# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-25-255299
**Filing Date:** 2025-10
**Character Count:** 103499
**Document Hash:** 1ea7799fbad5b0de4468261b2166135e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-255299.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001193125-25-255299

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260731

**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:** 251427530

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $239954029.25

**Total Liabilities:** $508557.08

**Net Assets:** $239445472.17

**Cash Not Reported:** $10723956.38

**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 | 0.58%                | -1.74%               | 1.97%                |
| Class ID C000107910 | 0.61%                | -1.82%               | 1.85%                |
| Class ID C000107911 | 0.67%                | -1.80%               | 2.03%                |
| Class ID C000107912 | 0.66%                | -1.79%               | 2.11%                |
| Class ID C000107913 | 0.66%                | -1.70%               | 2.01%                |
| Class ID C000113522 | 0.59%                | -1.75%               | 1.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5643090.09              | $-1437597.13                               |
| Month 2  | $3238429.50              | $-6146589.31                               |
| Month 3  | $5731141.58              | $229482.91                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                              | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-952.34      | -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      | $21.09        | 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      | $71889.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-660.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought GBP                                              | Sold AUD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2679.46     | -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      | $-2032.89     | -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      | $11.23        | 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      | $-43.60       | -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      | $-132.62      | -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      | $-686.02      | -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      | $125.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO plc                                                        | DIAGEO PLC COMMON STOCK GBP.2893518                    | CUSIP: 023740905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     70403 | NS      | $1952555.13   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGEN INC COMMON STOCK USD.0001                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      5506 | NS      | $1584131.26   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                        | APPLE INC COMMON STOCK USD.00001                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      3077 | NS      | $714294.78    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc.                                              | ARISTA NETWORKS INC COMMON STOCK USD.0001              | CUSIP: 040413205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21489 | NS      | $2934322.95   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                                     | ASSURANT INC COMMON STOCK USD.01                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      6634 | NS      | $1430356.74   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc.                                    | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     15994 | NS      | $4862975.70   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc.                                                     | AUTOZONE INC COMMON STOCK USD.01                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       463 | NS      | $1943919.39   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc.                                                        | BAIDU INC ADR USD.00005                                | CUSIP: 056752108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1489 | NS      | $141901.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                                         | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     42636 | NS      | $1052682.84   | 0.44%             |  |  |  | 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        |     14190 | NS      | $2738386.20   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| St. James's Place PLC                                             | ST JAMES'S PLACE PLC COMMON STOCK GBP.15               | CUSIP: 076693902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    165025 | NS      | $2829800.60   | 1.18%             |  |  |  | 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      | $3656179.65   | 1.53%             |  |  |  | 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      | $-2760.96     | -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      | $-1381.43     | -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      | $-29.33       | -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      | $-744.01      | -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      | $-5003.10     | -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      | $30.55        | 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      | $-436.46      | -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      | $183.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                            | TJX COS INC/THE COMMON STOCK USD1.0                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      6780 | NS      | $926215.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                | TAIWAN SEMICONDUCTOR MANUFACTU ADR                     | CUSIP: 874039100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13266 | NS      | $3062721.42   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                     | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1169 | NS      | $575989.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies Inc.                                      | TRAVELERS COS INC/THE COMMON STOCK                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      5399 | NS      | $1465882.49   | 0.61%             |  |  |  | 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      | $3296812.50   | 1.38%             |  |  |  | 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        |   1926300 | PA      | $1975661.44   | 0.83%             | 2036-02-15      | Fixed         | 4.50%                 | 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        |    468800 | PA      | $405090.81    | 0.17%             | 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        |    879000 | PA      | $778807.73    | 0.33%             | 2032-02-15      | Fixed         | 1.88%                 | 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      | $1221085.94   | 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        |   1423300 | PA      | $1439200.94   | 0.60%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 05/33 3.375             | CUSIP: 91282CHC8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    875500 | PA      | $839146.23    | 0.35%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 11/33 4.5               | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1643300 | PA      | $1694524.75   | 0.71%             | 2033-11-15      | Fixed         | 4.50%                 | 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        |   2109500 | PA      | $2097139.64   | 0.88%             | 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        |    234500 | PA      | $239080.08    | 0.10%             | 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        |   1265700 | PA      | $1240781.53   | 0.52%             | 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        |   1054700 | PA      | $1061621.47   | 0.44%             | 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        |    605900 | PA      | $626633.14    | 0.26%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corporation                               | CHINA CONSTRUCTION BANK CORP COMMON STOCK CNY1.0       | CUSIP: B0LMTQ900<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    264000 | NS      | $255499.74    | 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      | $84966.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                     | BROADCOM INC COMMON STOCK                              | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10383 | NS      | $3087800.37   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc.                                          | CBOE GLOBAL MARKETS INC COMMON STOCK                   | CUSIP: 12503M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $397811.70    | 0.17%             |  |  |  | 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        |      9791 | NS      | $2945818.17   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                            | CVS HEALTH CORP COMMON STOCK USD.01                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     31797 | NS      | $2325950.55   | 0.97%             |  |  |  | No            |                  1 | 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      | $2816756.34   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                     | CHUBB LTD COMMON STOCK                                 | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2186 | NS      | $601303.02    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                                | CISCO SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85311 | NS      | $5894136.99   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                                               | CROWN HOLDINGS INC COMMON STOCK USD5.0                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     18270 | NS      | $1815672.60   | 0.76%             |  |  |  | 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      | $240470.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                                       | DECKERS OUTDOOR CORP COMMON STOCK USD.01               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     10913 | NS      | $1305522.19   | 0.55%             |  |  |  | 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        |    190600 | NS      | $358846.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                         | EBAY INC COMMON STOCK USD.001                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     36849 | NS      | $3338887.89   | 1.39%             |  |  |  | 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      | $171658.92    | 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        |     14127 | NS      | $558157.77    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                 | EVERSOURCE ENERGY COMMON STOCK USD5.0                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     13612 | NS      | $872120.84    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                               | META PLATFORMS INC COMMON STOCK USD.000006             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6084 | NS      | $4494250.80   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                                  | FASTENAL CO COMMON STOCK USD.01                        | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11888 | NS      | $590358.08    | 0.25%             |  |  |  | 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      | $1333735.50   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                                        | ADOBE INC COMMON STOCK USD.0001                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     10728 | NS      | $3826677.60   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                                          | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     36397 | NS      | $2880094.61   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc.                                                           | F5 INC COMMON STOCK                                    | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5290 | NS      | $1656510.60   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                                       | FISERV INC COMMON STOCK USD.01                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      5234 | NS      | $723234.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc.                                                     | FORTINET INC COMMON STOCK USD.001                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     35772 | NS      | $2817760.44   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                              | GLOBAL PAYMENTS INC COMMON STOCK                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     18267 | NS      | $1622474.94   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                                   | GLOBE LIFE INC COMMON STOCK USD1.0                     | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3421 | NS      | $478768.95    | 0.20%             |  |  |  | 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        |       997 | NS      | $588665.03    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                      | CAPGEMINI SE COMMON STOCK EUR8.0                       | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2648 | NS      | $376625.23    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                             | HOWMET AEROSPACE INC COMMON STOCK                      | CUSIP: 443201108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11764 | NS      | $2048112.40   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                       | INTUIT INC COMMON STOCK USD.01                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      5316 | NS      | $3545772.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                               | JOHNSON + JOHNSON COMMON STOCK USD1.0                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     23085 | NS      | $4089969.45   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc.                                             | LABCORP HOLDINGS INC COMMON STOCK USD.1                | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10947 | NS      | $3043156.53   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                                          | LAM RESEARCH CORP COMMON STOCK USD.001                 | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      8427 | NS      | $843964.05    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                 | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     15424 | NS      | $3174413.44   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                              | MCKESSON CORP COMMON STOCK USD.01                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      5821 | NS      | $3996931.44   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                               | DEUTSCHE TELEKOM AG COMMON STOCK                       | CUSIP: 584235907<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     62779 | NS      | $2297407.33   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                | MERCK and CO INC COMMON STOCK USD.5                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      7995 | NS      | $672539.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                             | MICROSOFT CORP COMMON STOCK USD.00000625               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     21496 | NS      | $10891808.24  | 4.55%             |  |  |  | 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      | $90292.68     | 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      | $68744.51     | 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        |     22993 | NS      | $1434993.13   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                               | MOODY'S CORP COMMON STOCK USD.01                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1885 | NS      | $960897.60    | 0.40%             |  |  |  | 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      | $401657.14    | 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      | $68356.00     | 0.03%             |  |  |  | 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        |      9339 | NS      | $364291.13    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kddi Corporation                                                  | KDDI CORP COMMON STOCK                                 | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30000 | NS      | $518499.44    | 0.22%             |  |  |  | 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      | $45422.21     | 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      | $274812.84    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                  | SHINHAN FINANCIAL GROUP CO LTD COMMON STOCK KRW5000.0  | CUSIP: 639750900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1531 | NS      | $71740.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc.                                                      | NETEASE INC ADR USD.0001                               | CUSIP: 64110W102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1947 | NS      | $265161.93    | 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      | $184854.57    | 0.08%             |  |  |  | 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      | $279056.87    | 0.12%             |  |  |  | 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        |     15657 | NS      | $1128086.85   | 0.47%             |  |  |  | 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      | $324479.56    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corporation                                                 | NAVER CORP COMMON STOCK KRW100.0                       | CUSIP: 656039906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       472 | NS      | $72557.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-467.78      | -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      | $-189.79      | -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      | $-348.97      | -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      | $-354.18      | -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      | $92.61        | 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      | $7.72         | 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      | $2807.73      | 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      | $36.34        | 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      | $1797746.13   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                 | SYSCO CORP COMMON STOCK USD1.0                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     17025 | NS      | $1370001.75   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Emirates Telecommunications Group Company PJSC                    | EMIRATES TELECOMMUNICATIONS GR COMMON STOCK AED1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |     19179 | NS      | $94427.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                     | ALIBABA GROUP HOLDING LTD ADR USD.000025               | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |      4636 | NS      | $625860.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                     | ALPHABET INC COMMON STOCK USD.001                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     57676 | NS      | $12279797.16  | 5.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                         | MSCI INC COMMON STOCK USD.01                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      6557 | NS      | $3722540.04   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                            | SANOFI SA COMMON STOCK EUR2.0                          | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     24433 | NS      | $2424056.93   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Incorporated                                           | MASTERCARD INC COMMON STOCK USD.0001                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5616 | NS      | $3343148.64   | 1.40%             |  |  |  | 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      | $2278495.18   | 0.95%             |  |  |  | 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      | $-24450.71    | -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      | $-473.45      | -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      | $-171.13      | -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      | $245.60       | 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      | $-9903.64     | -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      | $232.66       | 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      | $-1491.93     | -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      | $-245.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                       | RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1         | CUSIP: B24CGK904<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     31068 | NS      | $2322885.65   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola S.A.                                                    | IBERDROLA SA COMMON STOCK EUR.75                       | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    127277 | NS      | $2399297.12   | 1.00%             |  |  |  | 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      | $18312.62     | 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      | $-4395.46     | -0.00%            |  |  |  | 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      | $240019.05    | 0.10%             |  |  |  | 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      | $229245.88    | 0.10%             |  |  |  | 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      | $-1133.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-21591.53    | -0.01%            |  |  |  | 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        |     11458 | NS      | $44294.10     | 0.02%             |  |  |  | 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      | $341154.00    | 0.14%             |  |  |  | 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        |     35900 | NS      | $153202.16    | 0.06%             |  |  |  | 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      | $72669.66     | 0.03%             |  |  |  | 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      | $91424.46     | 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      | $100230.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                 | NATIONAL GRID PLC COMMON STOCK GBP.1243129             | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     30912 | NS      | $434194.75    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev S.A.                                                        | AMBEV SA COMMON STOCK                                  | CUSIP: BG7ZWY901<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    113800 | NS      | $259215.95    | 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      | $442658.68    | 0.18%             |  |  |  | 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      | $523371.26    | 0.22%             |  |  |  | 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      | $473969.36    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                      | UNILEVER PLC COMMON STOCK GBP.00031111                 | CUSIP: BLRB26905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     19208 | NS      | $1209633.77   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                          | TENCENT HOLDINGS LTD COMMON STOCK HKD.00002            | CUSIP: BMMV2K903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9000 | NS      | $697000.09    | 0.29%             |  |  |  | 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      | $430547.24    | 0.18%             |  |  |  | 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      | $-1452.43     | -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      | $50.21        | 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      | $646.80       | 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      | $-11.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                   | AMAZON.COM INC COMMON STOCK USD.01                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8961 | NS      | $2052069.00   | 0.86%             |  |  |  | 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        |     77267 | NS      | $5330650.33   | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                         | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5728 | NS      | $481552.96    | 0.20%             |  |  |  | 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      | $58572.90     | 0.02%             |  |  |  | No            |                  1 | 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      | $19455.16     | 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      | $-110.22      | -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      | $155.09       | 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      | $-238.63      | -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      | $-1374.98     | -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      | $-29.92       | -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      | $-0.27        | -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      | $-345.58      | -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      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | 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      | $51177.90     | 0.02%             |  |  |  | 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      | $-269.33      | -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      | $-2958.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-32537.48    | -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      | $115.46       | 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      | $-689.46      | -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      | $-662.76      | -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      | $-3712.68     | -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      | $402.72       | 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      | $-6443.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought NZD                                              | Sold GBP /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $9189.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought NZD                                              | Sold GBP /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $4477.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought NZD                                              | Sold GBP /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $11915.96     | 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      | $50.67        | 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      | $-77.79       | -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      | $268.00       | 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      | $-90.45       | -0.00%            |  |  |  | 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        |      2499 | NS      | $330490.55    | 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      | $108193.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International S.A.                                       | LOGITECH INTERNATIONAL SA COMMON STOCK CHF.25          | CUSIP: B18ZRK909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5540 | NS      | $572047.68    | 0.24%             |  |  |  | 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        |     28600 | NS      | $156507.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                          | VINCI SA COMMON STOCK EUR2.5                           | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     20555 | NS      | $2787916.39   | 1.16%             |  |  |  | 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      | $81330.91     | 0.03%             |  |  |  | No            |                  1 | 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        |     68800 | NS      | $275797.47    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                  | NOVO NORDISK A/S COMMON STOCK DKK.1                    | CUSIP: BP6KMJ909<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     88806 | NS      | $5018374.79   | 2.10%             |  |  |  | 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      | $-182.65      | -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      | $-20.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-122119.68   | -0.05%            |  |  |  | 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      | $-25.68       | -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      | $-330.73      | -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      | $34.68        | 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      | $-34285.63    | -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      | $-7751.32     | -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      | $133.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-6471.18     | -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      | $-4.88        | -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      | $-22066.25    | -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      | $123.43       | 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      | $-292.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 MINI 0925                                              | NIKKEI 225 MINI 0925                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |        95 | NC      | $-234180.80   | -0.10%            |  |  |  | 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        |        13 | NC      | $-79716.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE (CBT)DEC25                                           | US 10YR NOTE (CBT)DEC25                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       823 | NC      | $393445.03    | 0.16%             |  |  |  | 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      | $238875.83    | 0.10%             |  |  |  | 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      | $148259.63    | 0.06%             |  |  |  | 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      | $136445.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                                      | ALLEGION PLC COMMON STOCK USD.01                       | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      6758 | NS      | $1147508.40   | 0.48%             |  |  |  | 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      | $1831488.65   | 0.76%             |  |  |  | No            |                  1 | 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      | $-126212.30   | -0.05%            |  |  |  | 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      | $-99.21       | -0.00%            |  |  |  | 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      | $256132.59    | 0.11%             |  |  |  | No            |                  2 | 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        |   1122000 | NS      | $1186711.11   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                | NVIDIA CORP COMMON STOCK USD.001                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      7077 | NS      | $1232671.86   | 0.51%             |  |  |  | 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      | $35666.49     | 0.01%             |  |  |  | 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      | $499697.89    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corporation                                             | ADVANTEST CORP COMMON STOCK                            | CUSIP: 687049007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $581168.07    | 0.24%             |  |  |  | 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      | $110475.58    | 0.05%             |  |  |  | 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      | $-1181.74     | -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      | $-625.22      | -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      | $552.16       | 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      | $-7199.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought NZD                                              | Sold GBP /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $9046.25      | 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      | $-16497.51    | -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      | $348.79       | 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      | $128.26       | 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      | $775.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     23597 | NS      | $1043695.31   | 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      | $71362.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                         | VISA INC COMMON STOCK USD.0001                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10450 | NS      | $3676101.00   | 1.54%             |  |  |  | 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      | $155357.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gedeon Richter Plc.                                               | RICHTER GEDEON NYRT COMMON STOCK HUF100.0              | CUSIP: ACI06DSC4<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |      2627 | NS      | $79685.61     | 0.03%             |  |  |  | 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      | $194493.74    | 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        |        83 | NC      | $-1697496.63  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 0925                                                | EURO STOXX 50 0925                                     | CUSIP: ADI2RH507<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        99 | NC      | $-62359.91    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI EMGMKT 0925                                                  | MSCI EMGMKT 0925                                       | CUSIP: ADI2RH598<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       117 | NC      | $-346333.00   | -0.14%            |  |  |  | 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      | $-574392.50   | -0.24%            |  |  |  | No            |                  1 | 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      | $-196122.02   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0925                                             | EURO-BUND FUTURE 0925                                  | CUSIP: ADI2VGSY5<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        50 | NC      | $-69082.33    | -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      | $23343.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                               | BANCO BRADESCO SA PREFERENCE                           | CUSIP: B00FM5901<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |     43900 | NS      | $136270.28    | 0.06%             |  |  |  | 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      | $429557.96    | 0.18%             |  |  |  | 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      | $145712.47    | 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      | $73339.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lojas Renner S.A.                                                 | LOJAS RENNER SA SPONSORE ADR COMMON STOCK              | CUSIP: B0CGYD906<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     32700 | NS      | $98066.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Company Limited                                    | DAIICHI SANKYO CO LTD COMMON STOCK                     | CUSIP: B0J7D9901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54000 | NS      | $1291229.73   | 0.54%             |  |  |  | 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      | $1535506.79   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc.                                                          | PTC INC COMMON STOCK USD.01                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      6676 | NS      | $1425326.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc.                                                      | PAYCHEX INC COMMON STOCK USD.01                        | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23501 | NS      | $3277331.96   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc.                                              | PAYPAL HOLDINGS INC COMMON STOCK                       | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     57253 | NS      | $4018588.07   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                       | NOVARTIS AG COMMON STOCK CHF.49                        | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     27592 | NS      | $3492376.40   | 1.46%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                      | PEPSICO INC COMMON STOCK USD.017                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     11046 | NS      | $1641987.90   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                       | PFIZER INC COMMON STOCK USD.05                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     49313 | NS      | $1220989.88   | 0.51%             |  |  |  | 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      | $15010.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                             | QUALCOMM INC COMMON STOCK USD.0001                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5442 | NS      | $874692.66    | 0.37%             |  |  |  | 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        |      1695 | NS      | $330169.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                     | HEINEKEN NV COMMON STOCK EUR1.6                        | CUSIP: 779255900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      5126 | NS      | $415771.38    | 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        |      1868 | NS      | $1024485.92   | 0.43%             |  |  |  | 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      | $41486.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer