# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-25-219582
**Filing Date:** 2025-9
**Character Count:** 214635
**Document Hash:** e9d6f0a84c89ecc728f5ac636a4931a8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-219582.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001193125-25-219582

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20250731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 251346817

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $236243600.62

**Total Liabilities:** $219129.44

**Net Assets:** $236024471.18

**Cash Not Reported:** $12646228.35

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000107909 | 0.98%                | 0.58%                | -1.74%               |
| Class ID C000107910 | 0.92%                | 0.61%                | -1.82%               |
| Class ID C000107911 | 0.96%                | 0.67%                | -1.80%               |
| Class ID C000107912 | 0.96%                | 0.66%                | -1.79%               |
| Class ID C000107913 | 0.96%                | 0.66%                | -1.70%               |
| Class ID C000113522 | 0.99%                | 0.59%                | -1.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2790865.13              | $5148937.23                                |
| Month 2  | $5643090.09              | $-1437597.13                               |
| Month 3  | $3238429.50              | $-6146589.31                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                              | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alibaba Group Holding Limited                                     | ALIBABA GROUP HOLDING LTD ADR USD.000025               | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |      4636 | NS      | $559240.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                     | ALPHABET INC COMMON STOCK USD.001                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     60366 | NS      | $11584235.40  | 4.91%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO plc                                                        | DIAGEO PLC COMMON STOCK GBP.2893518                    | CUSIP: 023740905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     70403 | NS      | $1706402.67   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGEN INC COMMON STOCK USD.0001                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      5619 | NS      | $1658166.90   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                              | ELEVANCE HEALTH INC COMMON STOCK USD.01                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      4916 | NS      | $1391621.28   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                        | APPLE INC COMMON STOCK USD.00001                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      3077 | NS      | $638692.89    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1064.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $443.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1850.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $13938.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $13509.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $31.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place PLC                                             | ST JAMES'S PLACE PLC COMMON STOCK GBP.15               | CUSIP: 076693902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    165025 | NS      | $2840235.31   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                             | BOOKING HOLDINGS INC COMMON STOCK USD.008              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       653 | NS      | $3594151.18   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                     | BROADCOM INC COMMON STOCK                              | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10383 | NS      | $3049487.10   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                     | CHUBB LTD COMMON STOCK                                 | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2231 | NS      | $593535.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph And Telephone Corporation                        | NIPPON TELEGRAPH and TELEPHONE C COMMON STOCK          | CUSIP: 664137007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1145000 | NS      | $1156291.30   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Incorporated                                           | MASTERCARD INC COMMON STOCK USD.0001                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5616 | NS      | $3181295.52   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                            | MCDONALD'S CORP COMMON STOCK USD.01                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      7267 | NS      | $2180608.69   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                             | COCA-COLA CO/THE COMMON STOCK USD.25                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     68935 | NS      | $4679997.15   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                         | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     22213 | NS      | $1862560.05   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $279.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-95.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1000.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5502.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc.                                          | CBOE GLOBAL MARKETS INC COMMON STOCK                   | CUSIP: 12503M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $406393.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                              | MCKESSON CORP COMMON STOCK USD.01                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3901 | NS      | $2705499.54   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                       | NOVARTIS AG COMMON STOCK CHF.49                        | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     27592 | NS      | $3142371.35   | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-36400.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $45.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $5972.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $16899.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1800.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3144.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                      | PEPSICO INC COMMON STOCK USD.017                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     11273 | NS      | $1554772.16   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                       | PFIZER INC COMMON STOCK USD.05                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     50324 | NS      | $1172045.96   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PLDT Inc.                                                         | PLDT INC COMMON STOCK PHP5.0                           | CUSIP: 718252109<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |       740 | NS      | $16712.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-91.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $93.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                                              | Sold USD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-5318.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $8587.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc.                                              | ARISTA NETWORKS INC COMMON STOCK USD.0001              | CUSIP: 040413205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17959 | NS      | $2212907.98   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                                     | ASSURANT INC COMMON STOCK USD.01                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      4605 | NS      | $862516.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $3596.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $142110.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc.                                    | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     19712 | NS      | $6100864.00   | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc.                                                     | AUTOZONE INC COMMON STOCK USD.01                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       711 | NS      | $2679318.18   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $24424.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2979.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc.                                                        | BAIDU INC ADR USD.00005                                | CUSIP: 056752108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1489 | NS      | $130838.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                              | GLOBAL PAYMENTS INC COMMON STOCK                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     18642 | NS      | $1490427.90   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought NOK                                              | Sold USD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-1291.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Globe Life Inc.                                                   | GLOBE LIFE INC COMMON STOCK USD1.0                     | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3491 | NS      | $490380.77    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. Grainger Inc.                                                | WW GRAINGER INC COMMON STOCK USD.5                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1432 | NS      | $1488621.28   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                                  | LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3      | CUSIP: 406141903<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      1017 | NS      | $545938.19    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-498.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $7406.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $9143.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-138.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $103.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-112.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-6170.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $147681.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1006.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-206.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought AUD                                              | Sold NZD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-527.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-470.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5358.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-146.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 11/33 4.5               | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1821200 | PA      | $1853497.85   | 0.79%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                         | VISA INC COMMON STOCK USD.0001                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10450 | NS      | $3610161.50   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc.                                             | WASTE MANAGEMENT INC COMMON STOCK USD.01               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1860 | NS      | $426237.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc.                                           | YUM CHINA HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 98850P109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3474 | NS      | $162166.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-490.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1673.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gedeon Richter Plc.                                               | RICHTER GEDEON NYRT COMMON STOCK HUF100.0              | CUSIP: ACI06DSC4<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |      2627 | NS      | $78778.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $1166.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1504.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5581.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-981.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                               | SK TELECOM CO LTD COMMON STOCK KRW100.0                | CUSIP: 622487908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10911 | NS      | $440711.37    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-11496.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-28026.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1022.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought SEK                                              | Sold NZD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $236.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought NZD                                              | Sold CAD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-90967.77    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-236.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-378.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1487.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $7720.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1356.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $15202.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-524.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $342.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $248.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1087.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $7914.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $248.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $3434.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-289.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                             | QUALCOMM INC COMMON STOCK USD.0001                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5554 | NS      | $815105.04    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated                         | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1733 | NS      | $333515.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc.                                                  | ROSS STORES INC COMMON STOCK USD.01                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      7563 | NS      | $1032652.02   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                     | HEINEKEN NV COMMON STOCK EUR1.6                        | CUSIP: 779255900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      5231 | NS      | $410590.32    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SandP Global Inc.                                                 | SandP GLOBAL INC COMMON STOCK USD1.0                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2472 | NS      | $1362319.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Co. Ltd.                                               | SK TELECOM CO LTD ADR                                  | CUSIP: 78440P306<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1926 | NS      | $42737.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-135.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corporation                                               | STRYKER CORP COMMON STOCK USD.1                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      4593 | NS      | $1803808.89   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc.                                                     | SYNOPSYS INC COMMON STOCK USD.01                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2213 | NS      | $1401869.11   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                 | SYSCO CORP COMMON STOCK USD1.0                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     26617 | NS      | $2118713.20   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                            | TJX COS INC/THE COMMON STOCK USD1.0                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     13077 | NS      | $1628478.81   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                | TAIWAN SEMICONDUCTOR MANUFACTU ADR                     | CUSIP: 874039100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13502 | NS      | $3262353.24   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $3491.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $265.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $754.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1428.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $333.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                                | CISCO SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86317 | NS      | $5876461.36   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1615.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | COMCAST CORP COMMON STOCK USD.01                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     53970 | NS      | $1793423.10   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP    | CIA DE SANEAMENTO BASICO DO ES ADR                     | CUSIP: 20441A102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      2586 | NS      | $49858.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano S.A.B. de C.V.                         | FOMENTO ECONOMICO MEXICANO SAB UNIT                    | CUSIP: 224205906<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |      5900 | NS      | $53339.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                                               | CROWN HOLDINGS INC COMMON STOCK USD5.0                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     18644 | NS      | $1852467.84   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold NZD /Bought USD                                              | Sold NZD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $8645.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought SEK                                              | Sold NOK /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-1449.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1411.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NOK                                              | Sold JPY /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $2089.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $266.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $218.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1735.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2045.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                                              | Sold USD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-54076.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1169.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought NOK                                              | Sold GBP /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-10763.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola FEMSA S.A.B. de C.V.                                    | COCA-COLA FEMSA SAB DE CV UNIT                         | CUSIP: ACI1B9209<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |     22945 | NS      | $190711.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 0925                                           | SandP500 EMINI FUT 0925                                | CUSIP: ADI2QYC37<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        84 | NC      | $-1350713.25  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte S.A.B. de C.V.                           | GRUPO FINANCIERO BANORTE SAB D COMMON STOCK MXN3.5     | CUSIP: 242104909<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     26400 | NS      | $235116.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly Clark De Mexico S A B De C V                             | KIMBERLY-CLARK DE MEXICO SAB D COMMON STOCK            | CUSIP: 249191008<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    209700 | NS      | $392610.87    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                         | EBAY INC COMMON STOCK USD.001                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     44429 | NS      | $4076360.75   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1802.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought CAD                                              | Sold AUD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $23.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-25471.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-0.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kddi Corporation                                                  | KDDI CORP COMMON STOCK                                 | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30600 | NS      | $502195.01    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SINBON Electronics Co. Ltd.                                       | SINBON ELECTRONICS CO LTD COMMON STOCK TWD10.0         | CUSIP: 634935902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $48497.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                     | FUJIFILM HOLDINGS CORP COMMON STOCK                    | CUSIP: 635652001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $240609.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc.                                                      | NETEASE INC ADR USD.0001                               | CUSIP: 64110W102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1947 | NS      | $253694.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                               | HON HAI PRECISION INDUSTRY CO COMMON STOCK TWD10.0     | CUSIP: 643856909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     28000 | NS      | $164653.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                            | HYUNDAI MOBIS CO LTD COMMON STOCK KRW5000.0            | CUSIP: 644954000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1222 | NS      | $257865.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                               | NEXTERA ENERGY INC COMMON STOCK USD.01                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15978 | NS      | $1135396.68   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Company Limited                                               | BYD CO LTD COMMON STOCK CNY1.0                         | CUSIP: 653665901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     23000 | NS      | $335819.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nongshim Co. Ltd.                                                 | NONGSHIM CO LTD COMMON STOCK KRW5000.0                 | CUSIP: 663811909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       869 | NS      | $241140.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $373.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought CAD                                              | Sold JPY /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $72708.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-638.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-961.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Company PJSC                    | EMIRATES TELECOMMUNICATIONS GR COMMON STOCK AED1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |     19179 | NS      | $98875.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                                              | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-18223.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1233.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought EUR                                              | Sold CAD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1277.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1692.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $316.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $7808.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-2526.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought AUD                                              | Sold NZD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-8931.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought JPY                                              | Sold SEK /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-112.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $5443.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                | NVIDIA CORP COMMON STOCK USD.001                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      7077 | NS      | $1258785.99   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Company Limited             | SHANDONG WEIGAO GROUP MEDICAL COMMON STOCK CNY.1       | CUSIP: 674234901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     47200 | NS      | $41508.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2828.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1058.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought JPY                                              | Sold EUR /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-18647.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-4449.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-50.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $2611.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-2543.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-743.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                      | SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0       | CUSIP: 677172009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10002 | NS      | $509741.31    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                | TAIWAN SEMICONDUCTOR MANUFACTU COMMON STOCK TWD10.0    | CUSIP: 688910900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     41000 | NS      | $1578469.35   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-912.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1104.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3009.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse Inc.                                              | TEXAS ROADHOUSE INC COMMON STOCK USD.001               | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1429 | NS      | $264550.77    | 0.11%             |  |  |  | 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        |     35166 | NS      | $3085816.50   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 02/36 4.5               | CUSIP: 912810FT0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2025500 | PA      | $2055407.76   | 0.87%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-346.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1763.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 08/31 1.25              | CUSIP: 91282CCS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    900200 | PA      | $765486.47    | 0.32%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 02/32 1.875             | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    837000 | PA      | $730249.81    | 0.31%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2154.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1109.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 05/32 2.875             | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1300000 | PA      | $1203871.10   | 0.51%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 11/32 4.125             | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1509800 | PA      | $1506438.34   | 0.64%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $54.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2308.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 05/33 3.375             | CUSIP: 91282CHC8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    969400 | PA      | $915969.40    | 0.39%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-5972.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-123.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc.                                                      | PAYCHEX INC COMMON STOCK USD.01                        | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23501 | NS      | $3391899.33   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc.                                              | PAYPAL HOLDINGS INC COMMON STOCK                       | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     58033 | NS      | $3990349.08   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1363.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-472.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-12223.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-246.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $239.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1043.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-29.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $132.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2160.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-610.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-840.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $115.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-11060.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1468.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO-BUND FUTURE 0925                                             | EURO-BUND FUTURE 0925                                  | CUSIP: ADI2VGSY5<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        50 | NC      | $-64534.33    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT 0925                                            | AUST 10Y BOND FUT 0925                                 | CUSIP: ADI2VT1T7<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |       108 | NC      | $16876.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-83.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $687.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-3857.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1888.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $163.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought EUR                                              | Sold DKK /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $38.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-209.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1910.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-442.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-530.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 02/34 4                 | CUSIP: 91282CJZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2173700 | PA      | $2131669.47   | 0.90%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 05/34 4.375             | CUSIP: 91282CKQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    251900 | PA      | $253425.18    | 0.11%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B 08/34 3.875                            | CUSIP: 91282CLF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1290700 | PA      | $1248651.42   | 0.53%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 11/34 4.25              | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1136300 | PA      | $1129198.13   | 0.48%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 02/35 4.625             | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    658600 | PA      | $672903.97    | 0.29%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     24081 | NS      | $1029703.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Vipshop Holdings Limited                                          | VIPSHOP HOLDINGS LTD ADR USD.0001                      | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | CN        |      4263 | NS      | $64328.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire and Marine Insurance Co. Ltd.                        | SAMSUNG FIRE and MARINE INSURANC COMMON STOCK KRW500.0 | CUSIP: 615525904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1262 | NS      | $398399.94    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                             | DB INSURANCE CO LTD COMMON STOCK KRW500.0              | CUSIP: 615593902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       723 | NS      | $66454.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Limited                                      | CHINA RESOURCES LAND LTD COMMON STOCK HKD.1            | CUSIP: 619376908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     39000 | NS      | $143011.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1765.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1010.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $82.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1085.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought CAD                                              | Sold JPY /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $64851.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2625.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-4031.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-90.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-212.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-4019.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Longyuan Power Group Corporation Limited                    | CHINA LONGYUAN POWER GROUP COR COMMON STOCK CNY1.0     | CUSIP: B4Q2TX906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    265000 | NS      | $238961.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Towers Limited                                              | INDUS TOWERS LTD COMMON STOCK INR10.0                  | CUSIP: B92P9G909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     27865 | NS      | $114410.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk.   | TELKOM INDONESIA PERSERO TBK P COMMON STOCK IDR50.0    | CUSIP: BD4T6W908<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1783500 | NS      | $313173.57    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1353.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc.                                       | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      8038 | NS      | $2930413.66   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                               | CENTENE CORP COMMON STOCK USD.001                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     16107 | NS      | $419909.49    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold NZD /Bought USD                                              | Sold NZD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $7035.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1721.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $200.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $7389.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                                              | Sold USD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-15552.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $81.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-199.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-368.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-505.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-7036.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1362.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-573.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought JPY                                              | Sold AUD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1773.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-529.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $413.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $3229.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                              | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $10191.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1257.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2692.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought NZD                                              | Sold AUD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-212651.52   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought CAD                                              | Sold JPY /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $99507.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1859.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-0.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-18767.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-4759.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $15961.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $171.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-20165.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2158.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-106.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $80.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-2699.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1776.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-173.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $4.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-5612.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-76.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1534.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1603.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought JPY                                              | Sold NOK /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-4944.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $139.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $4218.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-2579.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-118.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-284.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $4760.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $111.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $6228.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                      | CAPGEMINI SE COMMON STOCK EUR8.0                       | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2703 | NS      | $402413.10    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                             | HOWMET AEROSPACE INC COMMON STOCK                      | CUSIP: 443201108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10298 | NS      | $1851271.46   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                       | INTUIT INC COMMON STOCK USD.01                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      5316 | NS      | $4173751.08   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                               | JOHNSON + JOHNSON COMMON STOCK USD1.0                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     23558 | NS      | $3880944.92   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corporation                               | CHINA CONSTRUCTION BANK CORP COMMON STOCK CNY1.0       | CUSIP: B0LMTQ900<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    264000 | NS      | $270020.06    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Minth Group Limited                                               | MINTH GROUP LTD COMMON STOCK HKD.1                     | CUSIP: B0RJCG901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     20000 | NS      | $66020.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co. Ltd.                                           | HYUNDAI GLOVIS CO LTD COMMON STOCK KRW500.0            | CUSIP: B0V3XR904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3024 | NS      | $319434.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Beverage Public Company Limited                              | THAI BEVERAGE PCL COMMON STOCK THB1.0 L                | CUSIP: B15F66900<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    301800 | NS      | $107767.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| M. Dias Branco S.A. Industria e Comercio de Alimentos             | M DIAS BRANCO SA COMMON STOCK                          | CUSIP: B1FRH8907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     34300 | NS      | $148910.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                          | VINCI SA COMMON STOCK EUR2.5                           | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     20976 | NS      | $2913753.56   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP    | CIA DE SANEAMENTO BASICO DO ES COMMON STOCK            | CUSIP: B1YCHL900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      3600 | NS      | $69633.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group plc                                       | RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1         | CUSIP: B24CGK904<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     31705 | NS      | $2376164.73   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola S.A.                                                    | IBERDROLA SA COMMON STOCK EUR.75                       | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    153406 | NS      | $2696315.72   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Limited                                       | CHINA RAILWAY GROUP LTD COMMON STOCK CNY1.0            | CUSIP: B297KM901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     36000 | NS      | $18112.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopharm Group Co. Ltd.                                          | SINOPHARM GROUP CO LTD COMMON STOCK CNY1.0             | CUSIP: B3ZVDV905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     99600 | NS      | $239401.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc.                                                        | ADOBE INC COMMON STOCK USD.0001                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     10797 | NS      | $3861978.93   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                                          | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     17687 | NS      | $1349694.97   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                                         | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     43507 | NS      | $946712.32    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Company                                      | BECTON DICKINSON and CO COMMON STOCK USD1.0            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     14481 | NS      | $2581238.25   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                                   | CIGNA GROUP/THE COMMON STOCK USD.01                    | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8363 | NS      | $2236098.94   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                            | CVS HEALTH CORP COMMON STOCK USD.01                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     26158 | NS      | $1624411.80   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-326.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1811.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $2084.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-5664.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-31473.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1670.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1422.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought SEK                                              | Sold EUR /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-2254.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought JPY                                              | Sold GBP /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1453.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $172.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $480.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                                              | Sold SEK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $17723.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-9677.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-391.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought NOK                                              | Sold GBP /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-32742.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Sanjiu Medical and Pharmaceutical Company Limited | CHINA RESOURCES SANJIU MEDICAL COMMON STOCK CNY1.0     | CUSIP: BD5CL4909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     18430 | NS      | $80167.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co.Ltd.                                           | WULIANGYE YIBIN CO LTD COMMON STOCK CNY1.0             | CUSIP: BD5CPG908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4000 | NS      | $67280.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-695.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $61867.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-7389.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $498.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1195.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1949.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3525.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought NZD                                              | Sold EUR /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-781.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1827.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $8730.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1258.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $233.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1012.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-94.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought CAD                                              | Sold NOK /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $96234.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $432.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $47538.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-9498.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-4124.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-213.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-96.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $650.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1878.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-972.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought JPY                                              | Sold GBP /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3304.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-86.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $492.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1172.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-804.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $97.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $1533.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought EUR                                              | Sold NOK /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $266.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought EUR                                              | Sold NZD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $978.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought SEK                                              | Sold NOK /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-1006.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gree Electric Appliances Inc. of Zhuhai                           | GREE ELECTRIC APPLIANCES INC O COMMON STOCK CNY1.0     | CUSIP: BD5CPN903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15300 | NS      | $96936.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                              | MIDEA GROUP CO LTD COMMON STOCK CNY1.0                 | CUSIP: BD5CPP908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9700 | NS      | $94442.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev S.A.                                                        | AMBEV SA COMMON STOCK                                  | CUSIP: BG7ZWY901<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    113800 | NS      | $253225.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rightmove plc                                                     | RIGHTMOVE PLC COMMON STOCK GBP.001                     | CUSIP: BGDT3G909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     44111 | NS      | $476025.21    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co.Ltd.                           | CONTEMPORARY AMPEREX TECHNOLOG COMMON STOCK CNY1.0     | CUSIP: BHQPSY905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12200 | NS      | $446663.59    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                       | PROSUS NV COMMON STOCK EUR.05                          | CUSIP: BJDS7L900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      7662 | NS      | $437697.91    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc.                                                     | FORTINET INC COMMON STOCK USD.001                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     35772 | NS      | $3573622.80   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Bank Public Company Limited                               | BANGKOK BANK PCL FOREIGN SH. THB10.0 A                 | CUSIP: 607701000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |     18800 | NS      | $84977.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc.                                              | CHEIL WORLDWIDE INC COMMON STOCK KRW200.0              | CUSIP: 609323902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4833 | NS      | $69044.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corporation                                      | MONSTER BEVERAGE CORP COMMON STOCK USD.005             | CUSIP: 61174X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50743 | NS      | $2981151.25   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental S.A.B. de C.V.                                   | ARCA CONTINENTAL SAB DE CV COMMON STOCK                | CUSIP: 282388909<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     16800 | NS      | $175151.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                                          | ESSENTIAL UTILITIES INC COMMON STOCK USD.5             | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14492 | NS      | $533305.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-238887.66   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $529.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corporation                                               | MOODY'S CORP COMMON STOCK USD.01                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1885 | NS      | $972151.05    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-17257.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought EUR                                              | Sold CAD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1433.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1470.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-47.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $106.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                                              | Sold USD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $4928.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought EUR                                              | Sold AUD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1558.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-2052.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1319.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought NOK                                              | Sold SEK /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $512.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-274.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $86.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $273.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought SEK                                              | Sold CAD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-890.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $574.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-2068.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1359.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought JPY                                              | Sold NOK /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-227260.67   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $21331.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2417.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $151.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-974.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1831.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-33833.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $2529.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1929.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $652.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1259.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-4851.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1081.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3638.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $272.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1403.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-2742.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-251191.79   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-7363.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought AUD                                              | Sold SEK /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $4324.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-217.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-178.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $179.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-416.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $524.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-786.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1429.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-1120.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $134.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-73.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $887.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-14.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-19848.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-83546.29    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1164.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $632.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1858.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3010.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $134104.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1774.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $331.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $4.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-642478.56   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-20228.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3570.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-3144.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-2542.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1028.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-692.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-669.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1026.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought SEK                                              | Sold GBP /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-374.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-130.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $404.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-380.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $27647.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $102336.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought JPY                                              | Sold GBP /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1195.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2695.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought SEK                                              | Sold NOK /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $96.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $221.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1227.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought JPY                                              | Sold CAD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2750.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought GBP                                              | Sold SEK /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-168.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $410.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $5456.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1368.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-384.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $4797.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-537.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $741.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $196.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-541.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-314577.62   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NZD                                              | Sold JPY /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $2545.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                                              | Sold USD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-33121.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2514.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $7759.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $213.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought GBP                                              | Sold SEK /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-941.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $689.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $681.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-3514.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought SEK                                              | Sold CAD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-74.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-81.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-569.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought SEK                                              | Sold EUR /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-11.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $6659.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought SEK                                              | Sold GBP /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $1499.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $295.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-9422.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $3987.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1605.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-2934.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-442.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1903.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought NZD                                              | Sold AUD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $608.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-464.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $134.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2485.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                 | EVERSOURCE ENERGY COMMON STOCK USD5.0                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     13891 | NS      | $918195.10    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                               | META PLATFORMS INC COMMON STOCK USD.000006             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5430 | NS      | $4199779.20   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc.                                         | FERGUSON ENTERPRISES INC COMMON STOCK USD.0001         | CUSIP: 31488V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5770 | NS      | $1288614.10   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                                       | FISERV INC COMMON STOCK USD.01                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      5341 | NS      | $742078.54    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold GBP /Bought NOK                                              | Sold GBP /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-6557.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought JPY                                              | Sold SEK /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-6887.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4486.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2299.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-648.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $264.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $455.25       | 0.00%             |  |  |  | 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        |     11172 | NS      | $2905613.76   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                         | MSCI INC COMMON STOCK USD.01                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      6557 | NS      | $3680837.52   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                            | SANOFI SA COMMON STOCK EUR2.0                          | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     24934 | NS      | $2238343.41   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                 | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     15424 | NS      | $3072460.80   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                               | DEUTSCHE TELEKOM AG COMMON STOCK                       | CUSIP: 584235907<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     64142 | NS      | $2300513.10   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic Public Limited Company                                  | MEDTRONIC PLC COMMON STOCK USD.1                       | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     12776 | NS      | $1152906.24   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck and Co. Inc.                                                | MERCK and CO INC COMMON STOCK USD.5                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8159 | NS      | $637381.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                             | MICROSOFT CORP COMMON STOCK USD.00000625               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     23299 | NS      | $12430016.50  | 5.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $8597.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1551.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1603.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-2037.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought GBP                                              | Sold SEK /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-22097.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1116.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1506.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US 10YR NOTE CBT 0925                                             | US 10YR NOTE CBT 0925                                  | CUSIP: ADI2VWVH3<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       821 | NC      | $538113.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                               | BANCO BRADESCO SA PREFERENCE                           | CUSIP: B00FM5901<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |     43900 | NS      | $121753.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance (Group) Company of China Ltd.                   | PING AN INSURANCE GROUP CO OF COMMON STOCK CNY1.0      | CUSIP: B01FLR903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     59000 | NS      | $405056.29    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group                                               | STANDARD BANK GROUP LTD COMMON STOCK ZAR.1             | CUSIP: B030GJ908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     10357 | NS      | $133268.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CPFL Energia S.A.                                                 | CPFL ENERGIA SA COMMON STOCK                           | CUSIP: B031NN909<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     10100 | NS      | $68378.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKKEI 225 MINI 0925                                              | NIKKEI 225 MINI 0925                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |        98 | NC      | $-156033.03   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| SPI 200 FUTURES 0925                                              | SPI 200 FUTURES 0925                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |        14 | NC      | $-23569.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Samsung SDS Co.Ltd.                                               | SAMSUNG SDS CO LTD COMMON STOCK KRW500.0               | CUSIP: BRS2KY900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2261 | NS      | $259038.11    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                               | FUYAO GLASS INDUSTRY GROUP CO COMMON STOCK CNY1.0      | CUSIP: BWGCFG905<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |     16800 | NS      | $121120.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Union Group Public Company Limited                           | THAI UNION GROUP PCL FOREIGN SH. THB.25 A              | CUSIP: BYTBHT909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    358800 | NS      | $121525.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                                      | ALLEGION PLC COMMON STOCK USD.01                       | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2174 | NS      | $360710.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                                  | ACCENTURE PLC COMMON STOCK USD.0000225                 | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7045 | NS      | $1881719.50   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-298436.06   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $543.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2700.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $210.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought SEK                                              | Sold GBP /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $2158.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-19131.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-387.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought GBP                                              | Sold SEK /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1061.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-543358.18   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2049.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1392.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-22607.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-120.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1343.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                      | UNILEVER PLC COMMON STOCK GBP.00031111                 | CUSIP: BLRB26905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     19602 | NS      | $1145828.29   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO STOXX 50 0925                                                | EURO STOXX 50 0925                                     | CUSIP: ADI2RH507<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |       100 | NC      | $-24083.05    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Limited                                          | TENCENT HOLDINGS LTD COMMON STOCK HKD.00002            | CUSIP: BMMV2K903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9000 | NS      | $630109.78    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Limited                                                   | NASPERS LTD COMMON STOCK ZAR.02                        | CUSIP: BN0VX8908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      1305 | NS      | $402830.14    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tianhe Chemicals Group Limited                                    | TIANHE CHEMICALS GROUP LTD COMMON STOCK USD.000001     | CUSIP: BN7ZDG906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   4848409 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                     | INNER MONGOLIA YILI INDUSTRIAL COMMON STOCK CNY1.0     | CUSIP: BP3R2V902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     27900 | NS      | $106208.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI EMGMKT 0925                                                  | MSCI EMGMKT 0925                                       | CUSIP: ADI2RH598<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       117 | NC      | $-188968.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 0925                                          | SandP MID 400 EMINI 0925                               | CUSIP: ADI2S5WJ1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        28 | NC      | $-328203.44   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                  | NOVO NORDISK A/S COMMON STOCK DKK.1                    | CUSIP: BP6KMJ909<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     89296 | NS      | $4152975.35   | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Tunnel Engineering Co.Ltd.                               | SHANGHAI TUNNEL ENGINEERING CO COMMON STOCK CNY1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    122100 | NS      | $112141.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 IDX FUT 0925                                             | FTSE 100 IDX FUT 0925                                  | CUSIP: ADI2S5WX0<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        42 | NC      | $-136381.19   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer