JP P 1T JPY 50.00 20281218                  | TRS EQ R 2875 JP P 1T JPY 50.00 20281218                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   14668399 | PA      | $-4461.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6758 JP P 1T JPY 50.00 20281218                  | TRS EQ R 6758 JP P 1T JPY 50.00 20281218                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   38258774 | PA      | $-10822.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6273 JP P 1T JPY 50.00 20281218                  | TRS EQ R 6273 JP P 1T JPY 50.00 20281218                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   10953285 | PA      | $-726.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 7532 JP R 1T JPY -30.00 20281218                 | TRS EQ P 7532 JP R 1T JPY -30.00 20281218                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   10275847 | PA      | $1862.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P 7157 JP R 1T JPY -35.00 20281218                 | TRS EQ P 7157 JP R 1T JPY -35.00 20281218                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |    5473558 | PA      | $-991.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CBA AU R 1T AUD -32.50 20281218                  | TRS EQ P CBA AU R 1T AUD -32.50 20281218                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |     151402 | PA      | $-1431.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 034730 KS P 1T USD 65.00 20281218                | TRS EQ R 034730 KS P 1T USD 65.00 20281218                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |      47534 | PA      | $648.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MRK GR P 1T EUR 40.00 20281218                   | TRS EQ R MRK GR P 1T EUR 40.00 20281218                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |     108558 | PA      | $2300.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IMCD NA P 1T EUR 40.00 20281218                  | TRS EQ R IMCD NA P 1T EUR 40.00 20281218                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |      60419 | PA      | $1332.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EQT SS R 1T SEK -32.50 20281218                  | TRS EQ P EQT SS R 1T SEK -32.50 20281218                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |    1042785 | PA      | $-8424.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EMSN SW R 1T CHF -30.00 20281218                 | TRS EQ P EMSN SW R 1T CHF -30.00 20281218                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |      58603 | PA      | $862.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P OXY US R 1T USD -25.00 20280314                  | TRS EQ P OXY US R 1T USD -25.00 20280314                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1016793 | PA      | $-65608.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P CBA AU R 1T AUD -45.00 20270927                  | TRS EQ P CBA AU R 1T AUD -45.00 20270927                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |    1609640 | PA      | $-18280.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ON US R 1T USD -25.00 20270111                   | TRS EQ P ON US R 1T USD -25.00 20270111                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    1317681 | PA      | $-259437.31   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer