# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-23-004255
**Filing Date:** 2023-1
**Character Count:** 1564016
**Document Hash:** febf6a9b27f24bdaf2575241cc3bd817
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004255.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001145549-23-004255

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971
- **IRS NUMBER:** 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:** 23562184

**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

### International Strategic Equity Allocation Fund (Series ID: S000055170)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000173477 | Class NAV    |  |

## Nport-Ex

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Capital Appreciation Fund

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 98.4%** | **COMMON STOCKS – 98.4%** |  |
| **Communication services – 10.3%** |  |  |
| **Entertainment – 1.7%** | **Entertainment – 1.7%** |  |
| Netflix, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58375 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17835314 |
| ROBLOX Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5403600 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23238914 |
| **Interactive media and services – 6.4%** | **Interactive media and services – 6.4%** |  |
| Alphabet, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38440531 |
| Alphabet, Inc., Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37192077 |
| Meta Platforms, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5863901 |
| ZoomInfo Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4929954 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86426463 |
| **Media – 0.8%** | **Media – 0.8%** |  |
| The Trade Desk, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10380709 |
| **Wireless telecommunication services – 1.4%** | **Wireless telecommunication services – 1.4%** |  |
| T-Mobile US, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18108709 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138154795 |
| **Consumer discretionary – 27.1%** |  |  |
| **Automobiles – 5.6%** | **Automobiles – 5.6%** |  |
| Tesla, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75476039 |
| **Hotels, restaurants and leisure – 4.1%** | **Hotels, restaurants and leisure – 4.1%** |  |
| Airbnb, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12040672 |
| Chipotle Mexican Grill, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13248335 |
| Marriott International, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17465755 |
| McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11648406 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54403168 |
| **Internet and direct marketing retail – 6.4%** | **Internet and direct marketing retail – 6.4%** |  |
| Amazon.com, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66672069 |
| MercadoLibre, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19782500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86454569 |
| **Multiline retail – 0.5%** | **Multiline retail – 0.5%** |  |
| Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7320673 |
| **Specialty retail – 4.5%** | **Specialty retail – 4.5%** |  |
| O'Reilly Automotive, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16216177 |
| The Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23554073 |
| The TJX Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20483914 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60254164 |
| **Textiles, apparel and luxury goods – 6.0%** | **Textiles, apparel and luxury goods – 6.0%** |  |
| Lululemon Athletica, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26257743 |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40931621 |
| NIKE, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12950550 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80139914 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364048527 |
| **Consumer staples – 3.8%** |  |  |
| **Food and staples retailing – 2.6%** | **Food and staples retailing – 2.6%** |  |
| Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34011576 |
| **Personal products – 1.2%** | **Personal products – 1.2%** |  |
| The Estee Lauder Companies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16518976 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50530552 |
| **Energy – 2.0%** |  |  |
| **Energy equipment and services – 2.0%** | **Energy equipment and services – 2.0%** |  |
| Schlumberger, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26665784 |
| **Financials – 3.6%** |  |  |
| **Capital markets – 3.6%** | **Capital markets – 3.6%** |  |
| KKR & Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7381207 |
| S&P Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19584986 |
| The Goldman Sachs Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20933964 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47900157 |

---

#### Capital Appreciation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Health care – 13.5%** |  |  |
| **Biotechnology – 1.5%** | **Biotechnology – 1.5%** |  |
| Vertex Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;64149 | $&nbsp;&nbsp;&nbsp;&nbsp;20296744 |
| **Health care equipment and supplies – 2.5%** | **Health care equipment and supplies – 2.5%** |  |
| Abbott Laboratories | &nbsp;&nbsp;65735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7071771 |
| DexCom, Inc. (A) | &nbsp;&nbsp;95123 | &nbsp;&nbsp;&nbsp;&nbsp;11060902 |
| Intuitive Surgical, Inc. (A) | &nbsp;&nbsp;55652 | &nbsp;&nbsp;&nbsp;&nbsp;15047744 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;33180417 |
| **Health care providers and services – 2.6%** | **Health care providers and services – 2.6%** |  |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;62953 | &nbsp;&nbsp;&nbsp;&nbsp;34483135 |
| **Life sciences tools and services – 1.6%** | **Life sciences tools and services – 1.6%** |  |
| Danaher Corp. | &nbsp;&nbsp;76237 | &nbsp;&nbsp;&nbsp;&nbsp;20843958 |
| **Pharmaceuticals – 5.3%** | **Pharmaceuticals – 5.3%** |  |
| Eli Lilly & Company | 136018 | &nbsp;&nbsp;&nbsp;&nbsp;50473559 |
| Novo Nordisk A/S, ADR | 170793 | &nbsp;&nbsp;&nbsp;&nbsp;21280808 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;71754367 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;180558621 |
| **Industrials – 2.5%** |  |  |
| **Aerospace and defense – 0.8%** | **Aerospace and defense – 0.8%** |  |
| Northrop Grumman Corp. | &nbsp;&nbsp;20114 | &nbsp;&nbsp;&nbsp;&nbsp;10726595 |
| **Road and rail – 1.7%** | **Road and rail – 1.7%** |  |
| Uber Technologies, Inc. (A) | 812689 | &nbsp;&nbsp;&nbsp;&nbsp;23681757 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;34408352 |
| **Information technology – 34.0%** |  |  |
| **IT services – 9.0%** | **IT services – 9.0%** |  |
| Adyen NV (A)(B) | &nbsp;&nbsp;11199 | &nbsp;&nbsp;&nbsp;&nbsp;17641995 |
| Mastercard, Inc., Class A | 115047 | &nbsp;&nbsp;&nbsp;&nbsp;41002751 |
| Snowflake, Inc., Class A (A) | &nbsp;&nbsp;86315 | &nbsp;&nbsp;&nbsp;&nbsp;12334414 |
| Visa, Inc., Class A | 226028 | &nbsp;&nbsp;&nbsp;&nbsp;49048076 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;120027236 |
| **Semiconductors and semiconductor equipment – 7.0%** | **Semiconductors and semiconductor equipment – 7.0%** |  |
| ASML Holding NV, NYRS | &nbsp;&nbsp;30856 | &nbsp;&nbsp;&nbsp;&nbsp;18764151 |
| Broadcom, Inc. | &nbsp;&nbsp;51658 | &nbsp;&nbsp;&nbsp;&nbsp;28465106 |
| NVIDIA Corp. | 278234 | &nbsp;&nbsp;&nbsp;&nbsp;47085540 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;94314797 |
| **Software – 11.4%** | **Software – 11.4%** |  |
| Adobe, Inc. (A) | &nbsp;&nbsp;57648 | &nbsp;&nbsp;&nbsp;&nbsp;19884525 |
| Atlassian Corp., Class A (A) | &nbsp;&nbsp;85396 | &nbsp;&nbsp;&nbsp;&nbsp;11233844 |
| Crowdstrike Holdings, Inc., Class A (A) | &nbsp;&nbsp;84755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9971426 |
| HubSpot, Inc. (A) | &nbsp;&nbsp;14218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4308481 |
| Microsoft Corp. | 296814 | &nbsp;&nbsp;&nbsp;&nbsp;75729124 |
| salesforce.com, Inc. (A) | 195578 | &nbsp;&nbsp;&nbsp;&nbsp;31341375 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;152468775 |
| **Technology hardware, storage and peripherals – 6.6%** | **Technology hardware, storage and peripherals – 6.6%** |  |
| Apple, Inc. | 600126 | &nbsp;&nbsp;&nbsp;&nbsp;88836652 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;455647460 |
| **Real estate – 1.6%** |  |  |
| **Equity real estate investment trusts – 1.6%** | **Equity real estate investment trusts – 1.6%** |  |
| American Tower Corp. | &nbsp;&nbsp;97058 | &nbsp;&nbsp;&nbsp;&nbsp;21474083 |
| TOTAL COMMON STOCKS (Cost $700,884,410) | TOTAL COMMON STOCKS (Cost $700,884,410) | $1319388331 |
| **PREFERRED SECURITIES – 0.7%** |  |  |
| **Consumer discretionary – 0.7%** |  |  |
| **Automobiles – 0.7%** | **Automobiles – 0.7%** |  |
| Dr. Ing. h.c. F. Porsche AG (A) | &nbsp;&nbsp;79389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8988207 |
| TOTAL PREFERRED SECURITIES (Cost $6,419,583) | TOTAL PREFERRED SECURITIES (Cost $6,419,583) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8988207 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Capital Appreciation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| SHORT-TERM INVESTMENTS – 1.1% | SHORT-TERM INVESTMENTS – 1.1% |  |
| **Short-term funds – 1.1%** |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.6508% (C) | 14226898 | $&nbsp;&nbsp;&nbsp;&nbsp;14226898 |
| TOTAL SHORT-TERM INVESTMENTS (Cost $14,226,898) | TOTAL SHORT-TERM INVESTMENTS (Cost $14,226,898) | $&nbsp;&nbsp;&nbsp;&nbsp;14226898 |
| **Total Investments (Capital Appreciation Fund)<br> (Cost $721,530,891) – 100.2%** | **Total Investments (Capital Appreciation Fund)<br> (Cost $721,530,891) – 100.2%** | $**1342603436** |
| **Other assets and liabilities, net – (0.2%)** | **Other assets and liabilities, net – (0.2%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(2389485)** |
| **TOTAL NET ASSETS – 100.0%** | **TOTAL NET ASSETS – 100.0%** | $**1340213951** |

---

---

| | |
|:---|:---|
| <u>Security Abbreviations and Legend</u> | <u>Security Abbreviations and Legend</u> |
| ADR | American Depositary Receipt |
| NYRS | New York Registry Shares |
| (A) | Non-income producing security. |
| (B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (C) | The rate shown is the annualized seven-day yield as of 11-30-22. |

---

#### Capital Appreciation Value Fund

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 60.9%** | **COMMON STOCKS – 60.9%** |  |
| **Communication services – 2.1%** |  |  |
| **Entertainment – 0.0%** | **Entertainment – 0.0%** |  |
| Madison Square Garden Sports Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226673 |
| **Interactive media and services – 2.1%** | **Interactive media and services – 2.1%** |  |
| Alphabet, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20981682 |
| Alphabet, Inc., Class C (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888999 |
| Meta Platforms, Inc., Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3064459 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25935140 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26161813 |
| **Consumer discretionary – 5.0%** |  |  |
| **Auto components – 0.1%** | **Auto components – 0.1%** |  |
| Mobileye Global, Inc., Class A (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571169 |
| **Hotels, restaurants and leisure – 3.2%** | **Hotels, restaurants and leisure – 3.2%** |  |
| Hilton Worldwide Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4268617 |
| Starbucks Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6693793 |
| Yum! Brands, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28747790 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39710200 |
| **Internet and direct marketing retail – 1.7%** | **Internet and direct marketing retail – 1.7%** |  |
| Amazon.com, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21802014 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62083383 |
| **Consumer staples – 0.3%** |  |  |
| **Beverages – 0.3%** | **Beverages – 0.3%** |  |
| Keurig Dr. Pepper, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367777 |
| **Energy – 1.6%** |  |  |
| **Oil, gas and consumable fuels – 1.6%** | **Oil, gas and consumable fuels – 1.6%** |  |
| ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483416 |
| EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12160704 |
| Pioneer Natural Resources Company | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5544821 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20188941 |
| **Financials – 6.7%** |  |  |
| **Banks – 2.7%** | **Banks – 2.7%** |  |
| The PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34556229 |
| **Capital markets – 3.2%** | **Capital markets – 3.2%** |  |
| Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22182863 |
| KKR & Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9210920 |

---

#### Capital Appreciation Value Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Capital markets (continued)** | **Capital markets (continued)** |  |
| MSCI, Inc. | &nbsp;&nbsp;&nbsp;8560 | $&nbsp;&nbsp;&nbsp;&nbsp;4347025 |
| S&P Global, Inc. | &nbsp;&nbsp;11478 | &nbsp;&nbsp;&nbsp;&nbsp;4049438 |
|  |  | &nbsp;&nbsp;&nbsp;39790246 |
| **Insurance – 0.8%** | **Insurance – 0.8%** |  |
| Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;57671 | &nbsp;&nbsp;&nbsp;&nbsp;9987464 |
|  |  | &nbsp;&nbsp;&nbsp;84333939 |
| **Health care – 13.4%** |  |  |
| **Health care equipment and supplies – 3.8%** | **Health care equipment and supplies – 3.8%** |  |
| Alcon, Inc. | 161197 | &nbsp;&nbsp;&nbsp;11116086 |
| Baxter International, Inc. | &nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;4635460 |
| Becton, Dickinson and Company | &nbsp;&nbsp;49346 | &nbsp;&nbsp;&nbsp;12303932 |
| Stryker Corp. | &nbsp;&nbsp;29243 | &nbsp;&nbsp;&nbsp;&nbsp;6839645 |
| Teleflex, Inc. | &nbsp;&nbsp;54878 | &nbsp;&nbsp;&nbsp;12848037 |
|  |  | &nbsp;&nbsp;&nbsp;47743160 |
| **Health care providers and services – 1.9%** | **Health care providers and services – 1.9%** |  |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;44308 | &nbsp;&nbsp;&nbsp;24270150 |
| **Life sciences tools and services – 6.7%** | **Life sciences tools and services – 6.7%** |  |
| Avantor, Inc. (B) | 644225 | &nbsp;&nbsp;&nbsp;14353333 |
| Danaher Corp. | &nbsp;&nbsp;71250 | &nbsp;&nbsp;&nbsp;19480463 |
| PerkinElmer, Inc. | 178441 | &nbsp;&nbsp;&nbsp;24933561 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;44768 | &nbsp;&nbsp;&nbsp;25079929 |
|  |  | &nbsp;&nbsp;&nbsp;83847286 |
| **Pharmaceuticals – 1.0%** | **Pharmaceuticals – 1.0%** |  |
| Catalent, Inc. (B) | &nbsp;&nbsp;89799 | &nbsp;&nbsp;&nbsp;&nbsp;4501624 |
| Eli Lilly & Company | &nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;7570032 |
|  |  | &nbsp;&nbsp;&nbsp;12071656 |
|  |  | 167932252 |
| **Industrials – 9.5%** |  |  |
| **Commercial services and supplies – 1.4%** | **Commercial services and supplies – 1.4%** |  |
| Aurora Innovation, Inc. (B)(C) | 933270 | &nbsp;&nbsp;&nbsp;&nbsp;1175920 |
| Waste Connections, Inc. | 117009 | &nbsp;&nbsp;&nbsp;16907801 |
|  |  | &nbsp;&nbsp;&nbsp;18083721 |
| **Industrial conglomerates – 1.7%** | **Industrial conglomerates – 1.7%** |  |
| General Electric Company (A) | 243450 | &nbsp;&nbsp;&nbsp;20929397 |
| **Machinery – 3.8%** | **Machinery – 3.8%** |  |
| Fortive Corp. | 361546 | &nbsp;&nbsp;&nbsp;24422432 |
| Ingersoll Rand, Inc. | 420694 | &nbsp;&nbsp;&nbsp;22704855 |
|  |  | &nbsp;&nbsp;&nbsp;47127287 |
| **Professional services – 2.6%** | **Professional services – 2.6%** |  |
| Equifax, Inc. | &nbsp;&nbsp;81725 | &nbsp;&nbsp;&nbsp;16130063 |
| TransUnion | 266336 | &nbsp;&nbsp;&nbsp;16800475 |
|  |  | &nbsp;&nbsp;&nbsp;32930538 |
|  |  | 119070943 |
| **Information technology – 18.7%** |  |  |
| **Electronic equipment, instruments and components – 3.0%** | **Electronic equipment, instruments and components – 3.0%** |  |
| TE Connectivity, Ltd. | 179785 | &nbsp;&nbsp;&nbsp;22674484 |
| Teledyne Technologies, Inc. (B) | &nbsp;&nbsp;34267 | &nbsp;&nbsp;&nbsp;14395567 |
|  |  | &nbsp;&nbsp;&nbsp;37070051 |
| **IT services – 1.4%** | **IT services – 1.4%** |  |
| Mastercard, Inc., Class A | &nbsp;&nbsp;26985 | &nbsp;&nbsp;&nbsp;&nbsp;9617454 |
| Visa, Inc., Class A | &nbsp;&nbsp;39610 | &nbsp;&nbsp;&nbsp;&nbsp;8595370 |
|  |  | &nbsp;&nbsp;&nbsp;18212824 |
| **Semiconductors and semiconductor equipment – 4.3%** | **Semiconductors and semiconductor equipment – 4.3%** |  |
| NVIDIA Corp. | &nbsp;&nbsp;52928 | &nbsp;&nbsp;&nbsp;&nbsp;8957005 |
| NXP Semiconductors NV | 147156 | &nbsp;&nbsp;&nbsp;25875911 |
| Texas Instruments, Inc. | 103741 | &nbsp;&nbsp;&nbsp;18721101 |
|  |  | &nbsp;&nbsp;&nbsp;53554017 |
| **Software – 7.8%** | **Software – 7.8%** |  |
| Black Knight, Inc. (B) | 100042 | &nbsp;&nbsp;&nbsp;&nbsp;6201604 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Capital Appreciation Value Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Software (continued)** | **Software (continued)** |  |
| Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;259742 | $&nbsp;&nbsp;&nbsp;66270569 |
| Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33407 | &nbsp;&nbsp;&nbsp;14661998 |
| salesforce.com, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69410 | &nbsp;&nbsp;&nbsp;11122953 |
|  |  | &nbsp;&nbsp;&nbsp;98257124 |
| **Technology hardware, storage and peripherals – 2.2%** | **Technology hardware, storage and peripherals – 2.2%** |  |
| Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;182517 | &nbsp;&nbsp;&nbsp;27017992 |
|  |  | 234112008 |
| **Materials – 0.9%** |  |  |
| **Chemicals – 0.9%** | **Chemicals – 0.9%** |  |
| Linde PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35206 | &nbsp;&nbsp;&nbsp;11846115 |
| **Utilities – 2.7%** |  |  |
| **Electric utilities – 1.0%** | **Electric utilities – 1.0%** |  |
| Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57642 | &nbsp;&nbsp;&nbsp;&nbsp;2384650 |
| Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;138800 | &nbsp;&nbsp;&nbsp;&nbsp;9746536 |
|  |  | &nbsp;&nbsp;&nbsp;12131186 |
| **Multi-utilities – 1.7%** | **Multi-utilities – 1.7%** |  |
| Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;196307 | &nbsp;&nbsp;&nbsp;17534141 |
| Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75700 | &nbsp;&nbsp;&nbsp;&nbsp;4583635 |
|  |  | &nbsp;&nbsp;&nbsp;22117776 |
|  |  | &nbsp;&nbsp;&nbsp;34248962 |
| TOTAL COMMON STOCKS (Cost $722,338,197) | TOTAL COMMON STOCKS (Cost $722,338,197) | $764346133 |
| **PREFERRED SECURITIES – 0.5%** |  |  |
| **Financials – 0.0%** |  |  |
| **Capital markets – 0.0%** | **Capital markets – 0.0%** |  |
| The Charles Schwab Corp., 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200320 |
| **Utilities – 0.5%** |  |  |
| **Electric utilities – 0.1%** | **Electric utilities – 0.1%** |  |
| SCE Trust IV, 5.375% (5.375% to 9-15-25, then 3 month LIBOR + 3.132%) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887674 |
| **Multi-utilities – 0.4%** | **Multi-utilities – 0.4%** |  |
| CMS Energy Corp., 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84700 | &nbsp;&nbsp;&nbsp;&nbsp;1993838 |
| CMS Energy Corp., 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;105488 | &nbsp;&nbsp;&nbsp;&nbsp;2451541 |
| NiSource, Inc., 6.500% (6.500% to 3-15-24, then 5 Year CMT + 3.632%) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405610 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;4850989 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;5738663 |
| TOTAL PREFERRED SECURITIES (Cost $6,558,800) | TOTAL PREFERRED SECURITIES (Cost $6,558,800) | $&nbsp;&nbsp;&nbsp;&nbsp;5938983 |
| **U.S. GOVERNMENT AND AGENCY<br> OBLIGATIONS – 8.6%** |  |  |
| **U.S. Government – 8.6%** |  |  |
| U.S. Treasury Notes<br> 2.750%, 08/15/2032 | $116148800 | 107582826 |
| TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $105,527,320) | TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $105,527,320) | $107582826 |
| **CORPORATE BONDS - 8.2%** |  |  |
| **Communication services - 1.3%** |  |  |
| Altice France Holding SA<br> 10.500%, 05/15/2027 (D) | &nbsp;&nbsp;&nbsp;1940000 | &nbsp;&nbsp;&nbsp;&nbsp;1532600 |
| Arches Buyer, Inc.<br> 4.250%, 06/01/2028 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4113 |
| CCO Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.000%, 02/01/2028 (D) | &nbsp;&nbsp;&nbsp;6912000 | &nbsp;&nbsp;&nbsp;&nbsp;6353925 |
| &nbsp;&nbsp;&nbsp;5.125%, 05/01/2027 (D) | &nbsp;&nbsp;&nbsp;7026000 | &nbsp;&nbsp;&nbsp;&nbsp;6650039 |
| &nbsp;&nbsp;&nbsp;5.500%, 05/01/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315250 |
| Lamar Media Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 01/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99924 |
| &nbsp;&nbsp;&nbsp;3.750%, 02/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628106 |
| Live Nation Entertainment, Inc.<br> 4.875%, 11/01/2024 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88593 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) |  |  |
| **Communication services (continued)** |  |  |
| Sirius XM Radio, Inc.<br> 5.000%, 08/01/2027 (D) | $1004000 | $&nbsp;&nbsp;&nbsp;&nbsp;936973 |
|  |  | 16609523 |
| **Consumer discretionary - 2.8%** |  |  |
| Cedar Fair LP |  |  |
| &nbsp;&nbsp;&nbsp;5.250%, 07/15/2029 | 2136000 | &nbsp;&nbsp;&nbsp;1865961 |
| &nbsp;&nbsp;&nbsp;5.375%, 04/15/2027 | 2413000 | &nbsp;&nbsp;&nbsp;2308383 |
| &nbsp;&nbsp;&nbsp;5.500%, 05/01/2025 (D) | 1606000 | &nbsp;&nbsp;&nbsp;1600893 |
| &nbsp;&nbsp;&nbsp;6.500%, 10/01/2028 | 2203000 | &nbsp;&nbsp;&nbsp;2114880 |
| Clarios Global LP |  |  |
| &nbsp;&nbsp;&nbsp;6.250%, 05/15/2026 (D) | &nbsp;&nbsp;689000 | &nbsp;&nbsp;&nbsp;&nbsp;682544 |
| &nbsp;&nbsp;&nbsp;6.750%, 05/15/2025 (D) | &nbsp;&nbsp;539000 | &nbsp;&nbsp;&nbsp;&nbsp;538656 |
| &nbsp;&nbsp;&nbsp;8.500%, 05/15/2027 (D) | 1465000 | &nbsp;&nbsp;&nbsp;1433659 |
| Hilton Domestic Operating Company, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 02/15/2032 (D) | &nbsp;&nbsp;667000 | &nbsp;&nbsp;&nbsp;&nbsp;549148 |
| &nbsp;&nbsp;&nbsp;3.750%, 05/01/2029 (D) | &nbsp;&nbsp;416000 | &nbsp;&nbsp;&nbsp;&nbsp;369163 |
| &nbsp;&nbsp;&nbsp;4.000%, 05/01/2031 (D) | &nbsp;&nbsp;576000 | &nbsp;&nbsp;&nbsp;&nbsp;484512 |
| &nbsp;&nbsp;&nbsp;4.875%, 01/15/2030 | &nbsp;&nbsp;288000 | &nbsp;&nbsp;&nbsp;&nbsp;266515 |
| &nbsp;&nbsp;&nbsp;5.375%, 05/01/2025 (D) | &nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;233498 |
| &nbsp;&nbsp;&nbsp;5.750%, 05/01/2028 (D) | &nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp;119594 |
| Hilton Worldwide Finance LLC<br> 4.875%, 04/01/2027 | &nbsp;&nbsp;256000 | &nbsp;&nbsp;&nbsp;&nbsp;246239 |
| KFC Holding Company/Pizza Hut Holdings LLC/Taco Bell of America LLC<br> 4.750%, 06/01/2027 (D) | 3513000 | &nbsp;&nbsp;&nbsp;3369986 |
| Life Time, Inc.<br> 5.750%, 01/15/2026 (D) | 1560000 | &nbsp;&nbsp;&nbsp;1500049 |
| Mattel, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 04/01/2026 (D) | &nbsp;&nbsp;196000 | &nbsp;&nbsp;&nbsp;&nbsp;179989 |
| &nbsp;&nbsp;&nbsp;3.750%, 04/01/2029 (D) | &nbsp;&nbsp;418000 | &nbsp;&nbsp;&nbsp;&nbsp;366030 |
| &nbsp;&nbsp;&nbsp;5.875%, 12/15/2027 (D) | &nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;146676 |
| Service Corp. International<br> 3.375%, 08/15/2030 | &nbsp;&nbsp;669000 | &nbsp;&nbsp;&nbsp;&nbsp;556943 |
| Six Flags Entertainment Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 07/31/2024 (D) | 5138000 | &nbsp;&nbsp;&nbsp;4994316 |
| &nbsp;&nbsp;&nbsp;5.500%, 04/15/2027 (D) | 3022000 | &nbsp;&nbsp;&nbsp;2728685 |
| Six Flags Theme Parks, Inc.<br> 7.000%, 07/01/2025 (D) | 1069000 | &nbsp;&nbsp;&nbsp;1071647 |
| Vail Resorts, Inc.<br> 6.250%, 05/15/2025 (D) | &nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp;275713 |
| Yum! Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 03/15/2031 | &nbsp;&nbsp;893000 | &nbsp;&nbsp;&nbsp;&nbsp;744539 |
| &nbsp;&nbsp;&nbsp;4.625%, 01/31/2032 | 1823000 | &nbsp;&nbsp;&nbsp;1613355 |
| &nbsp;&nbsp;&nbsp;4.750%, 01/15/2030 (D) | &nbsp;&nbsp;709000 | &nbsp;&nbsp;&nbsp;&nbsp;648735 |
| &nbsp;&nbsp;&nbsp;5.350%, 11/01/2043 | 2042000 | &nbsp;&nbsp;&nbsp;1638705 |
| &nbsp;&nbsp;&nbsp;5.375%, 04/01/2032 | 1233000 | &nbsp;&nbsp;&nbsp;1143694 |
| &nbsp;&nbsp;&nbsp;6.875%, 11/15/2037 | 1011000 | &nbsp;&nbsp;&nbsp;&nbsp;996771 |
|  |  | 34789478 |
| **Financials - 2.0%** |  |  |
| Acrisure LLC<br> 7.000%, 11/15/2025 (D) | 2600000 | &nbsp;&nbsp;&nbsp;2444520 |
| Alliant Holdings Intermediate LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 10/15/2027 (D) | &nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;337500 |
| &nbsp;&nbsp;&nbsp;5.875%, 11/01/2029 (D) | &nbsp;&nbsp;609000 | &nbsp;&nbsp;&nbsp;&nbsp;519800 |
| &nbsp;&nbsp;&nbsp;6.750%, 10/15/2027 (D) | 1964000 | &nbsp;&nbsp;&nbsp;1809031 |
| AmWINS Group, Inc.<br> 4.875%, 06/30/2029 (D) | &nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;492555 |
| HUB International, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 12/01/2029 (D) | &nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;389655 |
| &nbsp;&nbsp;&nbsp;7.000%, 05/01/2026 (D) | 9187000 | &nbsp;&nbsp;&nbsp;9095681 |
| Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.000%, 09/15/2027 | &nbsp;&nbsp;167000 | &nbsp;&nbsp;&nbsp;&nbsp;163340 |
| &nbsp;&nbsp;&nbsp;4.350%, 06/15/2029 | 1411000 | &nbsp;&nbsp;&nbsp;1385976 |
| &nbsp;&nbsp;&nbsp;5.200%, 06/15/2062 | 2077000 | &nbsp;&nbsp;&nbsp;2016229 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Capital Appreciation Value Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) |  |  |
| **Financials (continued)** |  |  |
| MSCI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.250%, 08/15/2033 (D) | $&nbsp;&nbsp;456000 | $&nbsp;&nbsp;&nbsp;&nbsp;358248 |
| &nbsp;&nbsp;&nbsp;3.625%, 09/01/2030 to 11/01/2031 (D) | 1584000 | &nbsp;&nbsp;&nbsp;1331407 |
| &nbsp;&nbsp;&nbsp;3.875%, 02/15/2031 (D) | &nbsp;&nbsp;504000 | &nbsp;&nbsp;&nbsp;&nbsp;437865 |
| &nbsp;&nbsp;&nbsp;4.000%, 11/15/2029 (D) | &nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp;609291 |
| Ryan Specialty Group LLC<br> 4.375%, 02/01/2030 (D) | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68400 |
| USI, Inc.<br> 6.875%, 05/01/2025 (D) | 3717000 | &nbsp;&nbsp;&nbsp;3643072 |
|  |  | 25102570 |
| **Health care - 0.8%** |  |  |
| Avantor Funding, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 11/01/2029 (D) | 1345000 | &nbsp;&nbsp;&nbsp;1153338 |
| &nbsp;&nbsp;&nbsp;4.625%, 07/15/2028 (D) | 2423000 | &nbsp;&nbsp;&nbsp;2229160 |
| Charles River Laboratories<br> International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.750%, 03/15/2029 (D) | &nbsp;&nbsp;466000 | &nbsp;&nbsp;&nbsp;&nbsp;405476 |
| &nbsp;&nbsp;&nbsp;4.000%, 03/15/2031 (D) | &nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95358 |
| &nbsp;&nbsp;&nbsp;4.250%, 05/01/2028 (D) | &nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;109500 |
| Hadrian Merger Sub, Inc.<br> 8.500%, 05/01/2026 (D) | 1686000 | &nbsp;&nbsp;&nbsp;1538559 |
| Hologic, Inc.<br> 3.250%, 02/15/2029 (D) | &nbsp;&nbsp;609000 | &nbsp;&nbsp;&nbsp;&nbsp;535073 |
| IQVIA, Inc.<br> 5.000%, 05/15/2027 (D) | &nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;907164 |
| PRA Health Sciences, Inc.<br> 2.875%, 07/15/2026 (D) | &nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;180479 |
| Surgery Center Holdings, Inc.<br> 10.000%, 04/15/2027 (D) | 1376000 | &nbsp;&nbsp;&nbsp;1376828 |
| Teleflex, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 06/01/2028 (D) | &nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;134633 |
| &nbsp;&nbsp;&nbsp;4.625%, 11/15/2027 | &nbsp;&nbsp;952000 | &nbsp;&nbsp;&nbsp;&nbsp;899964 |
|  |  | &nbsp;&nbsp;&nbsp;9565532 |
| **Industrials - 1.0%** |  |  |
| Booz Allen Hamilton, Inc.<br> 3.875%, 09/01/2028 (D) | &nbsp;&nbsp;293000 | &nbsp;&nbsp;&nbsp;&nbsp;264063 |
| Delta Air Lines, Inc.<br> 4.750%, 10/20/2028 (D) | &nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp;876809 |
| General Electric Company<br> 6.623%, (3 month LIBOR + 3.330%), 03/15/2023 (E)(F) | 3841000 | &nbsp;&nbsp;&nbsp;3725770 |
| Howmet Aerospace, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.000%, 01/15/2029 | &nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;464805 |
| &nbsp;&nbsp;&nbsp;5.900%, 02/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82170 |
| Korn Ferry<br> 4.625%, 12/15/2027 (D) | &nbsp;&nbsp;480000 | &nbsp;&nbsp;&nbsp;&nbsp;438806 |
| Lennox International, Inc.<br> 3.000%, 11/15/2023 | &nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;499750 |
| Mileage Plus Holdings LLC<br> 6.500%, 06/20/2027 (D) | 1353750 | &nbsp;&nbsp;&nbsp;1346968 |
| Sensata Technologies BV |  |  |
| &nbsp;&nbsp;&nbsp;4.000%, 04/15/2029 (D) | 1016000 | &nbsp;&nbsp;&nbsp;&nbsp;884308 |
| &nbsp;&nbsp;&nbsp;5.000%, 10/01/2025 (D) | &nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;684005 |
| &nbsp;&nbsp;&nbsp;5.625%, 11/01/2024 (D) | &nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;414104 |
| Sensata Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.750%, 02/15/2031 (D) | &nbsp;&nbsp;374000 | &nbsp;&nbsp;&nbsp;&nbsp;311076 |
| &nbsp;&nbsp;&nbsp;4.375%, 02/15/2030 (D) | &nbsp;&nbsp;174000 | &nbsp;&nbsp;&nbsp;&nbsp;154095 |
| TransDigm UK Holdings PLC<br> 6.875%, 05/15/2026 | &nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;344981 |
| TransDigm, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.500%, 11/15/2027 | &nbsp;&nbsp;531000 | &nbsp;&nbsp;&nbsp;&nbsp;500468 |
| &nbsp;&nbsp;&nbsp;6.250%, 03/15/2026 (D) | &nbsp;&nbsp;553000 | &nbsp;&nbsp;&nbsp;&nbsp;550312 |
| &nbsp;&nbsp;&nbsp;6.375%, 06/15/2026 | &nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;142409 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) |  |  |
| **Industrials (continued)** |  |  |
| United Airlines 2012-1 Class A Pass Through Trust<br> 4.150%, 04/11/2024 | $&nbsp;&nbsp;708122 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675342 |
| US Airways 2010-1 Class A Pass Through Trust<br> 6.250%, 04/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;25757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25661 |
| US Airways 2012-2 Class A Pass Through Trust<br> 4.625%, 06/03/2025 | &nbsp;&nbsp;130756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118810 |
| US Airways 2013-1 Class A Pass Through Trust<br> 3.950%, 11/15/2025 | &nbsp;&nbsp;288490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256756 |
|  |  | &nbsp;&nbsp;&nbsp;12761468 |
| **Information technology - 0.1%** |  |  |
| Black Knight InfoServ LLC<br> 3.625%, 09/01/2028 (D) | &nbsp;&nbsp;264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237270 |
| Clarivate Science Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 07/01/2028 (D) | &nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268735 |
| &nbsp;&nbsp;&nbsp;4.875%, 07/01/2029 (D) | &nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188375 |
| Entegris Escrow Corp.<br> 4.750%, 04/15/2029 (D) | &nbsp;&nbsp;166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150244 |
| Gartner, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 06/15/2029 (D) | &nbsp;&nbsp;763000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668301 |
| &nbsp;&nbsp;&nbsp;3.750%, 10/01/2030 (D) | &nbsp;&nbsp;333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288045 |
| &nbsp;&nbsp;&nbsp;4.500%, 07/01/2028 (D) | &nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155334 |
| Twilio, Inc.<br> 3.625%, 03/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29212 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1985516 |
| **Real estate - 0.2%** |  |  |
| SBA Communications Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 02/01/2029 | 1200000 | &nbsp;&nbsp;&nbsp;&nbsp;1001828 |
| &nbsp;&nbsp;&nbsp;3.875%, 02/15/2027 | 1136000 | &nbsp;&nbsp;&nbsp;&nbsp;1048803 |
| SBA Tower Trust<br> 6.599%, 01/15/2028 (D) | &nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68302 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;2118933 |
| **Utilities - 0.0%** |  |  |
| NiSource, Inc.<br> 5.650%, (5.650% to 6-15-23, then 5 Year CMT + 2.843%), 06/15/2023 (E) | &nbsp;&nbsp;687000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638910 |
| TOTAL CORPORATE BONDS (Cost $106,883,666) | TOTAL CORPORATE BONDS (Cost $106,883,666) | $103571930 |
| **CONVERTIBLE BONDS - 0.1%** |  |  |
| **Communication services - 0.1%** |  |  |
| Spotify USA, Inc.<br> 6.938%, 03/15/2026 (G) | 1127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901037 |
| TOTAL CONVERTIBLE BONDS (Cost $1,008,067) | TOTAL CONVERTIBLE BONDS (Cost $1,008,067) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901037 |
| **TERM LOANS (H) – 12.7%** |  |  |
| **Communication services – 0.1%** |  |  |
| Charter Communications Operating LLC, 2019 Term Loan B1 (1 month LIBOR + 1.750%) 5.830%, 04/30/2025 | &nbsp;&nbsp;594552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584611 |
| Eagle Broadband Investments LLC, Term Loan (3 month LIBOR + 3.000%) 6.688%, 11/12/2027 | &nbsp;&nbsp;260153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250072 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834683 |
| **Consumer discretionary – 0.5%** |  |  |
| Hilton Worldwide Finance LLC, 2019 Term Loan B2 TBD 06/22/2026 (I) | &nbsp;&nbsp;166176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164830 |
| IRB Holding Corp., 2020 Term Loan B (1 month LIBOR + 2.750%) 6.821%, 02/05/2025 | 2156951 | &nbsp;&nbsp;&nbsp;&nbsp;2116120 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Capital Appreciation Value Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| TERM LOANS (H)(continued) |  |  |
| **Consumer discretionary (continued)** |  |  |
| IRB Holding Corp., 2022 Term Loan B (1 month SOFR + 3.000%) 6.894%, 12/15/2027 | $&nbsp;&nbsp;2243639 | &nbsp;&nbsp;&nbsp;2156137 |
| Life Time, Inc., 2021 Term Loan B (3 month LIBOR + 4.750%) 9.485%, 12/16/2024 | &nbsp;&nbsp;&nbsp;&nbsp;655052 | &nbsp;&nbsp;&nbsp;&nbsp;650303 |
| SeaWorld Parks & Entertainment, Inc., 2021 Term Loan B (1 month LIBOR + 3.000%) 7.125%, 08/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;413506 | &nbsp;&nbsp;&nbsp;&nbsp;404979 |
| Woof Holdings, Inc., 1st Lien Term Loan (3 month LIBOR + 3.750%) 7.315%, 12/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;605775 | &nbsp;&nbsp;&nbsp;&nbsp;569429 |
|  |  | &nbsp;&nbsp;&nbsp;6061798 |
| **Consumer staples – 0.3%** |  |  |
| Sunshine Luxembourg VII Sarl, 2021 Term Loan B3 (3 month LIBOR + 3.750%) 7.424%, 10/01/2026 | &nbsp;&nbsp;3814975 | &nbsp;&nbsp;&nbsp;3618275 |
| **Financials – 4.9%** |  |  |
| Acrisure LLC, 2021 Incremental Term Loan B (1 month LIBOR + 3.750%) 7.821%, 02/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;702900 | &nbsp;&nbsp;&nbsp;&nbsp;662483 |
| Alliant Holdings Intermediate LLC, 2018 Term Loan B (1 month LIBOR + 3.250%) 7.321%, 05/09/2025 | &nbsp;&nbsp;4213267 | &nbsp;&nbsp;&nbsp;4128328 |
| Alliant Holdings Intermediate LLC, 2021 Term Loan B4 (1 month LIBOR + 3.500%) 7.439%, 11/06/2027 | &nbsp;&nbsp;5338653 | &nbsp;&nbsp;&nbsp;5175184 |
| Alliant Holdings Intermediate LLC, Term Loan B (1 month LIBOR + 3.250%) 7.321%, 05/09/2025 | &nbsp;&nbsp;1869597 | &nbsp;&nbsp;&nbsp;1829868 |
| Howden Group Holdings, Ltd., 2021 Term Loan B (1 month LIBOR + 3.250%) 7.375%, 11/12/2027 | &nbsp;&nbsp;4893146 | &nbsp;&nbsp;&nbsp;4763821 |
| HUB International, Ltd., 2018 Term Loan B (3 month LIBOR + 3.000%) 7.326%, 04/25/2025 | 20997892 | 20584024 |
| HUB International, Ltd., 2021 Term Loan B (3 month LIBOR + 3.250%) 7.527%, 04/25/2025 | 13500295 | 13267955 |
| HUB International, Ltd., 2022 Term Loan B (3 month SOFR + 4.000%) 8.220%, 11/10/2029 | &nbsp;&nbsp;1163210 | &nbsp;&nbsp;&nbsp;1144308 |
| Ryan Specialty Group LLC, Term Loan (1 month SOFR + 3.000%) 7.186%, 09/01/2027 | &nbsp;&nbsp;1010434 | &nbsp;&nbsp;&nbsp;1002603 |
| USI, Inc., 2019 Incremental Term Loan B (3 month LIBOR + 3.250%) 6.924%, 12/02/2026 | &nbsp;&nbsp;5063294 | &nbsp;&nbsp;&nbsp;4975598 |
| USI, Inc., 2022 Incremental Term Loan TBD 11/22/2029 (I) | &nbsp;&nbsp;4330523 | &nbsp;&nbsp;&nbsp;4255518 |
|  |  | 61789690 |
| **Health care – 2.4%** |  |  |
| ADMI Corp., 1st Lien Term Loan TBD 04/30/2025 (I) | &nbsp;&nbsp;&nbsp;&nbsp;124938 | &nbsp;&nbsp;&nbsp;&nbsp;116536 |
| ADMI Corp., 2021 Incremental Term Loan B3 (1 month LIBOR + 3.750%) 7.821%, 12/23/2027 | &nbsp;&nbsp;3034350 | &nbsp;&nbsp;&nbsp;2768844 |
| ADMI Corp., 2021 Term Loan B2 (1 month LIBOR + 3.375%) 7.446%, 12/23/2027 | &nbsp;&nbsp;1928351 | &nbsp;&nbsp;&nbsp;1771672 |
| athenahealth, Inc., 2022 Term Loan B (1 month SOFR + 3.500%) 7.411%, 02/15/2029 | &nbsp;&nbsp;4222027 | &nbsp;&nbsp;&nbsp;3846267 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| TERM LOANS (H)(continued) |  |  |
| **Health care (continued)** |  |  |
| Avantor Funding, Inc., 2021 Term Loan B5 (1 month LIBOR + 2.250%) 6.321%, 11/08/2027 | $&nbsp;&nbsp;1055946 | &nbsp;&nbsp;&nbsp;1046970 |
| Eyecare Partners LLC, 2020 Term Loan (3 month LIBOR + 3.750%) 7.424%, 02/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;252431 | &nbsp;&nbsp;&nbsp;&nbsp;217595 |
| Eyecare Partners LLC, 2021 Incremental Term Loan (3 month LIBOR + 3.750%) 7.424%, 11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;117733 | &nbsp;&nbsp;&nbsp;&nbsp;101671 |
| Heartland Dental LLC, 2018 1st Lien Term Loan (1 month LIBOR + 3.750%) 7.821%, 04/30/2025 | &nbsp;&nbsp;4281496 | &nbsp;&nbsp;&nbsp;3949680 |
| Heartland Dental LLC, 2021 Incremental Term Loan (1 month LIBOR + 4.000%) 8.044%, 04/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;573320 | &nbsp;&nbsp;&nbsp;&nbsp;530607 |
| LCG Group, Term Loan B TBD 04/20/2027 (I) | &nbsp;&nbsp;&nbsp;&nbsp;175361 | &nbsp;&nbsp;&nbsp;&nbsp;164256 |
| Loire Finco Luxembourg Sarl, Term Loan (1 month LIBOR + 3.000%) 7.071%, 04/21/2027 | &nbsp;&nbsp;3156036 | &nbsp;&nbsp;&nbsp;2958784 |
| Medline Borrower LP, USD Term Loan B (1 month LIBOR + 3.250%) 7.321%, 10/23/2028 | 10122379 | &nbsp;&nbsp;&nbsp;9602190 |
| PetVet Care Centers LLC, 2018 1st Lien Term Loan (1 month LIBOR + 2.750%) 6.821%, 02/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;352166 | &nbsp;&nbsp;&nbsp;&nbsp;324257 |
| PetVet Care Centers LLC, 2018 2nd Lien Term Loan (1 month LIBOR + 6.250%) 10.321%, 02/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23354 |
| PetVet Care Centers LLC, 2018 Incremental Term Loan (1 month LIBOR + 3.250%) 7.321%, 02/14/2025 | &nbsp;&nbsp;1089599 | &nbsp;&nbsp;&nbsp;1005155 |
| PetVet Care Centers LLC, 2021 Term Loan B3 (1 month LIBOR + 3.500%) 7.571%, 02/14/2025 | &nbsp;&nbsp;2057065 | &nbsp;&nbsp;&nbsp;1900214 |
|  |  | 30328052 |
| **Industrials – 1.2%** |  |  |
| Camelot US Acquisition LLC, 2020 Incremental Term Loan B (1 month LIBOR + 3.000%) 7.071%, 10/30/2026 | &nbsp;&nbsp;1135609 | &nbsp;&nbsp;&nbsp;1116088 |
| Filtration Group Corp., 2018 1st Lien Term Loan (1 month LIBOR + 3.000%) 7.071%, 03/29/2025 | &nbsp;&nbsp;1531314 | &nbsp;&nbsp;&nbsp;1509691 |
| Filtration Group Corp., 2018 EUR Term Loan (1 month EURIBOR + 3.500%) 4.992%, 03/29/2025 | &nbsp;&nbsp;1730969 | &nbsp;&nbsp;&nbsp;1733700 |
| Filtration Group Corp., 2021 Incremental Term Loan (1 month LIBOR + 3.500%) 7.571%, 10/21/2028 | $&nbsp;&nbsp;&nbsp;&nbsp;681679 | &nbsp;&nbsp;&nbsp;&nbsp;663444 |
| Mileage Plus Holdings LLC, 2020 Term Loan B (3 month LIBOR + 5.250%) 8.777%, 06/21/2027 | &nbsp;&nbsp;6080453 | &nbsp;&nbsp;&nbsp;6247665 |
| SkyMiles IP, Ltd., 2020 Skymiles Term Loan B (3 month LIBOR + 3.750%) 7.993%, 10/20/2027 | &nbsp;&nbsp;1345380 | &nbsp;&nbsp;&nbsp;1363206 |
| TK Elevator US Newco, Inc., Term Loan B (6 month LIBOR + 3.500%) 6.871%, 07/30/2027 | &nbsp;&nbsp;2439491 | &nbsp;&nbsp;&nbsp;2335812 |
|  |  | 14969606 |
| **Information technology – 3.3%** |  |  |
| Applied Systems, Inc., 2017 1st Lien Term Loan (3 month LIBOR + 3.000%) 6.674%, 09/19/2024 | &nbsp;&nbsp;5692784 | &nbsp;&nbsp;&nbsp;5670127 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Capital Appreciation Value Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| TERM LOANS (H)(continued) |  |  |
| **Information technology (continued)** |  |  |
| Applied Systems, Inc., 2021 2nd Lien Term Loan (3 month LIBOR + 5.500%) 9.174%, 09/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp;783204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775372 |
| Applied Systems, Inc., 2022 Extended 1st Lien Term Loan TBD 09/19/2026 (I) | &nbsp;&nbsp;&nbsp;&nbsp;959102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952810 |
| Ascend Learning LLC, 2021 Term Loan (1 month LIBOR + 3.500%) 7.571%, 12/11/2028 | &nbsp;&nbsp;4478845 | &nbsp;&nbsp;&nbsp;&nbsp;4231254 |
| Azalea TopCo, Inc., 2021 Term Loan B (1 month LIBOR + 3.750%) 7.821%, 07/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;927297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883250 |
| Azalea TopCo, Inc., 2022 Incremental Term Loan (1 month SOFR + 3.750%) 7.836%, 07/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;531270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490097 |
| Azalea TopCo, Inc., Term Loan (1 month LIBOR + 3.500%) 7.571%, 07/24/2026 | &nbsp;&nbsp;3381125 | &nbsp;&nbsp;&nbsp;&nbsp;3123314 |
| Celestial Saturn Parent, Inc., 2nd Lien Term Loan (1 month LIBOR + 6.500%) 10.625%, 06/04/2029 | &nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156113 |
| RealPage, Inc., 1st Lien Term Loan (1 month LIBOR + 3.000%) 7.071%, 04/24/2028 | &nbsp;&nbsp;5319782 | &nbsp;&nbsp;&nbsp;&nbsp;5083744 |
| RealPage, Inc., 2nd Lien Term Loan (1 month LIBOR + 6.500%) 10.571%, 04/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215298 |
| Sophia LP, 2021 Term Loan B (3 month LIBOR + 3.500%) 7.174%, 10/07/2027 | &nbsp;&nbsp;&nbsp;&nbsp;841500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809733 |
| Sophia LP, 2022 Incremental Term Loan B (1 month SOFR + 4.250%) 8.336%, 10/07/2027 | &nbsp;&nbsp;&nbsp;&nbsp;354778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344135 |
| Storable, Inc., Term Loan B (1 and 2 month SOFR + 3.500%) 7.586%, 04/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;272938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260145 |
| UKG, Inc., 2021 2nd Lien Term Loan (1 month LIBOR + 5.250%) 8.998%, 05/03/2027 | &nbsp;&nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699975 |
| UKG, Inc., 2021 Term Loan (3 month LIBOR + 3.250%) 6.998%, 05/04/2026 | 18040167 | &nbsp;&nbsp;&nbsp;17401184 |
|  |  | &nbsp;&nbsp;&nbsp;41096551 |
| **Real estate – 0.0%** |  |  |
| SBA Senior Finance II LLC, 2018 Term Loan B TBD 04/11/2025 (I) | &nbsp;&nbsp;&nbsp;&nbsp;117261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116440 |
| TOTAL TERM LOANS (Cost $163,904,747) | TOTAL TERM LOANS (Cost $163,904,747) | $158815095 |
| **SHORT-TERM INVESTMENTS – 9.4%** | **SHORT-TERM INVESTMENTS – 9.4%** |  |
| **Short-term funds – 9.4%** |  |  |
| John Hancock Collateral Trust, 3.8739% (J)(K) | &nbsp;&nbsp;&nbsp;&nbsp;137923 | $&nbsp;&nbsp;&nbsp;&nbsp;1378365 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| SHORT-TERM INVESTMENTS (continued) | SHORT-TERM INVESTMENTS (continued) |  |
| **Short-term funds (continued)** |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.6508% (J) | 40351294 | $&nbsp;&nbsp;&nbsp;&nbsp;40351294 |
| T. Rowe Price Government Reserve Fund, 3.7956% (J) | 75750537 | &nbsp;&nbsp;&nbsp;&nbsp;75750537 |
| TOTAL SHORT-TERM INVESTMENTS (Cost $117,479,850) | TOTAL SHORT-TERM INVESTMENTS (Cost $117,479,850) | $&nbsp;&nbsp;&nbsp;&nbsp;117480196 |
| **Total Investments (Capital Appreciation Value Fund)<br> (Cost $1,223,700,647) – 100.4%** | **Total Investments (Capital Appreciation Value Fund)<br> (Cost $1,223,700,647) – 100.4%** | $**1258636200** |
| **Other assets and liabilities, net – (0.4%)** | **Other assets and liabilities, net – (0.4%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(4613348)** |
| **TOTAL NET ASSETS – 100.0%** | **TOTAL NET ASSETS – 100.0%** | $**1254022852** |

---

<u>Currency Abbreviations</u> <br> EUR Euro

---

| | |
|:---|:---|
| <u>Security Abbreviations and Legend</u> | <u>Security Abbreviations and Legend</u> |
| CMT | Constant Maturity Treasury |
| EURIBOR | Euro Interbank Offered Rate |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| (A) | All or a portion of this security is segregated at the custodian as collateral for certain derivatives. |
| (B) | Non-income producing security. |
| (C) | All or a portion of this security is on loan as of 11-30-22. The value of securities on loan amounted to $1,347,646. |
| (D) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (E) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (F) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (G) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
| (H) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
| (I) | This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which is disclosed as TBD (To Be Determined). |
| (J) | The rate shown is the annualized seven-day yield as of 11-30-22. |
| (K) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

---

#### DERIVATIVES

#### WRITTEN OPTIONS

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | &nbsp;&nbsp;**Name of issuer** | &nbsp;&nbsp;**Currency** | **Exercise<br> price** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Premium** | &nbsp;&nbsp;**Value** |
| **Calls** | **Calls** |  |  |  |  |  |  |  |
| GSI | &nbsp;&nbsp;Alphabet, Inc., Class A | &nbsp;&nbsp;USD | 160.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;$54291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1) |
| GSI | &nbsp;&nbsp;Alphabet, Inc., Class A | &nbsp;&nbsp;USD | 165.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| GSI | &nbsp;&nbsp;Alphabet, Inc., Class A | &nbsp;&nbsp;USD | 170.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Alphabet, Inc., Class A | &nbsp;&nbsp;USD | 175.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| WFB | &nbsp;&nbsp;Alphabet, Inc., Class A | &nbsp;&nbsp;USD | 120.00 | &nbsp;&nbsp;Jan 2024 | &nbsp;&nbsp;306 | &nbsp;&nbsp;30600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(278585) |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 175.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Capital Appreciation Value Fund (continued)<br>

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | &nbsp;&nbsp;**Name of issuer** | &nbsp;&nbsp;**Currency** | **Exercise<br> price** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Premium** | &nbsp;&nbsp;**Value** |
| **Calls (continued)** | **Calls (continued)** |  |  |  |  |  |  |  |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 180.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;$46828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 185.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 190.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 190.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 195.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 200.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 200.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 205.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 205.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 210.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 210.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 215.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 220.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 225.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 225.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 230.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CITI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 240.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 245.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 250.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GSI | &nbsp;&nbsp;Amazon.com, Inc. | &nbsp;&nbsp;USD | 255.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPM | &nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;USD | 170.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24065 | &nbsp;&nbsp;&nbsp;&nbsp;$(1864) |
| JPM | &nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;USD | 170.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;101 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6275) |
| JPM | &nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;USD | 175.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(963) |
| JPM | &nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;USD | 175.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;101 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3243) |
| JPM | &nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;USD | 180.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(515) |
| JPM | &nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;USD | 180.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;101 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1735) |
| WFB | &nbsp;&nbsp;General Electric Company | &nbsp;&nbsp;USD | 85.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;198 | &nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90937) |
| WFB | &nbsp;&nbsp;General Electric Company | &nbsp;&nbsp;USD | 90.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;198 | &nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43254) |
| WFB | &nbsp;&nbsp;General Electric Company | &nbsp;&nbsp;USD | 95.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;198 | &nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16869) |
| WFB | &nbsp;&nbsp;General Electric Company | &nbsp;&nbsp;USD | 110.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40) |
| WFB | &nbsp;&nbsp;General Electric Company | &nbsp;&nbsp;USD | 110.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;128 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(637) |
| WFB | &nbsp;&nbsp;General Electric Company | &nbsp;&nbsp;USD | 110.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;108 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(537) |
| CITI | &nbsp;&nbsp;General Electric Company | &nbsp;&nbsp;USD | 235.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| WFB | &nbsp;&nbsp;Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;USD | 145.00 | &nbsp;&nbsp;Jan 2024 | &nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(175849) |
| WFB | &nbsp;&nbsp;Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;USD | 150.00 | &nbsp;&nbsp;Jan 2024 | &nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(157072) |
| CITI | &nbsp;&nbsp;Keurig Dr. Pepper, Inc. | &nbsp;&nbsp;USD | 40.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;187 | &nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10470) |
| CITI | &nbsp;&nbsp;Keurig Dr. Pepper, Inc. | &nbsp;&nbsp;USD | 42.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;187 | &nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2611) |
| SFG | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 320.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(394) |
| SFG | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 320.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(394) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 325.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;117 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1073) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 330.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 330.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 330.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115) |
| SFG | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 330.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(216) |
| SFG | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 330.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(216) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 340.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 340.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 340.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 340.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 340.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66) |
| SFG | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 340.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111) |
| SFG | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 340.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 350.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 350.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 350.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 350.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 350.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31) |
| JPM | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 350.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102) |
| SFG | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 350.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53) |
| SFG | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 350.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53) |
| JPM | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 355.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 360.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31) |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 360.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14) |
| JPM | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 360.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45) |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Capital Appreciation Value Fund (continued)<br>

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | &nbsp;&nbsp;**Name of issuer** | &nbsp;&nbsp;**Currency** | **Exercise<br> price** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Premium** | &nbsp;&nbsp;**Value** |
| **Calls (continued)** | **Calls (continued)** |  |  |  |  |  |  |  |
| CITI | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 365.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;$55884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(20) |
| JPM | &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;USD | 300.00 | &nbsp;&nbsp;Jan 2024 | &nbsp;&nbsp;126 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235219) |
| GSI | &nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;USD | 97.50 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51289) |
| GSI | &nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;USD | 97.50 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52032) |
| GSI | &nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;USD | 100.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39319) |
| GSI | &nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;USD | 100.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39889) |
| GSI | &nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;USD | 105.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20318) |
| GSI | &nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;USD | 105.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20613) |
| GSI | &nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;USD | 100.00 | &nbsp;&nbsp;Jan 2024 | &nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(151895) |
| GSI | &nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;USD | 105.00 | &nbsp;&nbsp;Jan 2024 | &nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(127270) |
| JPM | &nbsp;&nbsp;TE Connectivity, Ltd. | &nbsp;&nbsp;USD | 120.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;152 | &nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142283) |
| JPM | &nbsp;&nbsp;The PNC Financial Services Group, Inc. | &nbsp;&nbsp;USD | 190.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2922) |
| JPM | &nbsp;&nbsp;The PNC Financial Services Group, Inc. | &nbsp;&nbsp;USD | 195.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1494) |
| JPM | &nbsp;&nbsp;The PNC Financial Services Group, Inc. | &nbsp;&nbsp;USD | 200.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(762) |
| CITI | &nbsp;&nbsp;The PNC Financial Services Group, Inc. | &nbsp;&nbsp;USD | 220.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44) |
| CITI | &nbsp;&nbsp;The PNC Financial Services Group, Inc. | &nbsp;&nbsp;USD | 220.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31) |
| CITI | &nbsp;&nbsp;The PNC Financial Services Group, Inc. | &nbsp;&nbsp;USD | 220.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) |
| CITI | &nbsp;&nbsp;The PNC Financial Services Group, Inc. | &nbsp;&nbsp;USD | 220.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27) |
| CITI | &nbsp;&nbsp;The PNC Financial Services Group, Inc. | &nbsp;&nbsp;USD | 230.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14) |
| CITI | &nbsp;&nbsp;The PNC Financial Services Group, Inc. | &nbsp;&nbsp;USD | 230.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) |
| CITI | &nbsp;&nbsp;The PNC Financial Services Group, Inc. | &nbsp;&nbsp;USD | 230.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| CITI | &nbsp;&nbsp;The PNC Financial Services Group, Inc. | &nbsp;&nbsp;USD | 230.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) |
| CITI | &nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;USD | 640.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4892) |
| CITI | &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;USD | 540.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106608) |
| CITI | &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;USD | 560.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33974) |
| CITI | &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;USD | 580.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16351) |
| CITI | &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;USD | 580.00 | &nbsp;&nbsp;Jan 2024 | &nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(297717) |
| WFB | &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;USD | 145.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(286) |
| WFB | &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;USD | 145.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(662) |
| WFB | &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;USD | 150.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(100) |
| WFB | &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;USD | 150.00 | &nbsp;&nbsp;Jan 2023 | &nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(230) |
| CITI | &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;USD | 145.00 | &nbsp;&nbsp;Jan 2024 | &nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49543) |
| CITI | &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;USD | 150.00 | &nbsp;&nbsp;Jan 2024 | &nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40187) |
|  |  |  |  |  |  |  | &nbsp;&nbsp;**$5674625** | &nbsp;&nbsp;**$(2231381)** |

---

<u>Derivatives Currency Abbreviations</u> <br> USD U.S. Dollar

---

| | |
|:---|:---|
| <u>Derivatives Abbreviations</u> | <u>Derivatives Abbreviations</u> |
| CITI | Citibank, N.A. |
| GSI | Goldman Sachs International |
| JPM | JPMorgan Chase Bank, N.A. |
| OTC | Over-the-counter |
| SFG | Susquehanna Financial Group, LLLP |
| WFB | Wells Fargo Bank, N.A. |

---

#### Core Bond Fund

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **U.S. GOVERNMENT AND AGENCY OBLIGATIONS –<br> 55.1%** | **U.S. GOVERNMENT AND AGENCY OBLIGATIONS –<br> 55.1%** |  |
| **U.S. Government – 27.9%** |  |  |
| U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp;1.125%, 05/15/2040 to 08/15/2040 | $&nbsp;&nbsp;&nbsp;&nbsp;56301000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35947432 |
| &nbsp;&nbsp;&nbsp;1.375%, 11/15/2040 to 08/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;48796000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31559529 |
| &nbsp;&nbsp;&nbsp;1.625%, 11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37059 |
| &nbsp;&nbsp;&nbsp;1.750%, 08/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;66319000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46267865 |
| &nbsp;&nbsp;&nbsp;1.875%, 02/15/2041 to 11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3273000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2284346 |
| &nbsp;&nbsp;&nbsp;2.000%, 08/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6363183 |
| &nbsp;&nbsp;&nbsp;2.250%, 02/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741100 |
| &nbsp;&nbsp;&nbsp;2.875%, 05/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;14105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11724781 |

---

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| U.S. GOVERNMENT AND AGENCY<br> OBLIGATIONS (continued) | U.S. GOVERNMENT AND AGENCY<br> OBLIGATIONS (continued) |  |
| **U.S. Government (continued)** |  |  |
| U.S. Treasury Bonds (continued) |  |  |
| &nbsp;&nbsp;&nbsp;3.000%, 08/15/2052 | $&nbsp;&nbsp;5302000 | $&nbsp;&nbsp;&nbsp;4539838 |
| &nbsp;&nbsp;&nbsp;3.375%, 08/15/2042 | &nbsp;&nbsp;9391000 | &nbsp;&nbsp;&nbsp;8591298 |
| &nbsp;&nbsp;&nbsp;4.000%, 11/15/2052 | &nbsp;&nbsp;5588000 | &nbsp;&nbsp;&nbsp;5811520 |
| &nbsp;&nbsp;&nbsp;5.250%, 11/15/2028 to 02/15/2029 | &nbsp;&nbsp;6691000 | &nbsp;&nbsp;&nbsp;7182808 |
| U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;0.250%, 08/31/2025 | &nbsp;&nbsp;3656000 | &nbsp;&nbsp;&nbsp;3289829 |
| &nbsp;&nbsp;&nbsp;0.375%, 11/30/2025 to 01/31/2026 | 26157000 | 23366200 |
| &nbsp;&nbsp;&nbsp;0.875%, 06/30/2026 | &nbsp;&nbsp;2203000 | &nbsp;&nbsp;&nbsp;1974869 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| U.S. GOVERNMENT AND AGENCY<br> OBLIGATIONS (continued) | U.S. GOVERNMENT AND AGENCY<br> OBLIGATIONS (continued) |  |
| **U.S. Government (continued)** |  |  |
| U.S. Treasury Notes (continued) |  |  |
| &nbsp;&nbsp;&nbsp;1.375%, 10/31/2028 | $&nbsp;&nbsp;9379000 | $&nbsp;&nbsp;&nbsp;&nbsp;8175850 |
| &nbsp;&nbsp;&nbsp;1.500%, 08/15/2026 to 11/30/2028 | 37330000 | &nbsp;&nbsp;&nbsp;33932991 |
| &nbsp;&nbsp;&nbsp;1.625%, 05/15/2026 | 23874000 | &nbsp;&nbsp;&nbsp;22034956 |
| &nbsp;&nbsp;&nbsp;2.000%, 11/15/2026 | 11360000 | &nbsp;&nbsp;&nbsp;10551044 |
| &nbsp;&nbsp;&nbsp;2.250%, 11/15/2027 | &nbsp;&nbsp;6949000 | &nbsp;&nbsp;&nbsp;&nbsp;6449541 |
| &nbsp;&nbsp;&nbsp;2.500%, 05/15/2024 | &nbsp;&nbsp;5869000 | &nbsp;&nbsp;&nbsp;&nbsp;5695452 |
| &nbsp;&nbsp;&nbsp;2.625%, 07/31/2029 | &nbsp;&nbsp;1916000 | &nbsp;&nbsp;&nbsp;&nbsp;1787568 |
| &nbsp;&nbsp;&nbsp;2.750%, 02/15/2028 to 08/15/2032 | 33766000 | &nbsp;&nbsp;&nbsp;31830232 |
| &nbsp;&nbsp;&nbsp;2.875%, 04/30/2025 | &nbsp;&nbsp;5553000 | &nbsp;&nbsp;&nbsp;&nbsp;5380553 |
| &nbsp;&nbsp;&nbsp;3.000%, 06/30/2024 | &nbsp;&nbsp;8395000 | &nbsp;&nbsp;&nbsp;&nbsp;8196930 |
| &nbsp;&nbsp;&nbsp;3.125%, 08/31/2029 | &nbsp;&nbsp;2824000 | &nbsp;&nbsp;&nbsp;&nbsp;2716445 |
| &nbsp;&nbsp;&nbsp;3.250%, 06/30/2029 | &nbsp;&nbsp;4722000 | &nbsp;&nbsp;&nbsp;&nbsp;4574806 |
| &nbsp;&nbsp;&nbsp;3.875%, 11/30/2027 to 11/30/2029 | 23253000 | &nbsp;&nbsp;&nbsp;23343133 |
| &nbsp;&nbsp;&nbsp;4.000%, 10/31/2029 | &nbsp;&nbsp;1526000 | &nbsp;&nbsp;&nbsp;&nbsp;1549128 |
| &nbsp;&nbsp;&nbsp;4.125%, 09/30/2027 to 11/15/2032 | 74227000 | &nbsp;&nbsp;&nbsp;75423086 |
| &nbsp;&nbsp;&nbsp;4.375%, 10/31/2024 | &nbsp;&nbsp;4989000 | &nbsp;&nbsp;&nbsp;&nbsp;4987831 |
| &nbsp;&nbsp;&nbsp;4.500%, 11/30/2024 to 11/15/2025 | &nbsp;&nbsp;9699000 | &nbsp;&nbsp;&nbsp;&nbsp;9756223 |
|  |  | 447067426 |
| **U.S. Government Agency – 27.2%** |  |  |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.500%, 11/01/2041 | &nbsp;&nbsp;1510741 | &nbsp;&nbsp;&nbsp;&nbsp;1229952 |
| &nbsp;&nbsp;&nbsp;2.000%, 11/01/2040 to 12/01/2051 | 26405416 | &nbsp;&nbsp;&nbsp;22394103 |
| &nbsp;&nbsp;&nbsp;2.000%, 08/01/2042 (A) | &nbsp;&nbsp;&nbsp;&nbsp;378000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322997 |
| &nbsp;&nbsp;&nbsp;2.317%, (12 month LIBOR + 1.642%), 08/01/2043 (B) | &nbsp;&nbsp;&nbsp;&nbsp;169236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167668 |
| &nbsp;&nbsp;&nbsp;2.340%, (12 month LIBOR + 1.650%), 03/01/2043 (B) | &nbsp;&nbsp;&nbsp;&nbsp;277966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282252 |
| &nbsp;&nbsp;&nbsp;2.357%, (12 month LIBOR + 1.635%), 07/01/2043 (B) | &nbsp;&nbsp;&nbsp;&nbsp;110092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110237 |
| &nbsp;&nbsp;&nbsp;2.435%, (12 month LIBOR + 1.637%), 09/01/2045 (B) | &nbsp;&nbsp;1949397 | &nbsp;&nbsp;&nbsp;&nbsp;1948343 |
| &nbsp;&nbsp;&nbsp;2.500%, 04/01/2042 to 03/01/2052 | 12607953 | &nbsp;&nbsp;&nbsp;10921432 |
| &nbsp;&nbsp;&nbsp;2.509%, (12 month LIBOR + 1.632%), 11/01/2043 (B) | &nbsp;&nbsp;&nbsp;&nbsp;181003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180569 |
| &nbsp;&nbsp;&nbsp;2.532%, (12 month LIBOR + 1.646%), 10/01/2043 (B) | &nbsp;&nbsp;&nbsp;&nbsp;366021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366126 |
| &nbsp;&nbsp;&nbsp;2.555%, (12 month LIBOR + 1.606%), 09/01/2043 (B) | &nbsp;&nbsp;&nbsp;&nbsp;86636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85868 |
| &nbsp;&nbsp;&nbsp;2.695%, (12 month LIBOR + 1.612%), 10/01/2043 (B) | &nbsp;&nbsp;&nbsp;&nbsp;211442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210449 |
| &nbsp;&nbsp;&nbsp;2.813%, (12 month LIBOR + 1.640%), 05/01/2049 (B) | &nbsp;&nbsp;&nbsp;&nbsp;901001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876840 |
| &nbsp;&nbsp;&nbsp;2.878%, (12 month LIBOR + 1.723%), 01/01/2044 (B) | &nbsp;&nbsp;&nbsp;&nbsp;379761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376076 |
| &nbsp;&nbsp;&nbsp;3.000%, 09/01/2046 to 11/01/2048 | &nbsp;&nbsp;2408337 | &nbsp;&nbsp;&nbsp;&nbsp;2187714 |
| &nbsp;&nbsp;&nbsp;3.163%, (12 month LIBOR + 1.685%), 09/01/2047 (B) | &nbsp;&nbsp;1008932 | &nbsp;&nbsp;&nbsp;&nbsp;1012087 |
| &nbsp;&nbsp;&nbsp;3.457%, (12 month LIBOR + 1.638%), 03/01/2049 (B) | &nbsp;&nbsp;&nbsp;&nbsp;884827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879848 |
| &nbsp;&nbsp;&nbsp;3.500%, 06/01/2046 to 10/01/2046 | &nbsp;&nbsp;1544496 | &nbsp;&nbsp;&nbsp;&nbsp;1449044 |
| &nbsp;&nbsp;&nbsp;3.578%, (1 month SOFR + 2.183%), 10/01/2052 (A)(B) | &nbsp;&nbsp;2482464 | &nbsp;&nbsp;&nbsp;&nbsp;2387429 |
| &nbsp;&nbsp;&nbsp;3.585%, (12 month LIBOR + 1.635%), 04/01/2048 (B) | &nbsp;&nbsp;2069498 | &nbsp;&nbsp;&nbsp;&nbsp;2064344 |
| &nbsp;&nbsp;&nbsp;3.809%, (12 month LIBOR + 1.682%), 02/01/2043 (B) | &nbsp;&nbsp;&nbsp;&nbsp;264634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267900 |
| &nbsp;&nbsp;&nbsp;3.888%, (1 month SOFR + 2.241%), 12/01/2052 (A)(B) | &nbsp;&nbsp;1072000 | &nbsp;&nbsp;&nbsp;&nbsp;1035936 |
| &nbsp;&nbsp;&nbsp;3.912%, (1 month SOFR + 2.130%), 07/01/2052 (B) | &nbsp;&nbsp;&nbsp;&nbsp;762848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735423 |
| &nbsp;&nbsp;&nbsp;3.990%, (1 month SOFR + 2.140%), 08/01/2052 (B) | &nbsp;&nbsp;1030150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985291 |
| &nbsp;&nbsp;&nbsp;4.000%, 07/01/2049 | &nbsp;&nbsp;1030759 | &nbsp;&nbsp;&nbsp;&nbsp;1002047 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| U.S. GOVERNMENT AND AGENCY<br> OBLIGATIONS (continued) | U.S. GOVERNMENT AND AGENCY<br> OBLIGATIONS (continued) |  |
| **U.S. Government Agency (continued)** |  |  |
| Federal Home Loan<br> Mortgage Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;4.073%, 12/14/2029 (C) | $&nbsp;&nbsp;2068000 | $&nbsp;&nbsp;&nbsp;1554938 |
| &nbsp;&nbsp;&nbsp;4.119%, (1 month SOFR + 2.380%), 09/01/2052 (B) | &nbsp;&nbsp;&nbsp;&nbsp;530165 | &nbsp;&nbsp;&nbsp;&nbsp;514160 |
| &nbsp;&nbsp;&nbsp;4.303%, (1 month SOFR + 2.130%), 07/01/2052 (B) | &nbsp;&nbsp;&nbsp;&nbsp;936483 | &nbsp;&nbsp;&nbsp;&nbsp;914405 |
| &nbsp;&nbsp;&nbsp;4.500%, 06/01/2039 to 07/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp;101639 | &nbsp;&nbsp;&nbsp;&nbsp;100888 |
| &nbsp;&nbsp;&nbsp;5.497%, (12 month LIBOR + 1.770%), 09/01/2042 (B) | &nbsp;&nbsp;&nbsp;&nbsp;144206 | &nbsp;&nbsp;&nbsp;&nbsp;145090 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;1.500%, 10/01/2041 to 11/01/2041 | 18787297 | 15295448 |
| &nbsp;&nbsp;&nbsp;1.614%, (1 month SOFR + 2.211%), 12/01/2051 (B) | &nbsp;&nbsp;&nbsp;&nbsp;496122 | &nbsp;&nbsp;&nbsp;&nbsp;445801 |
| &nbsp;&nbsp;&nbsp;2.000%, 11/01/2040 to 12/01/2050 | 79048407 | 66969064 |
| &nbsp;&nbsp;&nbsp;2.260%, (12 month LIBOR + 1.560%), 06/01/2043 (B) | &nbsp;&nbsp;&nbsp;&nbsp;142054 | &nbsp;&nbsp;&nbsp;&nbsp;139996 |
| &nbsp;&nbsp;&nbsp;2.443%, (12 month LIBOR + 1.565%), 03/01/2043 (B) | &nbsp;&nbsp;&nbsp;&nbsp;67654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67508 |
| &nbsp;&nbsp;&nbsp;2.500%, TBA (A) | 12400000 | 10596187 |
| &nbsp;&nbsp;&nbsp;2.500%, 12/01/2035 to 03/01/2052 | 46262343 | 41176064 |
| &nbsp;&nbsp;&nbsp;2.500%, 12/01/2040 (A) | &nbsp;&nbsp;2544000 | &nbsp;&nbsp;&nbsp;2263607 |
| &nbsp;&nbsp;&nbsp;2.734%, (12 month LIBOR + 1.583%), 01/01/2046 (B) | &nbsp;&nbsp;2099355 | &nbsp;&nbsp;&nbsp;2110473 |
| &nbsp;&nbsp;&nbsp;2.990%, (12 month LIBOR + 1.578%), 10/01/2043 (B) | &nbsp;&nbsp;&nbsp;&nbsp;496454 | &nbsp;&nbsp;&nbsp;&nbsp;492644 |
| &nbsp;&nbsp;&nbsp;3.000%, TBA (A) | &nbsp;&nbsp;2900000 | &nbsp;&nbsp;&nbsp;2567180 |
| &nbsp;&nbsp;&nbsp;3.000%, 11/01/2042 to 02/01/2055 | 68181695 | 62051084 |
| &nbsp;&nbsp;&nbsp;3.000%, 07/01/2043 to 12/01/2043 (A) | &nbsp;&nbsp;3769172 | &nbsp;&nbsp;&nbsp;3451943 |
| &nbsp;&nbsp;&nbsp;3.076%, (12 month LIBOR + 1.579%), 06/01/2045 (B) | &nbsp;&nbsp;&nbsp;&nbsp;776024 | &nbsp;&nbsp;&nbsp;&nbsp;780394 |
| &nbsp;&nbsp;&nbsp;3.500%, 10/01/2042 to 04/01/2050 | 35045586 | 32831143 |
| &nbsp;&nbsp;&nbsp;3.500%, 12/01/2043 to 07/01/2049 (A) | &nbsp;&nbsp;8971591 | &nbsp;&nbsp;&nbsp;8386510 |
| &nbsp;&nbsp;&nbsp;3.684%, (1 month SOFR + 2.370%), 08/01/2052 (B) | &nbsp;&nbsp;1146413 | &nbsp;&nbsp;&nbsp;1099386 |
| &nbsp;&nbsp;&nbsp;3.963%, (1 month SOFR + 2.120%), 08/01/2052 (B) | &nbsp;&nbsp;&nbsp;&nbsp;452088 | &nbsp;&nbsp;&nbsp;&nbsp;433338 |
| &nbsp;&nbsp;&nbsp;4.000%, 01/01/2027 to 08/01/2059 | 31813916 | 31082592 |
| &nbsp;&nbsp;&nbsp;4.118%, 11/15/2030 (C) | &nbsp;&nbsp;6077000 | &nbsp;&nbsp;&nbsp;4386897 |
| &nbsp;&nbsp;&nbsp;4.159%, (1 month SOFR + 2.133%), 10/01/2052 (B) | &nbsp;&nbsp;4928325 | &nbsp;&nbsp;&nbsp;4813981 |
| &nbsp;&nbsp;&nbsp;4.168%, (1 month SOFR + 2.120%), 07/01/2052 (B) | &nbsp;&nbsp;1759836 | &nbsp;&nbsp;&nbsp;1698434 |
| &nbsp;&nbsp;&nbsp;4.224%, (1 month SOFR + 2.370%), 09/01/2052 (B) | &nbsp;&nbsp;&nbsp;&nbsp;528577 | &nbsp;&nbsp;&nbsp;&nbsp;515892 |
| &nbsp;&nbsp;&nbsp;4.256%, (1 month SOFR + 2.126%), 11/01/2052 (B) | &nbsp;&nbsp;1474000 | &nbsp;&nbsp;&nbsp;1443951 |
| &nbsp;&nbsp;&nbsp;4.317%, (1 month SOFR + 2.125%), 08/01/2052 (B) | &nbsp;&nbsp;2077593 | &nbsp;&nbsp;&nbsp;2035644 |
| &nbsp;&nbsp;&nbsp;4.351%, (1 month SOFR + 2.124%), 07/01/2052 (B) | &nbsp;&nbsp;1977999 | &nbsp;&nbsp;&nbsp;1940364 |
| &nbsp;&nbsp;&nbsp;4.500%, 06/01/2041 to 11/01/2048 | &nbsp;&nbsp;4483715 | &nbsp;&nbsp;&nbsp;4478541 |
| &nbsp;&nbsp;&nbsp;4.527%, (12 month LIBOR + 1.639%), 01/01/2043 (B) | &nbsp;&nbsp;&nbsp;&nbsp;152237 | &nbsp;&nbsp;&nbsp;&nbsp;154418 |
| &nbsp;&nbsp;&nbsp;4.562%, (1 month SOFR + 2.120%), 11/01/2052 (B) | &nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;889605 |
| &nbsp;&nbsp;&nbsp;4.624%, (1 month SOFR + 2.127%), 08/01/2052 (B) | &nbsp;&nbsp;2361076 | &nbsp;&nbsp;&nbsp;2337081 |
| &nbsp;&nbsp;&nbsp;4.645%, (1 month SOFR + 2.122%), 08/01/2052 (B) | &nbsp;&nbsp;1686601 | &nbsp;&nbsp;&nbsp;1656396 |
| &nbsp;&nbsp;&nbsp;4.651%, (1 month SOFR + 2.131%), 08/01/2052 (B) | &nbsp;&nbsp;1867230 | &nbsp;&nbsp;&nbsp;1849935 |
| &nbsp;&nbsp;&nbsp;4.663%, (1 month SOFR + 2.122%), 12/01/2052 (A)(B) | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;1473164 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| U.S. GOVERNMENT AND AGENCY<br> OBLIGATIONS (continued) | U.S. GOVERNMENT AND AGENCY<br> OBLIGATIONS (continued) |  |
| **U.S. Government Agency (continued)** |  |  |
| Federal National<br> Mortgage Association (continued) |  |  |
| &nbsp;&nbsp;&nbsp;5.000%, 07/01/2044 | &nbsp;&nbsp;&nbsp;&nbsp;62226 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63770 |
| &nbsp;&nbsp;&nbsp;5.500%, 12/01/2048 to 09/01/2052 | &nbsp;&nbsp;2706710 | &nbsp;&nbsp;&nbsp;&nbsp;2810315 |
| &nbsp;&nbsp;&nbsp;6.000%, TBA (A) | 22400000 | &nbsp;&nbsp;&nbsp;22892625 |
| &nbsp;&nbsp;&nbsp;6.500%, TBA (A) | &nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;7698281 |
| &nbsp;&nbsp;&nbsp;6.500%, 11/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;761554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808929 |
| Government National<br> Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;2.500%, 12/20/2051 (A) | &nbsp;&nbsp;4214073 | &nbsp;&nbsp;&nbsp;&nbsp;3707141 |
| &nbsp;&nbsp;&nbsp;3.000%, 06/20/2043 to 10/20/2050 | 16057640 | &nbsp;&nbsp;&nbsp;14604027 |
| &nbsp;&nbsp;&nbsp;3.500%, 01/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;776285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727243 |
| &nbsp;&nbsp;&nbsp;4.000%, TBA (A) | &nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;2099757 |
| &nbsp;&nbsp;&nbsp;4.000%, 03/20/2048 to 04/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;936630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904805 |
| &nbsp;&nbsp;&nbsp;4.500%, 08/15/2047 to 02/20/2049 | &nbsp;&nbsp;2163184 | &nbsp;&nbsp;&nbsp;&nbsp;2145502 |
| &nbsp;&nbsp;&nbsp;5.000%, 12/20/2039 to 03/20/2049 | &nbsp;&nbsp;8903994 | &nbsp;&nbsp;&nbsp;&nbsp;9050513 |
|  |  | 436137029 |
| TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $937,554,146) | TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $937,554,146) | $883204455 |
| **FOREIGN GOVERNMENT OBLIGATIONS – 0.9%** | **FOREIGN GOVERNMENT OBLIGATIONS – 0.9%** |  |
| **Australia – 0.1%** |  |  |
| Export Finance & Insurance Corp.<br> 4.625%, 10/26/2027 (D) | &nbsp;&nbsp;2078000 | &nbsp;&nbsp;&nbsp;&nbsp;2105339 |
| **Bermuda – 0.0%** |  |  |
| Government of Bermuda<br> 5.000%, 07/15/2032 (D) | &nbsp;&nbsp;&nbsp;&nbsp;693000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667053 |
| **Canada – 0.1%** |  |  |
| Province of Saskatchewan<br> 3.250%, 06/08/2027 | &nbsp;&nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807281 |
| **Chile – 0.0%** |  |  |
| Republic of Chile<br> 4.340%, 03/07/2042 | &nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332451 |
| **Indonesia – 0.0%** |  |  |
| Republic of Indonesia<br> 4.650%, 09/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;469000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460494 |
| **Italy – 0.0%** |  |  |
| Republic of Italy<br> 3.875%, 05/06/2051 | &nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277723 |
| **Mexico – 0.4%** |  |  |
| Government of Mexico |  |  |
| &nbsp;&nbsp;&nbsp;3.500%, 02/12/2034 | &nbsp;&nbsp;1459000 | &nbsp;&nbsp;&nbsp;&nbsp;1209026 |
| &nbsp;&nbsp;&nbsp;3.750%, 04/19/2071 | &nbsp;&nbsp;1249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822079 |
| &nbsp;&nbsp;&nbsp;4.400%, 02/12/2052 | &nbsp;&nbsp;1760000 | &nbsp;&nbsp;&nbsp;&nbsp;1351553 |
| &nbsp;&nbsp;&nbsp;4.500%, 04/22/2029 | &nbsp;&nbsp;1411000 | &nbsp;&nbsp;&nbsp;&nbsp;1369221 |
| &nbsp;&nbsp;&nbsp;4.600%, 02/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245224 |
| &nbsp;&nbsp;&nbsp;4.875%, 05/19/2033 | &nbsp;&nbsp;1464000 | &nbsp;&nbsp;&nbsp;&nbsp;1375049 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;6372152 |
| **Paraguay – 0.1%** |  |  |
| Republic of Paraguay<br> 5.400%, 03/30/2050 (D) | &nbsp;&nbsp;&nbsp;&nbsp;944000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792960 |
| **Peru – 0.0%** |  |  |
| Republic of Peru |  |  |
| &nbsp;&nbsp;&nbsp;3.000%, 01/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339565 |
| &nbsp;&nbsp;&nbsp;3.600%, 01/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216296 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555861 |
| **Poland – 0.1%** |  |  |
| Republic of Poland<br> 5.750%, 11/16/2032 | &nbsp;&nbsp;1222000 | &nbsp;&nbsp;&nbsp;&nbsp;1288477 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| FOREIGN GOVERNMENT OBLIGATIONS (continued) | FOREIGN GOVERNMENT OBLIGATIONS (continued) |  |
| **South Korea – 0.1%** |  |  |
| Export-Import Bank of Korea<br> 4.500%, 09/15/2032 | &nbsp;&nbsp;823000 | $&nbsp;&nbsp;&nbsp;&nbsp;811250 |
| TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $15,669,777) | TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $15,669,777) | $14471041 |
| **CORPORATE BONDS – 25.1%** | **CORPORATE BONDS – 25.1%** |  |
| **Communication services – 1.6%** |  |  |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.700%, 03/25/2026 | 2758000 | &nbsp;&nbsp;&nbsp;2485976 |
| &nbsp;&nbsp;&nbsp;3.500%, 06/01/2041 | &nbsp;&nbsp;592000 | &nbsp;&nbsp;&nbsp;&nbsp;452336 |
| &nbsp;&nbsp;&nbsp;3.650%, 09/15/2059 | &nbsp;&nbsp;582000 | &nbsp;&nbsp;&nbsp;&nbsp;404253 |
| &nbsp;&nbsp;&nbsp;3.800%, 12/01/2057 | 1681000 | &nbsp;&nbsp;&nbsp;1220352 |
| Charter Communications Operating LLC<br> 3.500%, 06/01/2041 to 03/01/2042 | 1868000 | &nbsp;&nbsp;&nbsp;1265289 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.500%, 02/15/2031 | &nbsp;&nbsp;722000 | &nbsp;&nbsp;&nbsp;&nbsp;569987 |
| &nbsp;&nbsp;&nbsp;2.987%, 11/01/2063 | &nbsp;&nbsp;692000 | &nbsp;&nbsp;&nbsp;&nbsp;437785 |
| &nbsp;&nbsp;&nbsp;4.049%, 11/01/2052 | &nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;638542 |
| &nbsp;&nbsp;&nbsp;5.350%, 11/15/2027 | 1228000 | &nbsp;&nbsp;&nbsp;1265169 |
| &nbsp;&nbsp;&nbsp;5.500%, 11/15/2032 | 2457000 | &nbsp;&nbsp;&nbsp;2575550 |
| Discovery Communications LLC<br> 4.000%, 09/15/2055 | &nbsp;&nbsp;651000 | &nbsp;&nbsp;&nbsp;&nbsp;417313 |
| Netflix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 11/15/2029 (D) | &nbsp;&nbsp;649000 | &nbsp;&nbsp;&nbsp;&nbsp;636999 |
| &nbsp;&nbsp;&nbsp;5.875%, 11/15/2028 | 1057000 | &nbsp;&nbsp;&nbsp;1067792 |
| Rogers Communications, Inc.<br> 4.550%, 03/15/2052 (D) | &nbsp;&nbsp;686000 | &nbsp;&nbsp;&nbsp;&nbsp;558365 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.250%, 02/15/2026 | 2508000 | &nbsp;&nbsp;&nbsp;2296381 |
| &nbsp;&nbsp;&nbsp;2.875%, 02/15/2031 | &nbsp;&nbsp;251000 | &nbsp;&nbsp;&nbsp;&nbsp;209710 |
| &nbsp;&nbsp;&nbsp;3.375%, 04/15/2029 | 2935000 | &nbsp;&nbsp;&nbsp;2593281 |
| &nbsp;&nbsp;&nbsp;3.500%, 04/15/2031 | &nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;143679 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.355%, 03/15/2032 | &nbsp;&nbsp;627000 | &nbsp;&nbsp;&nbsp;&nbsp;503312 |
| &nbsp;&nbsp;&nbsp;2.550%, 03/21/2031 | &nbsp;&nbsp;871000 | &nbsp;&nbsp;&nbsp;&nbsp;726144 |
| &nbsp;&nbsp;&nbsp;2.650%, 11/20/2040 | &nbsp;&nbsp;776000 | &nbsp;&nbsp;&nbsp;&nbsp;537181 |
| &nbsp;&nbsp;&nbsp;3.550%, 03/22/2051 | &nbsp;&nbsp;559000 | &nbsp;&nbsp;&nbsp;&nbsp;413642 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 09/17/2050 | &nbsp;&nbsp;219000 | &nbsp;&nbsp;&nbsp;&nbsp;172838 |
| &nbsp;&nbsp;&nbsp;5.000%, 05/30/2038 | &nbsp;&nbsp;277000 | &nbsp;&nbsp;&nbsp;&nbsp;256512 |
| Warnermedia Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.050%, 03/15/2042 (D) | 1216000 | &nbsp;&nbsp;&nbsp;&nbsp;973467 |
| &nbsp;&nbsp;&nbsp;5.141%, 03/15/2052 (D) | 2841000 | &nbsp;&nbsp;&nbsp;2201380 |
| &nbsp;&nbsp;&nbsp;5.391%, 03/15/2062 (D) | 1382000 | &nbsp;&nbsp;&nbsp;1069377 |
|  |  | 26092612 |
| **Consumer discretionary – 1.3%** |  |  |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.875%, 05/12/2041 | &nbsp;&nbsp;387000 | &nbsp;&nbsp;&nbsp;&nbsp;295644 |
| &nbsp;&nbsp;&nbsp;4.700%, 12/01/2032 | 1531000 | &nbsp;&nbsp;&nbsp;1543956 |
| Ford Motor Company<br> 4.750%, 01/15/2043 | &nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86585 |
| Ford Motor Credit Company LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.700%, 08/10/2026 | 1872000 | &nbsp;&nbsp;&nbsp;1633483 |
| &nbsp;&nbsp;&nbsp;2.900%, 02/10/2029 | &nbsp;&nbsp;957000 | &nbsp;&nbsp;&nbsp;&nbsp;789104 |
| General Motors Company |  |  |
| &nbsp;&nbsp;&nbsp;5.400%, 10/15/2029 | 1452000 | &nbsp;&nbsp;&nbsp;1401157 |
| &nbsp;&nbsp;&nbsp;5.600%, 10/15/2032 | &nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;288334 |
| General Motors Financial Company, Inc.<br> 3.100%, 01/12/2032 | &nbsp;&nbsp;596000 | &nbsp;&nbsp;&nbsp;&nbsp;478124 |
| Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp;0.800%, 01/08/2024 (D) | &nbsp;&nbsp;486000 | &nbsp;&nbsp;&nbsp;&nbsp;460798 |
| &nbsp;&nbsp;&nbsp;1.300%, 01/08/2026 (D) | 1168000 | &nbsp;&nbsp;&nbsp;1015529 |
| &nbsp;&nbsp;&nbsp;2.000%, 06/15/2028 (D) | &nbsp;&nbsp;551000 | &nbsp;&nbsp;&nbsp;&nbsp;445990 |
| Lowe's Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 04/01/2052 | 1162000 | &nbsp;&nbsp;&nbsp;&nbsp;948489 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Consumer discretionary (continued)** |  |  |
| Lowe's Companies, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 04/15/2053 | $1746000 | $&nbsp;&nbsp;&nbsp;1746781 |
| Marriott International, Inc.<br> 4.625%, 06/15/2030 | &nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp;&nbsp;863948 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 09/01/2049 | &nbsp;&nbsp;902000 | &nbsp;&nbsp;&nbsp;&nbsp;699321 |
| &nbsp;&nbsp;&nbsp;4.200%, 04/01/2050 | 1331000 | &nbsp;&nbsp;&nbsp;1137371 |
| &nbsp;&nbsp;&nbsp;5.150%, 09/09/2052 | &nbsp;&nbsp;582000 | &nbsp;&nbsp;&nbsp;&nbsp;574366 |
| The Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.375%, 03/15/2051 | &nbsp;&nbsp;885000 | &nbsp;&nbsp;&nbsp;&nbsp;551356 |
| &nbsp;&nbsp;&nbsp;3.125%, 12/15/2049 | 1073000 | &nbsp;&nbsp;&nbsp;&nbsp;785461 |
| &nbsp;&nbsp;&nbsp;3.300%, 04/15/2040 | &nbsp;&nbsp;229000 | &nbsp;&nbsp;&nbsp;&nbsp;185416 |
| &nbsp;&nbsp;&nbsp;3.625%, 04/15/2052 | &nbsp;&nbsp;551000 | &nbsp;&nbsp;&nbsp;&nbsp;437078 |
| &nbsp;&nbsp;&nbsp;4.500%, 09/15/2032 | 1165000 | &nbsp;&nbsp;&nbsp;1156850 |
| &nbsp;&nbsp;&nbsp;4.950%, 09/15/2052 | 1226000 | &nbsp;&nbsp;&nbsp;1213248 |
| The Trustees of the University of Pennsylvania<br> 3.610%, 02/15/2119 | &nbsp;&nbsp;954000 | &nbsp;&nbsp;&nbsp;&nbsp;638590 |
| Toyota Motor Credit Corp.<br> 5.450%, 11/10/2027 | 1656000 | &nbsp;&nbsp;&nbsp;1702693 |
|  |  | 21079672 |
| **Consumer staples – 1.4%** |  |  |
| Anheuser-Busch Companies LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.700%, 02/01/2036 | 1565000 | &nbsp;&nbsp;&nbsp;1501609 |
| &nbsp;&nbsp;&nbsp;4.900%, 02/01/2046 | 3074000 | &nbsp;&nbsp;&nbsp;2875676 |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.750%, 07/15/2042 | &nbsp;&nbsp;504000 | &nbsp;&nbsp;&nbsp;&nbsp;418376 |
| &nbsp;&nbsp;&nbsp;4.375%, 04/15/2038 | 1643000 | &nbsp;&nbsp;&nbsp;1504286 |
| Bunge, Ltd. Finance Corp.<br> 1.630%, 08/17/2025 | &nbsp;&nbsp;637000 | &nbsp;&nbsp;&nbsp;&nbsp;579926 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;5.300%, 10/24/2027 | 1518000 | &nbsp;&nbsp;&nbsp;1563832 |
| &nbsp;&nbsp;&nbsp;5.500%, 01/24/2033 | 1576000 | &nbsp;&nbsp;&nbsp;1663746 |
| Nestle Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.125%, 10/01/2027 (D) | &nbsp;&nbsp;890000 | &nbsp;&nbsp;&nbsp;&nbsp;873878 |
| &nbsp;&nbsp;&nbsp;4.700%, 01/15/2053 (D) | &nbsp;&nbsp;604000 | &nbsp;&nbsp;&nbsp;&nbsp;588190 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.000%, 11/17/2025 | 1320000 | &nbsp;&nbsp;&nbsp;1319043 |
| &nbsp;&nbsp;&nbsp;5.125%, 11/17/2027 | 1980000 | &nbsp;&nbsp;&nbsp;1984186 |
| &nbsp;&nbsp;&nbsp;5.750%, 11/17/2032 | &nbsp;&nbsp;995000 | &nbsp;&nbsp;&nbsp;1024627 |
| Viterra Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;3.200%, 04/21/2031 (D) | &nbsp;&nbsp;283000 | &nbsp;&nbsp;&nbsp;&nbsp;214751 |
| &nbsp;&nbsp;&nbsp;5.250%, 04/21/2032 (D) | 1686000 | &nbsp;&nbsp;&nbsp;1489137 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.950%, 09/09/2027 | 1454000 | &nbsp;&nbsp;&nbsp;1444839 |
| &nbsp;&nbsp;&nbsp;4.150%, 09/09/2032 | 1745000 | &nbsp;&nbsp;&nbsp;1724691 |
| &nbsp;&nbsp;&nbsp;4.500%, 09/09/2052 | &nbsp;&nbsp;872000 | &nbsp;&nbsp;&nbsp;&nbsp;848342 |
|  |  | 21619135 |
| **Energy – 1.2%** |  |  |
| Aker BP ASA |  |  |
| &nbsp;&nbsp;&nbsp;2.000%, 07/15/2026 (D) | 1416000 | &nbsp;&nbsp;&nbsp;1246655 |
| &nbsp;&nbsp;&nbsp;3.100%, 07/15/2031 (D) | 1601000 | &nbsp;&nbsp;&nbsp;1319298 |
| &nbsp;&nbsp;&nbsp;3.750%, 01/15/2030 (D) | &nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;163954 |
| &nbsp;&nbsp;&nbsp;4.000%, 01/15/2031 (D) | &nbsp;&nbsp;655000 | &nbsp;&nbsp;&nbsp;&nbsp;581731 |
| Boardwalk Pipelines LP<br> 3.400%, 02/15/2031 | &nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;207110 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;4.400%, 03/15/2027 | &nbsp;&nbsp;273000 | &nbsp;&nbsp;&nbsp;&nbsp;261077 |
| &nbsp;&nbsp;&nbsp;4.950%, 05/15/2028 | 2040000 | &nbsp;&nbsp;&nbsp;1964863 |
| &nbsp;&nbsp;&nbsp;5.300%, 04/15/2047 | 1609000 | &nbsp;&nbsp;&nbsp;1367433 |
| &nbsp;&nbsp;&nbsp;5.400%, 10/01/2047 | &nbsp;&nbsp;472000 | &nbsp;&nbsp;&nbsp;&nbsp;407042 |
| &nbsp;&nbsp;&nbsp;6.125%, 12/15/2045 | &nbsp;&nbsp;492000 | &nbsp;&nbsp;&nbsp;&nbsp;465974 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.452%, 04/15/2051 | 1550000 | &nbsp;&nbsp;&nbsp;1200804 |
| &nbsp;&nbsp;&nbsp;4.327%, 03/19/2050 | 2046000 | &nbsp;&nbsp;&nbsp;1843988 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Energy (continued)** |  |  |
| Galaxy Pipeline Assets Bidco, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;1.750%, 09/30/2027 (D) | $1049090 | $&nbsp;&nbsp;&nbsp;&nbsp;969213 |
| &nbsp;&nbsp;&nbsp;2.160%, 03/31/2034 (D) | 1194661 | &nbsp;&nbsp;&nbsp;1008825 |
| &nbsp;&nbsp;&nbsp;2.625%, 03/31/2036 (D) | &nbsp;&nbsp;817000 | &nbsp;&nbsp;&nbsp;&nbsp;650547 |
| &nbsp;&nbsp;&nbsp;2.940%, 09/30/2040 (D) | &nbsp;&nbsp;480365 | &nbsp;&nbsp;&nbsp;&nbsp;383176 |
| Kinder Morgan, Inc.<br> 5.450%, 08/01/2052 | 1801000 | &nbsp;&nbsp;&nbsp;1647142 |
| Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp;2.378%, 04/15/2025 | &nbsp;&nbsp;218750 | &nbsp;&nbsp;&nbsp;&nbsp;211333 |
| &nbsp;&nbsp;&nbsp;2.460%, 12/15/2025 | 1190350 | &nbsp;&nbsp;&nbsp;1144497 |
| Pioneer Natural Resources Company<br> 2.150%, 01/15/2031 | &nbsp;&nbsp;829000 | &nbsp;&nbsp;&nbsp;&nbsp;669355 |
| Targa Resources Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 02/01/2031 | 1300000 | &nbsp;&nbsp;&nbsp;1184066 |
| &nbsp;&nbsp;&nbsp;5.500%, 03/01/2030 | &nbsp;&nbsp;326000 | &nbsp;&nbsp;&nbsp;&nbsp;311689 |
|  |  | 19209772 |
| **Financials – 8.5%** |  |  |
| Antares Holdings LP<br> 3.750%, 07/15/2027 (D) | 1268000 | &nbsp;&nbsp;&nbsp;1033511 |
| Athene Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;2.500%, 03/24/2028 (D) | 1937000 | &nbsp;&nbsp;&nbsp;1639058 |
| &nbsp;&nbsp;&nbsp;2.646%, 10/04/2031 (D) | 1827000 | &nbsp;&nbsp;&nbsp;1405786 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;1.722%, (1.722% to 9-14-26, then 1 Year CMT + 0.900%), 09/14/2027 | 1200000 | &nbsp;&nbsp;&nbsp;1028067 |
| &nbsp;&nbsp;&nbsp;3.225%, (3.225% to 11-22-31, then 1 Year CMT + 1.600%), 11/22/2032 | &nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;596055 |
| &nbsp;&nbsp;&nbsp;5.294%, 08/18/2027 | &nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;582220 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.530%, (1.530% to 12-6-24, then SOFR + 0.650%), 12/06/2025 | 5203000 | &nbsp;&nbsp;&nbsp;4778821 |
| &nbsp;&nbsp;&nbsp;1.658%, (1.658% to 3-11-26, then SOFR + 0.910%), 03/11/2027 | 4395000 | &nbsp;&nbsp;&nbsp;3894399 |
| &nbsp;&nbsp;&nbsp;1.734%, (1.734% to 7-22-26, then SOFR + 0.960%), 07/22/2027 | 3983000 | &nbsp;&nbsp;&nbsp;3490004 |
| &nbsp;&nbsp;&nbsp;2.687%, (2.687% to 4-22-31, then SOFR + 1.320%), 04/22/2032 | 4239000 | &nbsp;&nbsp;&nbsp;3434181 |
| &nbsp;&nbsp;&nbsp;3.384%, (3.384% to 4-2-25, then SOFR + 1.330%), 04/02/2026 | 2291000 | &nbsp;&nbsp;&nbsp;2181546 |
| &nbsp;&nbsp;&nbsp;3.419%, (3.419% to 12-20-27, then 3 month LIBOR + 1.040%), 12/20/2028 | 3069000 | &nbsp;&nbsp;&nbsp;2798478 |
| &nbsp;&nbsp;&nbsp;5.015%, (5.015% to 7-22-32, then SOFR + 2.160%), 07/22/2033 | 1280000 | &nbsp;&nbsp;&nbsp;1235736 |
| &nbsp;&nbsp;&nbsp;6.204%, (6.204% to 11-10-27, then SOFR + 1.990%), 11/10/2028 | 3027000 | &nbsp;&nbsp;&nbsp;3130872 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;7.385%, (7.385% to 11-2-27, then 1 Year CMT + 3.300%), 11/02/2028 | 3068000 | &nbsp;&nbsp;&nbsp;3173946 |
| &nbsp;&nbsp;&nbsp;7.437%, (7.437% to 11-2-32, then 1 Year CMT + 3.500%), 11/02/2033 | 1840000 | &nbsp;&nbsp;&nbsp;1949098 |
| Blackstone Holdings Finance Company LLC<br> 6.200%, 04/22/2033 (D) | 1842000 | &nbsp;&nbsp;&nbsp;1904148 |
| Brighthouse Financial, Inc.<br> 3.850%, 12/22/2051 | &nbsp;&nbsp;546000 | &nbsp;&nbsp;&nbsp;&nbsp;344783 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.658%, (4.658% to 5-24-27, then SOFR + 1.887%), 05/24/2028 | 1401000 | &nbsp;&nbsp;&nbsp;1363672 |
| &nbsp;&nbsp;&nbsp;4.910%, (4.910% to 5-24-32, then SOFR + 2.086%), 05/24/2033 | 1565000 | &nbsp;&nbsp;&nbsp;1490058 |
| &nbsp;&nbsp;&nbsp;6.270%, (6.270% to 11-17-32, then SOFR + 2.338%), 11/17/2033 | 2137000 | &nbsp;&nbsp;&nbsp;2252167 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;3.649%, (3.649% to 4-6-27, then 1 Year CMT + 1.220%), 04/06/2028 (D) | 3150000 | &nbsp;&nbsp;&nbsp;2903711 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Financials (continued)** |  |  |
| Cooperatieve Rabobank UA (continued) |  |  |
| &nbsp;&nbsp;&nbsp;3.758%, (3.758% to 4-6-32, then 1 Year CMT + 1.420%), 04/06/2033 (D) | $1909000 | $1635085 |
| Credit Suisse Group AG<br> 9.016%, (9.016% to 11-15-32, then SOFR + 5.020%), 11/15/2033 (D) | 1553000 | 1576710 |
| Deutsche Bank AG<br> 3.742%, (3.742% to 10-7-31, then SOFR + 2.257%), 01/07/2033 | 2622000 | 1871770 |
| Enstar Group, Ltd.<br> 3.100%, 09/01/2031 | 1392000 | 1020378 |
| GE Capital International Funding Company<br> 4.418%, 11/15/2035 | &nbsp;&nbsp;386000 | &nbsp;&nbsp;&nbsp;&nbsp;364327 |
| HSBC Holdings PLC<br> 7.390%, (7.390% to 11-3-27, then SOFR + 3.350%), 11/03/2028 | 1806000 | 1894028 |
| Jackson Financial, Inc.<br> 5.670%, 06/08/2032 | &nbsp;&nbsp;454000 | &nbsp;&nbsp;&nbsp;&nbsp;431324 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.040%, (1.040% to 2-4-26, then 3 month CME Term SOFR + 0.695%), 02/04/2027 | 5543000 | 4830610 |
| &nbsp;&nbsp;&nbsp;1.045%, (1.045% to 11-19-25, then SOFR + 0.800%), 11/19/2026 | 1726000 | 1522566 |
| &nbsp;&nbsp;&nbsp;1.470%, (1.470% to 9-22-26, then SOFR + 0.765%), 09/22/2027 | 1379000 | 1196987 |
| &nbsp;&nbsp;&nbsp;1.561%, (1.561% to 12-10-24, then SOFR + 0.605%), 12/10/2025 | 8109000 | 7490153 |
| &nbsp;&nbsp;&nbsp;1.578%, (1.578% to 4-22-26, then SOFR + 0.885%), 04/22/2027 | 1377000 | 1215756 |
| &nbsp;&nbsp;&nbsp;2.182%, (2.182% to 6-1-27, then SOFR + 1.890%), 06/01/2028 | 1697000 | 1484529 |
| &nbsp;&nbsp;&nbsp;4.323%, (4.323% to 4-26-27, then SOFR + 1.560%), 04/26/2028 | &nbsp;&nbsp;907000 | &nbsp;&nbsp;&nbsp;&nbsp;869256 |
| &nbsp;&nbsp;&nbsp;4.565%, (4.565% to 6-14-29, then SOFR + 1.750%), 06/14/2030 | 1400000 | 1334614 |
| &nbsp;&nbsp;&nbsp;4.851%, (4.851% to 7-25-27, then SOFR + 1.990%), 07/25/2028 | 1433000 | 1403051 |
| &nbsp;&nbsp;&nbsp;4.912%, (4.912% to 7-25-32, then SOFR + 2.080%), 07/25/2033 | 1159000 | 1117641 |
| Liberty Mutual Group, Inc.<br> 5.500%, 06/15/2052 (D) | &nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;486155 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.716%, (4.716% to 8-11-25, then 1 Year CMT + 1.750%), 08/11/2026 | 2291000 | 2222758 |
| &nbsp;&nbsp;&nbsp;4.976%, (4.976% to 8-11-32, then 1 Year CMT + 2.300%), 08/11/2033 | 1364000 | 1255343 |
| Macquarie Group, Ltd.<br> 6.207%, 11/22/2024 (D) | 1837000 | 1847639 |
| Marsh & McLennan Companies, Inc.<br> 6.250%, 11/01/2052 | &nbsp;&nbsp;306000 | &nbsp;&nbsp;&nbsp;&nbsp;341958 |
| Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.309%, (2.309% to 7-20-31, then 1 Year CMT + 0.950%), 07/20/2032 | 1387000 | 1081366 |
| &nbsp;&nbsp;&nbsp;5.133%, (5.133% to 7-20-32, then 1 Year CMT + 2.125%), 07/20/2033 | 1154000 | 1121983 |
| &nbsp;&nbsp;&nbsp;5.354%, (5.354% to 9-13-27, then 1 Year CMT + 1.900%), 09/13/2028 | 1490000 | 1482629 |
| &nbsp;&nbsp;&nbsp;5.472%, (5.472% to 9-13-32, then 1 Year CMT + 2.125%), 09/13/2033 | &nbsp;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;236146 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;0.790%, (0.790% to 5-30-24, then SOFR + 0.525%), 05/30/2025 | 3570000 | 3307906 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Financials (continued)** |  |  |
| Morgan Stanley (continued) |  |  |
| &nbsp;&nbsp;&nbsp;0.791%, (0.791% to 1-22-24, then SOFR + 0.509%), 01/22/2025 | $3534000 | $&nbsp;&nbsp;&nbsp;&nbsp;3323789 |
| &nbsp;&nbsp;&nbsp;0.864%, (0.864% to 10-21-24, then SOFR + 0.745%), 10/21/2025 | 1102000 | &nbsp;&nbsp;&nbsp;&nbsp;1005674 |
| &nbsp;&nbsp;&nbsp;0.985%, (0.985% to 12-10-25, then SOFR + 0.720%), 12/10/2026 | 2818000 | &nbsp;&nbsp;&nbsp;&nbsp;2471436 |
| &nbsp;&nbsp;&nbsp;1.512%, (1.512% to 7-20-26, then SOFR + 0.858%), 07/20/2027 | 2155000 | &nbsp;&nbsp;&nbsp;&nbsp;1875103 |
| &nbsp;&nbsp;&nbsp;2.475%, (2.475% to 1-21-27, then SOFR + 1.000%), 01/21/2028 | &nbsp;&nbsp;551000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489546 |
| &nbsp;&nbsp;&nbsp;6.342%, (6.342% to 10-18-32, then SOFR + 2.560%), 10/18/2033 | 3040000 | &nbsp;&nbsp;&nbsp;&nbsp;3232725 |
| Owl Rock Capital Corp. III<br> 3.125%, 04/13/2027 | &nbsp;&nbsp;751000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623609 |
| Santander UK Group Holdings PLC<br> 6.833%, (6.833% to 11-21-25, then SOFR + 2.749%), 11/21/2026 | 2442000 | &nbsp;&nbsp;&nbsp;&nbsp;2467072 |
| SBL Holdings, Inc.<br> 5.000%, 02/18/2031 (D) | 1916000 | &nbsp;&nbsp;&nbsp;&nbsp;1499026 |
| Stewart Information Services Corp.<br> 3.600%, 11/15/2031 | &nbsp;&nbsp;746000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578136 |
| The Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.657%, (0.657% to 9-10-23, then SOFR + 0.505%), 09/10/2024 | 2773000 | &nbsp;&nbsp;&nbsp;&nbsp;2657730 |
| &nbsp;&nbsp;&nbsp;0.925%, (0.925% to 10-21-23, then SOFR + 0.486%), 10/21/2024 | 4118000 | &nbsp;&nbsp;&nbsp;&nbsp;3927595 |
| &nbsp;&nbsp;&nbsp;1.757%, (1.757% to 1-24-24, then SOFR + 0.730%), 01/24/2025 | 2324000 | &nbsp;&nbsp;&nbsp;&nbsp;2215267 |
| &nbsp;&nbsp;&nbsp;1.948%, (1.948% to 10-21-26, then SOFR + 0.913%), 10/21/2027 | 1372000 | &nbsp;&nbsp;&nbsp;&nbsp;1201108 |
| The PNC Financial Services Group, Inc.<br> 6.037%, (6.037% to 10-28-32, then SOFR + 2.140%), 10/28/2033 | 1834000 | &nbsp;&nbsp;&nbsp;&nbsp;1926542 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.123%, (4.123% to 6-6-27, then SOFR + 1.368%), 06/06/2028 | 1703000 | &nbsp;&nbsp;&nbsp;&nbsp;1625716 |
| &nbsp;&nbsp;&nbsp;6.123%, (6.123% to 10-28-32, then SOFR + 2.300%), 10/28/2033 | &nbsp;&nbsp;864000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910382 |
| Trust Fibra Uno<br> 6.390%, 01/15/2050 (D) | &nbsp;&nbsp;682000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514414 |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp;4.490%, (4.490% to 8-5-24, then 1 Year CMT + 1.600%), 08/05/2025 (D) | 1917000 | &nbsp;&nbsp;&nbsp;&nbsp;1877590 |
| &nbsp;&nbsp;&nbsp;4.703%, (4.703% to 8-5-26, then 1 Year CMT + 2.050%), 08/05/2027 (D) | 4001000 | &nbsp;&nbsp;&nbsp;&nbsp;3870023 |
| Wells Fargo & Company |  |  |
| &nbsp;&nbsp;&nbsp;3.526%, (3.526% to 3-24-27, then SOFR + 1.510%), 03/24/2028 | 5785000 | &nbsp;&nbsp;&nbsp;&nbsp;5373664 |
| &nbsp;&nbsp;&nbsp;4.808%, (4.808% to 7-25-27, then SOFR + 1.980%), 07/25/2028 | &nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595770 |
| &nbsp;&nbsp;&nbsp;4.897%, (4.897% to 7-25-32, then SOFR + 2.100%), 07/25/2033 | &nbsp;&nbsp;867000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835410 |
|  |  | 136350312 |
| **Health care – 2.3%** |  |  |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.050%, 11/21/2039 | &nbsp;&nbsp;654000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571367 |
| &nbsp;&nbsp;&nbsp;4.250%, 11/21/2049 | 3786000 | &nbsp;&nbsp;&nbsp;&nbsp;3255504 |
| &nbsp;&nbsp;&nbsp;4.300%, 05/14/2036 | &nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369347 |
| &nbsp;&nbsp;&nbsp;4.450%, 05/14/2046 | &nbsp;&nbsp;408000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359886 |
| Amgen, Inc.<br> 4.050%, 08/18/2029 | &nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876477 |
| Astrazeneca Finance LLC<br> 1.750%, 05/28/2028 | 1951000 | &nbsp;&nbsp;&nbsp;&nbsp;1696409 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Health care (continued)** |  |  |
| AstraZeneca PLC<br> 1.375%, 08/06/2030 | $&nbsp;&nbsp;561000 | $&nbsp;&nbsp;&nbsp;&nbsp;448775 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.500%, 03/01/2031 | &nbsp;&nbsp;516000 | &nbsp;&nbsp;&nbsp;&nbsp;407908 |
| &nbsp;&nbsp;&nbsp;3.000%, 10/15/2030 | 1242000 | &nbsp;&nbsp;&nbsp;1024774 |
| Cigna Corp.<br> 3.400%, 03/15/2050 | &nbsp;&nbsp;279000 | &nbsp;&nbsp;&nbsp;&nbsp;201340 |
| CSL Finance PLC<br> 4.050%, 04/27/2029 (D) | &nbsp;&nbsp;557000 | &nbsp;&nbsp;&nbsp;&nbsp;530811 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.000%, 08/15/2026 | &nbsp;&nbsp;597000 | &nbsp;&nbsp;&nbsp;&nbsp;561195 |
| &nbsp;&nbsp;&nbsp;4.300%, 03/25/2028 | 1261000 | &nbsp;&nbsp;&nbsp;1225838 |
| &nbsp;&nbsp;&nbsp;5.050%, 03/25/2048 | &nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;390035 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.600%, 10/01/2050 | &nbsp;&nbsp;658000 | &nbsp;&nbsp;&nbsp;&nbsp;433816 |
| &nbsp;&nbsp;&nbsp;2.800%, 12/10/2051 | &nbsp;&nbsp;441000 | &nbsp;&nbsp;&nbsp;&nbsp;303679 |
| DH Europe Finance II Sarl<br> 2.200%, 11/15/2024 | 1516000 | &nbsp;&nbsp;&nbsp;1440818 |
| Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.600%, 10/01/2040 | &nbsp;&nbsp;959000 | &nbsp;&nbsp;&nbsp;&nbsp;685411 |
| &nbsp;&nbsp;&nbsp;2.800%, 10/01/2050 | &nbsp;&nbsp;894000 | &nbsp;&nbsp;&nbsp;&nbsp;591236 |
| &nbsp;&nbsp;&nbsp;4.000%, 09/01/2036 | &nbsp;&nbsp;492000 | &nbsp;&nbsp;&nbsp;&nbsp;438341 |
| GSK Consumer Healthcare Capital<br> US LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 03/24/2027 to 03/24/2029 | 1791000 | &nbsp;&nbsp;&nbsp;1657137 |
| &nbsp;&nbsp;&nbsp;4.000%, 03/24/2052 | &nbsp;&nbsp;897000 | &nbsp;&nbsp;&nbsp;&nbsp;715098 |
| HCA, Inc.<br> 4.625%, 03/15/2052 (D) | 2197000 | &nbsp;&nbsp;&nbsp;1771410 |
| Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.750%, 08/18/2031 | 1118000 | &nbsp;&nbsp;&nbsp;&nbsp;909616 |
| &nbsp;&nbsp;&nbsp;2.550%, 05/28/2040 | 1923000 | &nbsp;&nbsp;&nbsp;1430604 |
| Roche Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.076%, 12/13/2031 (D) | 2024000 | &nbsp;&nbsp;&nbsp;1671500 |
| &nbsp;&nbsp;&nbsp;2.607%, 12/13/2051 (D) | &nbsp;&nbsp;759000 | &nbsp;&nbsp;&nbsp;&nbsp;508134 |
| Shire Acquisitions Investments Ireland DAC<br> 2.875%, 09/23/2023 | &nbsp;&nbsp;454000 | &nbsp;&nbsp;&nbsp;&nbsp;445369 |
| Takeda Pharmaceutical Company, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.050%, 03/31/2030 | 1482000 | &nbsp;&nbsp;&nbsp;1220591 |
| &nbsp;&nbsp;&nbsp;3.025%, 07/09/2040 | &nbsp;&nbsp;617000 | &nbsp;&nbsp;&nbsp;&nbsp;461403 |
| &nbsp;&nbsp;&nbsp;3.175%, 07/09/2050 | &nbsp;&nbsp;373000 | &nbsp;&nbsp;&nbsp;&nbsp;261142 |
| &nbsp;&nbsp;&nbsp;4.400%, 11/26/2023 | &nbsp;&nbsp;349000 | &nbsp;&nbsp;&nbsp;&nbsp;346309 |
| Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.750%, 10/15/2028 | &nbsp;&nbsp;557000 | &nbsp;&nbsp;&nbsp;&nbsp;476440 |
| &nbsp;&nbsp;&nbsp;2.800%, 10/15/2041 | &nbsp;&nbsp;886000 | &nbsp;&nbsp;&nbsp;&nbsp;666796 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.750%, 05/15/2040 | &nbsp;&nbsp;422000 | &nbsp;&nbsp;&nbsp;&nbsp;313257 |
| &nbsp;&nbsp;&nbsp;3.050%, 05/15/2041 | &nbsp;&nbsp;289000 | &nbsp;&nbsp;&nbsp;&nbsp;221029 |
| &nbsp;&nbsp;&nbsp;3.250%, 05/15/2051 | 1249000 | &nbsp;&nbsp;&nbsp;&nbsp;916526 |
| &nbsp;&nbsp;&nbsp;4.000%, 05/15/2029 | &nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;816242 |
| &nbsp;&nbsp;&nbsp;4.625%, 07/15/2035 | &nbsp;&nbsp;871000 | &nbsp;&nbsp;&nbsp;&nbsp;855017 |
| &nbsp;&nbsp;&nbsp;5.250%, 02/15/2028 | &nbsp;&nbsp;932000 | &nbsp;&nbsp;&nbsp;&nbsp;958700 |
| &nbsp;&nbsp;&nbsp;5.300%, 02/15/2030 | 1554000 | &nbsp;&nbsp;&nbsp;1604814 |
| &nbsp;&nbsp;&nbsp;5.350%, 02/15/2033 | 1554000 | &nbsp;&nbsp;&nbsp;1618097 |
| &nbsp;&nbsp;&nbsp;5.875%, 02/15/2053 | 1489000 | &nbsp;&nbsp;&nbsp;1647791 |
|  |  | 37305989 |
| **Industrials – 2.2%** |  |  |
| Adani International Container Terminal Private, Ltd.<br> 3.000%, 02/16/2031 (D) | &nbsp;&nbsp;468750 | &nbsp;&nbsp;&nbsp;&nbsp;367252 |
| AerCap Ireland Capital DAC<br> 1.150%, 10/29/2023 | 3309000 | &nbsp;&nbsp;&nbsp;3162158 |
| Canadian National Railway Company |  |  |
| &nbsp;&nbsp;&nbsp;3.850%, 08/05/2032 | &nbsp;&nbsp;871000 | &nbsp;&nbsp;&nbsp;&nbsp;817991 |
| &nbsp;&nbsp;&nbsp;4.400%, 08/05/2052 | &nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;524560 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Industrials (continued)** |  |  |
| Canadian Pacific Railway Company |  |  |
| &nbsp;&nbsp;&nbsp;1.350%, 12/02/2024 | $1372000 | $&nbsp;&nbsp;&nbsp;1277614 |
| &nbsp;&nbsp;&nbsp;1.750%, 12/02/2026 | &nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;236821 |
| &nbsp;&nbsp;&nbsp;2.450%, 12/02/2031 | &nbsp;&nbsp;222000 | &nbsp;&nbsp;&nbsp;&nbsp;185010 |
| &nbsp;&nbsp;&nbsp;3.000%, 12/02/2041 | &nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;203235 |
| Crowley Conro LLC<br> 4.181%, 08/15/2043 | &nbsp;&nbsp;767128 | &nbsp;&nbsp;&nbsp;&nbsp;727156 |
| CSX Corp.<br> 4.100%, 11/15/2032 | 1449000 | &nbsp;&nbsp;&nbsp;1376610 |
| Delta Air Lines, Inc.<br> 4.750%, 10/20/2028 (D) | 3259000 | &nbsp;&nbsp;&nbsp;3089210 |
| Honeywell International, Inc.<br> 5.000%, 02/15/2033 | 1872000 | &nbsp;&nbsp;&nbsp;1926713 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.350%, 03/08/2027 | 1382000 | &nbsp;&nbsp;&nbsp;1265474 |
| &nbsp;&nbsp;&nbsp;4.150%, 09/15/2027 | 2908000 | &nbsp;&nbsp;&nbsp;2853913 |
| &nbsp;&nbsp;&nbsp;4.850%, 10/11/2029 | 1020000 | &nbsp;&nbsp;&nbsp;1035302 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.100%, 11/15/2027 | 1547000 | &nbsp;&nbsp;&nbsp;1591239 |
| &nbsp;&nbsp;&nbsp;5.700%, 11/15/2054 | 1238000 | &nbsp;&nbsp;&nbsp;1342186 |
| &nbsp;&nbsp;&nbsp;5.900%, 11/15/2063 | &nbsp;&nbsp;619000 | &nbsp;&nbsp;&nbsp;&nbsp;684659 |
| Northrop Grumman Corp.<br> 4.400%, 05/01/2030 | 1973000 | &nbsp;&nbsp;&nbsp;1933411 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 09/15/2027 | 1680000 | &nbsp;&nbsp;&nbsp;1629308 |
| &nbsp;&nbsp;&nbsp;4.500%, 09/15/2029 | 1120000 | &nbsp;&nbsp;&nbsp;1087210 |
| Quanta Services, Inc.<br> 0.950%, 10/01/2024 | 1101000 | &nbsp;&nbsp;&nbsp;1008261 |
| The Boeing Company |  |  |
| &nbsp;&nbsp;&nbsp;2.196%, 02/04/2026 | 2095000 | &nbsp;&nbsp;&nbsp;1904387 |
| &nbsp;&nbsp;&nbsp;3.250%, 02/01/2035 | &nbsp;&nbsp;678000 | &nbsp;&nbsp;&nbsp;&nbsp;514128 |
| &nbsp;&nbsp;&nbsp;3.750%, 02/01/2050 | 1210000 | &nbsp;&nbsp;&nbsp;&nbsp;848707 |
| &nbsp;&nbsp;&nbsp;5.930%, 05/01/2060 | 1585000 | &nbsp;&nbsp;&nbsp;1471105 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.375%, 05/20/2031 | &nbsp;&nbsp;588000 | &nbsp;&nbsp;&nbsp;&nbsp;497792 |
| &nbsp;&nbsp;&nbsp;2.800%, 02/14/2032 | &nbsp;&nbsp;799000 | &nbsp;&nbsp;&nbsp;&nbsp;695259 |
| &nbsp;&nbsp;&nbsp;3.375%, 02/14/2042 | &nbsp;&nbsp;663000 | &nbsp;&nbsp;&nbsp;&nbsp;536850 |
|  |  | 34793521 |
| **Information technology – 2.3%** |  |  |
| Advanced Micro Devices, Inc.<br> 3.924%, 06/01/2032 | 1781000 | &nbsp;&nbsp;&nbsp;1680032 |
| Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.375%, 02/08/2041 | &nbsp;&nbsp;448000 | &nbsp;&nbsp;&nbsp;&nbsp;327993 |
| &nbsp;&nbsp;&nbsp;2.400%, 08/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46429 |
| &nbsp;&nbsp;&nbsp;2.650%, 05/11/2050 to 02/08/2051 | 1228000 | &nbsp;&nbsp;&nbsp;&nbsp;846141 |
| &nbsp;&nbsp;&nbsp;2.800%, 02/08/2061 | &nbsp;&nbsp;392000 | &nbsp;&nbsp;&nbsp;&nbsp;260628 |
| &nbsp;&nbsp;&nbsp;3.250%, 08/08/2029 | 2320000 | &nbsp;&nbsp;&nbsp;2174360 |
| &nbsp;&nbsp;&nbsp;3.950%, 08/08/2052 | 1162000 | &nbsp;&nbsp;&nbsp;1016171 |
| &nbsp;&nbsp;&nbsp;4.100%, 08/08/2062 | &nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;753523 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.450%, 02/15/2031 (D) | &nbsp;&nbsp;966000 | &nbsp;&nbsp;&nbsp;&nbsp;762140 |
| &nbsp;&nbsp;&nbsp;3.150%, 11/15/2025 | &nbsp;&nbsp;724000 | &nbsp;&nbsp;&nbsp;&nbsp;688919 |
| &nbsp;&nbsp;&nbsp;3.419%, 04/15/2033 (D) | 2628000 | &nbsp;&nbsp;&nbsp;2135329 |
| &nbsp;&nbsp;&nbsp;3.469%, 04/15/2034 (D) | 1234000 | &nbsp;&nbsp;&nbsp;&nbsp;979686 |
| &nbsp;&nbsp;&nbsp;4.150%, 11/15/2030 | &nbsp;&nbsp;651000 | &nbsp;&nbsp;&nbsp;&nbsp;584689 |
| &nbsp;&nbsp;&nbsp;4.150%, 04/15/2032 (D) | &nbsp;&nbsp;831000 | &nbsp;&nbsp;&nbsp;&nbsp;732644 |
| &nbsp;&nbsp;&nbsp;4.926%, 05/15/2037 (D) | &nbsp;&nbsp;882000 | &nbsp;&nbsp;&nbsp;&nbsp;773949 |
| Dell International LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 12/15/2041 (D) | 1371000 | &nbsp;&nbsp;&nbsp;&nbsp;944798 |
| &nbsp;&nbsp;&nbsp;3.450%, 12/15/2051 (D) | 1645000 | &nbsp;&nbsp;&nbsp;1060404 |
| &nbsp;&nbsp;&nbsp;6.100%, 07/15/2027 | &nbsp;&nbsp;561000 | &nbsp;&nbsp;&nbsp;&nbsp;576399 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.800%, 08/12/2041 | 1444000 | &nbsp;&nbsp;&nbsp;1025133 |
| &nbsp;&nbsp;&nbsp;4.900%, 08/05/2052 | 1352000 | &nbsp;&nbsp;&nbsp;1233944 |
| &nbsp;&nbsp;&nbsp;5.050%, 08/05/2062 | &nbsp;&nbsp;579000 | &nbsp;&nbsp;&nbsp;&nbsp;526045 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Information technology (continued)** |  |  |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.300%, 03/01/2050 | $1321000 | $&nbsp;&nbsp;&nbsp;&nbsp;989557 |
| &nbsp;&nbsp;&nbsp;4.950%, 07/15/2052 | &nbsp;&nbsp;514000 | &nbsp;&nbsp;&nbsp;&nbsp;495143 |
| NXP BV |  |  |
| &nbsp;&nbsp;&nbsp;2.650%, 02/15/2032 | 1140000 | &nbsp;&nbsp;&nbsp;&nbsp;895040 |
| &nbsp;&nbsp;&nbsp;3.250%, 05/11/2041 | &nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;432889 |
| &nbsp;&nbsp;&nbsp;3.400%, 05/01/2030 | &nbsp;&nbsp;768000 | &nbsp;&nbsp;&nbsp;&nbsp;667809 |
| &nbsp;&nbsp;&nbsp;4.400%, 06/01/2027 | &nbsp;&nbsp;669000 | &nbsp;&nbsp;&nbsp;&nbsp;639615 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.950%, 03/25/2051 | 1171000 | &nbsp;&nbsp;&nbsp;&nbsp;856903 |
| &nbsp;&nbsp;&nbsp;4.000%, 07/15/2046 | 1072000 | &nbsp;&nbsp;&nbsp;&nbsp;792155 |
| &nbsp;&nbsp;&nbsp;4.375%, 05/15/2055 | &nbsp;&nbsp;373000 | &nbsp;&nbsp;&nbsp;&nbsp;283599 |
| &nbsp;&nbsp;&nbsp;6.900%, 11/09/2052 | 1245000 | &nbsp;&nbsp;&nbsp;1378930 |
| Qualcomm, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.500%, 05/20/2052 | &nbsp;&nbsp;921000 | &nbsp;&nbsp;&nbsp;&nbsp;817385 |
| &nbsp;&nbsp;&nbsp;6.000%, 05/20/2053 | 1403000 | &nbsp;&nbsp;&nbsp;1526853 |
| VMware, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.600%, 08/15/2023 | 2703000 | &nbsp;&nbsp;&nbsp;2617499 |
| &nbsp;&nbsp;&nbsp;1.000%, 08/15/2024 | 1919000 | &nbsp;&nbsp;&nbsp;1786835 |
| &nbsp;&nbsp;&nbsp;1.400%, 08/15/2026 | 1931000 | &nbsp;&nbsp;&nbsp;1698255 |
| &nbsp;&nbsp;&nbsp;1.800%, 08/15/2028 | &nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;276548 |
| &nbsp;&nbsp;&nbsp;4.700%, 05/15/2030 | 1109000 | &nbsp;&nbsp;&nbsp;1041346 |
| Xilinx, Inc.<br> 2.375%, 06/01/2030 | &nbsp;&nbsp;472000 | &nbsp;&nbsp;&nbsp;&nbsp;401499 |
|  |  | 36727216 |
| **Materials – 0.6%** |  |  |
| Anglo American Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 03/16/2029 (D) | 1480000 | &nbsp;&nbsp;&nbsp;1331899 |
| &nbsp;&nbsp;&nbsp;4.750%, 03/16/2052 (D) | 1154000 | &nbsp;&nbsp;&nbsp;&nbsp;957625 |
| Freeport-McMoRan, Inc.<br> 5.250%, 09/01/2029 | 1735000 | &nbsp;&nbsp;&nbsp;1657532 |
| GE Healthcare Holding LLC<br> 5.650%, 11/15/2027 (D) | 1526000 | &nbsp;&nbsp;&nbsp;1556287 |
| Glencore Finance Canada, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;6.000%, 11/15/2041 (D) | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66223 |
| &nbsp;&nbsp;&nbsp;6.900%, 11/15/2037 (D) | &nbsp;&nbsp;637000 | &nbsp;&nbsp;&nbsp;&nbsp;671676 |
| Glencore Funding LLC<br> 4.875%, 03/12/2029 (D) | &nbsp;&nbsp;493000 | &nbsp;&nbsp;&nbsp;&nbsp;474965 |
| Rohm and Haas Company<br> 7.850%, 07/15/2029 | &nbsp;&nbsp;672000 | &nbsp;&nbsp;&nbsp;&nbsp;753092 |
| The Dow Chemical Company |  |  |
| &nbsp;&nbsp;&nbsp;6.900%, 05/15/2053 | &nbsp;&nbsp;584000 | &nbsp;&nbsp;&nbsp;&nbsp;634993 |
| &nbsp;&nbsp;&nbsp;7.375%, 11/01/2029 | 1435000 | &nbsp;&nbsp;&nbsp;1592691 |
|  |  | &nbsp;&nbsp;&nbsp;9696983 |
| **Real estate – 1.7%** |  |  |
| Agree LP |  |  |
| &nbsp;&nbsp;&nbsp;2.000%, 06/15/2028 | 1155000 | &nbsp;&nbsp;&nbsp;&nbsp;950420 |
| &nbsp;&nbsp;&nbsp;2.600%, 06/15/2033 | &nbsp;&nbsp;263000 | &nbsp;&nbsp;&nbsp;&nbsp;200327 |
| &nbsp;&nbsp;&nbsp;4.800%, 10/01/2032 | &nbsp;&nbsp;578000 | &nbsp;&nbsp;&nbsp;&nbsp;531646 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 04/15/2032 | 1063000 | &nbsp;&nbsp;&nbsp;&nbsp;900676 |
| &nbsp;&nbsp;&nbsp;4.300%, 04/15/2052 | &nbsp;&nbsp;476000 | &nbsp;&nbsp;&nbsp;&nbsp;353122 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.700%, 04/15/2031 | &nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;363255 |
| &nbsp;&nbsp;&nbsp;3.125%, 01/15/2027 | &nbsp;&nbsp;578000 | &nbsp;&nbsp;&nbsp;&nbsp;531634 |
| &nbsp;&nbsp;&nbsp;3.650%, 03/15/2027 | &nbsp;&nbsp;816000 | &nbsp;&nbsp;&nbsp;&nbsp;762406 |
| Brixmor Operating Partnership LP<br> 2.500%, 08/16/2031 | &nbsp;&nbsp;643000 | &nbsp;&nbsp;&nbsp;&nbsp;487311 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.050%, 07/15/2026 | 1657000 | &nbsp;&nbsp;&nbsp;1433908 |
| &nbsp;&nbsp;&nbsp;2.100%, 04/01/2031 | &nbsp;&nbsp;243000 | &nbsp;&nbsp;&nbsp;&nbsp;192695 |
| &nbsp;&nbsp;&nbsp;2.500%, 07/15/2031 | &nbsp;&nbsp;912000 | &nbsp;&nbsp;&nbsp;&nbsp;744141 |
| &nbsp;&nbsp;&nbsp;2.900%, 03/15/2027 to 04/01/2041 | 2835000 | &nbsp;&nbsp;&nbsp;2372939 |
| &nbsp;&nbsp;&nbsp;3.300%, 07/01/2030 | &nbsp;&nbsp;955000 | &nbsp;&nbsp;&nbsp;&nbsp;839886 |
| &nbsp;&nbsp;&nbsp;4.000%, 03/01/2027 | &nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp;263516 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Real estate (continued)** |  |  |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp;1.700%, 03/01/2028 | $1392000 | $&nbsp;&nbsp;&nbsp;1156455 |
| &nbsp;&nbsp;&nbsp;2.550%, 06/15/2031 | &nbsp;&nbsp;548000 | &nbsp;&nbsp;&nbsp;&nbsp;438341 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;2.350%, 03/15/2032 | &nbsp;&nbsp;476000 | &nbsp;&nbsp;&nbsp;&nbsp;362056 |
| &nbsp;&nbsp;&nbsp;3.900%, 04/01/2029 | &nbsp;&nbsp;532000 | &nbsp;&nbsp;&nbsp;&nbsp;479272 |
| Federal Realty Investment Trust<br> 3.950%, 01/15/2024 | &nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp;724936 |
| GLP Capital LP<br> 5.300%, 01/15/2029 | &nbsp;&nbsp;536000 | &nbsp;&nbsp;&nbsp;&nbsp;503920 |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;2.000%, 08/15/2031 | &nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp;136211 |
| &nbsp;&nbsp;&nbsp;4.150%, 04/15/2032 | 1063000 | &nbsp;&nbsp;&nbsp;&nbsp;931900 |
| Kimco Realty Corp.<br> 4.600%, 02/01/2033 | &nbsp;&nbsp;871000 | &nbsp;&nbsp;&nbsp;&nbsp;814598 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp;3.950%, 03/15/2029 | &nbsp;&nbsp;533000 | &nbsp;&nbsp;&nbsp;&nbsp;500230 |
| &nbsp;&nbsp;&nbsp;4.000%, 11/15/2025 | &nbsp;&nbsp;651000 | &nbsp;&nbsp;&nbsp;&nbsp;630350 |
| &nbsp;&nbsp;&nbsp;4.300%, 10/15/2023 | &nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;541122 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.200%, 06/15/2028 | &nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;488845 |
| &nbsp;&nbsp;&nbsp;2.850%, 12/15/2032 | &nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp;631798 |
| &nbsp;&nbsp;&nbsp;3.650%, 01/15/2028 | &nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;562244 |
| &nbsp;&nbsp;&nbsp;5.625%, 10/13/2032 | 1693000 | &nbsp;&nbsp;&nbsp;1749252 |
| Regency Centers LP<br> 2.950%, 09/15/2029 | 1474000 | &nbsp;&nbsp;&nbsp;1239910 |
| Rexford Industrial Realty LP<br> 2.150%, 09/01/2031 | &nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;223903 |
| STORE Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.700%, 12/01/2031 | &nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;278367 |
| &nbsp;&nbsp;&nbsp;2.750%, 11/18/2030 | &nbsp;&nbsp;940000 | &nbsp;&nbsp;&nbsp;&nbsp;733016 |
| &nbsp;&nbsp;&nbsp;4.500%, 03/15/2028 | 1424000 | &nbsp;&nbsp;&nbsp;1296719 |
| &nbsp;&nbsp;&nbsp;4.625%, 03/15/2029 | &nbsp;&nbsp;678000 | &nbsp;&nbsp;&nbsp;&nbsp;620895 |
| Sun Communities Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;2.300%, 11/01/2028 | &nbsp;&nbsp;532000 | &nbsp;&nbsp;&nbsp;&nbsp;437663 |
| &nbsp;&nbsp;&nbsp;4.200%, 04/15/2032 | 1063000 | &nbsp;&nbsp;&nbsp;&nbsp;917119 |
|  |  | 27327004 |
| **Utilities – 2.0%** |  |  |
| American Transmission Systems, Inc.<br> 2.650%, 01/15/2032 (D) | &nbsp;&nbsp;384000 | &nbsp;&nbsp;&nbsp;&nbsp;313577 |
| Baltimore Gas and Electric Company<br> 2.250%, 06/15/2031 | &nbsp;&nbsp;824000 | &nbsp;&nbsp;&nbsp;&nbsp;674066 |
| CenterPoint Energy Houston Electric LLC<br> 3.600%, 03/01/2052 | &nbsp;&nbsp;608000 | &nbsp;&nbsp;&nbsp;&nbsp;475440 |
| Consumers Energy Company |  |  |
| &nbsp;&nbsp;&nbsp;2.500%, 05/01/2060 | &nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;272856 |
| &nbsp;&nbsp;&nbsp;2.650%, 08/15/2052 | &nbsp;&nbsp;368000 | &nbsp;&nbsp;&nbsp;&nbsp;234836 |
| Dominion Energy, Inc.<br> 5.375%, 11/15/2032 | 1840000 | &nbsp;&nbsp;&nbsp;1840108 |
| DTE Electric Company |  |  |
| &nbsp;&nbsp;&nbsp;2.950%, 03/01/2050 | &nbsp;&nbsp;962000 | &nbsp;&nbsp;&nbsp;&nbsp;663690 |
| &nbsp;&nbsp;&nbsp;3.650%, 03/01/2052 | &nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;344818 |
| DTE Energy Company<br> 1.050%, 06/01/2025 | &nbsp;&nbsp;493000 | &nbsp;&nbsp;&nbsp;&nbsp;446692 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.550%, 04/15/2031 | &nbsp;&nbsp;561000 | &nbsp;&nbsp;&nbsp;&nbsp;474259 |
| &nbsp;&nbsp;&nbsp;2.850%, 03/15/2032 | 1023000 | &nbsp;&nbsp;&nbsp;&nbsp;876797 |
| &nbsp;&nbsp;&nbsp;3.550%, 03/15/2052 | &nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp;568141 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.550%, 06/15/2031 | &nbsp;&nbsp;611000 | &nbsp;&nbsp;&nbsp;&nbsp;502527 |
| &nbsp;&nbsp;&nbsp;3.500%, 06/15/2051 | &nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;121080 |
| &nbsp;&nbsp;&nbsp;3.750%, 09/01/2046 | &nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;126858 |
| &nbsp;&nbsp;&nbsp;4.300%, 03/15/2028 | 1455000 | &nbsp;&nbsp;&nbsp;1402208 |
| Duke Energy Florida LLC<br> 2.400%, 12/15/2031 | &nbsp;&nbsp;821000 | &nbsp;&nbsp;&nbsp;&nbsp;675006 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Utilities (continued)** |  |  |
| Duke Energy Progress LLC<br> 2.500%, 08/15/2050 | $&nbsp;&nbsp;831000 | $&nbsp;&nbsp;&nbsp;&nbsp;510272 |
| EDP Finance BV<br> 6.300%, 10/11/2027 (D) | &nbsp;&nbsp;683000 | &nbsp;&nbsp;&nbsp;&nbsp;694564 |
| Entergy Arkansas LLC<br> 2.650%, 06/15/2051 | &nbsp;&nbsp;742000 | &nbsp;&nbsp;&nbsp;&nbsp;461762 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;1.400%, 08/15/2026 | &nbsp;&nbsp;467000 | &nbsp;&nbsp;&nbsp;&nbsp;411410 |
| &nbsp;&nbsp;&nbsp;1.650%, 08/15/2030 | &nbsp;&nbsp;944000 | &nbsp;&nbsp;&nbsp;&nbsp;739720 |
| &nbsp;&nbsp;&nbsp;3.375%, 03/01/2032 | &nbsp;&nbsp;209000 | &nbsp;&nbsp;&nbsp;&nbsp;183100 |
| Florida Power & Light Company<br> 3.950%, 03/01/2048 | &nbsp;&nbsp;728000 | &nbsp;&nbsp;&nbsp;&nbsp;610965 |
| Israel Electric Corp., Ltd.<br> 3.750%, 02/22/2032 (D) | &nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;426872 |
| Jersey Central Power & Light Company<br> 2.750%, 03/01/2032 (D) | &nbsp;&nbsp;905000 | &nbsp;&nbsp;&nbsp;&nbsp;735952 |
| Metropolitan Edison Company<br> 4.300%, 01/15/2029 (D) | &nbsp;&nbsp;968000 | &nbsp;&nbsp;&nbsp;&nbsp;912303 |
| MidAmerican Energy Company<br> 2.700%, 08/01/2052 | &nbsp;&nbsp;714000 | &nbsp;&nbsp;&nbsp;&nbsp;466043 |
| Mississippi Power Company |  |  |
| &nbsp;&nbsp;&nbsp;3.100%, 07/30/2051 | &nbsp;&nbsp;988000 | &nbsp;&nbsp;&nbsp;&nbsp;646432 |
| &nbsp;&nbsp;&nbsp;3.950%, 03/30/2028 | &nbsp;&nbsp;987000 | &nbsp;&nbsp;&nbsp;&nbsp;926567 |
| &nbsp;&nbsp;&nbsp;4.250%, 03/15/2042 | &nbsp;&nbsp;379000 | &nbsp;&nbsp;&nbsp;&nbsp;312946 |
| Northern States Power Company/MN<br> 3.200%, 04/01/2052 | &nbsp;&nbsp;557000 | &nbsp;&nbsp;&nbsp;&nbsp;403418 |
| NSTAR Electric Company |  |  |
| &nbsp;&nbsp;&nbsp;3.100%, 06/01/2051 | &nbsp;&nbsp;508000 | &nbsp;&nbsp;&nbsp;&nbsp;354355 |
| &nbsp;&nbsp;&nbsp;4.550%, 06/01/2052 | &nbsp;&nbsp;669000 | &nbsp;&nbsp;&nbsp;&nbsp;611631 |
| &nbsp;&nbsp;&nbsp;4.950%, 09/15/2052 | &nbsp;&nbsp;291000 | &nbsp;&nbsp;&nbsp;&nbsp;283205 |
| Pacific Gas and Electric Company |  |  |
| &nbsp;&nbsp;&nbsp;2.100%, 08/01/2027 | &nbsp;&nbsp;441000 | &nbsp;&nbsp;&nbsp;&nbsp;375241 |
| &nbsp;&nbsp;&nbsp;3.950%, 12/01/2047 | 1238000 | &nbsp;&nbsp;&nbsp;&nbsp;863306 |
| &nbsp;&nbsp;&nbsp;4.200%, 06/01/2041 | &nbsp;&nbsp;478000 | &nbsp;&nbsp;&nbsp;&nbsp;362912 |
| &nbsp;&nbsp;&nbsp;4.500%, 07/01/2040 | &nbsp;&nbsp;283000 | &nbsp;&nbsp;&nbsp;&nbsp;225722 |
| &nbsp;&nbsp;&nbsp;4.750%, 02/15/2044 | &nbsp;&nbsp;277000 | &nbsp;&nbsp;&nbsp;&nbsp;216644 |
| &nbsp;&nbsp;&nbsp;4.950%, 07/01/2050 | 1738000 | 1391361 |
| Pacificorp<br> 5.350%, 12/01/2053 | &nbsp;&nbsp;919000 | &nbsp;&nbsp;&nbsp;&nbsp;924457 |
| PECO Energy Company<br> 2.850%, 09/15/2051 | &nbsp;&nbsp;994000 | &nbsp;&nbsp;&nbsp;&nbsp;663304 |
| Pennsylvania Electric Company<br> 3.250%, 03/15/2028 (D) | &nbsp;&nbsp;803000 | &nbsp;&nbsp;&nbsp;&nbsp;727411 |
| Public Service Company of Oklahoma<br> 3.150%, 08/15/2051 | &nbsp;&nbsp;557000 | &nbsp;&nbsp;&nbsp;&nbsp;374695 |
| Public Service Electric and Gas Company |  |  |
| &nbsp;&nbsp;&nbsp;1.900%, 08/15/2031 | 1105000 | &nbsp;&nbsp;&nbsp;&nbsp;890268 |
| &nbsp;&nbsp;&nbsp;2.050%, 08/01/2050 | &nbsp;&nbsp;229000 | &nbsp;&nbsp;&nbsp;&nbsp;129312 |
| &nbsp;&nbsp;&nbsp;2.700%, 05/01/2050 | &nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;295760 |
| Public Service Enterprise Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.600%, 08/15/2030 | &nbsp;&nbsp;634000 | &nbsp;&nbsp;&nbsp;&nbsp;494188 |
| &nbsp;&nbsp;&nbsp;2.450%, 11/15/2031 | &nbsp;&nbsp;713000 | &nbsp;&nbsp;&nbsp;&nbsp;574561 |
| Southern California Edison Company<br> 4.125%, 03/01/2048 | &nbsp;&nbsp;621000 | &nbsp;&nbsp;&nbsp;&nbsp;496171 |
| The AES Corp.<br> 1.375%, 01/15/2026 | &nbsp;&nbsp;624000 | &nbsp;&nbsp;&nbsp;&nbsp;554332 |
| Trans-Allegheny Interstate Line Company<br> 3.850%, 06/01/2025 (D) | &nbsp;&nbsp;389000 | &nbsp;&nbsp;&nbsp;&nbsp;376079 |
| Virginia Electric and Power Company |  |  |
| &nbsp;&nbsp;&nbsp;2.950%, 11/15/2051 | &nbsp;&nbsp;824000 | &nbsp;&nbsp;&nbsp;&nbsp;551141 |
| &nbsp;&nbsp;&nbsp;4.625%, 05/15/2052 | &nbsp;&nbsp;619000 | &nbsp;&nbsp;&nbsp;&nbsp;550591 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Utilities (continued)** |  |  |
| Wisconsin Electric Power Company<br> 4.750%, 09/30/2032 | &nbsp;&nbsp;828000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820248 |
|  |  | &nbsp;&nbsp;&nbsp;31562180 |
| TOTAL CORPORATE BONDS (Cost $440,906,057) |  | $401764396 |
| **MUNICIPAL BONDS – 0.2%** |  |  |
| Board of Regents of the University of Texas System<br> 2.439%, 08/15/2049 | &nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390273 |
| County of Clark Department of Aviation (Nevada)<br> 6.820%, 07/01/2045 | 1115000 | &nbsp;&nbsp;&nbsp;&nbsp;1340467 |
| North Texas Tollway Authority<br> 6.718%, 01/01/2049 | &nbsp;&nbsp;459000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549501 |
| Ohio State University<br> 4.800%, 06/01/2111 | &nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510971 |
| Port Authority of New York & New Jersey<br> 4.458%, 10/01/2062 | 1010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908272 |
| TOTAL MUNICIPAL BONDS (Cost $4,182,685) | TOTAL MUNICIPAL BONDS (Cost $4,182,685) | $&nbsp;&nbsp;&nbsp;&nbsp;3699484 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS – 9.3%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 9.3%** |  |
| **Commercial and residential – 4.0%** |  |  |
| 3650R Commercial Mortgage Trust<br> Series 2021-PF1, Class A5<br> 2.522%, 11/15/2054 | &nbsp;&nbsp;816000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659113 |
| Angel Oak Mortgage Trust LLC |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2, Class A1A,<br> 2.531%, 01/26/2065 (D)(E) | &nbsp;&nbsp;243509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216682 |
| &nbsp;&nbsp;&nbsp;Series 2020-5, Class A1,<br> 1.373%, 05/25/2065 (D)(E) | &nbsp;&nbsp;258012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228095 |
| &nbsp;&nbsp;&nbsp;Series 2021-6, Class A1,<br> 1.458%, 09/25/2066 (D)(E) | &nbsp;&nbsp;882172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699037 |
| BANK<br> Series 2022-BNK44, Class A5<br> 5.746%, 10/15/2032 (E) | 1373000 | &nbsp;&nbsp;&nbsp;&nbsp;1447005 |
| Barclays Commercial Mortgage Trust<br> Series 2019-C3, Class A3<br> 3.319%, 05/15/2052 | 1437000 | &nbsp;&nbsp;&nbsp;&nbsp;1294234 |
| BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-C2, Class ASB,<br> 4.236%, 12/15/2051 | &nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361656 |
| &nbsp;&nbsp;&nbsp;Series 2022-C18, Class A5,<br> 5.710%, 12/15/2055 (A)(E) | &nbsp;&nbsp;995000 | &nbsp;&nbsp;&nbsp;&nbsp;1042097 |
| Benchmark Mortgage Trust<br> Series 2022-B35, Class A5<br> 4.594%, 05/15/2055 (E) | &nbsp;&nbsp;701000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671731 |
| Bunker Hill Loan Depositary Trust<br> Series 2019-2, Class A1<br> 2.879%, 07/25/2049 (D) | &nbsp;&nbsp;774590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712977 |
| BX Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class A (1 month LIBOR + 0.700%),<br> 4.575%, 09/15/2036 (B)(D) | 3519000 | &nbsp;&nbsp;&nbsp;&nbsp;3367940 |
| &nbsp;&nbsp;&nbsp;Series 2021-XL2, Class A (1 month LIBOR + 0.689%),<br> 4.564%, 10/15/2038 (B)(D) | 1619898 | &nbsp;&nbsp;&nbsp;&nbsp;1544901 |
| CFCRE Commercial Mortgage Trust<br> Series 2017-C8, Class ASB<br> 3.367%, 06/15/2050 | &nbsp;&nbsp;473921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452933 |
| Citigroup Commercial Mortgage Trust<br> Series 2022-GC48, Class A5<br> 4.743%, 05/15/2054 (E) | 1054000 | &nbsp;&nbsp;&nbsp;&nbsp;1017428 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COLLATERALIZED MORTGAGE<br> OBLIGATIONS (continued) | COLLATERALIZED MORTGAGE<br> OBLIGATIONS (continued) |  |
| **Commercial and residential (continued)** |  |  |
| COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2, Class A1,<br> 0.924%, 08/25/2066 (D)(E) | $1156637 | $&nbsp;&nbsp;&nbsp;&nbsp;938526 |
| &nbsp;&nbsp;&nbsp;Series 2021-4, Class A1,<br> 1.397%, 10/25/2066 (D)(E) | 1258940 | 1023811 |
| Commercial Mortgage Trust (Cantor<br> Fitzgerald/Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2012-CR3, Class A3,<br> 2.822%, 10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;98154 | &nbsp;&nbsp;&nbsp;&nbsp;96191 |
| &nbsp;&nbsp;&nbsp;Series 2013-CR10, Class A4,<br> 4.210%, 08/10/2046 (E) | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;44575 |
| &nbsp;&nbsp;&nbsp;Series 2013-CR11, Class A4,<br> 4.258%, 08/10/2050 | 4514000 | 4457669 |
| &nbsp;&nbsp;&nbsp;Series 2013-CR13, Class A4,<br> 4.194%, 11/10/2046 (E) | &nbsp;&nbsp;612000 | &nbsp;&nbsp;&nbsp;&nbsp;598457 |
| &nbsp;&nbsp;&nbsp;Series 2013-CR6, Class A4,<br> 3.101%, 03/10/2046 | 1545080 | 1540386 |
| &nbsp;&nbsp;&nbsp;Series 2014-UBS4, Class A4,<br> 3.420%, 08/10/2047 | 1279000 | 1231332 |
| &nbsp;&nbsp;&nbsp;Series 2015-LC19, Class A3,<br> 2.922%, 02/10/2048 | 2889169 | 2762878 |
| &nbsp;&nbsp;&nbsp;Series 2015-LC23, Class A3,<br> 3.521%, 10/10/2048 | &nbsp;&nbsp;649000 | &nbsp;&nbsp;&nbsp;&nbsp;613804 |
| CSAIL Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-C16, Class A2,<br> 3.067%, 06/15/2052 | &nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp;538784 |
| &nbsp;&nbsp;&nbsp;Series 2021-C20, Class A3,<br> 2.805%, 03/15/2054 | &nbsp;&nbsp;408000 | &nbsp;&nbsp;&nbsp;&nbsp;342511 |
| EQUS Mortgage Trust<br> Series 2021-EQAZ, Class A (1 month LIBOR + 0.755%)<br> 4.630%, 10/15/2038 (B)(D) | 1387972 | 1326207 |
| GS Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-GC14, Class A5,<br> 4.243%, 08/10/2046 | &nbsp;&nbsp;718000 | &nbsp;&nbsp;&nbsp;&nbsp;708586 |
| &nbsp;&nbsp;&nbsp;Series 2014-GC18, Class A4,<br> 4.074%, 01/10/2047 | 1530000 | 1492824 |
| &nbsp;&nbsp;&nbsp;Series 2015-GC32, Class A3,<br> 3.498%, 07/10/2048 | &nbsp;&nbsp;665361 | &nbsp;&nbsp;&nbsp;&nbsp;634993 |
| &nbsp;&nbsp;&nbsp;Series 2020-GC47, Class A5,<br> 2.377%, 05/12/2053 | &nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;515868 |
| &nbsp;&nbsp;&nbsp;Series 2020-GSA2, Class A4,<br> 1.721%, 12/12/2053 | 1786000 | 1391606 |
| Impact Funding Affordable Multifamily Housing Mortgage Loan Trust<br> Series 2010-1, Class A1<br> 5.314%, 01/25/2051 (D) | 1578671 | 1530195 |
| JPMBB Commercial Mortgage<br> Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-C12, Class A5,<br> 3.664%, 07/15/2045 | 1232000 | 1217491 |
| &nbsp;&nbsp;&nbsp;Series 2013-C17, Class A4,<br> 4.199%, 01/15/2047 | &nbsp;&nbsp;353000 | &nbsp;&nbsp;&nbsp;&nbsp;345807 |
| &nbsp;&nbsp;&nbsp;Series 2014-C23, Class A4,<br> 3.670%, 09/15/2047 | &nbsp;&nbsp;544163 | &nbsp;&nbsp;&nbsp;&nbsp;524168 |
| &nbsp;&nbsp;&nbsp;Series 2015-C28, Class A3,<br> 2.912%, 10/15/2048 | 2354897 | 2231153 |
| &nbsp;&nbsp;&nbsp;Series 2015-C30, Class A5,<br> 3.822%, 07/15/2048 | &nbsp;&nbsp;981000 | &nbsp;&nbsp;&nbsp;&nbsp;934770 |
| JPMorgan Chase Commercial Mortgage<br> Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-C16, Class A4,<br> 4.166%, 12/15/2046 | 1578000 | 1551963 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COLLATERALIZED MORTGAGE<br> OBLIGATIONS (continued) | COLLATERALIZED MORTGAGE<br> OBLIGATIONS (continued) |  |
| **Commercial and residential (continued)** |  |  |
| JPMorgan Chase Commercial Mortgage<br> Securities Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-JP4, Class A3,<br> 3.393%, 12/15/2049 | $&nbsp;&nbsp;346000 | $&nbsp;&nbsp;&nbsp;&nbsp;319938 |
| Med Trust<br> Series 2021-MDLN, Class A (1 month LIBOR + 0.950%)<br> 4.826%, 11/15/2038 (B)(D) | 2236000 | 2135131 |
| MFA Trust<br> Series 2021-NQM2, Class A1<br> 1.029%, 11/25/2064 (D)(E) | &nbsp;&nbsp;519802 | &nbsp;&nbsp;&nbsp;&nbsp;416425 |
| Morgan Stanley Capital I Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-L2, Class A3,<br> 3.806%, 03/15/2052 | &nbsp;&nbsp;907000 | &nbsp;&nbsp;&nbsp;&nbsp;833109 |
| &nbsp;&nbsp;&nbsp;Series 2020-HR8, Class A3,<br> 1.790%, 07/15/2053 | &nbsp;&nbsp;982000 | &nbsp;&nbsp;&nbsp;&nbsp;780455 |
| New Residential Mortgage Loan Trust<br> Series 2019-NQM4, Class A1<br> 2.492%, 09/25/2059 (D)(E) | &nbsp;&nbsp;402647 | &nbsp;&nbsp;&nbsp;&nbsp;364372 |
| NewRez Warehouse Securitization Trust<br> Series 2021-1, Class A (1 month LIBOR + 0.750%)<br> 4.794%, 05/25/2055 (B)(D) | 3312000 | 3240859 |
| Starwood Mortgage Residential Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A1,<br> 2.275%, 02/25/2050 (D)(E) | &nbsp;&nbsp;150953 | &nbsp;&nbsp;&nbsp;&nbsp;144437 |
| &nbsp;&nbsp;&nbsp;Series 2020-3, Class A1,<br> 1.486%, 04/25/2065 (D)(E) | &nbsp;&nbsp;629707 | &nbsp;&nbsp;&nbsp;&nbsp;594610 |
| &nbsp;&nbsp;&nbsp;Series 2020-INV1, Class A1,<br> 1.027%, 11/25/2055 (D)(E) | &nbsp;&nbsp;579021 | &nbsp;&nbsp;&nbsp;&nbsp;532601 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A1,<br> 1.219%, 05/25/2065 (D)(E) | &nbsp;&nbsp;781115 | &nbsp;&nbsp;&nbsp;&nbsp;718010 |
| &nbsp;&nbsp;&nbsp;Series 2021-4, Class A1,<br> 1.162%, 08/25/2056 (D)(E) | 1196046 | &nbsp;&nbsp;&nbsp;&nbsp;954850 |
| Verus Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-INV2, Class A1,<br> 2.913%, 07/25/2059 (D)(E) | &nbsp;&nbsp;376091 | &nbsp;&nbsp;&nbsp;&nbsp;362106 |
| &nbsp;&nbsp;&nbsp;Series 2019-INV3, Class A1,<br> 2.692%, 11/25/2059 (D)(E) | &nbsp;&nbsp;619370 | &nbsp;&nbsp;&nbsp;&nbsp;581187 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A1 (2.417% to 1-25-24, then 3.417% thereafter),<br> 2.417%, 01/25/2060 (D) | &nbsp;&nbsp;152271 | &nbsp;&nbsp;&nbsp;&nbsp;142998 |
| &nbsp;&nbsp;&nbsp;Series 2020-2, Class A1,<br> 2.226%, 05/25/2060 (D)(E) | &nbsp;&nbsp;342737 | &nbsp;&nbsp;&nbsp;&nbsp;328194 |
| &nbsp;&nbsp;&nbsp;Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter),<br> 1.218%, 05/25/2065 (D) | &nbsp;&nbsp;282714 | &nbsp;&nbsp;&nbsp;&nbsp;256838 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A1,<br> 0.815%, 01/25/2066 (D)(E) | &nbsp;&nbsp;991860 | &nbsp;&nbsp;&nbsp;&nbsp;803779 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class A1,<br> 1.046%, 06/25/2066 (D)(E) | &nbsp;&nbsp;875646 | &nbsp;&nbsp;&nbsp;&nbsp;705716 |
| &nbsp;&nbsp;&nbsp;Series 2021-4, Class A1,<br> 0.938%, 07/25/2066 (D)(E) | 1043571 | &nbsp;&nbsp;&nbsp;&nbsp;800734 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class A1,<br> 1.013%, 09/25/2066 (D)(E) | 3772968 | 3010446 |
| &nbsp;&nbsp;&nbsp;Series 2021-7, Class A1,<br> 1.829%, 10/25/2066 (D)(E) | 1591017 | 1331775 |
| &nbsp;&nbsp;&nbsp;Series 2021-8, Class A1,<br> 1.824%, 11/25/2066 (D)(E) | 1121509 | &nbsp;&nbsp;&nbsp;&nbsp;940155 |
| &nbsp;&nbsp;&nbsp;Series 2021-R1, Class A1,<br> 0.820%, 10/25/2063 (D)(E) | &nbsp;&nbsp;844699 | &nbsp;&nbsp;&nbsp;&nbsp;734165 |
| &nbsp;&nbsp;&nbsp;Series 2021-R3, Class A1,<br> 1.020%, 04/25/2064 (D)(E) | &nbsp;&nbsp;549440 | &nbsp;&nbsp;&nbsp;&nbsp;473763 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COLLATERALIZED MORTGAGE<br> OBLIGATIONS (continued) | COLLATERALIZED MORTGAGE<br> OBLIGATIONS (continued) |  |
| **Commercial and residential (continued)** |  |  |
| Visio Trust<br> Series 2020-1R, Class A1<br> 1.312%, 11/25/2055 (D) | $&nbsp;&nbsp;640784 | $&nbsp;&nbsp;&nbsp;&nbsp;572243 |
|  |  | 64389280 |
| **U.S. Government Agency – 5.3%** |  |  |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;Series 264, Class 30,<br> 3.000%, 07/15/2042 | 1734818 | &nbsp;&nbsp;&nbsp;1590051 |
| &nbsp;&nbsp;&nbsp;Series 4205, Class PA,<br> 1.750%, 05/15/2043 | &nbsp;&nbsp;874940 | &nbsp;&nbsp;&nbsp;&nbsp;747488 |
| &nbsp;&nbsp;&nbsp;Series 4742, Class PA,<br> 3.000%, 10/15/2047 | 1209330 | &nbsp;&nbsp;&nbsp;1110449 |
| &nbsp;&nbsp;&nbsp;Series 4880, Class DA,<br> 3.000%, 05/15/2050 | 1790252 | &nbsp;&nbsp;&nbsp;1653129 |
| &nbsp;&nbsp;&nbsp;Series 5091, Class AB,<br> 1.500%, 03/25/2051 | 2598436 | &nbsp;&nbsp;&nbsp;2157950 |
| &nbsp;&nbsp;&nbsp;Series 5119, Class AB,<br> 1.500%, 08/25/2049 | &nbsp;&nbsp;585428 | &nbsp;&nbsp;&nbsp;&nbsp;479477 |
| &nbsp;&nbsp;&nbsp;Series 5178, Class TP,<br> 2.500%, 04/25/2049 | 1561723 | &nbsp;&nbsp;&nbsp;1355824 |
| &nbsp;&nbsp;&nbsp;Series 5182, Class M,<br> 2.500%, 05/25/2049 | &nbsp;&nbsp;969091 | &nbsp;&nbsp;&nbsp;&nbsp;864396 |
| &nbsp;&nbsp;&nbsp;Series 5201, Class CA,<br> 2.500%, 07/25/2048 | 1389937 | &nbsp;&nbsp;&nbsp;1250506 |
| &nbsp;&nbsp;&nbsp;Series 5202, Class LA,<br> 2.500%, 05/25/2049 | 1439493 | &nbsp;&nbsp;&nbsp;1254948 |
| &nbsp;&nbsp;&nbsp;Series 5203, Class G,<br> 2.500%, 11/25/2048 | &nbsp;&nbsp;643758 | &nbsp;&nbsp;&nbsp;&nbsp;567515 |
| &nbsp;&nbsp;&nbsp;Series K144, Class A2,<br> 2.450%, 04/25/2032 | 1436000 | &nbsp;&nbsp;&nbsp;1223718 |
| &nbsp;&nbsp;&nbsp;Series K145, Class A2,<br> 2.580%, 06/25/2055 | 1436000 | &nbsp;&nbsp;&nbsp;1236609 |
| &nbsp;&nbsp;&nbsp;Series K146, Class A2,<br> 2.920%, 06/25/2054 | 2696000 | &nbsp;&nbsp;&nbsp;2393553 |
| &nbsp;&nbsp;&nbsp;Series K147, Class A2,<br> 3.000%, 06/25/2032 (E) | 2696000 | &nbsp;&nbsp;&nbsp;2409432 |
| &nbsp;&nbsp;&nbsp;Series KG07, Class A2,<br> 3.123%, 08/25/2032 (E) | 1436000 | &nbsp;&nbsp;&nbsp;1290579 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;Series 1998-61, Class PL,<br> 6.000%, 11/25/2028 | &nbsp;&nbsp;111824 | &nbsp;&nbsp;&nbsp;&nbsp;113750 |
| &nbsp;&nbsp;&nbsp;Series 2012-151, Class NX,<br> 1.500%, 01/25/2043 | &nbsp;&nbsp;827480 | &nbsp;&nbsp;&nbsp;&nbsp;693342 |
| &nbsp;&nbsp;&nbsp;Series 2013-11, Class AP,<br> 1.500%, 01/25/2043 | 3359365 | &nbsp;&nbsp;&nbsp;2994685 |
| &nbsp;&nbsp;&nbsp;Series 2013-43, Class BP,<br> 1.750%, 05/25/2043 | 1108637 | &nbsp;&nbsp;&nbsp;&nbsp;973314 |
| &nbsp;&nbsp;&nbsp;Series 2015-84, Class PA,<br> 1.700%, 08/25/2033 | 3620551 | &nbsp;&nbsp;&nbsp;3309048 |
| &nbsp;&nbsp;&nbsp;Series 2016-48, Class MA,<br> 2.000%, 06/25/2038 | 3401080 | &nbsp;&nbsp;&nbsp;3082895 |
| &nbsp;&nbsp;&nbsp;Series 2016-57, Class PC,<br> 1.750%, 06/25/2046 | 6536213 | &nbsp;&nbsp;&nbsp;5500393 |
| &nbsp;&nbsp;&nbsp;Series 2017-13, Class PA,<br> 3.000%, 08/25/2046 | &nbsp;&nbsp;836313 | &nbsp;&nbsp;&nbsp;&nbsp;767439 |
| &nbsp;&nbsp;&nbsp;Series 2017-M7, Class A2,<br> 2.961%, 02/25/2027 (E) | &nbsp;&nbsp;512725 | &nbsp;&nbsp;&nbsp;&nbsp;484670 |
| &nbsp;&nbsp;&nbsp;Series 2018-14, Class KC,<br> 3.000%, 03/25/2048 | 1302517 | &nbsp;&nbsp;&nbsp;1210210 |
| &nbsp;&nbsp;&nbsp;Series 2018-8, Class KL,<br> 2.500%, 03/25/2047 | &nbsp;&nbsp;869403 | &nbsp;&nbsp;&nbsp;&nbsp;769043 |
| &nbsp;&nbsp;&nbsp;Series 2019-25, Class PA,<br> 3.000%, 05/25/2048 | 2461985 | &nbsp;&nbsp;&nbsp;2257104 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COLLATERALIZED MORTGAGE<br> OBLIGATIONS (continued) | COLLATERALIZED MORTGAGE<br> OBLIGATIONS (continued) |  |
| **U.S. Government Agency (continued)** |  |  |
| Federal National<br> Mortgage Association (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-8, Class GA,<br> 3.000%, 03/25/2049 | 3566745 | $&nbsp;&nbsp;&nbsp;&nbsp;3271150 |
| &nbsp;&nbsp;&nbsp;Series 2020-45, Class JL,<br> 3.000%, 07/25/2040 | 2379709 | &nbsp;&nbsp;&nbsp;&nbsp;2172295 |
| &nbsp;&nbsp;&nbsp;Series 2020-48, Class AB,<br> 2.000%, 07/25/2050 | 1277739 | &nbsp;&nbsp;&nbsp;&nbsp;1089657 |
| &nbsp;&nbsp;&nbsp;Series 2020-48, Class DA,<br> 2.000%, 07/25/2050 | 3893664 | &nbsp;&nbsp;&nbsp;&nbsp;3374836 |
| &nbsp;&nbsp;&nbsp;Series 2021-27, Class EC,<br> 1.500%, 05/25/2051 | 4536824 | &nbsp;&nbsp;&nbsp;&nbsp;3755506 |
| &nbsp;&nbsp;&nbsp;Series 2021-78, Class ND,<br> 1.500%, 11/25/2051 | 1842473 | &nbsp;&nbsp;&nbsp;&nbsp;1526902 |
| &nbsp;&nbsp;&nbsp;Series 2021-78, Class PA,<br> 2.500%, 11/25/2051 | 1088686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957341 |
| &nbsp;&nbsp;&nbsp;Series 2022-11, Class A,<br> 2.500%, 07/25/2047 | 2957677 | &nbsp;&nbsp;&nbsp;&nbsp;2674664 |
| &nbsp;&nbsp;&nbsp;Series 2022-28, Class CA,<br> 2.000%, 01/25/2048 | 1174981 | &nbsp;&nbsp;&nbsp;&nbsp;1040308 |
| &nbsp;&nbsp;&nbsp;Series 2022-M13, Class A2,<br> 2.680%, 06/25/2032 | 1165000 | &nbsp;&nbsp;&nbsp;&nbsp;1000084 |
| &nbsp;&nbsp;&nbsp;Series 414, Class A35,<br> 3.500%, 10/25/2042 | &nbsp;&nbsp;942892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889867 |
| Government National<br> Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;Series 2012-141, Class WA,<br> 4.526%, 11/16/2041 (E) | &nbsp;&nbsp;284147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281708 |
| &nbsp;&nbsp;&nbsp;Series 2017-167, Class BQ,<br> 2.500%, 08/20/2044 | &nbsp;&nbsp;837702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764864 |
| &nbsp;&nbsp;&nbsp;Series 2019-132, Class NA,<br> 3.500%, 09/20/2049 | 1208713 | &nbsp;&nbsp;&nbsp;&nbsp;1158891 |
| &nbsp;&nbsp;&nbsp;Series 2019-31, Class JC,<br> 3.500%, 03/20/2049 | &nbsp;&nbsp;751069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715492 |
| &nbsp;&nbsp;&nbsp;Series 2021-23, Class MG,<br> 1.500%, 02/20/2051 | 3654082 | &nbsp;&nbsp;&nbsp;&nbsp;3034871 |
| &nbsp;&nbsp;&nbsp;Series 2021-27, Class BD,<br> 5.000%, 02/20/2051 | &nbsp;&nbsp;916871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931828 |
| &nbsp;&nbsp;&nbsp;Series 2021-27, Class CW,<br> 5.001%, 02/20/2051 (E) | 1341422 | &nbsp;&nbsp;&nbsp;&nbsp;1344692 |
| &nbsp;&nbsp;&nbsp;Series 2021-27, Class NT,<br> 5.000%, 02/20/2051 | 1082050 | &nbsp;&nbsp;&nbsp;&nbsp;1066497 |
| &nbsp;&nbsp;&nbsp;Series 2021-27, Class Q,<br> 5.000%, 02/20/2051 | &nbsp;&nbsp;927913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917134 |
| &nbsp;&nbsp;&nbsp;Series 2021-8, Class CY,<br> 5.000%, 01/20/2051 | &nbsp;&nbsp;974946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977225 |
| &nbsp;&nbsp;&nbsp;Series 2022-107, Class C,<br> 2.500%, 06/20/2051 | 3989584 | &nbsp;&nbsp;&nbsp;&nbsp;3403245 |
| &nbsp;&nbsp;&nbsp;Series 2022-31, Class GH,<br> 2.500%, 12/20/2049 | 3122015 | &nbsp;&nbsp;&nbsp;&nbsp;2787497 |
| &nbsp;&nbsp;&nbsp;Series 2022-84, Class A,<br> 2.500%, 01/20/2052 | 1179133 | &nbsp;&nbsp;&nbsp;&nbsp;1008871 |
|  |  | &nbsp;&nbsp;&nbsp;83886942 |
| TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $163,224,757) | TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $163,224,757) | $148276222 |
| **ASSET BACKED SECURITIES – 10.9%** | **ASSET BACKED SECURITIES – 10.9%** |  |
| Ally Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A3<br> 3.310%, 11/15/2026 | 1404000 | &nbsp;&nbsp;&nbsp;&nbsp;1366715 |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A4<br> 4.870%, 04/17/2028 | 1337000 | &nbsp;&nbsp;&nbsp;&nbsp;1336447 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| ASSET BACKED SECURITIES (continued) | ASSET BACKED SECURITIES (continued) |  |
| American Express Credit Account<br> Master Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-3, Class A<br> 3.750%, 08/15/2027 | $3206000 | $3119559 |
| &nbsp;&nbsp;&nbsp;Series 2022-4, Class A<br> 4.950%, 10/15/2027 | 2136000 | 2146538 |
| AmeriCredit Automobile Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A3<br> 2.450%, 11/18/2026 | &nbsp;&nbsp;459000 | &nbsp;&nbsp;&nbsp;&nbsp;442339 |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A3<br> 4.380%, 04/18/2028 | 1232000 | 1204850 |
| Avis Budget Rental Car Funding<br> AESOP LLC |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-3A, Class A<br> 2.360%, 03/20/2026 (D) | 1054000 | &nbsp;&nbsp;&nbsp;&nbsp;978394 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A<br> 2.330%, 08/20/2026 (D) | &nbsp;&nbsp;869000 | &nbsp;&nbsp;&nbsp;&nbsp;796176 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class A<br> 1.660%, 02/20/2028 (D) | 2483000 | 2132029 |
| &nbsp;&nbsp;&nbsp;Series 2022-3A, Class A<br> 4.620%, 02/20/2027 (D) | 2387000 | 2307699 |
| &nbsp;&nbsp;&nbsp;Series 2022-4A, Class A<br> 4.770%, 02/20/2029 (D) | 1104000 | 1063761 |
| BA Credit Card Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-A1, Class A1<br> 3.530%, 11/15/2027 | 2338000 | 2265324 |
| &nbsp;&nbsp;&nbsp;Series 2022-A2, Class A2<br> 5.000%, 04/17/2028 | 1829000 | 1831183 |
| Capital One Multi-Asset Execution Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-A2, Class A2<br> 1.390%, 07/15/2030 | 1746000 | 1453926 |
| &nbsp;&nbsp;&nbsp;Series 2022-A2, Class A<br> 3.490%, 05/15/2027 | 1749000 | 1690802 |
| &nbsp;&nbsp;&nbsp;Series 2022-A3, Class A<br> 4.950%, 10/15/2027 | 1526000 | 1532543 |
| Chase Auto Owner Trust<br> Series 2022-AA, Class A4<br> 3.990%, 03/27/2028 (D) | &nbsp;&nbsp;814000 | &nbsp;&nbsp;&nbsp;&nbsp;791723 |
| Chase Issuance Trust<br> Series 2022-A1, Class A<br> 3.970%, 09/15/2027 | &nbsp;&nbsp;557000 | &nbsp;&nbsp;&nbsp;&nbsp;545224 |
| College Ave Student Loans LLC |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-A, Class A1 (1 month LIBOR + 1.650%)<br> 5.666%, 11/26/2046 (B)(D) | &nbsp;&nbsp;510336 | &nbsp;&nbsp;&nbsp;&nbsp;496480 |
| &nbsp;&nbsp;&nbsp;Series 2018-A, Class A2<br> 4.130%, 12/26/2047 (D) | &nbsp;&nbsp;654316 | &nbsp;&nbsp;&nbsp;&nbsp;609687 |
| &nbsp;&nbsp;&nbsp;Series 2019-A, Class A2<br> 3.280%, 12/28/2048 (D) | &nbsp;&nbsp;724223 | &nbsp;&nbsp;&nbsp;&nbsp;649650 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class A2<br> 1.600%, 07/25/2051 (D) | &nbsp;&nbsp;892242 | &nbsp;&nbsp;&nbsp;&nbsp;761064 |
| Discover Card Execution Note Trust<br> Series 2022-A3, Class A3<br> 3.560%, 07/15/2027 | 5317000 | 5102818 |
| Ford Credit Auto Lease Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A3<br> 3.230%, 05/15/2025 | 2703000 | 2639418 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A4<br> 3.370%, 07/15/2025 | 1074000 | 1041987 |
| Ford Credit Auto Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2, Class A<br> 1.060%, 04/15/2033 (D) | &nbsp;&nbsp;801000 | &nbsp;&nbsp;&nbsp;&nbsp;711225 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A<br> 3.880%, 11/15/2034 (D) | 3760000 | 3595022 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A3<br> 1.290%, 06/15/2026 | &nbsp;&nbsp;747000 | &nbsp;&nbsp;&nbsp;&nbsp;711405 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| ASSET BACKED SECURITIES (continued) | ASSET BACKED SECURITIES (continued) |  |
| Ford Credit Auto Owner Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-C, Class A4<br> 4.590%, 12/15/2027 | $2083000 | $2054907 |
| &nbsp;&nbsp;&nbsp;Series 2022-D, Class A4<br> 5.300%, 03/15/2028 | &nbsp;&nbsp;603000 | &nbsp;&nbsp;&nbsp;&nbsp;605572 |
| GM Financial Automobile Leasing Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A3<br> 3.420%, 06/20/2025 | &nbsp;&nbsp;692000 | &nbsp;&nbsp;&nbsp;&nbsp;674697 |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A4<br> 3.540%, 05/20/2026 | 1237000 | 1200657 |
| &nbsp;&nbsp;&nbsp;Series 2022-3, Class A4<br> 4.110%, 08/20/2026 | 1705000 | 1669552 |
| GM Financial Consumer Automobile<br> Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A3<br> 3.100%, 02/16/2027 | 3183000 | 3075083 |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A4<br> 3.250%, 04/17/2028 | 1698000 | 1625183 |
| &nbsp;&nbsp;&nbsp;Series 2022-3, Class A4<br> 3.710%, 12/16/2027 | 1024000 | &nbsp;&nbsp;&nbsp;&nbsp;984694 |
| &nbsp;&nbsp;&nbsp;Series 2022-4, Class A3<br> 4.820%, 08/16/2027 | 1750000 | 1743632 |
| &nbsp;&nbsp;&nbsp;Series 2022-4, Class A4<br> 4.880%, 08/16/2028 | 1909000 | 1909272 |
| GM Financial Revolving Receivables Trust<br> Series 2022-1, Class A<br> 5.910%, 10/11/2035 (D) | 1576000 | 1603237 |
| Hertz Vehicle Financing LLC |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class A<br> 1.680%, 12/27/2027 (D) | 1441000 | 1231819 |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class A<br> 1.990%, 06/25/2026 (D) | 2942000 | 2691127 |
| &nbsp;&nbsp;&nbsp;Series 2022-2A, Class A<br> 2.330%, 06/26/2028 (D) | 2613000 | 2274866 |
| &nbsp;&nbsp;&nbsp;Series 2022-4A, Class A<br> 3.730%, 09/25/2026 (D) | 1680000 | 1588781 |
| &nbsp;&nbsp;&nbsp;Series 2022-5A, Class A<br> 3.890%, 09/25/2028 (D) | 2644000 | 2443400 |
| Honda Auto Receivables Owner Trust<br> Series 2022-2, Class A4<br> 3.760%, 12/18/2028 | &nbsp;&nbsp;778000 | &nbsp;&nbsp;&nbsp;&nbsp;757245 |
| Hyundai Auto Lease Securitization Trust<br> Series 2022-C, Class A4<br> 4.480%, 08/17/2026 (D) | 1705000 | 1681765 |
| Hyundai Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class A4<br> 1.030%, 12/15/2027 | &nbsp;&nbsp;963000 | &nbsp;&nbsp;&nbsp;&nbsp;874544 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A3<br> 2.220%, 10/15/2026 | 1779000 | 1692126 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A4<br> 2.350%, 04/17/2028 | &nbsp;&nbsp;606000 | &nbsp;&nbsp;&nbsp;&nbsp;564365 |
| &nbsp;&nbsp;&nbsp;Series 2022-C, Class A3<br> 5.390%, 06/15/2027 | 3397000 | 3421783 |
| &nbsp;&nbsp;&nbsp;Series 2022-C, Class A4<br> 5.520%, 10/16/2028 | 1388000 | 1405483 |
| Mercedes-Benz Auto Receivables Trust<br> Series 2022-1, Class A4<br> 5.250%, 02/15/2029 | 1392000 | 1393731 |
| Navient Private Education Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-AA, Class A3 (1 month LIBOR + 1.600%)<br> 5.473%, 10/15/2031 (B)(D) | &nbsp;&nbsp;739000 | &nbsp;&nbsp;&nbsp;&nbsp;727274 |
| &nbsp;&nbsp;&nbsp;Series 2016-AA, Class A2B (1 month LIBOR + 2.150%)<br> 6.023%, 12/15/2045 (B)(D) | &nbsp;&nbsp;196105 | &nbsp;&nbsp;&nbsp;&nbsp;197569 |
| &nbsp;&nbsp;&nbsp;Series 2020-IA, Class A1A<br> 1.330%, 04/15/2069 (D) | 2444249 | 2079847 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| ASSET BACKED SECURITIES (continued) | ASSET BACKED SECURITIES (continued) |  |
| Navient Private Education Refi Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-A, Class A2<br> 3.190%, 02/18/2042 (D) | $&nbsp;&nbsp;238171 | $&nbsp;&nbsp;&nbsp;&nbsp;236097 |
| &nbsp;&nbsp;&nbsp;Series 2018-DA, Class A2A<br> 4.000%, 12/15/2059 (D) | &nbsp;&nbsp;802834 | &nbsp;&nbsp;&nbsp;&nbsp;767408 |
| &nbsp;&nbsp;&nbsp;Series 2019-CA, Class A2<br> 3.130%, 02/15/2068 (D) | 1507764 | 1428874 |
| &nbsp;&nbsp;&nbsp;Series 2019-D, Class A2A<br> 3.010%, 12/15/2059 (D) | 2138583 | 1952534 |
| &nbsp;&nbsp;&nbsp;Series 2019-FA, Class A2<br> 2.600%, 08/15/2068 (D) | 1122331 | 1037475 |
| &nbsp;&nbsp;&nbsp;Series 2020-BA, Class A2<br> 2.120%, 01/15/2069 (D) | &nbsp;&nbsp;528711 | &nbsp;&nbsp;&nbsp;&nbsp;479308 |
| &nbsp;&nbsp;&nbsp;Series 2020-EA, Class A<br> 1.690%, 05/15/2069 (D) | &nbsp;&nbsp;151803 | &nbsp;&nbsp;&nbsp;&nbsp;134817 |
| &nbsp;&nbsp;&nbsp;Series 2020-GA, Class A<br> 1.170%, 09/16/2069 (D) | &nbsp;&nbsp;&nbsp;&nbsp;54410 | &nbsp;&nbsp;&nbsp;&nbsp;47882 |
| &nbsp;&nbsp;&nbsp;Series 2020-HA, Class A<br> 1.310%, 01/15/2069 (D) | &nbsp;&nbsp;775437 | &nbsp;&nbsp;&nbsp;&nbsp;695746 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class A<br> 0.840%, 05/15/2069 (D) | &nbsp;&nbsp;554921 | &nbsp;&nbsp;&nbsp;&nbsp;473804 |
| &nbsp;&nbsp;&nbsp;Series 2021-BA, Class A<br> 0.940%, 07/15/2069 (D) | &nbsp;&nbsp;461476 | &nbsp;&nbsp;&nbsp;&nbsp;389497 |
| &nbsp;&nbsp;&nbsp;Series 2021-CA, Class A<br> 1.060%, 10/15/2069 (D) | &nbsp;&nbsp;121999 | &nbsp;&nbsp;&nbsp;&nbsp;105358 |
| &nbsp;&nbsp;&nbsp;Series 2021-EA, Class A<br> 0.970%, 12/16/2069 (D) | 3183916 | 2630315 |
| &nbsp;&nbsp;&nbsp;Series 2021-FA, Class A<br> 1.110%, 02/18/2070 (D) | 1628901 | 1334376 |
| &nbsp;&nbsp;&nbsp;Series 2021-GA, Class A<br> 1.580%, 04/15/2070 (D) | 1136812 | &nbsp;&nbsp;&nbsp;&nbsp;958674 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A<br> 2.230%, 07/15/2070 (D) | 4030965 | 3506085 |
| Navient Student Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BA, Class A2A<br> 3.390%, 12/15/2059 (D) | 1310097 | 1228932 |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class A1A<br> 1.770%, 08/25/2070 (D) | 1837423 | 1589310 |
| Nelnet Student Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2004-3, Class A5 (3 month LIBOR + 0.180%)<br> 4.538%, 10/27/2036 (B) | &nbsp;&nbsp;173395 | &nbsp;&nbsp;&nbsp;&nbsp;167681 |
| &nbsp;&nbsp;&nbsp;Series 2004-4, Class A5 (3 month LIBOR + 0.160%)<br> 4.518%, 01/25/2037 (B) | 1044159 | 1018753 |
| &nbsp;&nbsp;&nbsp;Series 2005-1, Class A5 (3 month LIBOR + 0.110%)<br> 4.468%, 10/25/2033 (B) | 3066006 | 2944618 |
| &nbsp;&nbsp;&nbsp;Series 2005-2, Class A5 (3 month LIBOR + 0.100%)<br> 3.702%, 03/23/2037 (B) | 3286973 | 3169128 |
| &nbsp;&nbsp;&nbsp;Series 2005-3, Class A5 (3 month LIBOR + 0.120%)<br> 3.722%, 12/24/2035 (B) | 2408818 | 2327071 |
| &nbsp;&nbsp;&nbsp;Series 2005-4, Class A4 (3 month LIBOR + 0.180%)<br> 3.782%, 03/22/2032 (B) | &nbsp;&nbsp;409546 | &nbsp;&nbsp;&nbsp;&nbsp;396639 |
| Nissan Auto Lease Trust<br> Series 2022-A, Class A3<br> 3.810%, 05/15/2025 | 2215000 | 2175354 |
| Nissan Auto Receivables Owner Trust<br> Series 2022-B, Class A4<br> 4.450%, 11/15/2029 | 1469000 | 1443067 |
| PenFed Auto Receivables Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A3<br> 3.960%, 04/15/2026 (D) | 1216000 | 1193557 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| ASSET BACKED SECURITIES (continued) | ASSET BACKED SECURITIES (continued) |  |
| PenFed Auto Receivables<br> Owner Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A4<br> 4.180%, 12/15/2028 (D) | $&nbsp;&nbsp;598000 | $&nbsp;&nbsp;&nbsp;&nbsp;585785 |
| Santander Drive Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A3<br> 2.980%, 10/15/2026 | 3333000 | 3253837 |
| &nbsp;&nbsp;&nbsp;Series 2022-3, Class A3<br> 3.400%, 12/15/2026 | 1251000 | 1224279 |
| &nbsp;&nbsp;&nbsp;Series 2022-4, Class A3<br> 4.140%, 02/16/2027 | 1697000 | 1652222 |
| &nbsp;&nbsp;&nbsp;Series 2022-5, Class A3<br> 4.110%, 08/17/2026 | 1434000 | 1402055 |
| &nbsp;&nbsp;&nbsp;Series 2022-6, Class A3<br> 4.490%, 11/16/2026 | 3031000 | 2983884 |
| &nbsp;&nbsp;&nbsp;Series 2022-7, Class A3<br> 5.750%, 04/15/2027 | 1010000 | 1010367 |
| SMB Private Education Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-B, Class A2A<br> 2.430%, 02/17/2032 (D) | &nbsp;&nbsp;132116 | &nbsp;&nbsp;&nbsp;&nbsp;124729 |
| &nbsp;&nbsp;&nbsp;Series 2016-B, Class A2B (1 month LIBOR + 1.450%)<br> 5.323%, 02/17/2032 (B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;90018 | &nbsp;&nbsp;&nbsp;&nbsp;89024 |
| &nbsp;&nbsp;&nbsp;Series 2018-C, Class A2A<br> 3.630%, 11/15/2035 (D) | &nbsp;&nbsp;631451 | &nbsp;&nbsp;&nbsp;&nbsp;592545 |
| &nbsp;&nbsp;&nbsp;Series 2019-A, Class A2A<br> 3.440%, 07/15/2036 (D) | 3739284 | 3554217 |
| &nbsp;&nbsp;&nbsp;Series 2020-B, Class A1A<br> 1.290%, 07/15/2053 (D) | 1017516 | &nbsp;&nbsp;&nbsp;&nbsp;896009 |
| &nbsp;&nbsp;&nbsp;Series 2020-PTA, Class A2A<br> 1.600%, 09/15/2054 (D) | 1466134 | 1291489 |
| &nbsp;&nbsp;&nbsp;Series 2020-PTB, Class A2A<br> 1.600%, 09/15/2054 (D) | 4394900 | 3884882 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class APT1<br> 1.070%, 01/15/2053 (D) | 3524237 | 2958915 |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A<br> 1.310%, 07/17/2051 (D) | &nbsp;&nbsp;927012 | &nbsp;&nbsp;&nbsp;&nbsp;827601 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class A2 (1 month LIBOR + 0.800%)<br> 4.675%, 01/15/2053 (B)(D) | 2226000 | 2109612 |
| &nbsp;&nbsp;&nbsp;Series 2021-D, Class A1A<br> 1.340%, 03/17/2053 (D) | 2797629 | 2476207 |
| &nbsp;&nbsp;&nbsp;Series 2021-E, Class A1A<br> 1.680%, 02/15/2051 (D) | 2056209 | 1836651 |
| &nbsp;&nbsp;&nbsp;Series 2022-C, Class A1A<br> 4.480%, 05/16/2050 (D) | 1076716 | 1032902 |
| &nbsp;&nbsp;&nbsp;Series 2022-D, Class A1B (1 month SOFR + 1.800%)<br> 5.018%, 10/15/2058 (B)(D) | 1499674 | 1477256 |
| SoFi Professional Loan Program LLC |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-D, Class A2FX<br> 2.650%, 09/25/2040 (D) | &nbsp;&nbsp;257956 | &nbsp;&nbsp;&nbsp;&nbsp;246770 |
| &nbsp;&nbsp;&nbsp;Series 2017-E, Class A2B<br> 2.720%, 11/26/2040 (D) | &nbsp;&nbsp;241459 | &nbsp;&nbsp;&nbsp;&nbsp;239468 |
| &nbsp;&nbsp;&nbsp;Series 2020-C, Class AFX<br> 1.950%, 02/15/2046 (D) | &nbsp;&nbsp;170910 | &nbsp;&nbsp;&nbsp;&nbsp;153208 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class AFX<br> 1.030%, 08/17/2043 (D) | &nbsp;&nbsp;576114 | &nbsp;&nbsp;&nbsp;&nbsp;457819 |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class AFX<br> 1.140%, 02/15/2047 (D) | 1305160 | 1022067 |
| Synchrony Card Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-A1, Class A<br> 3.370%, 04/15/2028 | 1944000 | 1872794 |
| &nbsp;&nbsp;&nbsp;Series 2022-A2, Class A<br> 3.860%, 07/15/2028 | 2015000 | 1967370 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Core Bond Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| ASSET BACKED SECURITIES (continued) | ASSET BACKED SECURITIES (continued) |  |
| T-Mobile US Trust<br> Series 2022-1A, Class A<br> 4.910%, 05/22/2028 (D) | &nbsp;&nbsp;2340000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331273 |
| Toyota Auto Loan Extended Note Trust<br> Series 2022-1A, Class A<br> 3.820%, 04/25/2035 (D) | &nbsp;&nbsp;1489000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406470 |
| Toyota Auto Receivables Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-B, Class A4<br> 3.110%, 08/16/2027 | &nbsp;&nbsp;1267000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204034 |
| &nbsp;&nbsp;&nbsp;Series 2022-C, Class A4<br> 3.770%, 02/15/2028 | &nbsp;&nbsp;1299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259445 |
| &nbsp;&nbsp;&nbsp;Series 2022-D, Class A4<br> 5.430%, 04/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;757000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767965 |
| Triton Container Finance VIII LLC<br> Series 2020-1A, Class A<br> 2.110%, 09/20/2045 (D) | &nbsp;&nbsp;&nbsp;&nbsp;977368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830551 |
| Verizon Master Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A<br> 1.530%, 07/20/2028 | &nbsp;&nbsp;1023000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952360 |
| &nbsp;&nbsp;&nbsp;Series 2022-4, Class A (3.400% to 6-20-25, then 4.150% thereafter)<br> 3.400%, 11/20/2028 | &nbsp;&nbsp;2260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183091 |
| &nbsp;&nbsp;&nbsp;Series 2022-6, Class A (3.670% to 7-20-25, then 4.420% thereafter)<br> 3.670%, 01/22/2029 | &nbsp;&nbsp;2106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041305 |
| World Omni Automobile Lease<br> Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A3<br> 3.210%, 02/18/2025 | &nbsp;&nbsp;1195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167712 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A4<br> 3.340%, 06/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;704000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685762 |
| TOTAL ASSET BACKED SECURITIES (Cost $186,192,592) |  | $&nbsp;&nbsp;175382491 |
| **SHORT-TERM INVESTMENTS – 1.5%** | **SHORT-TERM INVESTMENTS – 1.5%** |  |
| **Short-term funds – 1.5%** |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.6508% (F) | 24302587 | &nbsp;&nbsp;&nbsp;&nbsp;24302587 |
| TOTAL SHORT-TERM INVESTMENTS (Cost $24,302,587) | TOTAL SHORT-TERM INVESTMENTS (Cost $24,302,587) | $&nbsp;&nbsp;&nbsp;&nbsp;24302587 |
| **Total Investments (Core Bond Fund)<br> (Cost $1,772,032,601) – 103.0%** | **Total Investments (Core Bond Fund)<br> (Cost $1,772,032,601) – 103.0%** | $**1651100676** |
| **Other assets and liabilities, net – (3.0%)** |  | &nbsp;&nbsp;&nbsp;**(47535272)** |
| **TOTAL NET ASSETS – 100.0%** |  | $**1603565404** |

---

---

| | |
|:---|:---|
| <u>Security Abbreviations and Legend</u> | <u>Security Abbreviations and Legend</u> |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
| (A) | Security purchased or sold on a when-issued or delayed delivery basis. |
| (B) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (C) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
| (D) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $180,944,027 or 11.3% of the fund's net assets as of 11-30-22. |

---

(E) Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The
interest rate shown is the current rate as of period end.

(F) The rate shown is the annualized seven-day yield as of 11-30-22.

#### Health Sciences Fund

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 98.7%** | **COMMON STOCKS – 98.7%** |  |
| **Consumer discretionary – 0.3%** |  |  |
| **Specialty retail – 0.3%** | **Specialty retail – 0.3%** |  |
| Warby Parker, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52812 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899388 |
| **Financials – 0.1%** |  |  |
| **Capital markets – 0.0%** | **Capital markets – 0.0%** |  |
| Health Sciences Acquisitions Corp. 2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189743 |
| **Financials – 0.1%** | **Financials – 0.1%** |  |
| Revolution Healthcare Acquisition Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242205 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431948 |
| **Health care – 97.8%** |  |  |
| **Biotechnology – 26.9%** | **Biotechnology – 26.9%** |  |
| Aadi Bioscience, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59019 |
| AbbVie, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5380027 |
| ACADIA Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428372 |
| ADC Therapeutics SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109924 |
| Agios Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281658 |
| Akero Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546515 |
| Alector, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128861 |
| Allakos, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174323 |
| Allogene Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460837 |
| Alnylam Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425125 |
| Apellis Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780656 |
| Arcus Biosciences, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371923 |
| Ardelyx, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102519 |
| Argenx SE, ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5695349 |
| Ascendis Pharma A/S, ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2161918 |
| Avidity Biosciences, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288975 |
| BeiGene, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563525 |
| Bicycle Therapeutics PLC, ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139964 |
| Biogen, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380326 |
| Biohaven, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320149 |
| BioMarin Pharmaceutical, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879536 |
| BioNTech SE, ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2116811 |
| Blueprint Medicines Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000436 |
| Burning Rock Biotech, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29523 |
| C4 Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135003 |
| Celldex Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520855 |
| Centessa Pharmaceuticals PLC, ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137476 |
| Cerevel Therapeutics Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013716 |
| CRISPR Therapeutics AG (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389393 |
| Cytokinetics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376678 |
| Day One Biopharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303801 |
| Deciphera Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175010 |
| Denali Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795070 |
| Design Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75950 |
| Enanta Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150419 |
| Entrada Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227050 |
| EQRx, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88390 |
| Exact Sciences Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124244 |
| Exelixis, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821650 |
| Exscientia PLC, ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51209 |
| Fate Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467534 |
| FibroGen, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185732 |
| F-star Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10349 |
| Galapagos NV, ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79540 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Health Sciences Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Biotechnology (continued)** | **Biotechnology (continued)** |  |
| Generation Bio Company (A) | 45593 | $&nbsp;&nbsp;&nbsp;&nbsp;243011 |
| Genmab A/S (A) | &nbsp;&nbsp;6589 | &nbsp;&nbsp;&nbsp;3053308 |
| Gossamer Bio, Inc. (A) | 16847 | &nbsp;&nbsp;&nbsp;&nbsp;144210 |
| Ideaya Biosciences, Inc. (A) | &nbsp;&nbsp;3688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65941 |
| IGM Biosciences, Inc. (A) | 11067 | &nbsp;&nbsp;&nbsp;&nbsp;243585 |
| Immatics NV (A) | 18386 | &nbsp;&nbsp;&nbsp;&nbsp;193788 |
| Immuneering Corp., Class A (A) | 37514 | &nbsp;&nbsp;&nbsp;&nbsp;243466 |
| Immunocore Holdings PLC, ADR (A) | 19699 | &nbsp;&nbsp;&nbsp;1237294 |
| Incyte Corp. (A) | 17719 | &nbsp;&nbsp;&nbsp;1411673 |
| Insmed, Inc. (A) | 51103 | &nbsp;&nbsp;&nbsp;&nbsp;944894 |
| Intellia Therapeutics, Inc. (A) | &nbsp;&nbsp;8896 | &nbsp;&nbsp;&nbsp;&nbsp;457788 |
| Invivyd, Inc. (A) | 23851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53903 |
| Ionis Pharmaceuticals, Inc. (A) | 28992 | &nbsp;&nbsp;&nbsp;1182584 |
| Iovance Biotherapeutics, Inc. (A) | 39305 | &nbsp;&nbsp;&nbsp;&nbsp;251552 |
| IVERIC bio, Inc. (A) | 34139 | &nbsp;&nbsp;&nbsp;&nbsp;806363 |
| Karuna Therapeutics, Inc. (A) | 11692 | &nbsp;&nbsp;&nbsp;2751245 |
| Keros Therapeutics, Inc. (A) | &nbsp;&nbsp;4157 | &nbsp;&nbsp;&nbsp;&nbsp;207185 |
| Kodiak Sciences, Inc. (A) | 17745 | &nbsp;&nbsp;&nbsp;&nbsp;130958 |
| Kronos Bio, Inc. (A) | &nbsp;&nbsp;2694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5119 |
| Kymera Therapeutics, Inc. (A) | 16497 | &nbsp;&nbsp;&nbsp;&nbsp;478083 |
| Legend Biotech Corp., ADR (A) | 11016 | &nbsp;&nbsp;&nbsp;&nbsp;567434 |
| LianBio, ADR (A) | 47800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75046 |
| Lyell Immunopharma, Inc. (A) | 45207 | &nbsp;&nbsp;&nbsp;&nbsp;190321 |
| MeiraGTx Holdings PLC (A) | 12164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74930 |
| Mirati Therapeutics, Inc. (A) | 12388 | &nbsp;&nbsp;&nbsp;1132015 |
| Moderna, Inc. (A) | 25018 | &nbsp;&nbsp;&nbsp;4400916 |
| Monte Rosa Therapeutics, Inc. (A) | 35064 | &nbsp;&nbsp;&nbsp;&nbsp;297343 |
| MoonLake Immunotherapeutics (A) | 17736 | &nbsp;&nbsp;&nbsp;&nbsp;170798 |
| Morphic Holding, Inc. (A) | &nbsp;&nbsp;6757 | &nbsp;&nbsp;&nbsp;&nbsp;185953 |
| Neurocrine Biosciences, Inc. (A) | &nbsp;&nbsp;8127 | &nbsp;&nbsp;&nbsp;1032617 |
| Nurix Therapeutics, Inc. (A) | 13902 | &nbsp;&nbsp;&nbsp;&nbsp;172246 |
| Nuvalent, Inc., Class A (A) | &nbsp;&nbsp;5692 | &nbsp;&nbsp;&nbsp;&nbsp;187153 |
| Prelude Therapeutics, Inc. (A) | &nbsp;&nbsp;5546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36992 |
| Prime Medicine, Inc. (A) | 14441 | &nbsp;&nbsp;&nbsp;&nbsp;248241 |
| Progenics Pharmaceuticals, Inc. (A)(B) | 33200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38210 |
| Prometheus Biosciences, Inc. (A) | &nbsp;&nbsp;3570 | &nbsp;&nbsp;&nbsp;&nbsp;146763 |
| Prothena Corp. PLC (A) | 12588 | &nbsp;&nbsp;&nbsp;&nbsp;786876 |
| PTC Therapeutics, Inc. (A) | &nbsp;&nbsp;7083 | &nbsp;&nbsp;&nbsp;&nbsp;293874 |
| RAPT Therapeutics, Inc. (A) | 18326 | &nbsp;&nbsp;&nbsp;&nbsp;324004 |
| Regeneron Pharmaceuticals, Inc. (A) | 12009 | &nbsp;&nbsp;&nbsp;9027165 |
| REGENXBIO, Inc. (A) | &nbsp;&nbsp;5547 | &nbsp;&nbsp;&nbsp;&nbsp;132573 |
| Relay Therapeutics, Inc. (A) | 25591 | &nbsp;&nbsp;&nbsp;&nbsp;475481 |
| Replimune Group, Inc. (A) | 23465 | &nbsp;&nbsp;&nbsp;&nbsp;480329 |
| REVOLUTION Medicines, Inc. (A) | 22473 | &nbsp;&nbsp;&nbsp;&nbsp;530138 |
| Rocket Pharmaceuticals, Inc. (A) | 14022 | &nbsp;&nbsp;&nbsp;&nbsp;264735 |
| Sage Therapeutics, Inc. (A) | 12334 | &nbsp;&nbsp;&nbsp;&nbsp;506187 |
| Sana Biotechnology, Inc. (A) | 33016 | &nbsp;&nbsp;&nbsp;&nbsp;164750 |
| Sarepta Therapeutics, Inc. (A) | &nbsp;&nbsp;9424 | &nbsp;&nbsp;&nbsp;1157361 |
| Scholar Rock Holding Corp. (A) | 43766 | &nbsp;&nbsp;&nbsp;&nbsp;340062 |
| Seagen, Inc. (A) | &nbsp;&nbsp;7621 | &nbsp;&nbsp;&nbsp;&nbsp;925113 |
| Senti Biosciences, Inc. (A) | 26772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61576 |
| SpringWorks Therapeutics, Inc. (A) | &nbsp;&nbsp;3743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90506 |
| Stoke Therapeutics, Inc. (A) | 11180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84297 |
| Tenaya Therapeutics, Inc. (A) | 33831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89652 |
| Twist Bioscience Corp. (A) | &nbsp;&nbsp;8301 | &nbsp;&nbsp;&nbsp;&nbsp;227032 |
| Ultragenyx Pharmaceutical, Inc. (A) | 23564 | &nbsp;&nbsp;&nbsp;&nbsp;855373 |
| Vertex Pharmaceuticals, Inc. (A) | 24650 | &nbsp;&nbsp;&nbsp;7799260 |
| Voyager Therapeutics, Inc. (A) | 18592 | &nbsp;&nbsp;&nbsp;&nbsp;110436 |
| Xencor, Inc. (A) | 18574 | &nbsp;&nbsp;&nbsp;&nbsp;552019 |
| Zai Lab, Ltd., ADR (A) | 10256 | &nbsp;&nbsp;&nbsp;&nbsp;395471 |
| Zentalis Pharmaceuticals, Inc. (A) | 15693 | &nbsp;&nbsp;&nbsp;&nbsp;347129 |
|  |  | 87039667 |
| **Health care equipment and supplies – 14.8%** | **Health care equipment and supplies – 14.8%** |  |
| Alcon, Inc. | &nbsp;&nbsp;9063 | &nbsp;&nbsp;&nbsp;&nbsp;624981 |
| Align Technology, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;157525 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Health care equipment and supplies (continued)** | **Health care equipment and supplies (continued)** |  |
| Becton, Dickinson and Company | 19959 | $&nbsp;&nbsp;&nbsp;4976577 |
| DexCom, Inc. (A) | 23008 | &nbsp;&nbsp;&nbsp;2675370 |
| Hologic, Inc. (A) | 41666 | &nbsp;&nbsp;&nbsp;3173283 |
| Inari Medical, Inc. (A) | &nbsp;&nbsp;8132 | &nbsp;&nbsp;&nbsp;&nbsp;598353 |
| Insulet Corp. (A) | &nbsp;&nbsp;8214 | &nbsp;&nbsp;&nbsp;2459025 |
| Intuitive Surgical, Inc. (A) | 40497 | 10949984 |
| iRhythm Technologies, Inc. (A) | &nbsp;&nbsp;6388 | &nbsp;&nbsp;&nbsp;&nbsp;696611 |
| Lantheus Holdings, Inc. (A) | &nbsp;&nbsp;5906 | &nbsp;&nbsp;&nbsp;&nbsp;366644 |
| Medtronic PLC | &nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;600704 |
| Nevro Corp. (A) | &nbsp;&nbsp;5273 | &nbsp;&nbsp;&nbsp;&nbsp;246302 |
| Novocure, Ltd. (A) | 24255 | &nbsp;&nbsp;&nbsp;1863754 |
| Penumbra, Inc. (A) | 12654 | &nbsp;&nbsp;&nbsp;2651140 |
| PROCEPT BioRobotics Corp. (A) | 12840 | &nbsp;&nbsp;&nbsp;&nbsp;550836 |
| QuidelOrtho Corp. (A) | &nbsp;&nbsp;8168 | &nbsp;&nbsp;&nbsp;&nbsp;715598 |
| Shockwave Medical, Inc. (A) | 13354 | &nbsp;&nbsp;&nbsp;3386574 |
| STERIS PLC | &nbsp;&nbsp;5359 | &nbsp;&nbsp;&nbsp;&nbsp;995381 |
| Stryker Corp. | 29708 | &nbsp;&nbsp;&nbsp;6948404 |
| Teleflex, Inc. | &nbsp;&nbsp;6740 | &nbsp;&nbsp;&nbsp;1577969 |
| The Cooper Companies, Inc. | &nbsp;&nbsp;2840 | &nbsp;&nbsp;&nbsp;&nbsp;898434 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;8294 | &nbsp;&nbsp;&nbsp;&nbsp;996109 |
|  |  | 48109558 |
| **Health care providers and services – 20.6%** | **Health care providers and services – 20.6%** |  |
| Acadia Healthcare Company, Inc. (A) | &nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;249368 |
| agilon health, Inc. (A) | 12703 | &nbsp;&nbsp;&nbsp;&nbsp;223065 |
| Alignment Healthcare, Inc. (A) | 31904 | &nbsp;&nbsp;&nbsp;&nbsp;424323 |
| Centene Corp. (A) | 72612 | &nbsp;&nbsp;&nbsp;6320875 |
| Cigna Corp. | 14033 | &nbsp;&nbsp;&nbsp;4615313 |
| Elevance Health, Inc. | 19162 | 10211813 |
| Guardant Health, Inc. (A) | 19403 | &nbsp;&nbsp;&nbsp;1015553 |
| HCA Healthcare, Inc. | 11712 | &nbsp;&nbsp;&nbsp;2813457 |
| Humana, Inc. | 13913 | &nbsp;&nbsp;&nbsp;7650759 |
| Molina Healthcare, Inc. (A) | 14369 | &nbsp;&nbsp;&nbsp;4839048 |
| Oak Street Health, Inc. (A) | 13337 | &nbsp;&nbsp;&nbsp;&nbsp;288346 |
| Option Care Health, Inc. (A) | 14779 | &nbsp;&nbsp;&nbsp;&nbsp;444996 |
| Sema4 Holdings Corp. (A) | 32652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13524 |
| Surgery Partners, Inc. (A) | 10139 | &nbsp;&nbsp;&nbsp;&nbsp;287035 |
| UnitedHealth Group, Inc. | 50083 | 27433463 |
|  |  | 66830938 |
| **Health care technology – 1.4%** | **Health care technology – 1.4%** |  |
| Certara, Inc. (A) | 17368 | &nbsp;&nbsp;&nbsp;&nbsp;294909 |
| Doximity, Inc., Class A (A) | 31846 | &nbsp;&nbsp;&nbsp;1082446 |
| M3, Inc. | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;282265 |
| Sophia Genetics SA (A) | 31768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73384 |
| Veeva Systems, Inc., Class A (A) | 15117 | &nbsp;&nbsp;&nbsp;2877672 |
|  |  | &nbsp;&nbsp;&nbsp;4610676 |
| **Life sciences tools and services – 16.4%** | **Life sciences tools and services – 16.4%** |  |
| 10X Genomics, Inc., Class A (A) | 32956 | &nbsp;&nbsp;&nbsp;1274079 |
| Adaptive Biotechnologies Corp. (A) | 23474 | &nbsp;&nbsp;&nbsp;&nbsp;206102 |
| Agilent Technologies, Inc. | 41292 | &nbsp;&nbsp;&nbsp;6399434 |
| Avantor, Inc. (A) | 86998 | &nbsp;&nbsp;&nbsp;1938315 |
| Bio-Techne Corp. | 10176 | &nbsp;&nbsp;&nbsp;&nbsp;864858 |
| Bruker Corp. | 38937 | &nbsp;&nbsp;&nbsp;2624743 |
| Charles River Laboratories International, Inc. (A) | &nbsp;&nbsp;6218 | &nbsp;&nbsp;&nbsp;1421248 |
| Danaher Corp. | 45523 | 12446443 |
| Evotec SE (A) | 13450 | &nbsp;&nbsp;&nbsp;&nbsp;240300 |
| Illumina, Inc. (A) | &nbsp;&nbsp;5719 | &nbsp;&nbsp;&nbsp;1247200 |
| IQVIA Holdings, Inc. (A) | &nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;460022 |
| Lonza Group AG | &nbsp;&nbsp;&nbsp;&nbsp;697 | &nbsp;&nbsp;&nbsp;&nbsp;366686 |
| Maravai LifeSciences Holdings, Inc., Class A (A) | &nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96274 |
| Mettler-Toledo International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;1465151 |
| Olink Holding AB, ADR (A) | 43113 | &nbsp;&nbsp;&nbsp;1027383 |
| Pacific Biosciences of California, Inc. (A) | 56343 | &nbsp;&nbsp;&nbsp;&nbsp;605687 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Health Sciences Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Life sciences tools and services (continued)** | **Life sciences tools and services (continued)** |  |
| Quanterix Corp. (A) | &nbsp;&nbsp;&nbsp;8149 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108382 |
| Rapid Micro Biosystems, Inc., Class A (A) | &nbsp;&nbsp;18669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38271 |
| Repligen Corp. (A) | &nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786002 |
| Seer, Inc. (A) | &nbsp;&nbsp;31895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206042 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;29127 | &nbsp;&nbsp;&nbsp;16317528 |
| Waters Corp. (A) | &nbsp;&nbsp;&nbsp;2476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858182 |
| West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;7879 | &nbsp;&nbsp;&nbsp;&nbsp;1848886 |
| WuXi Biologics Cayman, Inc. (A)(C) | &nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445654 |
|  |  | &nbsp;&nbsp;&nbsp;53292872 |
| **Pharmaceuticals – 17.7%** | **Pharmaceuticals – 17.7%** |  |
| Arvinas, Inc. (A) | &nbsp;&nbsp;11764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482795 |
| AstraZeneca PLC, ADR | 154170 | &nbsp;&nbsp;&nbsp;10478935 |
| Bayer AG | &nbsp;&nbsp;&nbsp;7139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414325 |
| Catalent, Inc. (A) | &nbsp;&nbsp;20022 | &nbsp;&nbsp;&nbsp;&nbsp;1003703 |
| CinCor Pharma, Inc. (A) | &nbsp;&nbsp;13329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157282 |
| Daiichi Sankyo Company, Ltd. | &nbsp;&nbsp;96500 | &nbsp;&nbsp;&nbsp;&nbsp;3196133 |
| DICE Therapeutics, Inc. (A) | &nbsp;&nbsp;16049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558666 |
| Eisai Company, Ltd. | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888134 |
| Elanco Animal Health, Inc. (A) | &nbsp;&nbsp;19560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251737 |
| Eli Lilly & Company | &nbsp;&nbsp;39211 | &nbsp;&nbsp;&nbsp;14550418 |
| Johnson & Johnson | &nbsp;&nbsp;10323 | &nbsp;&nbsp;&nbsp;&nbsp;1837494 |
| Longboard Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;9431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50644 |
| Merck & Company, Inc. | &nbsp;&nbsp;84281 | &nbsp;&nbsp;&nbsp;&nbsp;9281024 |
| Nuvation Bio, Inc. (A) | &nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22729 |
| Pfizer, Inc. | 156145 | &nbsp;&nbsp;&nbsp;&nbsp;7827549 |
| Pliant Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;6834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125609 |
| Relmada Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13485 |
| Roche Holding AG | &nbsp;&nbsp;&nbsp;7713 | &nbsp;&nbsp;&nbsp;&nbsp;2519250 |
| Royalty Pharma PLC, Class A | &nbsp;&nbsp;31894 | &nbsp;&nbsp;&nbsp;&nbsp;1402379 |
| Theseus Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;25222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166213 |
| Third Harmonic Bio, Inc. (A) | &nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143696 |
| Ventyx Biosciences, Inc. (A) | &nbsp;&nbsp;10051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291378 |
| Viatris, Inc. | &nbsp;&nbsp;38121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420475 |
| Zoetis, Inc. | &nbsp;&nbsp;&nbsp;7948 | &nbsp;&nbsp;&nbsp;&nbsp;1225105 |
|  |  | &nbsp;&nbsp;&nbsp;57309158 |
|  |  | 317192869 |
| **Industrials – 0.3%** |  |  |
| **Industrial conglomerates – 0.3%** | **Industrial conglomerates – 0.3%** |  |
| General Electric Company | &nbsp;&nbsp;11348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975588 |
| **Information technology – 0.1%** |  |  |
| **Electronic equipment, instruments and components – 0.1%** | **Electronic equipment, instruments and components – 0.1%** |  |
| Shimadzu Corp. | &nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252023 |
| **Materials – 0.1%** |  |  |
| **Chemicals – 0.1%** | **Chemicals – 0.1%** |  |
| Ginkgo Bioworks Holdings, Inc. (A) | &nbsp;&nbsp;91101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181291 |
| TOTAL COMMON STOCKS (Cost $217,868,671) | TOTAL COMMON STOCKS (Cost $217,868,671) | $319933107 |
| **PREFERRED SECURITIES – 0.6%** |  |  |
| **Health care – 0.6%** |  |  |
| **Life sciences tools and services – 0.6%** | **Life sciences tools and services – 0.6%** |  |
| Sartorius AG | &nbsp;&nbsp;&nbsp;5083 | &nbsp;&nbsp;&nbsp;&nbsp;1910988 |
| TOTAL PREFERRED SECURITIES (Cost $942,647) | TOTAL PREFERRED SECURITIES (Cost $942,647) | $&nbsp;&nbsp;&nbsp;&nbsp;1910988 |
| **WARRANTS – 0.0%** |  |  |
| EQRx, Inc. (Expiration Date: 12-20-26; Strike Price: $11.50) (A) | &nbsp;&nbsp;&nbsp;6524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3849 |
| Revolution Healthcare Acquisition Corp. (Expiration Date: 12-31-28; Strike Price: $11.50) (A) | &nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| WARRANTS (continued) |  |  |
| Sema4 Holdings Corp. (Expiration Date: 7-22-26; Strike Price: $11.50) (A) | &nbsp;&nbsp;&nbsp;&nbsp;7150 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| SomaLogic, Inc. (Expiration Date: 8-31-26; Strike Price: $11.50) (A) | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 |
| TOTAL WARRANTS (Cost $42,446) | TOTAL WARRANTS (Cost $42,446) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5304 |
| **SHORT-TERM INVESTMENTS – 0.6%** | **SHORT-TERM INVESTMENTS – 0.6%** |  |
| **Short-term funds – 0.6%** |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.6508% (D) | 1184173 | &nbsp;&nbsp;&nbsp;&nbsp;1184173 |
| T. Rowe Price Government Reserve Fund, 3.7956% (D) | &nbsp;&nbsp;845691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845691 |
| TOTAL SHORT-TERM INVESTMENTS (Cost $2,029,864) | TOTAL SHORT-TERM INVESTMENTS (Cost $2,029,864) | $&nbsp;&nbsp;&nbsp;&nbsp;2029864 |
| **Total Investments (Health Sciences Fund)<br> (Cost $220,883,628) – 99.9%** | **Total Investments (Health Sciences Fund)<br> (Cost $220,883,628) – 99.9%** | $**323879263** |
| **Other assets and liabilities, net – 0.1%** | **Other assets and liabilities, net – 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**451060** |
| **TOTAL NET ASSETS – 100.0%** | **TOTAL NET ASSETS – 100.0%** | $**324330323** |

---

---

| | |
|:---|:---|
| <u>Security Abbreviations and Legend</u> | <u>Security Abbreviations and Legend</u> |
| ADR | American Depositary Receipt |
| (A) | Non-income producing security. |
| (B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (D) | The rate shown is the annualized seven-day yield as of 11-30-22. |

---

#### High Yield Fund

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS – 0.3%** | **FOREIGN GOVERNMENT OBLIGATIONS – 0.3%** |  |
| **Argentina – 0.3%** |  |  |
| Provincia de Buenos Aires<br> 5.250%, (5.250% to 9-1-23, then 6.375% to 9-1-24, then 6.625% thereafter), 09/01/2037 (A) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968484 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322621 |
| Republic of Argentina |  |  |
| &nbsp;&nbsp;&nbsp;0.500%, (0.500% to 7-9-23, then 0.750% to 7-9-27, then 1.750% thereafter), 07/09/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183687 |
| &nbsp;&nbsp;&nbsp;1.000%, 07/09/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13876 |
| &nbsp;&nbsp;&nbsp;1.500%, (1.500% to 7-9-23, then 3.625% to 7-9-24, then 4.125% to 7-9-27, then 4.750% to 7-9-28, then 5.000% thereafter), 07/09/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111480 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631664 |
| TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $1,218,045) | TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $1,218,045) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631664 |
| **CORPORATE BONDS – 83.0%** | **CORPORATE BONDS – 83.0%** |  |
| **Communication services – 11.0%** |  |  |
| Accelerate360 Holdings LLC<br> 8.000%, 03/01/2028 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931928 |
| Allen Media LLC<br> 10.500%, 02/15/2028 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789069 |
| Altice Financing SA<br> 5.750%, 08/15/2029 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858648 |
| Altice France Holding SA<br> 10.500%, 05/15/2027 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608300 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### High Yield Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Communication services (continued)** |  |  |
| Altice France SA<br> 5.125%, 07/15/2029 (A) | $&nbsp;&nbsp;630000 | $&nbsp;&nbsp;&nbsp;&nbsp;496509 |
| AMC Entertainment Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.500%, 02/15/2029 (A) | &nbsp;&nbsp;930000 | &nbsp;&nbsp;&nbsp;&nbsp;529942 |
| &nbsp;&nbsp;&nbsp;10.000%, 06/15/2026 (A) | &nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;156958 |
| CCO Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 01/15/2034 (A) | 1440000 | &nbsp;&nbsp;&nbsp;1121760 |
| &nbsp;&nbsp;&nbsp;4.500%, 05/01/2032 | 1740000 | &nbsp;&nbsp;&nbsp;1435961 |
| &nbsp;&nbsp;&nbsp;4.750%, 02/01/2032 (A) | &nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;593738 |
| Clear Channel Outdoor Holdings, Inc.<br> 7.500%, 06/01/2029 (A) | &nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;519750 |
| CSC Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.500%, 11/15/2031 (A) | &nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;251500 |
| &nbsp;&nbsp;&nbsp;5.000%, 11/15/2031 (A) | &nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;271637 |
| &nbsp;&nbsp;&nbsp;5.750%, 01/15/2030 (A) | &nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;449460 |
| &nbsp;&nbsp;&nbsp;6.500%, 02/01/2029 (A) | &nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;820188 |
| Directv Financing LLC<br> 5.875%, 08/15/2027 (A) | &nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;734064 |
| DISH DBS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 06/01/2029 | 1020000 | &nbsp;&nbsp;&nbsp;&nbsp;671976 |
| &nbsp;&nbsp;&nbsp;5.750%, 12/01/2028 (A) | 1210000 | &nbsp;&nbsp;&nbsp;&nbsp;981371 |
| &nbsp;&nbsp;&nbsp;7.750%, 07/01/2026 | 1800000 | &nbsp;&nbsp;&nbsp;1507680 |
| Gannett Holdings LLC<br> 6.000%, 11/01/2026 (A) | &nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;683708 |
| iHeartCommunications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.750%, 01/15/2028 (A) | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25869 |
| &nbsp;&nbsp;&nbsp;5.250%, 08/15/2027 (A) | &nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;694645 |
| Match Group Holdings II LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 10/01/2031 (A) | &nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;427936 |
| &nbsp;&nbsp;&nbsp;4.625%, 06/01/2028 (A) | &nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;393536 |
| News Corp.<br> 3.875%, 05/15/2029 (A) | &nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;355500 |
| Playtika Holding Corp.<br> 4.250%, 03/15/2029 (A) | &nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;567819 |
| Sabre GLBL, Inc.<br> 11.250%, 12/15/2027 (A) | &nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;430500 |
| Sprint Capital Corp.<br> 8.750%, 03/15/2032 | &nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;538043 |
| Time Warner Cable LLC<br> 7.300%, 07/01/2038 | &nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;409038 |
| UPC Holding BV<br> 5.500%, 01/15/2028 (A) | &nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;356000 |
| Urban One, Inc.<br> 7.375%, 02/01/2028 (A) | &nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;557700 |
| Viavi Solutions, Inc.<br> 3.750%, 10/01/2029 (A) | &nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;305250 |
| Virgin Media Secured Finance PLC<br> 5.500%, 05/15/2029 (A) | &nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;508123 |
| Virgin Media Vendor Financing Notes IV DAC<br> 5.000%, 07/15/2028 (A) | &nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;437203 |
| Vmed O2 UK Financing I PLC<br> 4.750%, 07/15/2031 (A) | &nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;415425 |
| ZipRecruiter, Inc.<br> 5.000%, 01/15/2030 (A) | &nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;351112 |
| ZoomInfo Technologies LLC<br> 3.875%, 02/01/2029 (A) | &nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;675736 |
|  |  | 21863582 |
| **Consumer discretionary – 16.8%** |  |  |
| Academy, Ltd.<br> 6.000%, 11/15/2027 (A) | &nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;615318 |
| Adtalem Global Education, Inc.<br> 5.500%, 03/01/2028 (A) | &nbsp;&nbsp;609000 | &nbsp;&nbsp;&nbsp;&nbsp;566370 |
| American Axle & Manufacturing, Inc.<br> 5.000%, 10/01/2029 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;870157 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Consumer discretionary (continued)** |  |  |
| American News Company LLC<br> 8.500%, (8.500% Cash or 10.000% PIK), 09/01/2026 (A) | $&nbsp;&nbsp;684486 | $&nbsp;&nbsp;&nbsp;&nbsp;763202 |
| Bath & Body Works, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.250%, 02/01/2028 | &nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;782256 |
| &nbsp;&nbsp;&nbsp;6.625%, 10/01/2030 (A) | &nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;318301 |
| &nbsp;&nbsp;&nbsp;9.375%, 07/01/2025 (A) | &nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;387943 |
| Bed Bath & Beyond, Inc.<br> 5.165%, 08/01/2044 | &nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;146031 |
| Boyne USA, Inc.<br> 4.750%, 05/15/2029 (A) | &nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;605146 |
| Caesars Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 10/15/2029 (A) | &nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;469000 |
| &nbsp;&nbsp;&nbsp;6.250%, 07/01/2025 (A) | &nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;494151 |
| Carnival Corp.<br> 10.500%, 06/01/2030 (A) | &nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;505123 |
| Carnival Holdings Bermuda, Ltd.<br> 10.375%, 05/01/2028 (A) | &nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;645544 |
| Carriage Purchaser, Inc.<br> 7.875%, 10/15/2029 (A) | &nbsp;&nbsp;980000 | &nbsp;&nbsp;&nbsp;&nbsp;707060 |
| Carriage Services, Inc.<br> 4.250%, 05/15/2029 (A) | &nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp;&nbsp;690460 |
| Carrols Restaurant Group, Inc.<br> 5.875%, 07/01/2029 (A) | &nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;330349 |
| Dornoch Debt Merger Sub, Inc.<br> 6.625%, 10/15/2029 (A) | &nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;366007 |
| Empire Communities Corp.<br> 7.000%, 12/15/2025 (A) | &nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;791490 |
| Fertitta Entertainment LLC<br> 4.625%, 01/15/2029 (A) | &nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;671004 |
| Fontainebleau Las Vegas Holdings LLC<br> 11.000%, 06/15/2015 (A)(B) | 2983778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| Foot Locker, Inc.<br> 4.000%, 10/01/2029 (A) | &nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;626666 |
| Ford Motor Company |  |  |
| &nbsp;&nbsp;&nbsp;3.250%, 02/12/2032 | &nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;418872 |
| &nbsp;&nbsp;&nbsp;6.100%, 08/19/2032 | 1370000 | 1314683 |
| Ford Motor Credit Company LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.000%, 11/13/2030 | 1430000 | 1209566 |
| &nbsp;&nbsp;&nbsp;4.950%, 05/28/2027 | &nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;406939 |
| &nbsp;&nbsp;&nbsp;5.113%, 05/03/2029 | 1160000 | 1081456 |
| Full House Resorts, Inc.<br> 8.250%, 02/15/2028 (A) | 1110000 | &nbsp;&nbsp;&nbsp;&nbsp;988122 |
| Marston's Issuer PLC<br> 5.237%, (SONIA + 2.669%), 07/16/2035 (C) | &nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;348083 |
| Melco Resorts Finance, Ltd.<br> 5.375%, 12/04/2029 (A) | $&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;513825 |
| NCL Corp., Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 02/15/2027 (A) | 2690000 | 2394980 |
| &nbsp;&nbsp;&nbsp;7.750%, 02/15/2029 (A) | &nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;640000 |
| NMG Holding Company, Inc.<br> 7.125%, 04/01/2026 (A) | &nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;654813 |
| PetSmart, Inc.<br> 7.750%, 02/15/2029 (A) | &nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;231250 |
| Rent-A-Center, Inc.<br> 6.375%, 02/15/2029 (A)(D) | &nbsp;&nbsp;930000 | &nbsp;&nbsp;&nbsp;&nbsp;764925 |
| Royal Caribbean Cruises, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.500%, 08/31/2026 (A) | &nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp;728700 |
| &nbsp;&nbsp;&nbsp;11.625%, 08/15/2027 (A) | &nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;678150 |
| Sands China, Ltd.<br> 5.900%, 08/08/2028 | &nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;186500 |
| Sizzling Platter LLC<br> 8.500%, 11/28/2025 (A) | &nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;412617 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### High Yield Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Consumer discretionary (continued)** |  |  |
| Speedway Motorsports LLC<br> 4.875%, 11/01/2027 (A) | $&nbsp;&nbsp;590000 | $&nbsp;&nbsp;&nbsp;&nbsp;518704 |
| StoneMor, Inc.<br> 8.500%, 05/15/2029 (A) | 1060000 | &nbsp;&nbsp;&nbsp;&nbsp;861250 |
| Sugarhouse HSP Gaming Prop Mezz LP<br> 5.875%, 05/15/2025 (A) | &nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;357450 |
| The Michaels Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.250%, 05/01/2028 (A) | &nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;395515 |
| &nbsp;&nbsp;&nbsp;7.875%, 05/01/2029 (A) | 1140000 | &nbsp;&nbsp;&nbsp;&nbsp;674025 |
| TopBuild Corp.<br> 3.625%, 03/15/2029 (A) | &nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;324424 |
| Viking Cruises, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 09/15/2027 (A) | &nbsp;&nbsp;310000 | &nbsp;&nbsp;&nbsp;&nbsp;260013 |
| &nbsp;&nbsp;&nbsp;7.000%, 02/15/2029 (A)(D) | 1590000 | &nbsp;&nbsp;&nbsp;1334408 |
| &nbsp;&nbsp;&nbsp;13.000%, 05/15/2025 (A) | 1000000 | &nbsp;&nbsp;&nbsp;1062214 |
| VOC Escrow, Ltd.<br> 5.000%, 02/15/2028 (A) | &nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;603316 |
| WW International, Inc.<br> 4.500%, 04/15/2029 (A) | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;576880 |
| Wynn Macau, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 12/15/2029 (A) | &nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;239250 |
| &nbsp;&nbsp;&nbsp;5.625%, 08/26/2028 (A) | 1690000 | &nbsp;&nbsp;&nbsp;1399726 |
| Wynn Resorts Finance LLC<br> 7.750%, 04/15/2025 (A) | &nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;440933 |
|  |  | 33373465 |
| **Consumer staples – 0.8%** |  |  |
| Darling Ingredients, Inc.<br> 6.000%, 06/15/2030 (A) | &nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;341317 |
| Simmons Foods, Inc.<br> 4.625%, 03/01/2029 (A) | &nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;579250 |
| Triton Water Holdings, Inc.<br> 6.250%, 04/01/2029 (A) | &nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp;638194 |
|  |  | &nbsp;&nbsp;&nbsp;1558761 |
| **Energy – 12.1%** |  |  |
| Apache Corp.<br> 7.750%, 12/15/2029 | &nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;328426 |
| Berry Petroleum Company LLC<br> 7.000%, 02/15/2026 (A) | 1320000 | &nbsp;&nbsp;&nbsp;1249538 |
| Blue Racer Midstream LLC<br> 6.625%, 07/15/2026 (A) | 1100000 | &nbsp;&nbsp;&nbsp;1069750 |
| Cheniere Energy Partners LP<br> 4.000%, 03/01/2031 | &nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;567938 |
| Chesapeake Energy Corp.<br> 5.500%, 02/01/2026 (A) | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86845 |
| Chord Energy Corp.<br> 6.375%, 06/01/2026 (A) | &nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;879750 |
| CNX Midstream Partners LP<br> 4.750%, 04/15/2030 (A) | &nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;825654 |
| Colgate Energy Partners III LLC<br> 5.875%, 07/01/2029 (A) | 1300000 | &nbsp;&nbsp;&nbsp;1196000 |
| Comstock Resources, Inc.<br> 5.875%, 01/15/2030 (A) | &nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;460675 |
| DCP Midstream Operating LP<br> 6.750%, 09/15/2037 (A) | &nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;256110 |
| Earthstone Energy Holdings LLC<br> 8.000%, 04/15/2027 (A) | &nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;173309 |
| Endeavor Energy Resources LP<br> 5.750%, 01/30/2028 (A) | &nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;482258 |
| Energy Transfer LP<br> 6.500%, (6.500% to 11-15-26, then 5 Year CMT + 5.694%), 11/15/2026 (E) | &nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;197956 |
| EQM Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.750%, 01/15/2031 (A) | &nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;202042 |
| &nbsp;&nbsp;&nbsp;5.500%, 07/15/2028 | &nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;574480 |
| &nbsp;&nbsp;&nbsp;6.500%, 07/01/2027 (A) | &nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;194000 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Energy (continued)** |  |  |
| EQM Midstream Partners LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp;6.500%, 07/15/2048 | $1750000 | $&nbsp;&nbsp;&nbsp;1355652 |
| &nbsp;&nbsp;&nbsp;7.500%, 06/01/2030 (A) | &nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;363145 |
| Hilcorp Energy I LP<br> 6.250%, 04/15/2032 (A) | &nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;614725 |
| Howard Midstream Energy Partners LLC<br> 6.750%, 01/15/2027 (A) | &nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp;&nbsp;752109 |
| MEG Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 02/01/2029 (A) | &nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;332150 |
| &nbsp;&nbsp;&nbsp;7.125%, 02/01/2027 (A) | &nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;640200 |
| Nabors Industries, Ltd.<br> 7.250%, 01/15/2026 (A) | &nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;720938 |
| Neptune Energy Bondco PLC<br> 6.625%, 05/15/2025 (A) | &nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;333819 |
| Northern Oil and Gas, Inc.<br> 8.125%, 03/01/2028 (A) | 1140000 | &nbsp;&nbsp;&nbsp;1113085 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.100%, 02/15/2047 | &nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;124000 |
| &nbsp;&nbsp;&nbsp;4.400%, 04/15/2046 | &nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;189600 |
| &nbsp;&nbsp;&nbsp;6.600%, 03/15/2046 | &nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;530400 |
| &nbsp;&nbsp;&nbsp;8.875%, 07/15/2030 | &nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;1031625 |
| Petrobras Global Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;5.750%, 02/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38578 |
| &nbsp;&nbsp;&nbsp;6.850%, 06/05/2115 | &nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;479845 |
| Range Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.750%, 02/15/2030 (A) | &nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;143595 |
| &nbsp;&nbsp;&nbsp;8.250%, 01/15/2029 | &nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;834616 |
| ROCC Holdings LLC<br> 9.250%, 08/15/2026 (A) | 1400000 | &nbsp;&nbsp;&nbsp;1400679 |
| Southwestern Energy Company<br> 4.750%, 02/01/2032 | 1080000 | &nbsp;&nbsp;&nbsp;&nbsp;944222 |
| Summit Midstream Holdings LLC<br> 8.500%, 10/15/2026 (A) | &nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;412704 |
| Tallgrass Energy Partners LP<br> 6.000%, 12/31/2030 (A) | &nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;723992 |
| Venture Global Calcasieu Pass LLC<br> 3.875%, 11/01/2033 (A) | 1210000 | &nbsp;&nbsp;&nbsp;&nbsp;984026 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;5.450%, 04/01/2044 | &nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;706610 |
| &nbsp;&nbsp;&nbsp;5.500%, 02/01/2050 | &nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;586800 |
|  |  | 24101846 |
| **Financials – 10.2%** |  |  |
| Acuris Finance U.S., Inc.<br> 5.000%, 05/01/2028 (A) | &nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;284375 |
| AFC Gamma, Inc.<br> 5.750%, 05/01/2027 (A) | &nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;560973 |
| Apollo Commercial Real Estate Finance, Inc.<br> 4.625%, 06/15/2029 (A) | &nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;557375 |
| Barclays PLC<br> 8.000%, (8.000% to 6-15-24, then 5 Year CMT + 5.672%), 06/15/2024 (E) | &nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;385000 |
| BNP Paribas SA<br> 7.375%, (7.375% to 8-19-25, then 5 Year U.S. Swap Rate + 5.150%), 08/19/2025 (A)(E) | &nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp;813850 |
| Bread Financial Holdings, Inc.<br> 4.750%, 12/15/2024 (A) | &nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;521827 |
| Burford Capital Global Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.250%, 04/15/2028 (A) | &nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;641425 |
| &nbsp;&nbsp;&nbsp;6.875%, 04/15/2030 (A) | &nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;570718 |
| Coinbase Global, Inc.<br> 3.625%, 10/01/2031 (A) | &nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;388800 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### High Yield Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Financials (continued)** |  |  |
| Credit Agricole SA<br> 8.125%, (8.125% to 12-23-25, then 5 Year U.S. Swap Rate + 6.185%), 12/23/2025 (A)(E) | $&nbsp;&nbsp;400000 | $&nbsp;&nbsp;&nbsp;&nbsp;406367 |
| Credit Suisse Group AG |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, (6.375% to 8-21-26, then 5 Year CMT + 4.822%), 08/21/2026 (A)(E) | 1350000 | &nbsp;&nbsp;&nbsp;&nbsp;863730 |
| &nbsp;&nbsp;&nbsp;6.537%, (6.537% to 8-12-32, then SOFR + 3.920%), 08/12/2033 (A) | &nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;508105 |
| &nbsp;&nbsp;&nbsp;9.750%, (9.750% to 6-23-27, then 5 Year CMT + 6.383%), 06/23/2027 (A)(E) | 1030000 | &nbsp;&nbsp;&nbsp;&nbsp;878178 |
| FirstCash, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 09/01/2028 (A) | &nbsp;&nbsp;930000 | &nbsp;&nbsp;&nbsp;&nbsp;818357 |
| &nbsp;&nbsp;&nbsp;5.625%, 01/01/2030 (A) | &nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;291084 |
| Global Aircraft Leasing Company, Ltd.<br> 6.500%, (6.500% Cash or 7.250% PIK), 09/15/2024 (A) | 2464665 | &nbsp;&nbsp;&nbsp;2057908 |
| Highlands Holdings Bond Issuer, Ltd.<br> 7.625%, (7.625% Cash or 8.375% PIK), 10/15/2025 (A) | 1177637 | &nbsp;&nbsp;&nbsp;1095203 |
| Intesa Sanpaolo SpA<br> 4.198%, (4.198% to 6-1-31, then 1 Year CMT + 2.600%), 06/01/2032 (A) | &nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;472042 |
| Jane Street Group<br> 4.500%, 11/15/2029 (A) | &nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;386289 |
| Ladder Capital Finance Holdings LLLP |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 02/01/2027 (A) | &nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;200675 |
| &nbsp;&nbsp;&nbsp;4.750%, 06/15/2029 (A) | &nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;400621 |
| LD Holdings Group LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.125%, 04/01/2028 (A) | &nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;217150 |
| &nbsp;&nbsp;&nbsp;6.500%, 11/01/2025 (A) | &nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;494000 |
| Lloyds Banking Group PLC<br> 6.750%, (6.750% to 6-27-26, then 5 Year CMT + 4.815%), 06/27/2026 (E) | &nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;576420 |
| Midcap Financial Issuer Trust |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 01/15/2030 (A) | &nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;359514 |
| &nbsp;&nbsp;&nbsp;6.500%, 05/01/2028 (A) | &nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;514775 |
| NMI Holdings, Inc.<br> 7.375%, 06/01/2025 (A) | &nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;804296 |
| Rocket Mortgage LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 03/01/2031 (A) | &nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;665249 |
| &nbsp;&nbsp;&nbsp;4.000%, 10/15/2033 (A) | &nbsp;&nbsp;890000 | &nbsp;&nbsp;&nbsp;&nbsp;654150 |
| Ryan Specialty Group LLC<br> 4.375%, 02/01/2030 (A) | &nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;572850 |
| StoneX Group, Inc.<br> 8.625%, 06/15/2025 (A) | &nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;648800 |
| UBS Group AG<br> 7.000%, (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%), 01/31/2024 (A)(E) | 1170000 | &nbsp;&nbsp;&nbsp;1152450 |
| UniCredit SpA<br> 5.459%, (5.459% to 6-30-30, then 5 Year CMT + 4.750%), 06/30/2035 (A) | &nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp;623802 |
|  |  | 20386358 |
| **Health care – 5.5%** |  |  |
| AdaptHealth LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 08/01/2029 (A) | &nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;542577 |
| &nbsp;&nbsp;&nbsp;5.125%, 03/01/2030 (A) | &nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;679931 |
| Akumin, Inc.<br> 7.000%, 11/01/2025 (A) | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;770150 |
| AthenaHealth Group, Inc.<br> 6.500%, 02/15/2030 (A) | &nbsp;&nbsp;890000 | &nbsp;&nbsp;&nbsp;&nbsp;666523 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Health care (continued)** |  |  |
| Bausch Health Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.250%, 01/30/2030 (A) | $&nbsp;&nbsp;200000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83287 |
| &nbsp;&nbsp;&nbsp;6.125%, 02/01/2027 (A) | &nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;305900 |
| &nbsp;&nbsp;&nbsp;6.250%, 02/15/2029 (A) | 2081000 | &nbsp;&nbsp;&nbsp;&nbsp;869505 |
| Cano Health LLC<br> 6.250%, 10/01/2028 (A) | &nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;287850 |
| Community Health Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.250%, 05/15/2030 (A) | &nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;320292 |
| &nbsp;&nbsp;&nbsp;6.125%, 04/01/2030 (A) | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35700 |
| &nbsp;&nbsp;&nbsp;6.875%, 04/15/2029 (A) | 1240000 | &nbsp;&nbsp;&nbsp;&nbsp;663400 |
| Legacy LifePoint Health LLC<br> 6.750%, 04/15/2025 (A) | &nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;467632 |
| Medline Borrower LP |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 04/01/2029 (A) | &nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;240733 |
| &nbsp;&nbsp;&nbsp;5.250%, 10/01/2029 (A) | &nbsp;&nbsp;740000 | &nbsp;&nbsp;&nbsp;&nbsp;603100 |
| Par Pharmaceutical, Inc.<br> 7.500%, 04/01/2027 (A) | 1870000 | &nbsp;&nbsp;&nbsp;1407175 |
| Radiology Partners, Inc.<br> 9.250%, 02/01/2028 (A) | &nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;402333 |
| Tenet Healthcare Corp.<br> 4.625%, 06/15/2028 (A) | &nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;626513 |
| Teva Pharmaceutical Finance Company LLC<br> 6.150%, 02/01/2036 | &nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;341464 |
| Teva Pharmaceutical Finance Netherlands III BV<br> 5.125%, 05/09/2029 | 1350000 | &nbsp;&nbsp;&nbsp;1211294 |
| U.S. Renal Care, Inc.<br> 10.625%, 07/15/2027 (A) | 1230000 | &nbsp;&nbsp;&nbsp;&nbsp;489725 |
|  |  | 11015084 |
| **Industrials – 14.0%** |  |  |
| Advanced Drainage Systems, Inc.<br> 6.375%, 06/15/2030 (A) | &nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;413811 |
| Air Canada<br> 3.875%, 08/15/2026 (A) | &nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;530701 |
| Allied Universal Holdco LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 06/01/2028 (A) | &nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;673000 |
| &nbsp;&nbsp;&nbsp;6.625%, 07/15/2026 (A) | &nbsp;&nbsp;970000 | &nbsp;&nbsp;&nbsp;&nbsp;921500 |
| Alta Equipment Group, Inc.<br> 5.625%, 04/15/2026 (A) | &nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;705202 |
| American Airlines, Inc.<br> 5.750%, 04/20/2029 (A) | 1240000 | &nbsp;&nbsp;&nbsp;1154377 |
| Anagram International, Inc.<br> 10.000%, (0.000% Cash and 10.000% PIK), 08/15/2026 (A) | &nbsp;&nbsp;&nbsp;&nbsp;91487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81195 |
| ATS Corp.<br> 4.125%, 12/15/2028 (A) | &nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;394316 |
| Bombardier, Inc.<br> 7.875%, 04/15/2027 (A) | &nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;609919 |
| Brundage-Bone Concrete Pumping Holdings, Inc.<br> 6.000%, 02/01/2026 (A) | &nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;632400 |
| CoreCivic, Inc.<br> 8.250%, 04/15/2026 | 1550000 | &nbsp;&nbsp;&nbsp;1583400 |
| Covanta Holding Corp.<br> 4.875%, 12/01/2029 (A) | &nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;566150 |
| Delta Air Lines, Inc.<br> 4.750%, 10/20/2028 (A) | &nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;625615 |
| Doman Building Materials Group, Ltd.<br> 5.250%, 05/15/2026 (A) | &nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;224008 |
| Foundation Building Materials, Inc.<br> 6.000%, 03/01/2029 (A) | $&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp;514983 |
| GEO Group, Inc.<br> 10.500%, 06/30/2028 | &nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;364644 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### High Yield Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Industrials (continued)** |  |  |
| H&E Equipment Services, Inc.<br> 3.875%, 12/15/2028 (A) | $&nbsp;&nbsp;800000 | $&nbsp;&nbsp;&nbsp;&nbsp;691832 |
| Hawaiian Brand Intellectual Property, Ltd.<br> 5.750%, 01/20/2026 (A) | &nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;568644 |
| Legends Hospitality Holding Company LLC<br> 5.000%, 02/01/2026 (A) | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;874885 |
| Madison IAQ LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.125%, 06/30/2028 (A) | &nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;121071 |
| &nbsp;&nbsp;&nbsp;5.875%, 06/30/2029 (A) | &nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;628771 |
| Mileage Plus Holdings LLC<br> 6.500%, 06/20/2027 (A) | &nbsp;&nbsp;522500 | &nbsp;&nbsp;&nbsp;&nbsp;519882 |
| MIWD Holdco II LLC<br> 5.500%, 02/01/2030 (A) | 1120000 | &nbsp;&nbsp;&nbsp;&nbsp;918400 |
| Park-Ohio Industries, Inc.<br> 6.625%, 04/15/2027 | &nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;275400 |
| PGT Innovations, Inc.<br> 4.375%, 10/01/2029 (A) | &nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;395872 |
| PM General Purchaser LLC<br> 9.500%, 10/01/2028 (A) | &nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;622821 |
| Prime Security Services Borrower LLC<br> 6.250%, 01/15/2028 (A) | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;930000 |
| Resideo Funding, Inc.<br> 4.000%, 09/01/2029 (A) | &nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;554316 |
| Roller Bearing Company of America, Inc.<br> 4.375%, 10/15/2029 (A) | &nbsp;&nbsp;980000 | &nbsp;&nbsp;&nbsp;&nbsp;858235 |
| Smyrna Ready Mix Concrete LLC<br> 6.000%, 11/01/2028 (A) | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;890000 |
| Spirit Loyalty Cayman, Ltd.<br> 8.000%, 09/20/2025 (A) | &nbsp;&nbsp;532000 | &nbsp;&nbsp;&nbsp;&nbsp;538412 |
| The ADT Security Corp.<br> 4.125%, 08/01/2029 (A) | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61097 |
| The GEO Group, Inc.<br> 9.500%, 12/31/2028 (A) | 1500000 | &nbsp;&nbsp;&nbsp;1420526 |
| Titan International, Inc.<br> 7.000%, 04/30/2028 | &nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;497401 |
| TransDigm, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 01/15/2029 | &nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;598312 |
| &nbsp;&nbsp;&nbsp;5.500%, 11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37700 |
| United Airlines 2020-1 Class B Pass Through Trust<br> 4.875%, 01/15/2026 | &nbsp;&nbsp;236220 | &nbsp;&nbsp;&nbsp;&nbsp;221404 |
| United Airlines, Inc.<br> 4.625%, 04/15/2029 (A) | 1400000 | &nbsp;&nbsp;&nbsp;1246304 |
| United Rentals North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 02/15/2031 | &nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;481774 |
| &nbsp;&nbsp;&nbsp;5.250%, 01/15/2030 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;942500 |
| &nbsp;&nbsp;&nbsp;6.000%, 12/15/2029 (A) | &nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;572850 |
| Vertiv Group Corp.<br> 4.125%, 11/15/2028 (A) | 1010000 | &nbsp;&nbsp;&nbsp;&nbsp;868600 |
| VistaJet Malta Finance PLC<br> 6.375%, 02/01/2030 (A) | &nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp;721600 |
| XPO CNW, Inc.<br> 6.700%, 05/01/2034 | &nbsp;&nbsp;740000 | &nbsp;&nbsp;&nbsp;&nbsp;662088 |
| XPO Escrow Sub LLC<br> 7.500%, 11/15/2027 (A) | &nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;203000 |
|  |  | 27918918 |
| **Information technology – 4.0%** |  |  |
| CA Magnum Holdings<br> 5.375%, 10/31/2026 (A) | &nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;379901 |
| Central Parent, Inc.<br> 7.250%, 06/15/2029 (A) | &nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp;743046 |
| Clarivate Science Holdings Corp.<br> 4.875%, 07/01/2029 (A) | &nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;274000 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Information technology (continued)** |  |  |
| CommScope, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.750%, 09/01/2029 (A) | $1630000 | $1372721 |
| &nbsp;&nbsp;&nbsp;8.250%, 03/01/2027 (A) | &nbsp;&nbsp;910000 | &nbsp;&nbsp;&nbsp;&nbsp;781149 |
| Elastic NV<br> 4.125%, 07/15/2029 (A) | &nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;609699 |
| Gen Digital, Inc.<br> 7.125%, 09/30/2030 (A) | &nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp;413313 |
| Helios Software Holdings, Inc.<br> 4.625%, 05/01/2028 (A) | &nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp;634701 |
| Open Text Corp.<br> 6.900%, 12/01/2027 (A) | &nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;430538 |
| Paysafe Finance PLC<br> 4.000%, 06/15/2029 (A) | 1010000 | &nbsp;&nbsp;&nbsp;&nbsp;752450 |
| Rackspace Technology Global, Inc.<br> 3.500%, 02/15/2028 (A) | &nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;616815 |
| Vericast Corp.<br> 11.000%, 09/15/2026 (A) | &nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;887950 |
|  |  | 7896283 |
| **Materials – 4.9%** |  |  |
| ARD Finance SA<br> 6.500%, (6.500% Cash or 7.250% PIK), 06/30/2027 (A) | &nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;370000 |
| Ardagh Metal Packaging Finance<br> USA LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.000%, 09/01/2029 (A) | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;800000 |
| &nbsp;&nbsp;&nbsp;6.000%, 06/15/2027 (A) | &nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;370960 |
| Ardagh Packaging Finance PLC<br> 5.250%, 08/15/2027 (A) | &nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;544536 |
| Canpack SA<br> 3.875%, 11/15/2029 (A) | &nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;590625 |
| Cascades, Inc.<br> 5.375%, 01/15/2028 (A) | &nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;530160 |
| First Quantum Minerals, Ltd.<br> 6.875%, 03/01/2026 to 10/15/2027 (A) | 2320000 | 2217109 |
| Freeport-McMoRan, Inc.<br> 5.450%, 03/15/2043 | 1600000 | 1434496 |
| Hudbay Minerals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.500%, 04/01/2026 (A) | &nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;226411 |
| &nbsp;&nbsp;&nbsp;6.125%, 04/01/2029 (A) | &nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;778821 |
| LSF11 A5 HoldCo LLC<br> 6.625%, 10/15/2029 (A) | &nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;576317 |
| Midwest Vanadium Proprietary, Ltd.<br> 11.500%, 02/15/2018 (A)(B) | 1951648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6128 |
| Northwest Acquisitions ULC<br> 7.125%, 11/01/2022 (A)(B) | 1140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Olin Corp.<br> 5.000%, 02/01/2030 | &nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;508211 |
| Pactiv LLC<br> 8.375%, 04/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;27358 |
| Summit Materials LLC<br> 5.250%, 01/15/2029 (A) | &nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;803141 |
|  |  | 9784284 |
| **Real estate – 2.6%** |  |  |
| Diversified Healthcare Trust |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 03/01/2031 | &nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;348175 |
| &nbsp;&nbsp;&nbsp;4.750%, 02/15/2028 | &nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;547920 |
| &nbsp;&nbsp;&nbsp;9.750%, 06/15/2025 | &nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;327658 |
| Five Point Operating Company LP<br> 7.875%, 11/15/2025 (A) | &nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;544000 |
| Forestar Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.850%, 05/15/2026 (A) | &nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;512123 |
| &nbsp;&nbsp;&nbsp;5.000%, 03/01/2028 (A) | &nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;358050 |
| IIP Operating Partnership LP<br> 5.500%, 05/25/2026 | 1160000 | 1025043 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### High Yield Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| CORPORATE BONDS (continued) | CORPORATE BONDS (continued) |  |
| **Real estate (continued)** |  |  |
| Iron Mountain Information Management Services, Inc.<br> 5.000%, 07/15/2032 (A) | &nbsp;&nbsp;570000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481644 |
| MPT Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;3.500%, 03/15/2031 | &nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211500 |
| &nbsp;&nbsp;&nbsp;4.625%, 08/01/2029 | &nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196620 |
| Service Properties Trust<br> 5.500%, 12/15/2027 | &nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556800 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;5109533 |
| **Utilities – 1.1%** |  |  |
| Suburban Propane Partners LP<br> 5.000%, 06/01/2031 (A) | &nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393366 |
| Sunnova Energy Corp.<br> 5.875%, 09/01/2026 (A) | 1310000 | &nbsp;&nbsp;&nbsp;&nbsp;1172070 |
| Superior Plus LP<br> 4.500%, 03/15/2029 (A) | &nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290343 |
| TransAlta Corp.<br> 7.750%, 11/15/2029 | &nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390450 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;2246229 |
| TOTAL CORPORATE BONDS (Cost $198,503,341) |  | $165254343 |
| **CONVERTIBLE BONDS – 0.8%** | **CONVERTIBLE BONDS – 0.8%** |  |
| **Communication services – 0.2%** |  |  |
| DISH Network Corp.<br> 3.375%, 08/15/2026 | &nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453250 |
| Liberty TripAdvisor Holdings, Inc.<br> 0.500%, 06/30/2051 (A) | &nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77055 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530305 |
| **Consumer discretionary – 0.3%** |  |  |
| DraftKings Holdings, Inc.<br> 8.735%, 03/15/2028 (F) | &nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491260 |
| Liberty Latin America, Ltd.<br> 2.000%, 07/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79706 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570966 |
| **Financials – 0.1%** |  |  |
| Blackstone Mortgage Trust, Inc.<br> 5.500%, 03/15/2027 | &nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202400 |
| **Industrials – 0.2%** |  |  |
| Spirit Airlines, Inc.<br> 1.000%, 05/15/2026 | &nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361680 |
| TOTAL CONVERTIBLE BONDS (Cost $2,152,665) |  | $&nbsp;&nbsp;&nbsp;1665351 |
| **TERM LOANS (G) – 5.5%** | **TERM LOANS (G) – 5.5%** |  |
| **Consumer discretionary – 1.5%** |  |  |
| Adtalem Global Education, Inc., 2021 Term Loan B (1 month LIBOR + 4.000%) 8.016%, 08/12/2028 | &nbsp;&nbsp;300953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296815 |
| Equinox Holdings, Inc. , 2020 Term Loan B2 (3 month LIBOR + 9.000%) 12.674%, 03/08/2024 | &nbsp;&nbsp;410550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322282 |
| First Brands Group LLC, 2021 Term Loan (3 month SOFR + 5.000%) 8.368%, 03/30/2027 | &nbsp;&nbsp;364450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351086 |
| Great Outdoors Group LLC, 2021 Term Loan B1 (1 month LIBOR + 3.750%) 7.821%, 03/06/2028 | &nbsp;&nbsp;353727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339489 |
| Rent-A-Center, Inc., 2021 First Lien Term Loan B (3 month LIBOR + 3.250%) 7.688%, 02/17/2028 | &nbsp;&nbsp;620550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594952 |
| Spencer Spirit IH LLC, Term Loan B (1 month LIBOR + 6.000%) 9.836%, 06/19/2026 | &nbsp;&nbsp;726444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711915 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| TERM LOANS (G) (continued) | TERM LOANS (G) (continued) |  |
| **Consumer discretionary (continued)** |  |  |
| Truck Hero, Inc., 2021 Term Loan B (1 month LIBOR + 3.750%) 7.571%, 01/31/2028 | $354600 | $&nbsp;&nbsp;&nbsp;&nbsp;298928 |
|  |  | &nbsp;&nbsp;&nbsp;2915467 |
| **Financials – 0.9%** |  |  |
| Acrisure LLC, 2020 Term Loan B (1 month LIBOR + 3.500%) 7.571%, 02/15/2027 | 526500 | &nbsp;&nbsp;&nbsp;&nbsp;491993 |
| Asurion LLC, 2021 Term Loan B9 (1 month LIBOR + 3.250%) 7.321%, 07/31/2027 | 788000 | &nbsp;&nbsp;&nbsp;&nbsp;681423 |
| Asurion LLC, 2022 Term Loan B10 (3 month SOFR + 4.000%) 7.653%, 08/19/2028 | 470000 | &nbsp;&nbsp;&nbsp;&nbsp;411053 |
| Deerfield Dakota Holding LLC, 2021 USD 2nd Lien Term Loan (1 month LIBOR + 6.750%) 10.821%, 04/07/2028 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;240208 |
|  |  | &nbsp;&nbsp;&nbsp;1824677 |
| **Health care – 0.7%** |  |  |
| Eyecare Partners LLC, 2020 Term Loan (3 month LIBOR + 3.750%) 7.424%, 02/18/2027 | 566385 | &nbsp;&nbsp;&nbsp;&nbsp;488224 |
| Eyecare Partners LLC, 2022 Incremental Term Loan (3 month SOFR + 4.500%) 7.621%, 11/15/2028 | 440000 | &nbsp;&nbsp;&nbsp;&nbsp;391600 |
| U.S. Renal Care, Inc., 2019 Term Loan B (1 month LIBOR + 5.000%) 9.125%, 06/26/2026 | 803900 | &nbsp;&nbsp;&nbsp;&nbsp;446671 |
|  |  | &nbsp;&nbsp;&nbsp;1326495 |
| **Industrials – 0.6%** |  |  |
| Allied Universal Holdco LLC, 2021 USD Incremental Term Loan B (1 month LIBOR + 3.750%) 7.821%, 05/12/2028 | 792000 | &nbsp;&nbsp;&nbsp;&nbsp;747632 |
| Mileage Plus Holdings LLC, 2020 Term Loan B (3 month LIBOR + 5.250%) 8.777%, 06/21/2027 | 456000 | &nbsp;&nbsp;&nbsp;&nbsp;468540 |
|  |  | &nbsp;&nbsp;&nbsp;1216172 |
| **Information technology – 1.6%** |  |  |
| Dcert Buyer, Inc., 2019 Term Loan B (6 month SOFR + 4.000%) 8.696%, 10/16/2026 | 689394 | &nbsp;&nbsp;&nbsp;&nbsp;662066 |
| Dcert Buyer, Inc., 2021 2nd Lien Term Loan (6 month LIBOR + 7.000%) 11.696%, 02/19/2029 | 880000 | &nbsp;&nbsp;&nbsp;&nbsp;796954 |
| Global Tel\*Link Corp., 2018 1st Lien Term Loan (3 month LIBOR + 4.250%) 8.344%, 11/29/2025 | 793137 | &nbsp;&nbsp;&nbsp;&nbsp;681852 |
| Peraton Corp., Term Loan B (1 month LIBOR + 3.750%) 7.821%, 02/01/2028 | 435201 | &nbsp;&nbsp;&nbsp;&nbsp;424321 |
| Redstone Holdco 2 LP, 2021 Term Loan (3 month LIBOR + 4.750%) 9.108%, 04/27/2028 | 495000 | &nbsp;&nbsp;&nbsp;&nbsp;336808 |
| Redstone Holdco 2 LP , 2021 2nd Lien Term Loan (3 month LIBOR + 7.750%) 12.108%, 04/27/2029 | 570000 | &nbsp;&nbsp;&nbsp;&nbsp;229898 |
|  |  | &nbsp;&nbsp;&nbsp;3131899 |
| **Materials – 0.2%** |  |  |
| Arctic Canadian Diamond Company, Ltd., 2nd Lien PIK Term Loan (3 month LIBOR + 4.000% or 12.500% PIK) 5.000%, 12/31/2027 (H) | 540965 | &nbsp;&nbsp;&nbsp;&nbsp;441915 |
| TOTAL TERM LOANS (Cost $12,504,644) | TOTAL TERM LOANS (Cost $12,504,644) | $10856625 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### High Yield Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| ASSET BACKED SECURITIES – 7.1% | ASSET BACKED SECURITIES – 7.1% |  |
| AIG CLO, Ltd.<br> Series 2018-1A, Class DR (3 month LIBOR + 3.100%)<br> 7.343%, 04/20/2032 (A)(C) | $320000 | $292175 |
| Aimco CLO, Ltd.<br> Series 2020-12A, Class DR (3 month CME Term SOFR + 2.900%)<br> 6.764%, 01/17/2032 (A)(C) | 440000 | 400085 |
| AMMC CLO, Ltd.<br> Series 2017-20A, Class E (3 month LIBOR + 5.810%)<br> 9.889%, 04/17/2029 (A)(C) | 700000 | 632118 |
| Ares CLO, Ltd.<br> Series 2017-44A, Class CR (3 month LIBOR + 3.400%)<br> 7.479%, 04/15/2034 (A)(C) | 410000 | 382856 |
| Ballyrock CLO, Ltd.<br> Series 2022-19A, Class D (3 month CME Term SOFR + 7.110%)<br> 11.073%, 04/20/2035 (A)(C) | 900000 | 791669 |
| Barings CLO, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-3A, Class D (3 month LIBOR + 2.900%)<br> 7.143%, 07/20/2029 (A)(C) | 250000 | 230553 |
| &nbsp;&nbsp;&nbsp;Series 2020-4A, Class E (3 month LIBOR + 5.680%)<br> 9.923%, 01/20/2032 (A)(C) | 350000 | 289958 |
| Battalion CLO, Ltd.<br> Series 2021-20A, Class D (3 month LIBOR + 3.100%)<br> 7.179%, 07/15/2034 (A)(C) | 250000 | 215759 |
| BlueMountain CLO XXXI, Ltd.<br> Series 2021-31A, Class E (3 month LIBOR + 6.530%)<br> 10.757%, 04/19/2034 (A)(C) | 170000 | 149305 |
| BlueMountain CLO, Ltd.<br> Series 2016-2A, Class DR (3 month LIBOR + 7.790%)<br> 12.465%, 08/20/2032 (A)(C) | 375000 | 314440 |
| Bristol Park CLO, Ltd.<br> Series 2016-1A, Class ER (3 month LIBOR + 7.000%)<br> 11.079%, 04/15/2029 (A)(C) | 400000 | 340858 |
| Cathedral Lake VI, Ltd.<br> Series 2021-6A, Class E (3 month LIBOR + 7.210%)<br> 11.568%, 04/25/2034 (A)(C) | 125000 | 103365 |
| Cook Park CLO, Ltd.<br> Series 2018-1A, Class E (3 month LIBOR + 5.400%)<br> 9.479%, 04/17/2030 (A)(C) | 750000 | 610352 |
| Dryden CLO, Ltd.<br> Series 2018-70A, Class E (3 month LIBOR + 6.050%)<br> 10.129%, 01/16/2032 (A)(C) | 750000 | 634651 |
| Dryden Senior Loan Fund<br> Series 2015-40A, Class DR (3 month LIBOR + 3.100%)<br> 7.706%, 08/15/2031 (A)(C) | 250000 | 226894 |
| Greenwood Park CLO, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class D (3 month LIBOR + 2.500%)<br> 6.579%, 04/15/2031 (A)(C) | 530000 | 463928 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class E (3 month LIBOR + 4.950%)<br> 9.029%, 04/15/2031 (A)(C) | 750000 | 604383 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| ASSET BACKED SECURITIES (continued) | ASSET BACKED SECURITIES (continued) |  |
| Greywolf CLO IV, Ltd.<br> Series 2019-1A, Class CR (3 month CME Term SOFR + 3.910%)<br> 7.774%, 04/17/2034 (A)(C) | $&nbsp;&nbsp;390000 | $352358 |
| Grippen Park CLO, Ltd.<br> Series 2017-1A, Class E (3 month LIBOR + 5.700%)<br> 9.943%, 01/20/2030 (A)(C) | &nbsp;&nbsp;440000 | 375378 |
| Halsey Point CLO I, Ltd.<br> Series 2019-1A, Class E (3 month LIBOR + 7.700%)<br> 11.943%, 01/20/2033 (A)(C) | &nbsp;&nbsp;600000 | 560354 |
| Jay Park CLO, Ltd.<br> Series 2016-1A, Class DR (3 month LIBOR + 5.200%)<br> 9.443%, 10/20/2027 (A)(C) | &nbsp;&nbsp;450000 | 408979 |
| Madison Park Funding XIII, Ltd.<br> Series 2014-13A, Class DR2 (3 month LIBOR + 2.850%)<br> 7.077%, 04/19/2030 (A)(C) | 1000000 | 936989 |
| Magnetite XXIV, Ltd.<br> Series 2019-24A, Class ER (3 month CME Term SOFR + 6.400%)<br> 10.264%, 04/15/2035 (A)(C) | &nbsp;&nbsp;250000 | 206185 |
| Mountain View CLO IX, Ltd.<br> Series 2015-9A, Class CR (3 month LIBOR + 3.120%)<br> 7.199%, 07/15/2031 (A)(C) | &nbsp;&nbsp;670000 | 553198 |
| Neuberger Berman Loan Advisers CLO, Ltd.<br> Series 2017-25A, Class DR (3 month LIBOR + 2.850%)<br> 7.044%, 10/18/2029 (A)(C) | &nbsp;&nbsp;250000 | 227258 |
| Oaktree CLO, Ltd.<br> Series 2019-1A, Class D (3 month LIBOR + 3.800%)<br> 8.125%, 04/22/2030 (A)(C) | &nbsp;&nbsp;250000 | 213226 |
| OZLM XI, Ltd.<br> Series 2015-11A, Class CR (3 month LIBOR + 3.600%)<br> 8.015%, 10/30/2030 (A)(C) | 1000000 | 876624 |
| Palmer Square Loan Funding, Ltd.<br> Series 2022-3A, Class C (3 month CME Term SOFR + 5.400%)<br> 9.405%, 04/15/2031 (A)(C) | &nbsp;&nbsp;470000 | 453240 |
| Rockland Park CLO, Ltd.<br> Series 2021-1A, Class E (3 month LIBOR + 6.250%)<br> 10.493%, 04/20/2034 (A)(C) | &nbsp;&nbsp;200000 | 175554 |
| Sculptor CLO XXVI, Ltd.<br> Series 2026-A, Class E (3 month LIBOR + 7.250%)<br> 11.493%, 07/20/2034 (A)(C) | &nbsp;&nbsp;390000 | 355009 |
| Shackleton CLO, Ltd.<br> Series 2013-3A, Class DR (3 month LIBOR + 3.020%)<br> 7.099%, 07/15/2030 (A)(C) | &nbsp;&nbsp;500000 | 435592 |
| Symphony CLO XXII, Ltd.<br> Series 2020-22A, Class D (3 month LIBOR + 3.150%)<br> 7.344%, 04/18/2033 (A)(C) | &nbsp;&nbsp;500000 | 457962 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### High Yield Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| ASSET BACKED SECURITIES (continued) | ASSET BACKED SECURITIES (continued) |  |
| TCI-Symphony CLO, Ltd.<br> Series 2016-1A, Class DR2 (3 month LIBOR + 3.100%)<br> 7.041%, 10/13/2032 (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;600000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528333 |
| Voya CLO, Ltd.<br> Series 2017-1A, Class C (3 month LIBOR + 3.330%)<br> 7.409%, 04/17/2030 (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441743 |
| TOTAL ASSET BACKED SECURITIES (Cost $15,870,266) |  | $&nbsp;&nbsp;14241331 |
| **COMMON STOCKS – 0.6%** |  |  |
| **Communication services – 0.0%** |  |  |
| New Cotai, Inc., Class B (H)(I)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Energy – 0.6%** |  |  |
| Berry Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678696 |
| Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487943 |
| KCAD Holdings I, Ltd. (H)(I)(J) | 752218031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
| MWO Holdings LLC (H)(I)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7053 |
| Permian Production (H)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21250 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1195694 |
| TOTAL COMMON STOCKS (Cost $8,212,144) | TOTAL COMMON STOCKS (Cost $8,212,144) | $&nbsp;&nbsp;&nbsp;&nbsp;1195694 |
| **PREFERRED SECURITIES – 0.8%** |  |  |
| **Energy – 0.3%** |  |  |
| MPLX LP, 8.461% (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578300 |
| **Financials – 0.5%** |  |  |
| B. Riley Financial, Inc., 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388974 |
| B. Riley Financial, Inc., 5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267371 |
| B. Riley Financial, Inc., 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250009 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906354 |
| TOTAL PREFERRED SECURITIES (Cost $1,643,113) | TOTAL PREFERRED SECURITIES (Cost $1,643,113) | $&nbsp;&nbsp;&nbsp;&nbsp;1484654 |
| **ESCROW CERTIFICATES – 0.0%** |  |  |
| Magellan Health, Inc. (H)(J) | &nbsp;&nbsp;&nbsp;4380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| TOTAL ESCROW CERTIFICATES (Cost $0) | TOTAL ESCROW CERTIFICATES (Cost $0) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **SHORT-TERM INVESTMENTS – 0.5%** | **SHORT-TERM INVESTMENTS – 0.5%** |  |
| **Short-term funds – 0.5%** |  |  |
| John Hancock Collateral Trust, 3.8739% (K)(L) | &nbsp;&nbsp;&nbsp;&nbsp;101267 | &nbsp;&nbsp;&nbsp;&nbsp;1012029 |
| State Street Institutional Treasury Plus Money Market Fund, Premier Class, 3.6876% (K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
| TOTAL SHORT-TERM INVESTMENTS (Cost $1,012,609) | TOTAL SHORT-TERM INVESTMENTS (Cost $1,012,609) | $&nbsp;&nbsp;&nbsp;&nbsp;1012688 |
| **Total Investments (High Yield Fund)<br> (Cost $241,116,827) – 98.6%** | **Total Investments (High Yield Fund)<br> (Cost $241,116,827) – 98.6%** | $**196342350** |
| **Other assets and liabilities, net – 1.4%** |  | &nbsp;&nbsp;&nbsp;**2793511** |
| **TOTAL NET ASSETS – 100.0%** |  | $**199135861** |

---

<u>Currency Abbreviations</u> <br> CAD Canadian Dollar <br> GBP Pound Sterling

---

| | |
|:---|:---|
| <u>Security Abbreviations and Legend</u> | <u>Security Abbreviations and Legend</u> |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| LIBOR | London Interbank Offered Rate |
| PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average Rate |
| (A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $146,324,329 or 73.5% of the fund's net assets as of 11-30-22. |
| (B) | Non-income producing - Issuer is in default. |
| (C) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (D) | All or a portion of this security is on loan as of 11-30-22. The value of securities on loan amounted to $989,173. |
| (E) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (F) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
| (G) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
| (H) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (I) | Restricted security as to resale, excluding 144A securities. For more information on this security refer to the Notes to Portfolio of Investments. |
| (J) | Non-income producing security. |
| (K) | The rate shown is the annualized seven-day yield as of 11-30-22. |
| (L) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

---

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| 5-Year U.S. Treasury Note Futures | &nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;$12641115 | &nbsp;&nbsp;&nbsp;&nbsp;$12702727 | &nbsp;&nbsp;&nbsp;&nbsp;$61612 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$61612** |

---

^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | &nbsp;&nbsp;**Contract to sell** | &nbsp;&nbsp;**Contract to sell** | &nbsp;&nbsp;**Counterparty (OTC)** | &nbsp;&nbsp;**Contractual<br> settlement<br> date** | &nbsp;&nbsp;**Unrealized<br> appreciation** | &nbsp;&nbsp;**Unrealized<br> depreciation** |
| GBP | &nbsp;&nbsp;587667 | &nbsp;&nbsp;USD | &nbsp;&nbsp;673452 | &nbsp;&nbsp;MSCS | &nbsp;&nbsp;1/18/2023 | &nbsp;&nbsp;$36000 | &nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;1466420 | &nbsp;&nbsp;USD | &nbsp;&nbsp;71716 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;1/18/2023 | &nbsp;&nbsp;3670 | &nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;146877 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;200571 | &nbsp;&nbsp;MSCS | &nbsp;&nbsp;1/18/2023 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(2344) |
| USD | &nbsp;&nbsp;255208 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;254004 | &nbsp;&nbsp;MSCS | &nbsp;&nbsp;1/18/2023 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(10132) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$39670** | &nbsp;&nbsp;**$(12476)** |

---

#### SWAPS

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** |
| **Counterparty<br> (OTC)/<br> Centrally<br> cleared** | &nbsp;&nbsp;**Reference<br> obligation** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**USD<br> notional<br> amount** | &nbsp;&nbsp;**Pay<br> fixed<br> rate** | &nbsp;&nbsp;**Fixed<br> payment<br> frequency** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Unamortized<br> upfront<br> payment<br> paid<br> (received)** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** | &nbsp;&nbsp;**Value** |
| Centrally cleared | &nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;441000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;$441000 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Jun 2027 | &nbsp;&nbsp;$(10044) | &nbsp;&nbsp;&nbsp;$(10486) | &nbsp;&nbsp;$(20530) |
| Centrally cleared | &nbsp;&nbsp;The Goodyear Tire & Rubber Company | &nbsp;&nbsp;590000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Jun 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9727) | &nbsp;&nbsp;&nbsp;&nbsp;(11502) | &nbsp;&nbsp;&nbsp;(21229) |
| Centrally cleared | &nbsp;&nbsp;Xerox Holdings Corp. | &nbsp;&nbsp;237000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237000 | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Jun 2027 | &nbsp;&nbsp;&nbsp;&nbsp;30580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5784) | &nbsp;&nbsp;&nbsp;&nbsp;24796 |
| Centrally cleared | &nbsp;&nbsp;Beazer Homes USA, Inc. | &nbsp;&nbsp;590000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Dec 2027 | &nbsp;&nbsp;&nbsp;&nbsp;71128 | &nbsp;&nbsp;&nbsp;&nbsp;(56442) | &nbsp;&nbsp;&nbsp;&nbsp;14686 |
| Centrally cleared | &nbsp;&nbsp;KB Home | &nbsp;&nbsp;830000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Dec 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8326) | &nbsp;&nbsp;&nbsp;&nbsp;(49672) | &nbsp;&nbsp;&nbsp;(57998) |
| Centrally cleared | &nbsp;&nbsp;Macy's, Inc. | &nbsp;&nbsp;590000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Dec 2027 | &nbsp;&nbsp;&nbsp;119527 | &nbsp;&nbsp;&nbsp;&nbsp;(61831) | &nbsp;&nbsp;&nbsp;&nbsp;57696 |
|  |  |  |  | &nbsp;&nbsp;**$3278000** |  |  |  | &nbsp;&nbsp;**$193138** | &nbsp;&nbsp;**$(195717)** | &nbsp;&nbsp;&nbsp;**$(2579)** |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** |
| **Counterparty<br> (OTC)/<br> Centrally<br> cleared** | **Reference<br> obligation** | **Implied<br> credit<br> spread** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Received<br> fixed<br> rate** | **Fixed<br> payment<br> frequency** | **Maturity<br> date** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Centrally cleared | Occidental Petroleum Corp. | 1.073% | &nbsp;&nbsp;&nbsp;810000 | USD | &nbsp;&nbsp;&nbsp;$810000 | 1.000% | Quarterly | Jun 2026 | $(26466) | &nbsp;&nbsp;$26149 | &nbsp;&nbsp;&nbsp;&nbsp;$(317) |
| Centrally cleared | Ford Motor Company | 3.814% | 1000000 | USD | &nbsp;&nbsp;&nbsp;1000000 | 5.000% | Quarterly | Dec 2026 | &nbsp;&nbsp;125292 | &nbsp;&nbsp;&nbsp;(78340) | &nbsp;&nbsp;&nbsp;46952 |
|  |  |  |  |  | **$1810000** |  |  |  | &nbsp;&nbsp;**$98826** | **$(52191)** | **$46635** |

---

---

| | |
|:---|:---|
| <u>Derivatives Currency Abbreviations</u> | <u>Derivatives Currency Abbreviations</u> |
| CAD | Canadian Dollar |
| EUR | Euro |
| GBP | Pound Sterling |
| MXN | Mexican Peso |
| USD | U.S. Dollar |

---

---

| | |
|:---|:---|
| <u>Derivatives Abbreviations</u> | <u>Derivatives Abbreviations</u> |
| JPM | JPMorgan Chase Bank, N.A. |
| MSCS | Morgan Stanley Capital Services LLC |
| OTC | Over-the-counter |

---

#### International Strategic Equity Allocation Fund

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS - 94.4%** | **COMMON STOCKS - 94.4%** |  |
| **Australia - 5.8%** |  |  |
| Ampol, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48981 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954878 |
| APA Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855698 |
| Aristocrat Leisure, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005577 |
| ASX, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956107 |
| Aurizon Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998040 |
| Australia & New Zealand Banking Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10441087 |
| BHP Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32598648 |
| BlueScope Steel, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236869 |
| Brambles, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458290 |
| Cochlear, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2001292 |
| Coles Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3185356 |
| Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26103345 |

---

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Australia (continued)** |  |  |
| Computershare, Ltd. | 112773 | $&nbsp;&nbsp;&nbsp;2137799 |
| CSL, Ltd. | &nbsp;&nbsp;99939 | 20533281 |
| Dexus | 225120 | &nbsp;&nbsp;&nbsp;1235928 |
| Domino's Pizza Enterprises, Ltd. | &nbsp;&nbsp;12443 | &nbsp;&nbsp;&nbsp;&nbsp;569882 |
| Endeavour Group, Ltd. | 277544 | &nbsp;&nbsp;&nbsp;1317970 |
| Evolution Mining, Ltd. | 375028 | &nbsp;&nbsp;&nbsp;&nbsp;698972 |
| Fortescue Metals Group, Ltd. | 350675 | &nbsp;&nbsp;&nbsp;4667360 |
| Goodman Group | 349673 | &nbsp;&nbsp;&nbsp;4626144 |
| IDP Education, Ltd. | &nbsp;&nbsp;43241 | &nbsp;&nbsp;&nbsp;&nbsp;890261 |
| Insurance Australia Group, Ltd. | 521487 | &nbsp;&nbsp;&nbsp;1698907 |
| Lendlease Corp., Ltd. | 141805 | &nbsp;&nbsp;&nbsp;&nbsp;740349 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Australia (continued)** |  |  |
| Macquarie Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;76075 | $&nbsp;&nbsp;&nbsp;&nbsp;9355798 |
| Medibank Private, Ltd. | &nbsp;&nbsp;577450 | &nbsp;&nbsp;&nbsp;&nbsp;1152116 |
| Mineral Resources, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;35101 | &nbsp;&nbsp;&nbsp;&nbsp;2114211 |
| Mirvac Group | &nbsp;&nbsp;822625 | &nbsp;&nbsp;&nbsp;&nbsp;1262333 |
| MMG, Ltd. (A) | &nbsp;&nbsp;552000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145276 |
| National Australia Bank, Ltd. | &nbsp;&nbsp;671348 | &nbsp;&nbsp;&nbsp;14450023 |
| Newcrest Mining, Ltd. | &nbsp;&nbsp;183627 | &nbsp;&nbsp;&nbsp;&nbsp;2500484 |
| Northern Star Resources, Ltd. | &nbsp;&nbsp;239111 | &nbsp;&nbsp;&nbsp;&nbsp;1750707 |
| Orica, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;85102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862558 |
| Origin Energy, Ltd. | &nbsp;&nbsp;362570 | &nbsp;&nbsp;&nbsp;&nbsp;1950102 |
| Qantas Airways, Ltd. (A) | &nbsp;&nbsp;192982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828785 |
| QBE Insurance Group, Ltd. | &nbsp;&nbsp;314611 | &nbsp;&nbsp;&nbsp;&nbsp;2763627 |
| Ramsay Health Care, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;37966 | &nbsp;&nbsp;&nbsp;&nbsp;1708654 |
| REA Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928026 |
| Reece, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;46510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491581 |
| Rio Tinto, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;77281 | &nbsp;&nbsp;&nbsp;&nbsp;5769376 |
| Santos, Ltd. | &nbsp;&nbsp;661368 | &nbsp;&nbsp;&nbsp;&nbsp;3298991 |
| Scentre Group | 1080548 | &nbsp;&nbsp;&nbsp;&nbsp;2203978 |
| SEEK, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;69504 | &nbsp;&nbsp;&nbsp;&nbsp;1066024 |
| Sonic Healthcare, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;94430 | &nbsp;&nbsp;&nbsp;&nbsp;2085871 |
| South32, Ltd. | &nbsp;&nbsp;965241 | &nbsp;&nbsp;&nbsp;&nbsp;2680982 |
| Stockland | &nbsp;&nbsp;496371 | &nbsp;&nbsp;&nbsp;&nbsp;1295960 |
| Suncorp Group, Ltd. | &nbsp;&nbsp;267606 | &nbsp;&nbsp;&nbsp;&nbsp;2177758 |
| Telstra Corp., Ltd. | &nbsp;&nbsp;854137 | &nbsp;&nbsp;&nbsp;&nbsp;2317455 |
| The GPT Group | &nbsp;&nbsp;401617 | &nbsp;&nbsp;&nbsp;&nbsp;1238159 |
| The Lottery Corp., Ltd. (A) | &nbsp;&nbsp;462001 | &nbsp;&nbsp;&nbsp;&nbsp;1459778 |
| Transurban Group | &nbsp;&nbsp;635582 | &nbsp;&nbsp;&nbsp;&nbsp;6213850 |
| Treasury Wine Estates, Ltd. | &nbsp;&nbsp;149915 | &nbsp;&nbsp;&nbsp;&nbsp;1415754 |
| Vicinity, Ltd. | &nbsp;&nbsp;805365 | &nbsp;&nbsp;&nbsp;&nbsp;1121296 |
| Washington H. Soul Pattinson & Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;44014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852019 |
| Wesfarmers, Ltd. | &nbsp;&nbsp;235064 | &nbsp;&nbsp;&nbsp;&nbsp;7829991 |
| Westpac Banking Corp. | &nbsp;&nbsp;725152 | &nbsp;&nbsp;&nbsp;11776388 |
| WiseTech Global, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30404 | &nbsp;&nbsp;&nbsp;&nbsp;1215724 |
| Woodside Energy Group, Ltd. | &nbsp;&nbsp;390391 | &nbsp;&nbsp;&nbsp;&nbsp;9859126 |
| Woolworths Group, Ltd. | &nbsp;&nbsp;250732 | &nbsp;&nbsp;&nbsp;&nbsp;5897936 |
|  |  | 239952737 |
| **Austria - 0.1%** |  |  |
| Erste Group Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;77756 | &nbsp;&nbsp;&nbsp;&nbsp;2434659 |
| OMV AG | &nbsp;&nbsp;&nbsp;&nbsp;32842 | &nbsp;&nbsp;&nbsp;&nbsp;1742988 |
| Verbund AG | &nbsp;&nbsp;&nbsp;&nbsp;15204 | &nbsp;&nbsp;&nbsp;&nbsp;1376327 |
| voestalpine AG | &nbsp;&nbsp;&nbsp;&nbsp;26261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722346 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;6276320 |
| **Belgium - 0.3%** |  |  |
| Ageas SA/NV | &nbsp;&nbsp;&nbsp;&nbsp;15978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646982 |
| Anheuser-Busch InBev SA/NV | &nbsp;&nbsp;&nbsp;&nbsp;76257 | &nbsp;&nbsp;&nbsp;&nbsp;4497304 |
| D'ieteren Group | &nbsp;&nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418234 |
| Elia Group SA/NV | &nbsp;&nbsp;&nbsp;&nbsp;2684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382441 |
| Groupe Bruxelles Lambert SA | &nbsp;&nbsp;&nbsp;&nbsp;8880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716751 |
| KBC Group NV | &nbsp;&nbsp;&nbsp;&nbsp;21129 | &nbsp;&nbsp;&nbsp;&nbsp;1170418 |
| Proximus SADP | &nbsp;&nbsp;&nbsp;&nbsp;12724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133104 |
| Sofina SA | &nbsp;&nbsp;&nbsp;&nbsp;1401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304962 |
| Solvay SA | &nbsp;&nbsp;&nbsp;&nbsp;6604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655086 |
| UCB SA | &nbsp;&nbsp;&nbsp;&nbsp;11169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901527 |
| Umicore SA | &nbsp;&nbsp;&nbsp;&nbsp;18027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650585 |
| Warehouses De Pauw CVA | &nbsp;&nbsp;&nbsp;&nbsp;12816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342447 |
|  |  | &nbsp;&nbsp;&nbsp;10819841 |
| **Brazil - 1.2%** |  |  |
| Ambev SA | &nbsp;&nbsp;905200 | &nbsp;&nbsp;&nbsp;&nbsp;2776992 |
| Americanas SA | &nbsp;&nbsp;123910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252149 |
| Atacadao SA | &nbsp;&nbsp;&nbsp;&nbsp;94700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291435 |
| B3 SA - Brasil Bolsa Balcao | 1179160 | &nbsp;&nbsp;&nbsp;&nbsp;2892599 |
| Banco Bradesco SA | &nbsp;&nbsp;281138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745461 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Brazil (continued)** |  |  |
| Banco BTG Pactual SA | 228300 | $&nbsp;&nbsp;&nbsp;1107328 |
| Banco do Brasil SA | 165400 | &nbsp;&nbsp;&nbsp;1124478 |
| Banco Santander Brasil SA | &nbsp;&nbsp;69500 | &nbsp;&nbsp;&nbsp;&nbsp;370445 |
| BB Seguridade Participacoes SA | 137400 | &nbsp;&nbsp;&nbsp;&nbsp;829269 |
| BRF SA (A) | 114600 | &nbsp;&nbsp;&nbsp;&nbsp;208028 |
| CCR SA | 228900 | &nbsp;&nbsp;&nbsp;&nbsp;520934 |
| Centrais Eletricas Brasileiras SA | 196000 | &nbsp;&nbsp;&nbsp;1794059 |
| Cia de Saneamento Basico do Estado de Sao Paulo | &nbsp;&nbsp;65100 | &nbsp;&nbsp;&nbsp;&nbsp;756333 |
| Cia Siderurgica Nacional SA | 131300 | &nbsp;&nbsp;&nbsp;&nbsp;367382 |
| Cosan SA | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;799117 |
| CPFL Energia SA | &nbsp;&nbsp;43300 | &nbsp;&nbsp;&nbsp;&nbsp;291206 |
| Energisa SA | &nbsp;&nbsp;36400 | &nbsp;&nbsp;&nbsp;&nbsp;303792 |
| Engie Brasil Energia SA | &nbsp;&nbsp;35425 | &nbsp;&nbsp;&nbsp;&nbsp;269646 |
| Equatorial Energia SA | 192200 | &nbsp;&nbsp;&nbsp;1020380 |
| Hapvida Participacoes e Investimentos S/A (B) | 886109 | &nbsp;&nbsp;&nbsp;&nbsp;887928 |
| Hypera SA | &nbsp;&nbsp;79600 | &nbsp;&nbsp;&nbsp;&nbsp;681670 |
| JBS SA | 159500 | &nbsp;&nbsp;&nbsp;&nbsp;677729 |
| Klabin SA | 142200 | &nbsp;&nbsp;&nbsp;&nbsp;539825 |
| Localiza Rent a Car SA | 140645 | &nbsp;&nbsp;&nbsp;1628868 |
| Lojas Renner SA | 189242 | &nbsp;&nbsp;&nbsp;&nbsp;844220 |
| Magazine Luiza SA (A) | 584900 | &nbsp;&nbsp;&nbsp;&nbsp;384347 |
| Natura & Company Holding SA | 171500 | &nbsp;&nbsp;&nbsp;&nbsp;386997 |
| Petro Rio SA (A) | 131300 | &nbsp;&nbsp;&nbsp;&nbsp;912131 |
| Petroleo Brasileiro SA | 704200 | &nbsp;&nbsp;&nbsp;4123953 |
| Raia Drogasil SA | 203800 | &nbsp;&nbsp;&nbsp;&nbsp;905237 |
| Rede D'Or Sao Luiz SA (B) | &nbsp;&nbsp;76500 | &nbsp;&nbsp;&nbsp;&nbsp;457878 |
| Rumo SA | 246100 | &nbsp;&nbsp;&nbsp;&nbsp;922872 |
| Suzano SA | 142127 | &nbsp;&nbsp;&nbsp;1455683 |
| Telefonica Brasil SA | &nbsp;&nbsp;96300 | &nbsp;&nbsp;&nbsp;&nbsp;706103 |
| TIM SA | 164500 | &nbsp;&nbsp;&nbsp;&nbsp;412094 |
| TOTVS SA | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;594679 |
| Ultrapar Participacoes SA | 137500 | &nbsp;&nbsp;&nbsp;&nbsp;376251 |
| Vale SA | 763338 | 12607687 |
| Vibra Energia SA | 222400 | &nbsp;&nbsp;&nbsp;&nbsp;708426 |
| WEG SA | 319940 | &nbsp;&nbsp;&nbsp;2404475 |
|  |  | 49340086 |
| **Canada - 9.9%** |  |  |
| Agnico Eagle Mines, Ltd. | 104208 | &nbsp;&nbsp;&nbsp;5248554 |
| Air Canada (A) | &nbsp;&nbsp;43826 | &nbsp;&nbsp;&nbsp;&nbsp;628483 |
| Algonquin Power & Utilities Corp. | 160742 | &nbsp;&nbsp;&nbsp;1214094 |
| Alimentation Couche-Tard, Inc. | 193265 | &nbsp;&nbsp;&nbsp;8804430 |
| AltaGas, Ltd. | &nbsp;&nbsp;65143 | &nbsp;&nbsp;&nbsp;1093021 |
| ARC Resources, Ltd. | 157119 | &nbsp;&nbsp;&nbsp;2333745 |
| Atco, Ltd., Class I | &nbsp;&nbsp;&nbsp;1268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40600 |
| Bank of Montreal | 148803 | 14533500 |
| Barrick Gold Corp. | 405996 | &nbsp;&nbsp;&nbsp;6624995 |
| BCE, Inc. | &nbsp;&nbsp;20413 | &nbsp;&nbsp;&nbsp;&nbsp;972127 |
| BlackBerry, Ltd. (A) | 125327 | &nbsp;&nbsp;&nbsp;&nbsp;607465 |
| Brookfield Asset Management Reinsurance Partners, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;1027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48458 |
| Brookfield Asset Management, Inc., Class A | 323072 | 15231927 |
| BRP, Inc. | &nbsp;&nbsp;&nbsp;8966 | &nbsp;&nbsp;&nbsp;&nbsp;670942 |
| CAE, Inc. (A) | &nbsp;&nbsp;73563 | &nbsp;&nbsp;&nbsp;1590862 |
| Cameco Corp. | &nbsp;&nbsp;90893 | &nbsp;&nbsp;&nbsp;2214298 |
| Canadian Apartment Properties REIT | &nbsp;&nbsp;22029 | &nbsp;&nbsp;&nbsp;&nbsp;715658 |
| Canadian Imperial Bank of Commerce | 207430 | &nbsp;&nbsp;&nbsp;9990997 |
| Canadian National Railway Company | 135489 | 17394042 |
| Canadian Natural Resources, Ltd. | 268136 | 16008625 |
| Canadian Pacific Railway, Ltd. | 211802 | 17340634 |
| Canadian Tire Corp., Ltd., Class A | &nbsp;&nbsp;13430 | &nbsp;&nbsp;&nbsp;1520965 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Canada (continued)** |  |  |
| Canadian Utilities, Ltd., Class A | &nbsp;&nbsp;31761 | $&nbsp;&nbsp;&nbsp;&nbsp;868667 |
| CCL Industries, Inc., Class B | &nbsp;&nbsp;35906 | &nbsp;&nbsp;&nbsp;1706746 |
| Cenovus Energy, Inc. | 318419 | &nbsp;&nbsp;&nbsp;6332162 |
| CGI, Inc. (A) | &nbsp;&nbsp;50629 | &nbsp;&nbsp;&nbsp;4420228 |
| CI Financial Corp. | &nbsp;&nbsp;&nbsp;3481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36825 |
| Constellation Software, Inc. | &nbsp;&nbsp;&nbsp;4652 | &nbsp;&nbsp;&nbsp;7499502 |
| Dollarama, Inc. | &nbsp;&nbsp;65031 | &nbsp;&nbsp;&nbsp;3980227 |
| Emera, Inc. | &nbsp;&nbsp;61548 | &nbsp;&nbsp;&nbsp;2396215 |
| Empire Company, Ltd., Class A | &nbsp;&nbsp;39394 | &nbsp;&nbsp;&nbsp;1072744 |
| Enbridge, Inc. | 463648 | 19147044 |
| Fairfax Financial Holdings, Ltd. | &nbsp;&nbsp;&nbsp;5856 | &nbsp;&nbsp;&nbsp;3359881 |
| First Capital Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31683 |
| First Quantum Minerals, Ltd. | 135297 | &nbsp;&nbsp;&nbsp;3216592 |
| FirstService Corp. | &nbsp;&nbsp;&nbsp;9268 | &nbsp;&nbsp;&nbsp;1200709 |
| Fortis, Inc. | 109946 | &nbsp;&nbsp;&nbsp;4425140 |
| Franco-Nevada Corp. | &nbsp;&nbsp;43652 | &nbsp;&nbsp;&nbsp;6376375 |
| George Weston, Ltd. | &nbsp;&nbsp;17169 | &nbsp;&nbsp;&nbsp;2150034 |
| GFL Environmental, Inc. | &nbsp;&nbsp;41694 | &nbsp;&nbsp;&nbsp;1208836 |
| Gildan Activewear, Inc. | &nbsp;&nbsp;45993 | &nbsp;&nbsp;&nbsp;1331768 |
| Great-West Lifeco, Inc. | &nbsp;&nbsp;74752 | &nbsp;&nbsp;&nbsp;1782734 |
| Hydro One, Ltd. (B) | &nbsp;&nbsp;78261 | &nbsp;&nbsp;&nbsp;2188736 |
| iA Financial Corp., Inc. | &nbsp;&nbsp;27703 | &nbsp;&nbsp;&nbsp;1562934 |
| IGM Financial, Inc. | &nbsp;&nbsp;25078 | &nbsp;&nbsp;&nbsp;&nbsp;727647 |
| Imperial Oil, Ltd. | &nbsp;&nbsp;54086 | &nbsp;&nbsp;&nbsp;3077130 |
| Intact Financial Corp. | &nbsp;&nbsp;40914 | &nbsp;&nbsp;&nbsp;6121512 |
| Ivanhoe Mines, Ltd., Class A (A) | 139591 | &nbsp;&nbsp;&nbsp;1249434 |
| Keyera Corp. | &nbsp;&nbsp;51661 | &nbsp;&nbsp;&nbsp;1203625 |
| Kinross Gold Corp. | 290537 | &nbsp;&nbsp;&nbsp;1200896 |
| Lightspeed Commerce, Inc. (A) | &nbsp;&nbsp;30996 | &nbsp;&nbsp;&nbsp;&nbsp;508554 |
| Loblaw Companies, Ltd. | &nbsp;&nbsp;38647 | &nbsp;&nbsp;&nbsp;3487898 |
| Lundin Mining Corp. | 155917 | &nbsp;&nbsp;&nbsp;&nbsp;959739 |
| Magna International, Inc. | &nbsp;&nbsp;65919 | &nbsp;&nbsp;&nbsp;4059079 |
| Metro, Inc. | &nbsp;&nbsp;56221 | &nbsp;&nbsp;&nbsp;3233287 |
| National Bank of Canada | &nbsp;&nbsp;78447 | &nbsp;&nbsp;&nbsp;5594484 |
| Northland Power, Inc. | &nbsp;&nbsp;52941 | &nbsp;&nbsp;&nbsp;1499500 |
| Nutrien, Ltd. | 125622 | 10096268 |
| Nuvei Corp. (A)(B) | &nbsp;&nbsp;15590 | &nbsp;&nbsp;&nbsp;&nbsp;480513 |
| Onex Corp. | &nbsp;&nbsp;19441 | &nbsp;&nbsp;&nbsp;1024549 |
| Open Text Corp. | &nbsp;&nbsp;64103 | &nbsp;&nbsp;&nbsp;1882369 |
| Pan American Silver Corp. | &nbsp;&nbsp;48975 | &nbsp;&nbsp;&nbsp;&nbsp;804266 |
| Parkland Corp. | &nbsp;&nbsp;36177 | &nbsp;&nbsp;&nbsp;&nbsp;770793 |
| Pembina Pipeline Corp. | 126630 | &nbsp;&nbsp;&nbsp;4623127 |
| Power Corp. of Canada | 136146 | &nbsp;&nbsp;&nbsp;3425031 |
| Quebecor, Inc., Class B | &nbsp;&nbsp;38589 | &nbsp;&nbsp;&nbsp;&nbsp;831651 |
| Restaurant Brands International, Inc. | &nbsp;&nbsp;68241 | &nbsp;&nbsp;&nbsp;4531813 |
| RioCan Real Estate Investment Trust | &nbsp;&nbsp;41475 | &nbsp;&nbsp;&nbsp;&nbsp;651809 |
| Ritchie Brothers Auctioneers, Inc. | &nbsp;&nbsp;25366 | &nbsp;&nbsp;&nbsp;1390732 |
| Rogers Communications, Inc., Class B | &nbsp;&nbsp;82731 | &nbsp;&nbsp;&nbsp;3805817 |
| Royal Bank of Canada | 323753 | 32198399 |
| Saputo, Inc. | &nbsp;&nbsp;58254 | &nbsp;&nbsp;&nbsp;1446444 |
| Shaw Communications, Inc., Class B | 110149 | &nbsp;&nbsp;&nbsp;3006036 |
| Shopify, Inc., Class A (A) | 259230 | 10649407 |
| SmartCentres Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;2374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48534 |
| Sun Life Financial, Inc. | 140845 | &nbsp;&nbsp;&nbsp;6673947 |
| Suncor Energy, Inc. | 326619 | 10739589 |
| TC Energy Corp. | 224253 | &nbsp;&nbsp;&nbsp;9936051 |
| Teck Resources, Ltd., Class B | 108775 | &nbsp;&nbsp;&nbsp;4031908 |
| TELUS Corp. | 109403 | &nbsp;&nbsp;&nbsp;2329333 |
| TFI International, Inc. | &nbsp;&nbsp;19135 | &nbsp;&nbsp;&nbsp;2076876 |
| The Bank of Nova Scotia | 278180 | 14513379 |
| The Toronto-Dominion Bank | 415258 | 27638590 |
| Thomson Reuters Corp. | &nbsp;&nbsp;39509 | &nbsp;&nbsp;&nbsp;4652143 |
| TMX Group, Ltd. | &nbsp;&nbsp;13451 | &nbsp;&nbsp;&nbsp;1410348 |
| Toromont Industries, Ltd. | &nbsp;&nbsp;19369 | &nbsp;&nbsp;&nbsp;1474184 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Canada (continued)** |  |  |
| Tourmaline Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71496 | $&nbsp;&nbsp;&nbsp;&nbsp;4351468 |
| West Fraser Timber Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14213 | &nbsp;&nbsp;&nbsp;&nbsp;1111766 |
| Wheaton Precious Metals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;103452 | &nbsp;&nbsp;&nbsp;&nbsp;4037639 |
| WSP Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27068 | &nbsp;&nbsp;&nbsp;&nbsp;3246792 |
|  |  | 413938560 |
| **Chile - 0.1%** |  |  |
| Antofagasta PLC | &nbsp;&nbsp;&nbsp;&nbsp;97042 | &nbsp;&nbsp;&nbsp;&nbsp;1679082 |
| Banco de Chile | &nbsp;&nbsp;8841267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836233 |
| Banco de Credito e Inversiones SA | &nbsp;&nbsp;&nbsp;&nbsp;11510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311561 |
| Banco Santander Chile | 12342817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480573 |
| Cencosud SA | &nbsp;&nbsp;&nbsp;&nbsp;277395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413585 |
| Cia Cervecerias Unidas SA | &nbsp;&nbsp;&nbsp;&nbsp;24812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150680 |
| Cia Sud Americana de Vapores SA | &nbsp;&nbsp;3024911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246732 |
| Empresas CMPC SA | &nbsp;&nbsp;&nbsp;&nbsp;222587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368919 |
| Empresas COPEC SA | &nbsp;&nbsp;&nbsp;&nbsp;75737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529216 |
| Enel Americas SA | &nbsp;&nbsp;4149521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550712 |
| Enel Chile SA | &nbsp;&nbsp;5415264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246298 |
| Falabella SA | &nbsp;&nbsp;&nbsp;&nbsp;148713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266030 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;6079621 |
| **China - 8.3%** |  |  |
| 360 DigiTech, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266730 |
| 360 Security Technology, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;72600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70459 |
| 37 Interactive Entertainment Network Technology Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64080 |
| 3SBio, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;284900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302225 |
| AAC Technologies Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;137200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320822 |
| Advanced Micro-Fabrication Equipment, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96465 |
| AECC Aero-Engine Control Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;15100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57522 |
| AECC Aviation Power Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;30800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197462 |
| Agricultural Bank of China, Ltd., Class A | &nbsp;&nbsp;1014400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409455 |
| Agricultural Bank of China, Ltd., H Shares | &nbsp;&nbsp;5684600 | &nbsp;&nbsp;&nbsp;&nbsp;1900225 |
| Aier Eye Hospital Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;80063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306934 |
| Air China, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;78100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115093 |
| Air China, Ltd., H Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;328266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264216 |
| Airtac International Group | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496282 |
| Alibaba Group Holding, Ltd. (A) | &nbsp;&nbsp;2900700 | &nbsp;&nbsp;&nbsp;31568790 |
| A-Living Smart City Services Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;121500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142706 |
| Aluminum Corp. of China, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;138500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87473 |
| Aluminum Corp. of China, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;759480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324805 |
| Amlogic Shanghai Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46445 |
| Angel Yeast Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57656 |
| Anhui Conch Cement Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192950 |
| Anhui Conch Cement Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;236710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862179 |
| Anhui Gujing Distillery Company, Ltd., B Shares | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278131 |
| Anhui Gujing Distillery Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164752 |
| Anhui Honglu Steel Construction Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27651 |
| Anhui Kouzi Distillery Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46344 |
| Anhui Yingjia Distillery Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50504 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Anjoy Foods Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | $&nbsp;&nbsp;&nbsp;&nbsp;73269 |
| ANTA Sports Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;231300 | 2749058 |
| Apeloa Pharmaceutical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;36910 |
| Asia - Potash International Investment Guangzhou Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;27869 |
| Asymchem Laboratories Tianjin Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;75438 |
| Autohome, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;433550 |
| Avary Holding Shenzhen Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;91751 |
| AVIC Electromechanical Systems Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;45400 | &nbsp;&nbsp;&nbsp;&nbsp;70892 |
| AVIC Industry-Finance Holdings Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;111500 | &nbsp;&nbsp;&nbsp;&nbsp;53438 |
| AviChina Industry & Technology Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;482300 | &nbsp;&nbsp;&nbsp;&nbsp;227648 |
| AVICOPTER PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;49947 |
| Baidu, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;426750 | 5759258 |
| Bank of Beijing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;269000 | &nbsp;&nbsp;&nbsp;&nbsp;161915 |
| Bank of Changsha Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;53200 | &nbsp;&nbsp;&nbsp;&nbsp;51688 |
| Bank of Chengdu Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;43600 | &nbsp;&nbsp;&nbsp;&nbsp;94237 |
| Bank of China, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;391200 | &nbsp;&nbsp;&nbsp;&nbsp;172788 |
| Bank of China, Ltd., H Shares | 15305722 | 5424333 |
| Bank of Communications Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;510700 | &nbsp;&nbsp;&nbsp;&nbsp;338017 |
| Bank of Communications Company, Ltd., H Shares | &nbsp;&nbsp;1643876 | &nbsp;&nbsp;&nbsp;&nbsp;931423 |
| Bank of Hangzhou Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;67800 | &nbsp;&nbsp;&nbsp;&nbsp;126130 |
| Bank of Jiangsu Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;178400 | &nbsp;&nbsp;&nbsp;&nbsp;186046 |
| Bank of Nanjing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;119300 | &nbsp;&nbsp;&nbsp;&nbsp;173428 |
| Bank of Ningbo Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;75100 | &nbsp;&nbsp;&nbsp;&nbsp;340274 |
| Bank of Shanghai Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;173000 | &nbsp;&nbsp;&nbsp;&nbsp;144911 |
| Baoshan Iron & Steel Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;258100 | &nbsp;&nbsp;&nbsp;&nbsp;204624 |
| BBMG Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;79700 | &nbsp;&nbsp;&nbsp;&nbsp;29880 |
| BeiGene, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8922 | 1709544 |
| Beijing Capital International Airport Company, Ltd., H Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;339111 | &nbsp;&nbsp;&nbsp;&nbsp;220001 |
| Beijing Dabeinong Technology Group Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;47700 | &nbsp;&nbsp;&nbsp;&nbsp;62373 |
| Beijing Easpring Material Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;49491 |
| Beijing Enlight Media Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;37909 |
| Beijing Kingsoft Office Software, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5116 | &nbsp;&nbsp;&nbsp;&nbsp;183937 |
| Beijing New Building Materials PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp;&nbsp;&nbsp;72034 |
| Beijing Originwater Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;28200 | &nbsp;&nbsp;&nbsp;&nbsp;20265 |
| Beijing Roborock Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;35858 |
| Beijing Shiji Information Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;37305 |
| Beijing Shunxin Agriculture Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;37773 |
| Beijing Sinnet Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;24622 |
| Beijing Tiantan Biological Products Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;17580 | &nbsp;&nbsp;&nbsp;&nbsp;54918 |
| Beijing United Information Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;74419 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Beijing Wantai Biological Pharmacy Enterprise Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6335 | $&nbsp;&nbsp;&nbsp;&nbsp;145127 |
| Beijing Yuanliu Hongyuan Electronic Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32005 |
| Beijing-Shanghai High Speed Railway Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;450300 | &nbsp;&nbsp;&nbsp;&nbsp;312521 |
| Betta Pharmaceuticals Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32129 |
| BGI Genomics Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38211 |
| Bilibili, Inc., Class Z (A) | &nbsp;&nbsp;&nbsp;&nbsp;34860 | &nbsp;&nbsp;&nbsp;&nbsp;602059 |
| Bloomage Biotechnology Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54150 |
| BOC International China Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54546 |
| BOE Technology Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;433800 | &nbsp;&nbsp;&nbsp;&nbsp;219068 |
| BTG Hotels Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46699 |
| BYD Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;778349 |
| BYD Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;157194 | &nbsp;&nbsp;&nbsp;4002126 |
| BYD Electronic International Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;128700 | &nbsp;&nbsp;&nbsp;&nbsp;429045 |
| By-health Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52423 |
| Caitong Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;66600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71067 |
| CanSino Biologics, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41494 |
| CanSino Biologics, Inc., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;228676 |
| CECEP Solar Energy Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;33800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35663 |
| CECEP Wind-Power Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;52800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30127 |
| CGN Power Company, Ltd., H Shares (B) | &nbsp;&nbsp;2024000 | &nbsp;&nbsp;&nbsp;&nbsp;492530 |
| Chacha Food Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38047 |
| Changchun High & New Technology Industry Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;109470 |
| Changjiang Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;84300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66683 |
| Changzhou Xingyu Automotive Lighting Systems Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57608 |
| Chaozhou Three-Circle Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92331 |
| Chengtun Mining Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;26800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23016 |
| Chengxin Lithium Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57817 |
| Chifeng Jilong Gold Mining Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39895 |
| China Baoan Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;29200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54135 |
| China Cinda Asset Management Company, Ltd., H Shares | &nbsp;&nbsp;1879300 | &nbsp;&nbsp;&nbsp;&nbsp;247235 |
| China CITIC Bank Corp., Ltd., H Shares | &nbsp;&nbsp;1720400 | &nbsp;&nbsp;&nbsp;&nbsp;764998 |
| China Coal Energy Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;388000 | &nbsp;&nbsp;&nbsp;&nbsp;360757 |
| China Communications Services Corp., Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;478400 | &nbsp;&nbsp;&nbsp;&nbsp;164920 |
| China Conch Venture Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;320200 | &nbsp;&nbsp;&nbsp;&nbsp;732761 |
| China Construction Bank Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;153500 | &nbsp;&nbsp;&nbsp;&nbsp;120364 |
| China Construction Bank Corp., H Shares | 18418796 | 11147056 |
| China CSSC Holdings, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;51600 | &nbsp;&nbsp;&nbsp;&nbsp;182210 |
| China Eastern Airlines Corp., Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;83800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63086 |
| China Energy Engineering Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;375900 | &nbsp;&nbsp;&nbsp;&nbsp;129568 |
| China Everbright Bank Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;541700 | &nbsp;&nbsp;&nbsp;&nbsp;227201 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| China Everbright Bank Company, Ltd., H Shares | &nbsp;&nbsp;613595 | $&nbsp;&nbsp;&nbsp;&nbsp;182931 |
| China Evergrande Group (A) | &nbsp;&nbsp;667935 | &nbsp;&nbsp;&nbsp;&nbsp;57442 |
| China Feihe, Ltd. (B) | &nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;556108 |
| China Galaxy Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;56800 | &nbsp;&nbsp;&nbsp;&nbsp;79206 |
| China Galaxy Securities Company, Ltd., H Shares | &nbsp;&nbsp;722600 | &nbsp;&nbsp;&nbsp;&nbsp;359918 |
| China Great Wall Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;38700 | &nbsp;&nbsp;&nbsp;&nbsp;47687 |
| China Greatwall Technology Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;33900 | &nbsp;&nbsp;&nbsp;&nbsp;57199 |
| China Hongqiao Group, Ltd. | &nbsp;&nbsp;435800 | &nbsp;&nbsp;&nbsp;&nbsp;411859 |
| China Huishan Dairy Holdings Company, Ltd. (A)(C) | &nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| China International Capital Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;72015 |
| China International Capital Corp., Ltd., H Shares (B) | &nbsp;&nbsp;299800 | &nbsp;&nbsp;&nbsp;&nbsp;565501 |
| China Jushi Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;46600 | &nbsp;&nbsp;&nbsp;&nbsp;94238 |
| China Lesso Group Holdings, Ltd. | &nbsp;&nbsp;201000 | &nbsp;&nbsp;&nbsp;&nbsp;246417 |
| China Life Insurance Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;31700 | &nbsp;&nbsp;&nbsp;&nbsp;161266 |
| China Life Insurance Company, Ltd., H Shares | 1464276 | 2244667 |
| China Literature, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;76200 | &nbsp;&nbsp;&nbsp;&nbsp;278210 |
| China Longyuan Power Group Corp., Ltd., H Shares | &nbsp;&nbsp;637000 | &nbsp;&nbsp;&nbsp;&nbsp;785617 |
| China Medical System Holdings, Ltd. | &nbsp;&nbsp;257800 | &nbsp;&nbsp;&nbsp;&nbsp;377584 |
| China Meheco Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;18560 | &nbsp;&nbsp;&nbsp;&nbsp;43828 |
| China Meidong Auto Holdings, Ltd. | &nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;201755 |
| China Merchants Bank Company, Ltd., Class A | &nbsp;&nbsp;238900 | 1177448 |
| China Merchants Bank Company, Ltd., H Shares | &nbsp;&nbsp;744874 | 3783252 |
| China Merchants Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;93400 | &nbsp;&nbsp;&nbsp;&nbsp;177324 |
| China Merchants Shekou Industrial Zone Holdings Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;92700 | &nbsp;&nbsp;&nbsp;&nbsp;199720 |
| China Minsheng Banking Corp., Ltd., Class A | &nbsp;&nbsp;408100 | &nbsp;&nbsp;&nbsp;&nbsp;201507 |
| China Minsheng Banking Corp., Ltd., H Shares | 1188220 | &nbsp;&nbsp;&nbsp;&nbsp;410790 |
| China National Building Material Company, Ltd., H Shares | &nbsp;&nbsp;744600 | &nbsp;&nbsp;&nbsp;&nbsp;663917 |
| China National Chemical Engineering Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;72800 | &nbsp;&nbsp;&nbsp;&nbsp;86159 |
| China National Nuclear Power Company, Ltd., Class A | &nbsp;&nbsp;206600 | &nbsp;&nbsp;&nbsp;&nbsp;181457 |
| China Northern Rare Earth Group High-Tech Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;40500 | &nbsp;&nbsp;&nbsp;&nbsp;149390 |
| China Oilfield Services, Ltd., H Shares | &nbsp;&nbsp;344000 | &nbsp;&nbsp;&nbsp;&nbsp;434875 |
| China Pacific Insurance Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;86600 | &nbsp;&nbsp;&nbsp;&nbsp;297062 |
| China Pacific Insurance Group Company, Ltd., H Shares | &nbsp;&nbsp;520979 | 1186539 |
| China Petroleum & Chemical Corp., Class A | &nbsp;&nbsp;363000 | &nbsp;&nbsp;&nbsp;&nbsp;230675 |
| China Petroleum & Chemical Corp., H Shares | 4915439 | 2320551 |
| China Railway Group, Ltd., Class A | &nbsp;&nbsp;243200 | &nbsp;&nbsp;&nbsp;&nbsp;201079 |
| China Railway Group, Ltd., H Shares | &nbsp;&nbsp;814800 | &nbsp;&nbsp;&nbsp;&nbsp;459913 |
| China Railway Signal & Communication Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;58844 | &nbsp;&nbsp;&nbsp;&nbsp;38888 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| China Rare Earth Resources and Technology Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;10700 | $&nbsp;&nbsp;&nbsp;&nbsp;49535 |
| China Resources Microelectronics, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11988 | &nbsp;&nbsp;&nbsp;&nbsp;89994 |
| China Resources Mixc Lifestyle Services, Ltd. (B) | &nbsp;&nbsp;129200 | &nbsp;&nbsp;&nbsp;&nbsp;616883 |
| China Resources Sanjiu Medical & Pharmaceutical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;98264 |
| China Shenhua Energy Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;75700 | &nbsp;&nbsp;&nbsp;&nbsp;326222 |
| China Shenhua Energy Company, Ltd., H Shares | &nbsp;&nbsp;646900 | 2005037 |
| China Southern Airlines Company, Ltd., Class A (A) | &nbsp;&nbsp;126600 | &nbsp;&nbsp;&nbsp;&nbsp;132636 |
| China Southern Airlines Company, Ltd., H Shares (A) | &nbsp;&nbsp;337700 | &nbsp;&nbsp;&nbsp;&nbsp;201672 |
| China State Construction Engineering Corp., Ltd., Class A | &nbsp;&nbsp;508100 | &nbsp;&nbsp;&nbsp;&nbsp;420691 |
| China Suntien Green Energy Corp., Ltd., H Shares | &nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;135532 |
| China Three Gorges Renewables Group Company, Ltd., Class A | &nbsp;&nbsp;325300 | &nbsp;&nbsp;&nbsp;&nbsp;265427 |
| China Tourism Group Duty Free Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;628616 |
| China Tower Corp., Ltd., H Shares (B) | 8480400 | &nbsp;&nbsp;&nbsp;&nbsp;917178 |
| China United Network Communications, Ltd., Class A | &nbsp;&nbsp;354000 | &nbsp;&nbsp;&nbsp;&nbsp;219331 |
| China Vanke Company, Ltd., Class A | &nbsp;&nbsp;117100 | &nbsp;&nbsp;&nbsp;&nbsp;308867 |
| China Vanke Company, Ltd., H Shares | &nbsp;&nbsp;323700 | &nbsp;&nbsp;&nbsp;&nbsp;671863 |
| China Yangtze Power Company, Ltd., Class A | &nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;773836 |
| China Zhenhua Group Science & Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;90164 |
| China Zheshang Bank Company, Ltd., Class A (A) | &nbsp;&nbsp;207300 | &nbsp;&nbsp;&nbsp;&nbsp;85856 |
| Chinasoft International, Ltd. (A) | &nbsp;&nbsp;528000 | &nbsp;&nbsp;&nbsp;&nbsp;456207 |
| Chongqing Brewery Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;84059 |
| Chongqing Changan Automobile Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;94210 | &nbsp;&nbsp;&nbsp;&nbsp;179870 |
| Chongqing Fuling Zhacai Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;38525 |
| Chongqing Rural Commercial Bank Company, Ltd., Class A | &nbsp;&nbsp;147400 | &nbsp;&nbsp;&nbsp;&nbsp;74917 |
| Chongqing Zhifei Biological Products Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;232746 |
| CIFI Ever Sunshine Services Group, Ltd. | &nbsp;&nbsp;142000 | &nbsp;&nbsp;&nbsp;&nbsp;83403 |
| CIFI Holdings Group Company, Ltd. | &nbsp;&nbsp;789848 | &nbsp;&nbsp;&nbsp;&nbsp;122165 |
| CITIC Securities Company, Ltd., Class A | &nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;419300 |
| CITIC Securities Company, Ltd., H Shares | &nbsp;&nbsp;405300 | &nbsp;&nbsp;&nbsp;&nbsp;816168 |
| CITIC, Ltd. | 1128933 | 1157347 |
| CMOC Group, Ltd., Class A | &nbsp;&nbsp;201000 | &nbsp;&nbsp;&nbsp;&nbsp;132085 |
| CMOC Group, Ltd., H Shares | &nbsp;&nbsp;667600 | &nbsp;&nbsp;&nbsp;&nbsp;312758 |
| CNGR Advanced Material Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;49254 |
| CNNC Hua Yuan Titanium Dioxide Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;34355 | &nbsp;&nbsp;&nbsp;&nbsp;33800 |
| Contemporary Amperex Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;26700 | 1462713 |
| COSCO SHIPPING Development Company, Ltd., Class A | &nbsp;&nbsp;116500 | &nbsp;&nbsp;&nbsp;&nbsp;42960 |
| COSCO SHIPPING Energy Transportation Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;37200 | &nbsp;&nbsp;&nbsp;&nbsp;80383 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| COSCO SHIPPING Holdings Company, Ltd., Class A | &nbsp;&nbsp;146000 | $&nbsp;&nbsp;&nbsp;&nbsp;260788 |
| COSCO SHIPPING Holdings Company, Ltd., H Shares | &nbsp;&nbsp;610389 | &nbsp;&nbsp;&nbsp;&nbsp;667580 |
| Country Garden Holdings Company, Ltd. | 1567467 | &nbsp;&nbsp;&nbsp;&nbsp;613040 |
| Country Garden Services Holdings Company, Ltd. | &nbsp;&nbsp;384400 | &nbsp;&nbsp;&nbsp;&nbsp;961181 |
| CRRC Corp., Ltd., Class A | &nbsp;&nbsp;275200 | &nbsp;&nbsp;&nbsp;&nbsp;207382 |
| CRRC Corp., Ltd., H Shares | &nbsp;&nbsp;869000 | &nbsp;&nbsp;&nbsp;&nbsp;358184 |
| CSC Financial Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;52100 | &nbsp;&nbsp;&nbsp;&nbsp;180480 |
| CSPC Pharmaceutical Group, Ltd. | 1713888 | 2208030 |
| Daan Gene Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;42203 |
| Dali Foods Group Company, Ltd. (B) | &nbsp;&nbsp;370800 | &nbsp;&nbsp;&nbsp;&nbsp;175407 |
| Daqin Railway Company, Ltd., Class A | &nbsp;&nbsp;190300 | &nbsp;&nbsp;&nbsp;&nbsp;182928 |
| Daqo New Energy Corp., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;643083 |
| DaShenLin Pharmaceutical Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;10320 | &nbsp;&nbsp;&nbsp;&nbsp;61426 |
| DHC Software Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;23919 |
| Do-Fluoride New Materials Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;45319 |
| Dong-E-E-Jiao Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;42132 |
| Dongfang Electric Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;109168 |
| Dongfeng Motor Group Company, Ltd., H Shares | &nbsp;&nbsp;562980 | &nbsp;&nbsp;&nbsp;&nbsp;317159 |
| Dongxing Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;59300 | &nbsp;&nbsp;&nbsp;&nbsp;68951 |
| Dongyue Group, Ltd. | &nbsp;&nbsp;282000 | &nbsp;&nbsp;&nbsp;&nbsp;315734 |
| East Money Information Company, Ltd., Class A | &nbsp;&nbsp;153180 | &nbsp;&nbsp;&nbsp;&nbsp;402975 |
| Ecovacs Robotics Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;51719 |
| ENN Energy Holdings, Ltd. | &nbsp;&nbsp;150900 | 2138413 |
| ENN Natural Gas Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;27300 | &nbsp;&nbsp;&nbsp;&nbsp;71223 |
| Eve Energy Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;257167 |
| Everbright Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;46800 | &nbsp;&nbsp;&nbsp;&nbsp;106403 |
| Fangda Carbon New Material Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;42700 | &nbsp;&nbsp;&nbsp;&nbsp;38755 |
| FAW Jiefang Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp;32215 |
| Fiberhome Telecommunication Technologies Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;20615 |
| First Capital Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;58300 | &nbsp;&nbsp;&nbsp;&nbsp;49225 |
| Flat Glass Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;93338 |
| Flat Glass Group Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;215082 |
| Focus Media Information Technology Company, Ltd., Class A | &nbsp;&nbsp;165400 | &nbsp;&nbsp;&nbsp;&nbsp;140312 |
| Foshan Haitian Flavouring & Food Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;44070 | &nbsp;&nbsp;&nbsp;&nbsp;435200 |
| Fosun International, Ltd. | &nbsp;&nbsp;482500 | &nbsp;&nbsp;&nbsp;&nbsp;368856 |
| Founder Securities Company, Ltd., Class A | &nbsp;&nbsp;102300 | &nbsp;&nbsp;&nbsp;&nbsp;97568 |
| Foxconn Industrial Internet Company, Ltd., Class A | &nbsp;&nbsp;118000 | &nbsp;&nbsp;&nbsp;&nbsp;151955 |
| Fujian Sunner Development Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;49449 |
| Fuyao Glass Industry Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;23100 | &nbsp;&nbsp;&nbsp;&nbsp;120809 |
| Fuyao Glass Industry Group Company, Ltd., H Shares (B) | &nbsp;&nbsp;114000 | &nbsp;&nbsp;&nbsp;&nbsp;505487 |
| Ganfeng Lithium Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;18360 | &nbsp;&nbsp;&nbsp;&nbsp;211971 |
| Ganfeng Lithium Group Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;69040 | &nbsp;&nbsp;&nbsp;&nbsp;610934 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| G-bits Network Technology Xiamen Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;700 | $&nbsp;&nbsp;&nbsp;&nbsp;32157 |
| GCL System Integration Technology Company, Ltd., Class A (A) | &nbsp;&nbsp;59500 | &nbsp;&nbsp;&nbsp;&nbsp;27151 |
| GD Power Development Company, Ltd., Class A (A) | 195800 | &nbsp;&nbsp;&nbsp;&nbsp;124739 |
| GDS Holdings, Ltd., Class A (A) | 164500 | &nbsp;&nbsp;&nbsp;&nbsp;315466 |
| GEM Company, Ltd., Class A | &nbsp;&nbsp;52700 | &nbsp;&nbsp;&nbsp;&nbsp;60746 |
| Gemdale Corp., Class A | &nbsp;&nbsp;56300 | &nbsp;&nbsp;&nbsp;&nbsp;92292 |
| Genscript Biotech Corp. (A) | 219400 | &nbsp;&nbsp;&nbsp;&nbsp;568268 |
| GF Securities Company, Ltd., Class A | &nbsp;&nbsp;71500 | &nbsp;&nbsp;&nbsp;&nbsp;162112 |
| GF Securities Company, Ltd., H Shares | 222800 | &nbsp;&nbsp;&nbsp;&nbsp;325052 |
| Giant Network Group Company, Ltd., Class A | &nbsp;&nbsp;23600 | &nbsp;&nbsp;&nbsp;&nbsp;27031 |
| GigaDevice Semiconductor, Inc., Class A | &nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;105487 |
| Ginlong Technologies Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;118051 |
| GoerTek, Inc., Class A | &nbsp;&nbsp;39100 | &nbsp;&nbsp;&nbsp;&nbsp;100360 |
| Gotion High-tech Company, Ltd., Class A | &nbsp;&nbsp;18900 | &nbsp;&nbsp;&nbsp;&nbsp;85843 |
| Great Wall Motor Company, Ltd., Class A | &nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;112605 |
| Great Wall Motor Company, Ltd., H Shares | 593650 | &nbsp;&nbsp;&nbsp;&nbsp;881580 |
| Gree Electric Appliances, Inc. of Zhuhai, Class A | &nbsp;&nbsp;37600 | &nbsp;&nbsp;&nbsp;&nbsp;170863 |
| Greentown China Holdings, Ltd. | 166000 | &nbsp;&nbsp;&nbsp;&nbsp;285315 |
| Greentown Service Group Company, Ltd. | 273000 | &nbsp;&nbsp;&nbsp;&nbsp;188545 |
| GRG Banking Equipment Company, Ltd., Class A | &nbsp;&nbsp;23100 | &nbsp;&nbsp;&nbsp;&nbsp;32793 |
| Guangdong Haid Group Company, Ltd., Class A | &nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;149199 |
| Guangdong Kinlong Hardware Products Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;49946 |
| Guanghui Energy Company, Ltd., Class A | &nbsp;&nbsp;77300 | &nbsp;&nbsp;&nbsp;&nbsp;116189 |
| Guangzhou Automobile Group Company, Ltd., Class A | &nbsp;&nbsp;54300 | &nbsp;&nbsp;&nbsp;&nbsp;94779 |
| Guangzhou Automobile Group Company, Ltd., H Shares | 570426 | &nbsp;&nbsp;&nbsp;&nbsp;412480 |
| Guangzhou Baiyunshan Pharmaceutical Holdings Company, Ltd., Class A | &nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;73046 |
| Guangzhou Haige Communications Group, Inc. Company, Class A | &nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;33167 |
| Guangzhou Kingmed Diagnostics Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;49057 |
| Guangzhou Shiyuan Electronic Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;61391 |
| Guangzhou Tinci Materials Technology Company, Ltd., Class A | &nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;138894 |
| Guangzhou Yuexiu Financial Holdings Group Company, Ltd., Class A | &nbsp;&nbsp;49545 | &nbsp;&nbsp;&nbsp;&nbsp;44797 |
| Guolian Securities Company, Ltd., Class A | &nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;45040 |
| Guosen Securities Company, Ltd., Class A | &nbsp;&nbsp;88400 | &nbsp;&nbsp;&nbsp;&nbsp;113566 |
| Guotai Junan Securities Company, Ltd., Class A | 103400 | &nbsp;&nbsp;&nbsp;&nbsp;203437 |
| Guoyuan Securities Company, Ltd., Class A | &nbsp;&nbsp;65400 | &nbsp;&nbsp;&nbsp;&nbsp;64272 |
| H World Group, Ltd., ADR | &nbsp;&nbsp;37200 | 1424016 |
| Haidilao International Holding, Ltd. (A)(B) | 211000 | &nbsp;&nbsp;&nbsp;&nbsp;528978 |
| Haier Smart Home Company, Ltd., Class A | &nbsp;&nbsp;73300 | &nbsp;&nbsp;&nbsp;&nbsp;254386 |
| Haier Smart Home Company, Ltd., H Shares | 437040 | 1454538 |
| Haitian International Holdings, Ltd. | 120600 | &nbsp;&nbsp;&nbsp;&nbsp;314380 |
| Haitong Securities Company, Ltd., Class A | 125900 | &nbsp;&nbsp;&nbsp;&nbsp;158240 |
| Haitong Securities Company, Ltd., H Shares | 578000 | &nbsp;&nbsp;&nbsp;&nbsp;357570 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Hangzhou First Applied Material Company, Ltd., Class A | &nbsp;&nbsp;15020 | $126979 |
| Hangzhou Lion Electronics Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;49231 |
| Hangzhou Oxygen Plant Group Company, Ltd., Class A | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;62891 |
| Hangzhou Robam Appliances Company, Ltd., Class A | &nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;41200 |
| Hangzhou Silan Microelectronics Company, Ltd., Class A | &nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;79681 |
| Hangzhou Tigermed Consulting Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;55413 |
| Hangzhou Tigermed Consulting Company, Ltd., H Shares (B) | &nbsp;&nbsp;23600 | 225982 |
| Hansoh Pharmaceutical Group Company, Ltd. (B) | 224000 | 425239 |
| Heilongjiang Agriculture Company, Ltd., Class A | &nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;40513 |
| Henan Shenhuo Coal & Power Company, Ltd., Class A | &nbsp;&nbsp;25600 | &nbsp;&nbsp;&nbsp;61128 |
| Henan Shuanghui Investment & Development Company, Ltd., Class A | &nbsp;&nbsp;40100 | 142617 |
| Hengan International Group Company, Ltd. | 122200 | 563274 |
| Hengli Petrochemical Company, Ltd., Class A | &nbsp;&nbsp;67600 | 159862 |
| Hengtong Optic-electric Company, Ltd., Class A | &nbsp;&nbsp;29100 | &nbsp;&nbsp;&nbsp;67324 |
| Hengyi Petrochemical Company, Ltd., Class A | &nbsp;&nbsp;41700 | &nbsp;&nbsp;&nbsp;42155 |
| Hesteel Company, Ltd., Class A | 121800 | &nbsp;&nbsp;&nbsp;41942 |
| Hithink RoyalFlush Information Network Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;94138 |
| Hongfa Technology Company, Ltd., Class A | &nbsp;&nbsp;11820 | &nbsp;&nbsp;&nbsp;57698 |
| Hoshine Silicon Industry Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;69665 |
| Hua Hong Semiconductor, Ltd. (A)(B) | 111100 | 391906 |
| Huadian Power International Corp., Ltd., Class A | &nbsp;&nbsp;87900 | &nbsp;&nbsp;&nbsp;72929 |
| Huadong Medicine Company, Ltd., Class A | &nbsp;&nbsp;20200 | 117244 |
| Huafon Chemical Company, Ltd., Class A | &nbsp;&nbsp;56700 | &nbsp;&nbsp;&nbsp;57967 |
| Huagong Tech Company, Ltd., Class A | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;26215 |
| Huaibei Mining Holdings Company, Ltd., Class A | &nbsp;&nbsp;26600 | &nbsp;&nbsp;&nbsp;53970 |
| Hualan Biological Engineering, Inc., Class A | &nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp;61762 |
| Huaneng Power International, Inc., Class A (A) | 106600 | 116452 |
| Huaneng Power International, Inc., H Shares (A) | 755564 | 351326 |
| Huatai Securities Company, Ltd., Class A | &nbsp;&nbsp;96300 | 177362 |
| Huatai Securities Company, Ltd., H Shares (B) | 301000 | 349771 |
| Huaxi Securities Company, Ltd., Class A | &nbsp;&nbsp;42100 | &nbsp;&nbsp;&nbsp;50701 |
| Huaxia Bank Company, Ltd., Class A | 162100 | 119265 |
| Huaxin Cement Company, Ltd., Class A | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;34954 |
| Huayu Automotive Systems Company, Ltd., Class A | &nbsp;&nbsp;38100 | &nbsp;&nbsp;&nbsp;99297 |
| Hubei Xingfa Chemicals Group Company, Ltd., Class A | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;55402 |
| Huizhou Desay Sv Automotive Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;96891 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Humanwell Healthcare Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;19300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60989 |
| Hunan Valin Steel Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57697 |
| Hundsun Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;117364 |
| Hygeia Healthcare Holdings Company, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;64800 | &nbsp;&nbsp;&nbsp;&nbsp;415319 |
| Iflytek Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;25700 | &nbsp;&nbsp;&nbsp;&nbsp;117133 |
| Imeik Technology Development Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;142537 |
| Industrial & Commercial Bank of China, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;738200 | &nbsp;&nbsp;&nbsp;&nbsp;444971 |
| Industrial & Commercial Bank of China, Ltd., H Shares | 10812423 | &nbsp;&nbsp;&nbsp;5419175 |
| Industrial Bank Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;240500 | &nbsp;&nbsp;&nbsp;&nbsp;599533 |
| Industrial Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;87400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74862 |
| Ingenic Semiconductor Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59406 |
| Inner Mongolia BaoTou Steel Union Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;515600 | &nbsp;&nbsp;&nbsp;&nbsp;144466 |
| Inner Mongolia Dian Tou Energy Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41066 |
| Inner Mongolia ERDOS Resources Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30525 |
| Inner Mongolia Junzheng Energy & Chemical Industry Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;99400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58736 |
| Inner Mongolia Yili Industrial Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;74400 | &nbsp;&nbsp;&nbsp;&nbsp;301271 |
| Inner Mongolia Yitai Coal Company, Ltd., Class B | &nbsp;&nbsp;&nbsp;&nbsp;205373 | &nbsp;&nbsp;&nbsp;&nbsp;304763 |
| Inner Mongolia Yuan Xing Energy Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50581 |
| Innovent Biologics, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;195500 | &nbsp;&nbsp;&nbsp;&nbsp;789492 |
| Inspur Electronic Information Industry Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51556 |
| Intco Medical Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26626 |
| iQIYI, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;65100 | &nbsp;&nbsp;&nbsp;&nbsp;193347 |
| JA Solar Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;25420 | &nbsp;&nbsp;&nbsp;&nbsp;210121 |
| Jafron Biomedical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35811 |
| Jason Furniture Hangzhou Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44612 |
| JCET Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;18400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65041 |
| JD Health International, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;212900 | &nbsp;&nbsp;&nbsp;1912822 |
| JD.com, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;382937 | 10931998 |
| Jiangsu Eastern Shenghong Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;44200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82994 |
| Jiangsu Expressway Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;230955 | &nbsp;&nbsp;&nbsp;&nbsp;208062 |
| Jiangsu Hengli Hydraulic Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;130546 |
| Jiangsu Hengrui Medicine Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;73600 | &nbsp;&nbsp;&nbsp;&nbsp;412766 |
| Jiangsu King's Luck Brewery JSC, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84007 |
| Jiangsu Yanghe Brewery Joint-Stock Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;17300 | &nbsp;&nbsp;&nbsp;&nbsp;346317 |
| Jiangsu Yangnong Chemical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47637 |
| Jiangsu Yoke Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38703 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Jiangsu Yuyue Medical Equipment & Supply Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11000 | $&nbsp;&nbsp;&nbsp;&nbsp;57170 |
| Jiangsu Zhongtian Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;39900 | &nbsp;&nbsp;&nbsp;&nbsp;94309 |
| Jiangxi Copper Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;22300 | &nbsp;&nbsp;&nbsp;&nbsp;54842 |
| Jiangxi Copper Company, Ltd., H Shares | &nbsp;&nbsp;206225 | &nbsp;&nbsp;&nbsp;&nbsp;301862 |
| Jiangxi Special Electric Motor Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;18600 | &nbsp;&nbsp;&nbsp;&nbsp;53831 |
| Jiangxi Zhengbang Technology Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;26600 | &nbsp;&nbsp;&nbsp;&nbsp;15222 |
| Jinke Properties Group Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;81100 | &nbsp;&nbsp;&nbsp;&nbsp;27487 |
| Jinxin Fertility Group, Ltd. (B) | &nbsp;&nbsp;288000 | &nbsp;&nbsp;&nbsp;&nbsp;227337 |
| JiuGui Liquor Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;60541 |
| Jiumaojiu International Holdings, Ltd. (B) | &nbsp;&nbsp;137000 | &nbsp;&nbsp;&nbsp;&nbsp;351786 |
| Jizhong Energy Resources Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;39500 | &nbsp;&nbsp;&nbsp;&nbsp;38887 |
| Joincare Pharmaceutical Group Industry Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;22200 | &nbsp;&nbsp;&nbsp;&nbsp;38013 |
| Joinn Laboratories China Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;41502 |
| Jointown Pharmaceutical Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;40721 |
| Jonjee Hi-Tech Industrial And Commercial Holding Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;52042 |
| Juewei Food Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;58864 |
| Kanzhun, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;304884 |
| KE Holdings, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;59900 | 1013508 |
| Keda Industrial Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;48177 |
| Kingdee International Software Group Company, Ltd. (A) | &nbsp;&nbsp;492800 | &nbsp;&nbsp;&nbsp;&nbsp;831610 |
| Kingfa Sci & Tech Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;26400 | &nbsp;&nbsp;&nbsp;&nbsp;37369 |
| Kingsoft Corp., Ltd. | &nbsp;&nbsp;181200 | &nbsp;&nbsp;&nbsp;&nbsp;578977 |
| Kuaishou Technology (A)(B) | &nbsp;&nbsp;332800 | 2507414 |
| Kuang-Chi Technologies Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;24400 | &nbsp;&nbsp;&nbsp;&nbsp;60436 |
| Kunlun Tech Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;27083 |
| Kweichow Moutai Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14400 | 3245157 |
| LB Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;28200 | &nbsp;&nbsp;&nbsp;&nbsp;71180 |
| Lenovo Group, Ltd. | 1381764 | 1180091 |
| Lens Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;54900 | &nbsp;&nbsp;&nbsp;&nbsp;82581 |
| Lepu Medical Technology Beijing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;20300 | &nbsp;&nbsp;&nbsp;&nbsp;64737 |
| Li Auto, Inc., ADR (A) | &nbsp;&nbsp;104400 | 2296800 |
| Li Ning Company, Ltd. | &nbsp;&nbsp;448500 | 3604369 |
| Liaoning Port Company, Ltd., Class A | &nbsp;&nbsp;180100 | &nbsp;&nbsp;&nbsp;&nbsp;41527 |
| Lingyi iTech Guangdong Company, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;71700 | &nbsp;&nbsp;&nbsp;&nbsp;49789 |
| Livzon Pharmaceutical Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;41179 |
| Logan Group Company, Ltd. (A) | &nbsp;&nbsp;246500 | &nbsp;&nbsp;&nbsp;&nbsp;29858 |
| Longfor Group Holdings, Ltd. (B) | &nbsp;&nbsp;348700 | 1062414 |
| LONGi Green Energy Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;86540 | &nbsp;&nbsp;&nbsp;&nbsp;561384 |
| Lufax Holding, Ltd., ADR | &nbsp;&nbsp;162000 | &nbsp;&nbsp;&nbsp;&nbsp;301320 |
| Luoyang Xinqianglian Slewing Bearing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;34055 |
| Luxi Chemical Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp;44447 |
| Luxshare Precision Industry Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;81300 | &nbsp;&nbsp;&nbsp;&nbsp;359313 |
| Luzhou Laojiao Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;16900 | &nbsp;&nbsp;&nbsp;&nbsp;446648 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Maanshan Iron & Steel Company, Ltd., Class A | &nbsp;&nbsp;60100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24408 |
| Mango Excellent Media Company, Ltd., Class A | &nbsp;&nbsp;20700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73681 |
| Maxscend Microelectronics Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94610 |
| Meinian Onehealth Healthcare Holdings Company, Ltd., Class A (A) | &nbsp;&nbsp;40200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30197 |
| Meituan, Class B (A)(B) | 782100 | 16859781 |
| Metallurgical Corp. of China, Ltd., Class A | 212300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99457 |
| Microport Scientific Corp. (A) | 117800 | &nbsp;&nbsp;&nbsp;&nbsp;283086 |
| Ming Yang Smart Energy Group, Ltd., Class A | &nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90203 |
| Ming Yuan Cloud Group Holdings, Ltd. | 121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95949 |
| Minth Group, Ltd. | 144000 | &nbsp;&nbsp;&nbsp;&nbsp;391922 |
| Montage Technology Company, Ltd., Class A | &nbsp;&nbsp;12911 | &nbsp;&nbsp;&nbsp;&nbsp;122860 |
| Muyuan Foods Company, Ltd., Class A | &nbsp;&nbsp;60600 | &nbsp;&nbsp;&nbsp;&nbsp;409282 |
| Nanjing King-Friend Biochemical Pharmaceutical Company, Ltd., Class A | &nbsp;&nbsp;16660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41091 |
| Nanjing Securities Company, Ltd., Class A | &nbsp;&nbsp;48500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58360 |
| NARI Technology Company, Ltd., Class A | &nbsp;&nbsp;76940 | &nbsp;&nbsp;&nbsp;&nbsp;288281 |
| National Silicon Industry Group Company, Ltd., Class A (A) | &nbsp;&nbsp;23395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63657 |
| NAURA Technology Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;190884 |
| NavInfo Company, Ltd., Class A | &nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45875 |
| NetEase, Inc. | 395900 | &nbsp;&nbsp;&nbsp;5724174 |
| New China Life Insurance Company, Ltd., Class A | &nbsp;&nbsp;28200 | &nbsp;&nbsp;&nbsp;&nbsp;113645 |
| New China Life Insurance Company, Ltd., H Shares | 183600 | &nbsp;&nbsp;&nbsp;&nbsp;430974 |
| New Hope Liuhe Company, Ltd., Class A (A) | &nbsp;&nbsp;50400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96441 |
| New Oriental Education & Technology Group, Inc. (A) | 289800 | &nbsp;&nbsp;&nbsp;&nbsp;832563 |
| Ninestar Corp., Class A | &nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;116985 |
| Ningbo Deye Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;117657 |
| Ningbo Joyson Electronic Corp., Class A (A) | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30244 |
| Ningbo Orient Wires & Cables Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79263 |
| Ningbo Ronbay New Energy Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;5141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56047 |
| Ningbo Shanshan Company, Ltd., Class A | &nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66296 |
| Ningbo Tuopu Group Company, Ltd., Class A | &nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;118752 |
| Ningxia Baofeng Energy Group Company, Ltd., Class A | &nbsp;&nbsp;69800 | &nbsp;&nbsp;&nbsp;&nbsp;130194 |
| NIO, Inc., ADR (A) | 251100 | &nbsp;&nbsp;&nbsp;3209058 |
| Nongfu Spring Company, Ltd., H Shares (B) | 336200 | &nbsp;&nbsp;&nbsp;1962228 |
| North Industries Group Red Arrow Company, Ltd., Class A | &nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49981 |
| Northeast Securities Company, Ltd., Class A | &nbsp;&nbsp;50700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50080 |
| Offshore Oil Engineering Company, Ltd., Class A | &nbsp;&nbsp;38900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31311 |
| OFILM Group Company, Ltd., Class A (A) | &nbsp;&nbsp;28600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20569 |
| Oppein Home Group, Inc., Class A | &nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87334 |
| Orient Securities Company, Ltd., Class A | &nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;122068 |
| Ovctek China, Inc., Class A | &nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41173 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Pangang Group Vanadium Titanium & Resources Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;98900 | $&nbsp;&nbsp;&nbsp;&nbsp;75660 |
| Perfect World Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;45037 |
| PetroChina Company, Ltd., Class A | &nbsp;&nbsp;230400 | &nbsp;&nbsp;&nbsp;&nbsp;169891 |
| PetroChina Company, Ltd., H Shares | 4043939 | 1840122 |
| Pharmaron Beijing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp;106424 |
| Pharmaron Beijing Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;37950 | &nbsp;&nbsp;&nbsp;&nbsp;219571 |
| PICC Property & Casualty Company, Ltd., H Shares | 1352798 | 1370530 |
| Pinduoduo, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;83800 | 6874952 |
| Ping An Bank Company, Ltd., Class A | &nbsp;&nbsp;220400 | &nbsp;&nbsp;&nbsp;&nbsp;405729 |
| Ping An Healthcare and Technology Company, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;241494 |
| Ping An Insurance Group Company of China, Ltd., Class A | &nbsp;&nbsp;127600 | &nbsp;&nbsp;&nbsp;&nbsp;809284 |
| Ping An Insurance Group Company of China, Ltd., H Shares | 1213410 | 7491603 |
| Pingdingshan Tianan Coal Mining Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;39329 |
| Poly Developments and Holdings Group Company, Ltd., Class A | &nbsp;&nbsp;141300 | &nbsp;&nbsp;&nbsp;&nbsp;329283 |
| Pop Mart International Group, Ltd. (B) | &nbsp;&nbsp;105400 | &nbsp;&nbsp;&nbsp;&nbsp;239658 |
| Postal Savings Bank of China Company, Ltd., Class A | &nbsp;&nbsp;319900 | &nbsp;&nbsp;&nbsp;&nbsp;200993 |
| Postal Savings Bank of China Company, Ltd., H Shares (B) | 1528300 | &nbsp;&nbsp;&nbsp;&nbsp;924276 |
| Power Construction Corp. of China, Ltd., Class A | &nbsp;&nbsp;176500 | &nbsp;&nbsp;&nbsp;&nbsp;190117 |
| Proya Cosmetics Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;34802 |
| Qingdao Rural Commercial Bank Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;80700 | &nbsp;&nbsp;&nbsp;&nbsp;34025 |
| Raytron Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4026 | &nbsp;&nbsp;&nbsp;&nbsp;22969 |
| Riyue Heavy Industry Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;30744 |
| RLX Technology, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;90200 | &nbsp;&nbsp;&nbsp;&nbsp;207460 |
| Rongsheng Petrochemical Company, Ltd., Class A | &nbsp;&nbsp;115200 | &nbsp;&nbsp;&nbsp;&nbsp;201130 |
| SAIC Motor Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;93200 | &nbsp;&nbsp;&nbsp;&nbsp;199341 |
| Sailun Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;33900 | &nbsp;&nbsp;&nbsp;&nbsp;45735 |
| Sangfor Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;66696 |
| Sany Heavy Equipment International Holdings Company, Ltd. | &nbsp;&nbsp;203000 | &nbsp;&nbsp;&nbsp;&nbsp;217273 |
| Sany Heavy Industry Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;97900 | &nbsp;&nbsp;&nbsp;&nbsp;219290 |
| Satellite Chemical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;38143 | &nbsp;&nbsp;&nbsp;&nbsp;78332 |
| SDIC Power Holdings Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;79100 | &nbsp;&nbsp;&nbsp;&nbsp;122194 |
| Sealand Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;87800 | &nbsp;&nbsp;&nbsp;&nbsp;43159 |
| Seazen Group, Ltd. (A) | &nbsp;&nbsp;374800 | &nbsp;&nbsp;&nbsp;&nbsp;170596 |
| Seazen Holdings Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;91919 |
| SF Holding Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;56100 | &nbsp;&nbsp;&nbsp;&nbsp;420995 |
| SG Micro Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;95117 |
| Shaanxi Coal Industry Company, Ltd., Class A | &nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;312437 |
| Shan Xi Hua Yang Group New Energy Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;26400 | &nbsp;&nbsp;&nbsp;&nbsp;62993 |
| Shandong Buchang Pharmaceuticals Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;47160 |
| Shandong Gold Mining Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;39400 | &nbsp;&nbsp;&nbsp;&nbsp;113344 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Shandong Gold Mining Company, Ltd., H Shares (B) | 131000 | $257966 |
| Shandong Hualu Hengsheng Chemical Company, Ltd., Class A | &nbsp;&nbsp;23600 | 110546 |
| Shandong Linglong Tyre Company, Ltd., Class A | &nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;46948 |
| Shandong Nanshan Aluminum Company, Ltd., Class A | 134900 | &nbsp;&nbsp;&nbsp;66577 |
| Shandong Sun Paper Industry JSC, Ltd., Class A | &nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;44084 |
| Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 472800 | 693023 |
| Shanghai Bairun Investment Holding Group Company, Ltd., Class A | &nbsp;&nbsp;11520 | &nbsp;&nbsp;&nbsp;59200 |
| Shanghai Baosight Software Company, Ltd., Class A | &nbsp;&nbsp;16150 | &nbsp;&nbsp;&nbsp;89509 |
| Shanghai Baosight Software Company, Ltd., Class B | &nbsp;&nbsp;93623 | 282622 |
| Shanghai Construction Group Company, Ltd., Class A | 105200 | &nbsp;&nbsp;&nbsp;41203 |
| Shanghai Electric Group Company, Ltd., Class A (A) | 135500 | &nbsp;&nbsp;&nbsp;80684 |
| Shanghai Fosun Pharmaceutical Group Company, Ltd., Class A | &nbsp;&nbsp;25200 | 132301 |
| Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares | &nbsp;&nbsp;94100 | 314508 |
| Shanghai Friendess Electronic Technology Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;1157 | &nbsp;&nbsp;&nbsp;37792 |
| Shanghai International Airport Company, Ltd., Class A (A) | &nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;87807 |
| Shanghai International Port Group Company, Ltd., Class A | 110600 | &nbsp;&nbsp;&nbsp;84716 |
| Shanghai Jinjiang International Hotels Company, Ltd., Class A | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;83731 |
| Shanghai Junshi Biosciences Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;7679 | &nbsp;&nbsp;&nbsp;71552 |
| Shanghai Lingang Holdings Corp., Ltd., Class A | &nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;30364 |
| Shanghai Lujiazui Finance & Trade Zone Development Company, Ltd., B Shares | 183580 | 147590 |
| Shanghai M&G Stationery, Inc., Class A | &nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;65097 |
| Shanghai Medicilon, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;27150 |
| Shanghai Pharmaceuticals Holding Company, Ltd., Class A | &nbsp;&nbsp;33900 | &nbsp;&nbsp;&nbsp;92150 |
| Shanghai Pharmaceuticals Holding Company, Ltd., H Shares | 148400 | 247456 |
| Shanghai Pudong Development Bank Company, Ltd., Class A | 348200 | 352697 |
| Shanghai Putailai New Energy Technology Company, Ltd., Class A | &nbsp;&nbsp;15600 | 122512 |
| Shanghai RAAS Blood Products Company, Ltd., Class A | &nbsp;&nbsp;73300 | &nbsp;&nbsp;&nbsp;57205 |
| Shanghai Yuyuan Tourist Mart Group Company, Ltd., Class A | &nbsp;&nbsp;43600 | &nbsp;&nbsp;&nbsp;44606 |
| Shanghai Zhangjiang High-Tech Park Development Company, Ltd., Class A | &nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;20573 |
| Shanxi Coking Coal Energy Group Company, Ltd., Class A | &nbsp;&nbsp;45600 | &nbsp;&nbsp;&nbsp;85114 |
| Shanxi Lu'an Environmental Energy Development Company, Ltd., Class A | &nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;86836 |
| Shanxi Meijin Energy Company, Ltd., Class A | &nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;66787 |
| Shanxi Securities Company, Ltd., Class A | &nbsp;&nbsp;57200 | &nbsp;&nbsp;&nbsp;44907 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Shanxi Taigang Stainless Steel Company, Ltd., Class A | &nbsp;&nbsp;65200 | $&nbsp;&nbsp;&nbsp;&nbsp;41473 |
| Shanxi Xinghuacun Fen Wine Factory Company, Ltd., Class A | &nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;501260 |
| Shenghe Resources Holding Company, Ltd., Class A | &nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;38687 |
| Shengyi Technology Company, Ltd., Class A | &nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;52913 |
| Shennan Circuits Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;59800 |
| Shenwan Hongyuan Group Company, Ltd., Class A | 275000 | &nbsp;&nbsp;&nbsp;&nbsp;159937 |
| Shenzhen Capchem Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;7940 | &nbsp;&nbsp;&nbsp;&nbsp;44854 |
| Shenzhen Dynanonic Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;60710 |
| Shenzhen Energy Group Company, Ltd., Class A | &nbsp;&nbsp;48500 | &nbsp;&nbsp;&nbsp;&nbsp;41993 |
| Shenzhen Inovance Technology Company, Ltd., Class A | &nbsp;&nbsp;29900 | &nbsp;&nbsp;&nbsp;&nbsp;297316 |
| Shenzhen Kangtai Biological Products Company, Ltd., Class A | &nbsp;&nbsp;12320 | &nbsp;&nbsp;&nbsp;&nbsp;59936 |
| Shenzhen Kedali Industry Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;34029 |
| Shenzhen Mindray Bio-Medical Electronics Company, Ltd., Class A | &nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;633510 |
| Shenzhen New Industries Biomedical Engineering Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;45672 |
| Shenzhen Overseas Chinese Town Company, Ltd., Class A | &nbsp;&nbsp;97700 | &nbsp;&nbsp;&nbsp;&nbsp;80613 |
| Shenzhen Salubris Pharmaceuticals Company, Ltd., Class A | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;50505 |
| Shenzhen SC New Energy Technology Corp., Class A | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;73007 |
| Shenzhen Senior Technology Material Company, Ltd., Class A | &nbsp;&nbsp;14485 | &nbsp;&nbsp;&nbsp;&nbsp;46926 |
| Shenzhen Sunlord Electronics Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;30382 |
| Shenzhen Transsion Holdings Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;7276 | &nbsp;&nbsp;&nbsp;&nbsp;79601 |
| Shenzhou International Group Holdings, Ltd. | 158100 | 1427344 |
| Shijiazhuang Yiling Pharmaceutical Company, Ltd., Class A | &nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;125761 |
| Sichuan Chuantou Energy Company, Ltd., Class A | &nbsp;&nbsp;39100 | &nbsp;&nbsp;&nbsp;&nbsp;65497 |
| Sichuan Hebang Biotechnology Company, Ltd., Class A | 102900 | &nbsp;&nbsp;&nbsp;&nbsp;46048 |
| Sichuan Kelun Pharmaceutical Company, Ltd., Class A | &nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;56442 |
| Sichuan New Energy Power Company, Ltd. (A) | &nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp;46704 |
| Sichuan Road & Bridge Group Company, Ltd., Class A | &nbsp;&nbsp;53700 | &nbsp;&nbsp;&nbsp;&nbsp;88356 |
| Sichuan Swellfun Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;45805 |
| Sichuan Yahua Industrial Group Company, Ltd., Class A | &nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;49210 |
| Sieyuan Electric Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;45883 |
| Silergy Corp. | &nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;540106 |
| Sinolink Securities Company, Ltd., Class A | &nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;70032 |
| Sinoma Science & Technology Company, Ltd., Class A | &nbsp;&nbsp;19400 | &nbsp;&nbsp;&nbsp;&nbsp;64062 |
| Sinomine Resource Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;56604 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Sinopec Shanghai Petrochemical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;70200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32519 |
| Sinopharm Group Company, Ltd., H Shares | &nbsp;&nbsp;259800 | &nbsp;&nbsp;&nbsp;&nbsp;616353 |
| Sinotrans, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28709 |
| Sinotruk Hong Kong, Ltd. | &nbsp;&nbsp;135100 | &nbsp;&nbsp;&nbsp;&nbsp;177327 |
| Skshu Paint Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69565 |
| Smoore International Holdings, Ltd. (B) | &nbsp;&nbsp;343000 | &nbsp;&nbsp;&nbsp;&nbsp;537334 |
| Songcheng Performance Development Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;32800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66173 |
| SooChow Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65238 |
| Southwest Securities Company, Ltd., Class A | &nbsp;&nbsp;100100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56395 |
| StarPower Semiconductor, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90985 |
| Sunac China Holdings, Ltd. (A)(C) | &nbsp;&nbsp;599000 | &nbsp;&nbsp;&nbsp;&nbsp;316105 |
| Sungrow Power Supply Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;273953 |
| Sunny Optical Technology Group Company, Ltd. | &nbsp;&nbsp;135850 | &nbsp;&nbsp;&nbsp;1617276 |
| Sunwoda Electronic Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69127 |
| Suzhou Dongshan Precision Manufacturing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;20700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75785 |
| Suzhou Maxwell Technologies Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;117484 |
| Suzhou TA&A Ultra Clean Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56203 |
| TAL Education Group, ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;80362 | &nbsp;&nbsp;&nbsp;&nbsp;479761 |
| Tangshan Jidong Cement Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37003 |
| TBEA Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;43800 | &nbsp;&nbsp;&nbsp;&nbsp;133272 |
| TCL Technology Group Corp., Class A | &nbsp;&nbsp;162500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92345 |
| TCL Zhonghuan Renewable Energy Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;36400 | &nbsp;&nbsp;&nbsp;&nbsp;214515 |
| Tencent Holdings, Ltd. | 1192612 | 45100207 |
| Tencent Music Entertainment Group, ADR (A) | &nbsp;&nbsp;135900 | &nbsp;&nbsp;&nbsp;&nbsp;952659 |
| The People's Insurance Company Group of China, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62449 |
| The People's Insurance Company Group of China, Ltd., H Shares | 1674100 | &nbsp;&nbsp;&nbsp;&nbsp;564965 |
| Thunder Software Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76388 |
| Tianjin 712 Communication & Broadcasting Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41299 |
| Tianma Microelectronics Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14721 |
| Tianshan Aluminum Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;42600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43088 |
| Tianshui Huatian Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;27800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34632 |
| Tibet Summit Resources Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31253 |
| Tingyi Cayman Islands Holding Corp. | &nbsp;&nbsp;371800 | &nbsp;&nbsp;&nbsp;&nbsp;608096 |
| Titan Wind Energy Suzhou Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;20900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41838 |
| Toly Bread Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26360 |
| Tongcheng Travel Holdings, Ltd. (A) | &nbsp;&nbsp;231600 | &nbsp;&nbsp;&nbsp;&nbsp;504267 |
| TongFu Microelectronics Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27764 |
| Tongkun Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;30700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61086 |
| Tongling Nonferrous Metals Group Company, Ltd., Class A | &nbsp;&nbsp;111400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46303 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Tongwei Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;51400 | $&nbsp;&nbsp;&nbsp;&nbsp;313986 |
| Topchoice Medical Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;64137 |
| Topsports International Holdings, Ltd. (B) | &nbsp;&nbsp;344000 | &nbsp;&nbsp;&nbsp;&nbsp;220896 |
| Transfar Zhilian Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;30461 |
| TravelSky Technology, Ltd., H Shares | &nbsp;&nbsp;176400 | &nbsp;&nbsp;&nbsp;&nbsp;358406 |
| Trina Solar Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;24881 | &nbsp;&nbsp;&nbsp;&nbsp;227113 |
| Trip.com Group, Ltd., ADR (A) | &nbsp;&nbsp;103800 | 3316410 |
| Tsingtao Brewery Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;120003 |
| Tsingtao Brewery Company, Ltd., H Shares | &nbsp;&nbsp;118700 | 1123678 |
| Unigroup Guoxin Microelectronics Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9379 | &nbsp;&nbsp;&nbsp;&nbsp;174110 |
| Uni-President China Holdings, Ltd. | &nbsp;&nbsp;244900 | &nbsp;&nbsp;&nbsp;&nbsp;214963 |
| Unisplendour Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;86254 |
| Vipshop Holdings, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;86400 | &nbsp;&nbsp;&nbsp;&nbsp;963360 |
| Walvax Biotechnology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;18100 | &nbsp;&nbsp;&nbsp;&nbsp;108430 |
| Wanhua Chemical Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;35800 | &nbsp;&nbsp;&nbsp;&nbsp;451072 |
| Want Want China Holdings, Ltd. | &nbsp;&nbsp;903412 | &nbsp;&nbsp;&nbsp;&nbsp;613239 |
| Weibo Corp., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;13380 | &nbsp;&nbsp;&nbsp;&nbsp;213277 |
| Weichai Power Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;84400 | &nbsp;&nbsp;&nbsp;&nbsp;127903 |
| Weichai Power Company, Ltd., H Shares | &nbsp;&nbsp;363980 | &nbsp;&nbsp;&nbsp;&nbsp;484280 |
| Weihai Guangwei Composites Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;58058 |
| Wens Foodstuffs Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;73400 | &nbsp;&nbsp;&nbsp;&nbsp;185304 |
| Western Mining Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;40743 |
| Western Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;62800 | &nbsp;&nbsp;&nbsp;&nbsp;56670 |
| Western Superconducting Technologies Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5216 | &nbsp;&nbsp;&nbsp;&nbsp;71979 |
| Westone Information Industry, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;48698 |
| Will Semiconductor Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;13245 | &nbsp;&nbsp;&nbsp;&nbsp;152552 |
| Wingtech Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;110017 |
| Winning Health Technology Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;24454 |
| Wuchan Zhongda Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;62600 | &nbsp;&nbsp;&nbsp;&nbsp;40029 |
| Wuhan Guide Infrared Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;33760 | &nbsp;&nbsp;&nbsp;&nbsp;55670 |
| Wuliangye Yibin Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;44600 | &nbsp;&nbsp;&nbsp;&nbsp;992286 |
| WUS Printed Circuit Kunshan Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp;38834 |
| WuXi AppTec Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;332785 |
| WuXi AppTec Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;66929 | &nbsp;&nbsp;&nbsp;&nbsp;674871 |
| WuXi Biologics Cayman, Inc. (A)(B) | &nbsp;&nbsp;685100 | 4489964 |
| Wuxi Shangji Automation Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4360 | &nbsp;&nbsp;&nbsp;&nbsp;71970 |
| XCMG Construction Machinery Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;99200 | &nbsp;&nbsp;&nbsp;&nbsp;73669 |
| Xiamen C & D, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;37700 | &nbsp;&nbsp;&nbsp;&nbsp;82664 |
| Xiamen Faratronic Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;55786 |
| Xiamen Intretech, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;18538 |
| Xiamen Tungsten Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;47425 |
| Xiaomi Corp., Class B (A)(B) | 2918700 | 3954720 |
| Xinjiang Goldwind Science & Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;41700 | &nbsp;&nbsp;&nbsp;&nbsp;67866 |
| Xinjiang Goldwind Science & Technology Company, Ltd., H Shares | &nbsp;&nbsp;146800 | &nbsp;&nbsp;&nbsp;&nbsp;159106 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Xinjiang Zhongtai Chemical Company, Ltd., Class A | &nbsp;&nbsp;32400 | $&nbsp;&nbsp;&nbsp;&nbsp;29774 |
| Xinyi Solar Holdings, Ltd. | 933000 | 1094763 |
| XPeng, Inc., ADR (A) | &nbsp;&nbsp;80800 | &nbsp;&nbsp;&nbsp;&nbsp;873448 |
| Xtep International Holdings, Ltd. | 248500 | &nbsp;&nbsp;&nbsp;&nbsp;285634 |
| Yadea Group Holdings, Ltd. (B) | 224000 | &nbsp;&nbsp;&nbsp;&nbsp;424971 |
| Yangzhou Yangjie Electronic Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;45896 |
| Yankuang Energy Group Company, Ltd., Class A | &nbsp;&nbsp;29300 | &nbsp;&nbsp;&nbsp;&nbsp;167634 |
| Yankuang Energy Group Company, Ltd., H Shares | 288710 | &nbsp;&nbsp;&nbsp;&nbsp;969401 |
| Yantai Jereh Oilfield Services Group Company, Ltd., Class A | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;48130 |
| Yealink Network Technology Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;86881 |
| Yifeng Pharmacy Chain Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;72355 |
| Yihai International Holding, Ltd. (A) | &nbsp;&nbsp;89500 | &nbsp;&nbsp;&nbsp;&nbsp;281599 |
| Yihai Kerry Arawana Holdings Company, Ltd., Class A | &nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;98868 |
| Yintai Gold Company, Ltd., Class A | &nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;57497 |
| YongXing Special Materials Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;67231 |
| Yonyou Network Technology Company, Ltd., Class A | &nbsp;&nbsp;37900 | &nbsp;&nbsp;&nbsp;&nbsp;122596 |
| Youngor Group Company, Ltd., Class A | &nbsp;&nbsp;65500 | &nbsp;&nbsp;&nbsp;&nbsp;59358 |
| Youngy Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;48841 |
| YTO Express Group Company, Ltd., Class A | &nbsp;&nbsp;40700 | &nbsp;&nbsp;&nbsp;&nbsp;111052 |
| Yuan Longping High-tech Agriculture Company, Ltd., Class A (A) | &nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;32912 |
| Yum China Holdings, Inc. | &nbsp;&nbsp;81492 | 4491839 |
| Yunda Holding Company, Ltd., Class A | &nbsp;&nbsp;33900 | &nbsp;&nbsp;&nbsp;&nbsp;58700 |
| Yunnan Aluminium Company, Ltd., Class A | &nbsp;&nbsp;37700 | &nbsp;&nbsp;&nbsp;&nbsp;57042 |
| Yunnan Baiyao Group Company, Ltd., Class A | &nbsp;&nbsp;20940 | &nbsp;&nbsp;&nbsp;&nbsp;166670 |
| Yunnan Botanee Bio-Technology Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;57328 |
| Yunnan Energy New Material Company, Ltd., Class A | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;179857 |
| Yunnan Tin Company, Ltd., Class A | &nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;34850 |
| Zai Lab, Ltd., ADR (A) | &nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;640096 |
| Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;244408 |
| Zhaojin Mining Industry Company, Ltd., H Shares (A) | 211000 | &nbsp;&nbsp;&nbsp;&nbsp;235923 |
| Zhefu Holding Group Company, Ltd., Class A | &nbsp;&nbsp;57200 | &nbsp;&nbsp;&nbsp;&nbsp;33247 |
| Zhejiang Century Huatong Group Company, Ltd., Class A (A) | &nbsp;&nbsp;88700 | &nbsp;&nbsp;&nbsp;&nbsp;49257 |
| Zhejiang China Commodities City Group Company, Ltd., Class A | &nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;37400 |
| Zhejiang Chint Electrics Company, Ltd., Class A | &nbsp;&nbsp;25300 | &nbsp;&nbsp;&nbsp;&nbsp;102645 |
| Zhejiang Dahua Technology Company, Ltd., Class A | &nbsp;&nbsp;35200 | &nbsp;&nbsp;&nbsp;&nbsp;59094 |
| Zhejiang Dingli Machinery Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;40668 |
| Zhejiang Expressway Company, Ltd., H Shares | 264782 | &nbsp;&nbsp;&nbsp;&nbsp;197729 |
| Zhejiang HangKe Technology, Inc., Company, Class A | &nbsp;&nbsp;&nbsp;4294 | &nbsp;&nbsp;&nbsp;&nbsp;27829 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **China (continued)** |  |  |
| Zhejiang Huahai Pharmaceutical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;16000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45628 |
| Zhejiang Huayou Cobalt Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;17910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158470 |
| Zhejiang Jingsheng Mechanical & Electrical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131474 |
| Zhejiang Jiuzhou Pharmaceutical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49452 |
| Zhejiang Juhua Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;31200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73985 |
| Zhejiang NHU Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;35180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97716 |
| Zhejiang Orient Gene Biotech Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34082 |
| Zhejiang Semir Garment Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;25800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18377 |
| Zhejiang Supor Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38764 |
| Zhejiang Weiming Environment Protection Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;18880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54340 |
| Zhejiang Weixing New Building Materials Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50070 |
| Zhejiang Wolwo Bio-Pharmaceutical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37851 |
| Zhejiang Yongtai Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36576 |
| Zheshang Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;51600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77860 |
| ZhongAn Online P&C Insurance Company, Ltd., H Shares (A)(B) | &nbsp;&nbsp;134900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353364 |
| Zhongji Innolight Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37309 |
| Zhongsheng Group Holdings, Ltd. | &nbsp;&nbsp;114100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588621 |
| Zhongtai Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;66100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63994 |
| Zhuzhou CRRC Times Electric Company, Ltd. | &nbsp;&nbsp;103800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482280 |
| Zhuzhou CRRC Times Electric Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57059 |
| Zhuzhou Hongda Electronics Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25769 |
| Zhuzhou Kibing Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;30600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42709 |
| Zibo Qixiang Tengda Chemical Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;31500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33002 |
| Zijin Mining Group Company, Ltd., Class A | &nbsp;&nbsp;241600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336473 |
| Zijin Mining Group Company, Ltd., H Shares | 1085529 | &nbsp;&nbsp;&nbsp;&nbsp;1440784 |
| Zoomlion Heavy Industry Science and Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63322 |
| Zoomlion Heavy Industry Science and Technology Company, Ltd., H Shares | &nbsp;&nbsp;286400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134514 |
| ZTE Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;46500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161417 |
| ZTE Corp., H Shares | &nbsp;&nbsp;143215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313752 |
| ZTO Express Cayman, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;80600 | &nbsp;&nbsp;&nbsp;&nbsp;2020642 |
|  |  | 347060061 |
| **Colombia - 0.1%** |  |  |
| Bancolombia SA | &nbsp;&nbsp;&nbsp;&nbsp;92258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764358 |
| Ecopetrol SA | 1806433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856821 |
| Interconexion Electrica SA ESP | &nbsp;&nbsp;162332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655649 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;2276828 |
| **Czech Republic - 0.0%** |  |  |
| CEZ AS | &nbsp;&nbsp;&nbsp;&nbsp;24043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825184 |
| Komercni banka AS | &nbsp;&nbsp;&nbsp;&nbsp;11427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339297 |
| Moneta Money Bank AS (B) | &nbsp;&nbsp;&nbsp;&nbsp;49554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152425 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1316906 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Denmark - 1.9%** |  |  |
| A.P. Moller - Maersk A/S, Series A | &nbsp;&nbsp;&nbsp;&nbsp;556 | $&nbsp;&nbsp;&nbsp;1180424 |
| A.P. Moller - Maersk A/S, Series B | &nbsp;&nbsp;&nbsp;1039 | &nbsp;&nbsp;&nbsp;2252508 |
| Carlsberg A/S, Class B | &nbsp;&nbsp;18833 | &nbsp;&nbsp;&nbsp;2380778 |
| Chr. Hansen Holding A/S | &nbsp;&nbsp;19639 | &nbsp;&nbsp;&nbsp;1212110 |
| Coloplast A/S, B Shares | &nbsp;&nbsp;22233 | &nbsp;&nbsp;&nbsp;2628317 |
| Danske Bank A/S | 130407 | &nbsp;&nbsp;&nbsp;2348382 |
| Demant A/S (A) | &nbsp;&nbsp;17766 | &nbsp;&nbsp;&nbsp;&nbsp;507468 |
| DSV A/S | &nbsp;&nbsp;35968 | &nbsp;&nbsp;&nbsp;5754639 |
| Genmab A/S (A) | &nbsp;&nbsp;12346 | &nbsp;&nbsp;&nbsp;5721074 |
| GN Store Nord A/S | &nbsp;&nbsp;24621 | &nbsp;&nbsp;&nbsp;&nbsp;594829 |
| Novo Nordisk A/S, B Shares | 315898 | 39625654 |
| Novozymes A/S, B Shares | &nbsp;&nbsp;38283 | &nbsp;&nbsp;&nbsp;2226083 |
| Orsted A/S (B) | &nbsp;&nbsp;35349 | &nbsp;&nbsp;&nbsp;3095173 |
| Pandora A/S | &nbsp;&nbsp;17799 | &nbsp;&nbsp;&nbsp;1355052 |
| ROCKWOOL A/S, B Shares | &nbsp;&nbsp;&nbsp;1676 | &nbsp;&nbsp;&nbsp;&nbsp;368026 |
| Tryg A/S | &nbsp;&nbsp;69426 | &nbsp;&nbsp;&nbsp;1615272 |
| Vestas Wind Systems A/S | 189288 | &nbsp;&nbsp;&nbsp;4918123 |
|  |  | 77783912 |
| **Finland - 0.6%** |  |  |
| Elisa OYJ | &nbsp;&nbsp;17727 | &nbsp;&nbsp;&nbsp;&nbsp;922113 |
| Fortum OYJ | &nbsp;&nbsp;56114 | &nbsp;&nbsp;&nbsp;&nbsp;894233 |
| Kesko OYJ, B Shares | &nbsp;&nbsp;34231 | &nbsp;&nbsp;&nbsp;&nbsp;735816 |
| Kone OYJ, B Shares | &nbsp;&nbsp;43249 | &nbsp;&nbsp;&nbsp;2162913 |
| Neste OYJ | &nbsp;&nbsp;53791 | &nbsp;&nbsp;&nbsp;2776520 |
| Nokia OYJ | 694661 | &nbsp;&nbsp;&nbsp;3422546 |
| Nordea Bank ABP | 386143 | &nbsp;&nbsp;&nbsp;4057981 |
| Orion OYJ, Class B | &nbsp;&nbsp;13580 | &nbsp;&nbsp;&nbsp;&nbsp;716988 |
| Sampo OYJ, A Shares | &nbsp;&nbsp;66031 | &nbsp;&nbsp;&nbsp;3344036 |
| Stora Enso OYJ, R Shares | &nbsp;&nbsp;71273 | &nbsp;&nbsp;&nbsp;1048513 |
| UPM-Kymmene OYJ | &nbsp;&nbsp;68370 | &nbsp;&nbsp;&nbsp;2509968 |
| Wartsila OYJ ABP | &nbsp;&nbsp;60758 | &nbsp;&nbsp;&nbsp;&nbsp;526312 |
|  |  | 23117939 |
| **France - 7.4%** |  |  |
| Accor SA (A) | &nbsp;&nbsp;30757 | &nbsp;&nbsp;&nbsp;&nbsp;810149 |
| Aeroports de Paris (A) | &nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;820015 |
| Air Liquide SA | &nbsp;&nbsp;95964 | 13971564 |
| Airbus SE | 108186 | 12419322 |
| Alstom SA | &nbsp;&nbsp;58068 | &nbsp;&nbsp;&nbsp;1524638 |
| Amundi SA (B) | &nbsp;&nbsp;12142 | &nbsp;&nbsp;&nbsp;&nbsp;683235 |
| Arkema SA | &nbsp;&nbsp;11014 | &nbsp;&nbsp;&nbsp;&nbsp;979278 |
| AXA SA | 360906 | 10202337 |
| BioMerieux | &nbsp;&nbsp;&nbsp;7587 | &nbsp;&nbsp;&nbsp;&nbsp;765548 |
| BNP Paribas SA | 204390 | 11485132 |
| Bollore SE | 159137 | &nbsp;&nbsp;&nbsp;&nbsp;895281 |
| Bouygues SA | &nbsp;&nbsp;41675 | &nbsp;&nbsp;&nbsp;1288853 |
| Bureau Veritas SA | &nbsp;&nbsp;53430 | &nbsp;&nbsp;&nbsp;1401244 |
| Capgemini SE | &nbsp;&nbsp;30003 | &nbsp;&nbsp;&nbsp;5424490 |
| Carrefour SA | 113330 | &nbsp;&nbsp;&nbsp;1940043 |
| Cie de Saint-Gobain | &nbsp;&nbsp;91626 | &nbsp;&nbsp;&nbsp;4225035 |
| Cie Generale des Etablissements Michelin SCA | 124268 | &nbsp;&nbsp;&nbsp;3500944 |
| Covivio | &nbsp;&nbsp;&nbsp;8295 | &nbsp;&nbsp;&nbsp;&nbsp;480330 |
| Credit Agricole SA | 232489 | &nbsp;&nbsp;&nbsp;2351480 |
| Danone SA | 119697 | &nbsp;&nbsp;&nbsp;6290978 |
| Dassault Aviation SA | &nbsp;&nbsp;&nbsp;4548 | &nbsp;&nbsp;&nbsp;&nbsp;722941 |
| Dassault Systemes SE | 122287 | &nbsp;&nbsp;&nbsp;4559771 |
| Edenred | &nbsp;&nbsp;45394 | &nbsp;&nbsp;&nbsp;2493911 |
| Eiffage SA | &nbsp;&nbsp;15086 | &nbsp;&nbsp;&nbsp;1485433 |
| Electricite de France SA | 102673 | &nbsp;&nbsp;&nbsp;1285015 |
| Engie SA | 335485 | &nbsp;&nbsp;&nbsp;5099995 |
| EssilorLuxottica SA | &nbsp;&nbsp;52751 | &nbsp;&nbsp;&nbsp;9850566 |
| Eurazeo SE | &nbsp;&nbsp;&nbsp;8062 | &nbsp;&nbsp;&nbsp;&nbsp;508838 |
| Gecina SA | &nbsp;&nbsp;&nbsp;8251 | &nbsp;&nbsp;&nbsp;&nbsp;807194 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **France (continued)** |  |  |
| Getlink SE | &nbsp;&nbsp;78940 | $&nbsp;&nbsp;&nbsp;&nbsp;1304520 |
| Hermes International | &nbsp;&nbsp;&nbsp;5809 | &nbsp;&nbsp;&nbsp;&nbsp;9441283 |
| Ipsen SA | &nbsp;&nbsp;&nbsp;6923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773893 |
| Kering SA | &nbsp;&nbsp;13738 | &nbsp;&nbsp;&nbsp;&nbsp;8254336 |
| Klepierre SA (A) | &nbsp;&nbsp;39097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905969 |
| La Francaise des Jeux SAEM (B) | &nbsp;&nbsp;18693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749522 |
| Legrand SA | &nbsp;&nbsp;49009 | &nbsp;&nbsp;&nbsp;&nbsp;3993314 |
| L'Oreal SA | &nbsp;&nbsp;44225 | &nbsp;&nbsp;&nbsp;16609033 |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;50948 | &nbsp;&nbsp;&nbsp;39537282 |
| Orange SA | 365451 | &nbsp;&nbsp;&nbsp;&nbsp;3713421 |
| Pernod Ricard SA | &nbsp;&nbsp;38509 | &nbsp;&nbsp;&nbsp;&nbsp;7639672 |
| Publicis Groupe SA | &nbsp;&nbsp;41827 | &nbsp;&nbsp;&nbsp;&nbsp;2752915 |
| Remy Cointreau SA | &nbsp;&nbsp;&nbsp;4212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728977 |
| Renault SA (A) | &nbsp;&nbsp;35339 | &nbsp;&nbsp;&nbsp;&nbsp;1285797 |
| Safran SA | &nbsp;&nbsp;62681 | &nbsp;&nbsp;&nbsp;&nbsp;7746508 |
| Sanofi | 208863 | &nbsp;&nbsp;&nbsp;18866530 |
| Sartorius Stedim Biotech SA | &nbsp;&nbsp;&nbsp;5069 | &nbsp;&nbsp;&nbsp;&nbsp;1730073 |
| Schneider Electric SE | &nbsp;&nbsp;97799 | &nbsp;&nbsp;&nbsp;14442455 |
| Schneider Electric SE (Euronext London Exchange) | &nbsp;&nbsp;&nbsp;1474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218638 |
| SEB SA | &nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352507 |
| Societe Generale SA | 147509 | &nbsp;&nbsp;&nbsp;&nbsp;3712675 |
| Sodexo SA | &nbsp;&nbsp;16115 | &nbsp;&nbsp;&nbsp;&nbsp;1543398 |
| Teleperformance | &nbsp;&nbsp;10740 | &nbsp;&nbsp;&nbsp;&nbsp;2451756 |
| Thales SA | &nbsp;&nbsp;19577 | &nbsp;&nbsp;&nbsp;&nbsp;2504401 |
| TotalEnergies SE | 454781 | &nbsp;&nbsp;&nbsp;28423976 |
| Ubisoft Entertainment SA (A) | &nbsp;&nbsp;17132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476583 |
| Unibail-Rodamco-Westfield (A) | &nbsp;&nbsp;16892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910499 |
| Unibail-Rodamco-Westfield (Euronext Amsterdam Exchange) (A) | &nbsp;&nbsp;&nbsp;4627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249401 |
| Valeo | &nbsp;&nbsp;37605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703014 |
| Veolia Environnement SA | 121563 | &nbsp;&nbsp;&nbsp;&nbsp;3146291 |
| Vinci SA | &nbsp;&nbsp;97915 | &nbsp;&nbsp;&nbsp;&nbsp;9886109 |
| Vivendi SE | 130936 | &nbsp;&nbsp;&nbsp;&nbsp;1178487 |
| Wendel SE | &nbsp;&nbsp;&nbsp;4919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458029 |
| Worldline SA (A)(B) | &nbsp;&nbsp;43702 | &nbsp;&nbsp;&nbsp;&nbsp;2070226 |
|  |  | 307035050 |
| **Germany - 4.2%** |  |  |
| adidas AG | &nbsp;&nbsp;27442 | &nbsp;&nbsp;&nbsp;&nbsp;3537508 |
| Allianz SE | &nbsp;&nbsp;65602 | &nbsp;&nbsp;&nbsp;14003561 |
| BASF SE | 145980 | &nbsp;&nbsp;&nbsp;&nbsp;7432661 |
| Bayer AG | 156191 | &nbsp;&nbsp;&nbsp;&nbsp;9064880 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;52896 | &nbsp;&nbsp;&nbsp;&nbsp;4802909 |
| Bechtle AG | &nbsp;&nbsp;12871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469364 |
| Beiersdorf AG | &nbsp;&nbsp;15957 | &nbsp;&nbsp;&nbsp;&nbsp;1735385 |
| Brenntag SE | &nbsp;&nbsp;24284 | &nbsp;&nbsp;&nbsp;&nbsp;1544006 |
| Carl Zeiss Meditec AG, Bearer Shares | &nbsp;&nbsp;&nbsp;6386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870639 |
| Commerzbank AG (A) | 165518 | &nbsp;&nbsp;&nbsp;&nbsp;1386402 |
| Continental AG | &nbsp;&nbsp;17381 | &nbsp;&nbsp;&nbsp;&nbsp;1051907 |
| Covestro AG (B) | &nbsp;&nbsp;30997 | &nbsp;&nbsp;&nbsp;&nbsp;1245720 |
| Daimler Truck Holding AG (A) | &nbsp;&nbsp;71820 | &nbsp;&nbsp;&nbsp;&nbsp;2367389 |
| Delivery Hero SE (A)(B) | &nbsp;&nbsp;25973 | &nbsp;&nbsp;&nbsp;&nbsp;1136913 |
| Deutsche Bank AG | 332430 | &nbsp;&nbsp;&nbsp;&nbsp;3533193 |
| Deutsche Boerse AG | &nbsp;&nbsp;30224 | &nbsp;&nbsp;&nbsp;&nbsp;5554422 |
| Deutsche Lufthansa AG (A) | &nbsp;&nbsp;93306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752243 |
| Deutsche Post AG | 157197 | &nbsp;&nbsp;&nbsp;&nbsp;6279772 |
| Deutsche Telekom AG | 514244 | &nbsp;&nbsp;&nbsp;10461182 |
| E.ON SE | 355021 | &nbsp;&nbsp;&nbsp;&nbsp;3403797 |
| Evonik Industries AG | &nbsp;&nbsp;32768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645925 |
| Fresenius Medical Care AG & Company KGaA | &nbsp;&nbsp;32531 | &nbsp;&nbsp;&nbsp;&nbsp;1017468 |
| Fresenius SE & Company KGaA | &nbsp;&nbsp;66729 | &nbsp;&nbsp;&nbsp;&nbsp;1859264 |
| GEA Group AG | &nbsp;&nbsp;23898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977222 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Germany (continued)** |  |  |
| Hannover Rueck SE | &nbsp;&nbsp;&nbsp;&nbsp;9952 | $&nbsp;&nbsp;&nbsp;&nbsp;1889194 |
| HeidelbergCement AG | &nbsp;&nbsp;&nbsp;&nbsp;23141 | &nbsp;&nbsp;&nbsp;&nbsp;1268797 |
| HelloFresh SE (A) | &nbsp;&nbsp;&nbsp;&nbsp;26096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646270 |
| Henkel AG & Company KGaA | &nbsp;&nbsp;&nbsp;&nbsp;14680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976654 |
| Infineon Technologies AG | &nbsp;&nbsp;207793 | &nbsp;&nbsp;&nbsp;&nbsp;6979890 |
| KION Group AG | &nbsp;&nbsp;&nbsp;&nbsp;11432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327021 |
| Knorr-Bremse AG | &nbsp;&nbsp;&nbsp;&nbsp;11156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635946 |
| LEG Immobilien SE | &nbsp;&nbsp;&nbsp;&nbsp;11543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740641 |
| Mercedes-Benz Group AG | &nbsp;&nbsp;127535 | &nbsp;&nbsp;&nbsp;&nbsp;8665177 |
| Merck KGaA | &nbsp;&nbsp;&nbsp;&nbsp;20574 | &nbsp;&nbsp;&nbsp;&nbsp;3769483 |
| MTU Aero Engines AG | &nbsp;&nbsp;&nbsp;&nbsp;8469 | &nbsp;&nbsp;&nbsp;&nbsp;1785809 |
| Muenchener Rueckversicherungs-Gesellschaft AG | &nbsp;&nbsp;&nbsp;&nbsp;22672 | &nbsp;&nbsp;&nbsp;&nbsp;7161125 |
| Nemetschek SE | &nbsp;&nbsp;&nbsp;&nbsp;9073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453449 |
| Puma SE | &nbsp;&nbsp;&nbsp;&nbsp;16574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857769 |
| Rational AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502645 |
| Rheinmetall AG | &nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;1416325 |
| RWE AG | &nbsp;&nbsp;101526 | &nbsp;&nbsp;&nbsp;&nbsp;4469294 |
| SAP SE | &nbsp;&nbsp;165756 | &nbsp;&nbsp;&nbsp;18391809 |
| Scout24 SE (B) | &nbsp;&nbsp;&nbsp;&nbsp;12535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688025 |
| Siemens AG | &nbsp;&nbsp;121575 | &nbsp;&nbsp;&nbsp;16860681 |
| Siemens Energy AG | &nbsp;&nbsp;&nbsp;&nbsp;69240 | &nbsp;&nbsp;&nbsp;&nbsp;1162957 |
| Siemens Healthineers AG (B) | &nbsp;&nbsp;&nbsp;&nbsp;44770 | &nbsp;&nbsp;&nbsp;&nbsp;2386190 |
| Symrise AG | &nbsp;&nbsp;&nbsp;&nbsp;21069 | &nbsp;&nbsp;&nbsp;&nbsp;2416387 |
| Telefonica Deutschland Holding AG | &nbsp;&nbsp;154009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368353 |
| Uniper SE | &nbsp;&nbsp;&nbsp;&nbsp;13885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63790 |
| United Internet AG | &nbsp;&nbsp;&nbsp;&nbsp;14383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305779 |
| Volkswagen AG | &nbsp;&nbsp;&nbsp;&nbsp;4617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891306 |
| Vonovia SE | &nbsp;&nbsp;110844 | &nbsp;&nbsp;&nbsp;&nbsp;2753257 |
| Zalando SE (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;35187 | &nbsp;&nbsp;&nbsp;&nbsp;1106735 |
|  |  | 175074490 |
| **Hong Kong - 2.2%** |  |  |
| AIA Group, Ltd. | 1998709 | &nbsp;&nbsp;&nbsp;20296109 |
| Alibaba Health Information Technology, Ltd. (A) | &nbsp;&nbsp;894200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754841 |
| Alibaba Pictures Group, Ltd. (A) | 2206100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122371 |
| Beijing Enterprises Holdings, Ltd. | &nbsp;&nbsp;101214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321904 |
| Beijing Enterprises Water Group, Ltd. | &nbsp;&nbsp;778200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207822 |
| BOC Hong Kong Holdings, Ltd. | &nbsp;&nbsp;611000 | &nbsp;&nbsp;&nbsp;&nbsp;1950310 |
| Bosideng International Holdings, Ltd. | &nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303941 |
| Brilliance China Automotive Holdings, Ltd. (A) | &nbsp;&nbsp;509800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290440 |
| Budweiser Brewing Company APAC, Ltd. (B) | &nbsp;&nbsp;284000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823851 |
| China Everbright Environment Group, Ltd. | &nbsp;&nbsp;724700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335316 |
| China Gas Holdings, Ltd. | &nbsp;&nbsp;582800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745880 |
| China Jinmao Holdings Group, Ltd. | 1103300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261331 |
| China Mengniu Dairy Company, Ltd. (A) | &nbsp;&nbsp;604253 | &nbsp;&nbsp;&nbsp;&nbsp;2717734 |
| China Merchants Port Holdings Company, Ltd. | &nbsp;&nbsp;256331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374149 |
| China Overseas Land & Investment, Ltd. | &nbsp;&nbsp;738297 | &nbsp;&nbsp;&nbsp;&nbsp;2017417 |
| China Overseas Property Holdings, Ltd. | &nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273128 |
| China Power International Development, Ltd. | 1027900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399890 |
| China Resources Beer Holdings Company, Ltd. | &nbsp;&nbsp;308899 | &nbsp;&nbsp;&nbsp;&nbsp;2140443 |
| China Resources Cement Holdings, Ltd. | &nbsp;&nbsp;471900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256154 |
| China Resources Gas Group, Ltd. | &nbsp;&nbsp;175400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622782 |
| China Resources Land, Ltd. | &nbsp;&nbsp;616405 | &nbsp;&nbsp;&nbsp;&nbsp;2863151 |
| China Resources Power Holdings Company, Ltd. | &nbsp;&nbsp;367432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684938 |
| China Ruyi Holdings, Ltd. (A) | &nbsp;&nbsp;876000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195557 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Hong Kong (continued)** |  |  |
| China State Construction International Holdings, Ltd. | &nbsp;&nbsp;387400 | $&nbsp;&nbsp;&nbsp;&nbsp;467798 |
| China Taiping Insurance Holdings Company, Ltd. | &nbsp;&nbsp;308200 | &nbsp;&nbsp;&nbsp;&nbsp;315443 |
| China Traditional Chinese Medicine Holdings Company, Ltd. | &nbsp;&nbsp;536400 | &nbsp;&nbsp;&nbsp;&nbsp;268942 |
| Chow Tai Fook Jewellery Group, Ltd. | &nbsp;&nbsp;324600 | &nbsp;&nbsp;&nbsp;&nbsp;572387 |
| CK Asset Holdings, Ltd. | &nbsp;&nbsp;330698 | &nbsp;&nbsp;&nbsp;1979391 |
| CK Hutchison Holdings, Ltd. | &nbsp;&nbsp;445472 | &nbsp;&nbsp;&nbsp;2589629 |
| CK Infrastructure Holdings, Ltd. | &nbsp;&nbsp;102000 | &nbsp;&nbsp;&nbsp;&nbsp;515485 |
| CLP Holdings, Ltd. | &nbsp;&nbsp;268500 | &nbsp;&nbsp;&nbsp;1948354 |
| COSCO SHIPPING Ports, Ltd. | &nbsp;&nbsp;350808 | &nbsp;&nbsp;&nbsp;&nbsp;266359 |
| ESR Group, Ltd. (B) | &nbsp;&nbsp;328200 | &nbsp;&nbsp;&nbsp;&nbsp;744981 |
| Far East Horizon, Ltd. | &nbsp;&nbsp;291100 | &nbsp;&nbsp;&nbsp;&nbsp;221520 |
| Futu Holdings, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;608751 |
| Galaxy Entertainment Group, Ltd. | &nbsp;&nbsp;359000 | &nbsp;&nbsp;&nbsp;2182527 |
| Geely Automobile Holdings, Ltd. | 1149300 | &nbsp;&nbsp;&nbsp;1717529 |
| Guangdong Investment, Ltd. | &nbsp;&nbsp;560880 | &nbsp;&nbsp;&nbsp;&nbsp;517170 |
| Hang Lung Properties, Ltd. | &nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;609888 |
| Hang Seng Bank, Ltd. | &nbsp;&nbsp;124195 | &nbsp;&nbsp;&nbsp;1915537 |
| Henderson Land Development Company, Ltd. | &nbsp;&nbsp;238417 | &nbsp;&nbsp;&nbsp;&nbsp;785951 |
| HK Electric Investments, Ltd. | &nbsp;&nbsp;372500 | &nbsp;&nbsp;&nbsp;&nbsp;275331 |
| HKT Trust & HKT, Ltd. | &nbsp;&nbsp;604322 | &nbsp;&nbsp;&nbsp;&nbsp;736863 |
| Hong Kong & China Gas Company, Ltd. | 1824863 | &nbsp;&nbsp;&nbsp;1556938 |
| Hong Kong Exchanges & Clearing, Ltd. | &nbsp;&nbsp;198577 | &nbsp;&nbsp;&nbsp;7894928 |
| Hongkong Land Holdings, Ltd. | &nbsp;&nbsp;187600 | &nbsp;&nbsp;&nbsp;&nbsp;756946 |
| Hopson Development Holdings, Ltd. | &nbsp;&nbsp;158307 | &nbsp;&nbsp;&nbsp;&nbsp;180318 |
| HUTCHMED China, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;200145 |
| Jardine Matheson Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;35332 | &nbsp;&nbsp;&nbsp;1712507 |
| Kingboard Holdings, Ltd. | &nbsp;&nbsp;128800 | &nbsp;&nbsp;&nbsp;&nbsp;426386 |
| Kingboard Laminates Holdings, Ltd. | &nbsp;&nbsp;179000 | &nbsp;&nbsp;&nbsp;&nbsp;189002 |
| Kunlun Energy Company, Ltd. | &nbsp;&nbsp;747390 | &nbsp;&nbsp;&nbsp;&nbsp;579859 |
| Link REIT | &nbsp;&nbsp;344825 | &nbsp;&nbsp;&nbsp;2329224 |
| MTR Corp., Ltd. | &nbsp;&nbsp;249368 | &nbsp;&nbsp;&nbsp;1202235 |
| New World Development Company, Ltd. | &nbsp;&nbsp;246314 | &nbsp;&nbsp;&nbsp;&nbsp;586064 |
| Nine Dragons Paper Holdings, Ltd. | &nbsp;&nbsp;316100 | &nbsp;&nbsp;&nbsp;&nbsp;252614 |
| Orient Overseas International, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;484534 |
| Power Assets Holdings, Ltd. | &nbsp;&nbsp;225500 | &nbsp;&nbsp;&nbsp;1163272 |
| Shenzhen International Holdings, Ltd. | &nbsp;&nbsp;245500 | &nbsp;&nbsp;&nbsp;&nbsp;227437 |
| Shimao Group Holdings, Ltd. (A)(C) | &nbsp;&nbsp;245100 | &nbsp;&nbsp;&nbsp;&nbsp;124826 |
| Sino Biopharmaceutical, Ltd. | 1977875 | &nbsp;&nbsp;&nbsp;1170877 |
| Sino Land Company, Ltd. | &nbsp;&nbsp;555075 | &nbsp;&nbsp;&nbsp;&nbsp;694233 |
| SITC International Holdings Company, Ltd. | &nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;488039 |
| Sun Hung Kai Properties, Ltd. | &nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;2895185 |
| Swire Pacific, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;83500 | &nbsp;&nbsp;&nbsp;&nbsp;656259 |
| Swire Properties, Ltd. | &nbsp;&nbsp;188800 | &nbsp;&nbsp;&nbsp;&nbsp;425225 |
| Techtronic Industries Company, Ltd. | &nbsp;&nbsp;226500 | &nbsp;&nbsp;&nbsp;2761071 |
| The Wharf Holdings, Ltd. | &nbsp;&nbsp;230125 | &nbsp;&nbsp;&nbsp;&nbsp;622584 |
| Vinda International Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;177028 |
| WH Group, Ltd. (B) | 1380270 | &nbsp;&nbsp;&nbsp;&nbsp;808723 |
| Wharf Real Estate Investment Company, Ltd. | &nbsp;&nbsp;275125 | &nbsp;&nbsp;&nbsp;1276760 |
| Xinyi Glass Holdings, Ltd. | &nbsp;&nbsp;294000 | &nbsp;&nbsp;&nbsp;&nbsp;569344 |
| Yuexiu Property Company, Ltd. | &nbsp;&nbsp;264700 | &nbsp;&nbsp;&nbsp;&nbsp;335955 |
|  |  | 90947813 |
| **Hungary - 0.1%** |  |  |
| MOL Hungarian Oil & Gas PLC | &nbsp;&nbsp;&nbsp;&nbsp;80088 | &nbsp;&nbsp;&nbsp;&nbsp;579790 |
| OTP Bank NYRT | &nbsp;&nbsp;&nbsp;&nbsp;42839 | &nbsp;&nbsp;&nbsp;1181147 |
| Richter Gedeon NYRT | &nbsp;&nbsp;&nbsp;&nbsp;27145 | &nbsp;&nbsp;&nbsp;&nbsp;583953 |
|  |  | &nbsp;&nbsp;&nbsp;2344890 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **India - 3.4%** |  |  |
| ACC, Ltd. | &nbsp;&nbsp;10720 | $&nbsp;&nbsp;&nbsp;&nbsp;338330 |
| Adani Enterprises, Ltd. | &nbsp;&nbsp;40574 | &nbsp;&nbsp;&nbsp;1965843 |
| Adani Green Energy, Ltd. (A) | &nbsp;&nbsp;46165 | &nbsp;&nbsp;&nbsp;1214331 |
| Adani Ports & Special Economic Zone, Ltd. | &nbsp;&nbsp;75543 | &nbsp;&nbsp;&nbsp;&nbsp;823806 |
| Adani Power, Ltd. (A) | 114568 | &nbsp;&nbsp;&nbsp;&nbsp;472572 |
| Adani Total Gas, Ltd. | &nbsp;&nbsp;40725 | &nbsp;&nbsp;&nbsp;1839886 |
| Adani Transmission, Ltd. (A) | &nbsp;&nbsp;40712 | &nbsp;&nbsp;&nbsp;1488320 |
| Ambuja Cements, Ltd. | &nbsp;&nbsp;87179 | &nbsp;&nbsp;&nbsp;&nbsp;615735 |
| Apollo Hospitals Enterprise, Ltd. | &nbsp;&nbsp;14915 | &nbsp;&nbsp;&nbsp;&nbsp;870936 |
| Asian Paints, Ltd. | &nbsp;&nbsp;56854 | &nbsp;&nbsp;&nbsp;2224935 |
| AU Small Finance Bank, Ltd. (B) | &nbsp;&nbsp;23263 | &nbsp;&nbsp;&nbsp;&nbsp;184128 |
| Aurobindo Pharma, Ltd. | &nbsp;&nbsp;40259 | &nbsp;&nbsp;&nbsp;&nbsp;233536 |
| Avenue Supermarts, Ltd. (A)(B) | &nbsp;&nbsp;23985 | &nbsp;&nbsp;&nbsp;1194565 |
| Axis Bank, Ltd. | 338020 | &nbsp;&nbsp;&nbsp;3750205 |
| Bajaj Auto, Ltd. | &nbsp;&nbsp;10397 | &nbsp;&nbsp;&nbsp;&nbsp;477291 |
| Bajaj Finance, Ltd. | &nbsp;&nbsp;40347 | &nbsp;&nbsp;&nbsp;3366927 |
| Bajaj Finserv, Ltd. | &nbsp;&nbsp;57380 | &nbsp;&nbsp;&nbsp;1160105 |
| Balkrishna Industries, Ltd. | &nbsp;&nbsp;11173 | &nbsp;&nbsp;&nbsp;&nbsp;282368 |
| Bandhan Bank, Ltd. (A)(B) | &nbsp;&nbsp;97870 | &nbsp;&nbsp;&nbsp;&nbsp;287547 |
| Berger Paints India, Ltd. | &nbsp;&nbsp;33747 | &nbsp;&nbsp;&nbsp;&nbsp;258340 |
| Bharat Electronics, Ltd. | 542922 | &nbsp;&nbsp;&nbsp;&nbsp;706450 |
| Bharat Forge, Ltd. | &nbsp;&nbsp;36878 | &nbsp;&nbsp;&nbsp;&nbsp;390602 |
| Bharat Petroleum Corp., Ltd. | 128649 | &nbsp;&nbsp;&nbsp;&nbsp;541221 |
| Bharti Airtel, Ltd. | 326142 | &nbsp;&nbsp;&nbsp;3416509 |
| Biocon, Ltd. | &nbsp;&nbsp;62069 | &nbsp;&nbsp;&nbsp;&nbsp;216316 |
| Britannia Industries, Ltd. | &nbsp;&nbsp;15893 | &nbsp;&nbsp;&nbsp;&nbsp;854637 |
| Cholamandalam Investment and Finance Company, Ltd. | &nbsp;&nbsp;60970 | &nbsp;&nbsp;&nbsp;&nbsp;541987 |
| Cipla, Ltd. | &nbsp;&nbsp;72169 | &nbsp;&nbsp;&nbsp;1018218 |
| Coal India, Ltd. | 225711 | &nbsp;&nbsp;&nbsp;&nbsp;637570 |
| Colgate-Palmolive India, Ltd. | &nbsp;&nbsp;17034 | &nbsp;&nbsp;&nbsp;&nbsp;341410 |
| Container Corp. of India, Ltd. | &nbsp;&nbsp;40597 | &nbsp;&nbsp;&nbsp;&nbsp;387495 |
| Dabur India, Ltd. | &nbsp;&nbsp;91524 | &nbsp;&nbsp;&nbsp;&nbsp;666061 |
| Divi's Laboratories, Ltd. | &nbsp;&nbsp;19593 | &nbsp;&nbsp;&nbsp;&nbsp;823362 |
| DLF, Ltd. | &nbsp;&nbsp;91922 | &nbsp;&nbsp;&nbsp;&nbsp;456229 |
| Dr. Reddy's Laboratories, Ltd. | &nbsp;&nbsp;17395 | &nbsp;&nbsp;&nbsp;&nbsp;961828 |
| Eicher Motors, Ltd. | &nbsp;&nbsp;20208 | &nbsp;&nbsp;&nbsp;&nbsp;867976 |
| GAIL India, Ltd. | 353620 | &nbsp;&nbsp;&nbsp;&nbsp;414321 |
| Godrej Consumer Products, Ltd. (A) | &nbsp;&nbsp;60799 | &nbsp;&nbsp;&nbsp;&nbsp;662048 |
| Godrej Properties, Ltd. (A) | &nbsp;&nbsp;18524 | &nbsp;&nbsp;&nbsp;&nbsp;299552 |
| Grasim Industries, Ltd. | &nbsp;&nbsp;38939 | &nbsp;&nbsp;&nbsp;&nbsp;844486 |
| Havells India, Ltd. | &nbsp;&nbsp;36912 | &nbsp;&nbsp;&nbsp;&nbsp;573162 |
| HCL Technologies, Ltd. | 161054 | &nbsp;&nbsp;&nbsp;2237916 |
| HDFC Life Insurance Company, Ltd. (B) | 146500 | &nbsp;&nbsp;&nbsp;1065689 |
| Hero MotoCorp, Ltd. | &nbsp;&nbsp;16264 | &nbsp;&nbsp;&nbsp;&nbsp;571731 |
| Hindalco Industries, Ltd. | 201469 | &nbsp;&nbsp;&nbsp;1128124 |
| Hindustan Petroleum Corp., Ltd. | &nbsp;&nbsp;94206 | &nbsp;&nbsp;&nbsp;&nbsp;278370 |
| Hindustan Unilever, Ltd. | 122302 | &nbsp;&nbsp;&nbsp;4041476 |
| Housing Development Finance Corp., Ltd. | 256337 | &nbsp;&nbsp;&nbsp;8525230 |
| ICICI Bank, Ltd. | 765601 | &nbsp;&nbsp;&nbsp;8966490 |
| ICICI Lombard General Insurance Company, Ltd. (B) | &nbsp;&nbsp;37271 | &nbsp;&nbsp;&nbsp;&nbsp;556942 |
| ICICI Prudential Life Insurance Company, Ltd. (B) | &nbsp;&nbsp;56510 | &nbsp;&nbsp;&nbsp;&nbsp;331272 |
| Indian Oil Corp., Ltd. | 416046 | &nbsp;&nbsp;&nbsp;&nbsp;394707 |
| Indian Railway Catering & Tourism Corp., Ltd. | &nbsp;&nbsp;34930 | &nbsp;&nbsp;&nbsp;&nbsp;317498 |
| Indraprastha Gas, Ltd. | &nbsp;&nbsp;45627 | &nbsp;&nbsp;&nbsp;&nbsp;248661 |
| Indus Towers, Ltd. | 100070 | &nbsp;&nbsp;&nbsp;&nbsp;246885 |
| Info Edge India, Ltd. | &nbsp;&nbsp;10575 | &nbsp;&nbsp;&nbsp;&nbsp;523202 |
| Infosys, Ltd. | 499801 | 10184076 |
| InterGlobe Aviation, Ltd. (A)(B) | &nbsp;&nbsp;14298 | &nbsp;&nbsp;&nbsp;&nbsp;340975 |
| ITC, Ltd. | 441946 | &nbsp;&nbsp;&nbsp;1853002 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **India (continued)** |  |  |
| Jindal Steel & Power, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;60614 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403200 |
| JSW Steel, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;106232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976346 |
| Jubilant Foodworks, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;57993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394282 |
| Kotak Mahindra Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;83001 | &nbsp;&nbsp;&nbsp;&nbsp;1991558 |
| Larsen & Toubro Infotech, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;14919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896164 |
| Larsen & Toubro, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;102723 | &nbsp;&nbsp;&nbsp;&nbsp;2631129 |
| Lupin, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283614 |
| Mahindra & Mahindra, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;129466 | &nbsp;&nbsp;&nbsp;&nbsp;2086455 |
| Marico, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;74419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464717 |
| Maruti Suzuki India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17921 | &nbsp;&nbsp;&nbsp;&nbsp;1985030 |
| Mphasis, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311529 |
| MRF, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322231 |
| Muthoot Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232697 |
| Nestle India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4931 | &nbsp;&nbsp;&nbsp;&nbsp;1226106 |
| NTPC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;578349 | &nbsp;&nbsp;&nbsp;&nbsp;1226139 |
| Oil & Natural Gas Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;375198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656708 |
| Page Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527427 |
| Petronet LNG, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;106759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280071 |
| PI Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473314 |
| Pidilite Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757401 |
| Piramal Enterprises, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183565 |
| Piramal Pharma, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;72172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118889 |
| Power Grid Corp. of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;465009 | &nbsp;&nbsp;&nbsp;&nbsp;1280149 |
| Reliance Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;452012 | &nbsp;&nbsp;&nbsp;15214028 |
| Samvardhana Motherson International, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;276919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256089 |
| SBI Cards & Payment Services, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354809 |
| SBI Life Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;67885 | &nbsp;&nbsp;&nbsp;&nbsp;1076052 |
| Shree Cement, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464546 |
| Shriram Transport Finance Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474399 |
| Siemens, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354249 |
| SRF, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644158 |
| State Bank of India | &nbsp;&nbsp;&nbsp;&nbsp;267688 | &nbsp;&nbsp;&nbsp;&nbsp;1991309 |
| Sun Pharmaceutical Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;143765 | &nbsp;&nbsp;&nbsp;&nbsp;1866534 |
| Tata Consultancy Services, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;137187 | &nbsp;&nbsp;&nbsp;&nbsp;5778567 |
| Tata Consumer Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;81345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817357 |
| Tata Elxsi, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438252 |
| Tata Motors, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;246322 | &nbsp;&nbsp;&nbsp;&nbsp;1342628 |
| Tata Steel, Ltd. | &nbsp;&nbsp;1091101 | &nbsp;&nbsp;&nbsp;&nbsp;1459137 |
| Tech Mahindra, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;86949 | &nbsp;&nbsp;&nbsp;&nbsp;1162478 |
| The Tata Power Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;212762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590835 |
| Titan Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;52763 | &nbsp;&nbsp;&nbsp;&nbsp;1734424 |
| Torrent Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302907 |
| Trent, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481519 |
| UltraTech Cement, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14986 | &nbsp;&nbsp;&nbsp;&nbsp;1306622 |
| United Spirits, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;43530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499669 |
| UPL, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;72956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710901 |
| Vedanta, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;110387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417518 |
| Wipro, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;203888 | &nbsp;&nbsp;&nbsp;&nbsp;1034870 |
| Yes Bank, Ltd. (A) | &nbsp;&nbsp;1639729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346641 |
| Zomato, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;235401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193342 |
|  |  | 141505953 |
| **Indonesia - 0.6%** |  |  |
| Adaro Energy Indonesia Tbk PT | &nbsp;&nbsp;2678545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662863 |
| Adaro Minerals Indonesia Tbk PT (A) | &nbsp;&nbsp;1519800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158255 |
| Aneka Tambang Tbk | &nbsp;&nbsp;1547800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197120 |
| Astra International Tbk PT | &nbsp;&nbsp;3814408 | &nbsp;&nbsp;&nbsp;&nbsp;1475790 |
| Bank Central Asia Tbk PT | 10269150 | &nbsp;&nbsp;&nbsp;&nbsp;6100684 |
| Bank Jago Tbk PT (A) | &nbsp;&nbsp;&nbsp;&nbsp;767400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225323 |
| Bank Mandiri Persero Tbk PT | &nbsp;&nbsp;3485556 | &nbsp;&nbsp;&nbsp;&nbsp;2351223 |
| Bank Negara Indonesia Persero Tbk PT | &nbsp;&nbsp;1432953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907763 |
| Bank Rakyat Indonesia Persero Tbk PT | 12675010 | &nbsp;&nbsp;&nbsp;&nbsp;4032084 |
| Barito Pacific Tbk PT | &nbsp;&nbsp;5269800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265510 |
| Charoen Pokphand Indonesia Tbk PT | &nbsp;&nbsp;1372103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498023 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Indonesia (continued)** |  |  |
| Gudang Garam Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;93682 | $&nbsp;&nbsp;&nbsp;&nbsp;118799 |
| Indah Kiat Pulp & Paper Tbk PT | &nbsp;&nbsp;525500 | &nbsp;&nbsp;&nbsp;&nbsp;335912 |
| Indofood CBP Sukses Makmur Tbk PT | &nbsp;&nbsp;436400 | &nbsp;&nbsp;&nbsp;&nbsp;280174 |
| Indofood Sukses Makmur Tbk PT | &nbsp;&nbsp;846417 | &nbsp;&nbsp;&nbsp;&nbsp;347564 |
| Kalbe Farma Tbk PT | 3955910 | &nbsp;&nbsp;&nbsp;&nbsp;522177 |
| Merdeka Copper Gold Tbk PT (A) | 2226300 | &nbsp;&nbsp;&nbsp;&nbsp;592614 |
| Sarana Menara Nusantara Tbk PT | 4238300 | &nbsp;&nbsp;&nbsp;&nbsp;305484 |
| Semen Indonesia Persero Tbk PT | &nbsp;&nbsp;569792 | &nbsp;&nbsp;&nbsp;&nbsp;276547 |
| Sumber Alfaria Trijaya Tbk PT | 3093100 | &nbsp;&nbsp;&nbsp;&nbsp;609852 |
| Telkom Indonesia Persero Tbk PT | 9267860 | &nbsp;&nbsp;&nbsp;2390876 |
| Tower Bersama Infrastructure Tbk PT | 1429800 | &nbsp;&nbsp;&nbsp;&nbsp;211395 |
| Unilever Indonesia Tbk PT | 1417425 | &nbsp;&nbsp;&nbsp;&nbsp;433234 |
| United Tractors Tbk PT | &nbsp;&nbsp;312437 | &nbsp;&nbsp;&nbsp;&nbsp;614546 |
| Vale Indonesia Tbk PT (A) | &nbsp;&nbsp;454200 | &nbsp;&nbsp;&nbsp;&nbsp;215169 |
|  |  | 24128981 |
| **Ireland - 0.6%** |  |  |
| AerCap Holdings NV (A) | &nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;1056080 |
| CRH PLC | &nbsp;&nbsp;125457 | &nbsp;&nbsp;&nbsp;5043582 |
| DCC PLC | &nbsp;&nbsp;&nbsp;&nbsp;24558 | &nbsp;&nbsp;&nbsp;1307778 |
| Experian PLC | &nbsp;&nbsp;230724 | &nbsp;&nbsp;&nbsp;8163337 |
| Flutter Entertainment PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;27228 | &nbsp;&nbsp;&nbsp;4090308 |
| James Hardie Industries PLC, CHESS Depositary Interest | &nbsp;&nbsp;&nbsp;&nbsp;91971 | &nbsp;&nbsp;&nbsp;1846312 |
| Kerry Group PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;25996 | &nbsp;&nbsp;&nbsp;2471121 |
| Kingspan Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;25129 | &nbsp;&nbsp;&nbsp;1426477 |
| Smurfit Kappa Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;32176 | &nbsp;&nbsp;&nbsp;1168909 |
| Smurfit Kappa Group PLC (London Stock Exchange) | &nbsp;&nbsp;&nbsp;&nbsp;8098 | &nbsp;&nbsp;&nbsp;&nbsp;292665 |
|  |  | 26866569 |
| **Israel - 0.4%** |  |  |
| Azrieli Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6673 | &nbsp;&nbsp;&nbsp;&nbsp;478736 |
| Bank Hapoalim BM | &nbsp;&nbsp;199871 | &nbsp;&nbsp;&nbsp;1943281 |
| Bank Leumi Le-Israel BM | &nbsp;&nbsp;243623 | &nbsp;&nbsp;&nbsp;2233293 |
| Check Point Software Technologies, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;2165129 |
| CyberArk Software, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;939141 |
| Elbit Systems, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4188 | &nbsp;&nbsp;&nbsp;&nbsp;735255 |
| ICL Group, Ltd. | &nbsp;&nbsp;110588 | &nbsp;&nbsp;&nbsp;&nbsp;927785 |
| Israel Discount Bank, Ltd., Class A | &nbsp;&nbsp;195259 | &nbsp;&nbsp;&nbsp;1169299 |
| Kornit Digital, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;205120 |
| Mizrahi Tefahot Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24115 | &nbsp;&nbsp;&nbsp;&nbsp;895995 |
| Nice, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9944 | &nbsp;&nbsp;&nbsp;1926541 |
| Teva Pharmaceutical Industries, Ltd., ADR (A) | &nbsp;&nbsp;175036 | &nbsp;&nbsp;&nbsp;1535066 |
| Tower Semiconductor, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;17203 | &nbsp;&nbsp;&nbsp;&nbsp;767753 |
| Wix.com, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;814410 |
| ZIM Integrated Shipping Services, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;281668 |
|  |  | 17018472 |
| **Italy - 0.9%** |  |  |
| Amplifon SpA | &nbsp;&nbsp;&nbsp;&nbsp;15761 | &nbsp;&nbsp;&nbsp;&nbsp;446465 |
| Assicurazioni Generali SpA | &nbsp;&nbsp;146650 | &nbsp;&nbsp;&nbsp;2601494 |
| Atlantia SpA | &nbsp;&nbsp;&nbsp;&nbsp;61802 | &nbsp;&nbsp;&nbsp;1476246 |
| Davide Campari-Milano NV | &nbsp;&nbsp;&nbsp;&nbsp;64600 | &nbsp;&nbsp;&nbsp;&nbsp;680842 |
| DiaSorin SpA | &nbsp;&nbsp;&nbsp;&nbsp;3163 | &nbsp;&nbsp;&nbsp;&nbsp;421969 |
| Enel SpA | 1022782 | &nbsp;&nbsp;&nbsp;5517713 |
| Eni SpA | &nbsp;&nbsp;316858 | &nbsp;&nbsp;&nbsp;4724372 |
| Ferrari NV | &nbsp;&nbsp;&nbsp;&nbsp;15821 | &nbsp;&nbsp;&nbsp;3531292 |
| FinecoBank Banca Fineco SpA | &nbsp;&nbsp;&nbsp;&nbsp;74349 | &nbsp;&nbsp;&nbsp;1207560 |
| Infrastrutture Wireless Italiane SpA (B) | &nbsp;&nbsp;&nbsp;&nbsp;40174 | &nbsp;&nbsp;&nbsp;&nbsp;400688 |
| Intesa Sanpaolo SpA | 2073597 | &nbsp;&nbsp;&nbsp;4603950 |
| Mediobanca Banca di Credito Finanziario SpA | &nbsp;&nbsp;&nbsp;&nbsp;75650 | &nbsp;&nbsp;&nbsp;&nbsp;731074 |
| Moncler SpA | &nbsp;&nbsp;&nbsp;&nbsp;25854 | &nbsp;&nbsp;&nbsp;1347620 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Italy (continued)** |  |  |
| Nexi SpA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;65621 | $&nbsp;&nbsp;&nbsp;&nbsp;582111 |
| Poste Italiane SpA (B) | &nbsp;&nbsp;&nbsp;&nbsp;68687 | &nbsp;&nbsp;&nbsp;&nbsp;675995 |
| Prysmian SpA | &nbsp;&nbsp;&nbsp;&nbsp;31895 | &nbsp;&nbsp;&nbsp;1124010 |
| Recordati Industria Chimica e Farmaceutica SpA | &nbsp;&nbsp;&nbsp;&nbsp;12823 | &nbsp;&nbsp;&nbsp;&nbsp;548704 |
| Snam SpA | &nbsp;&nbsp;242502 | &nbsp;&nbsp;&nbsp;1237908 |
| Telecom Italia SpA (A) | 1223837 | &nbsp;&nbsp;&nbsp;&nbsp;267008 |
| Terna - Rete Elettrica Nazionale | &nbsp;&nbsp;172666 | &nbsp;&nbsp;&nbsp;1322618 |
| UniCredit SpA | &nbsp;&nbsp;264930 | &nbsp;&nbsp;&nbsp;3618410 |
|  |  | 37068049 |
| **Japan - 9.9%** |  |  |
| Advantest Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24600 | &nbsp;&nbsp;&nbsp;1674342 |
| Aeon Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;83700 | &nbsp;&nbsp;&nbsp;1727376 |
| AGC, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25284 | &nbsp;&nbsp;&nbsp;&nbsp;853868 |
| Aisin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp;526390 |
| Ajinomoto Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60300 | &nbsp;&nbsp;&nbsp;1909272 |
| ANA Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;430637 |
| Asahi Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;59261 | &nbsp;&nbsp;&nbsp;1900612 |
| Asahi Intecc Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28200 | &nbsp;&nbsp;&nbsp;&nbsp;504804 |
| Asahi Kasei Corp. | &nbsp;&nbsp;163300 | &nbsp;&nbsp;&nbsp;1213701 |
| Astellas Pharma, Inc. | &nbsp;&nbsp;241200 | &nbsp;&nbsp;&nbsp;3740923 |
| Azbil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;455455 |
| Bandai Namco Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25800 | &nbsp;&nbsp;&nbsp;1709519 |
| Bridgestone Corp. | &nbsp;&nbsp;&nbsp;&nbsp;73600 | &nbsp;&nbsp;&nbsp;2776224 |
| Brother Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30300 | &nbsp;&nbsp;&nbsp;&nbsp;492108 |
| Canon, Inc. | &nbsp;&nbsp;129496 | &nbsp;&nbsp;&nbsp;3026933 |
| Capcom Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;682563 |
| Central Japan Railway Company | &nbsp;&nbsp;&nbsp;&nbsp;18488 | &nbsp;&nbsp;&nbsp;2240808 |
| Chubu Electric Power Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80500 | &nbsp;&nbsp;&nbsp;&nbsp;754710 |
| Chugai Pharmaceutical Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;87000 | &nbsp;&nbsp;&nbsp;2316863 |
| Concordia Financial Group, Ltd. | &nbsp;&nbsp;141200 | &nbsp;&nbsp;&nbsp;&nbsp;490821 |
| CyberAgent, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54800 | &nbsp;&nbsp;&nbsp;&nbsp;498811 |
| Dai Nippon Printing Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28700 | &nbsp;&nbsp;&nbsp;&nbsp;594424 |
| Daifuku Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;&nbsp;681988 |
| Dai-ichi Life Holdings, Inc. | &nbsp;&nbsp;133600 | &nbsp;&nbsp;&nbsp;2478038 |
| Daiichi Sankyo Company, Ltd. | &nbsp;&nbsp;227000 | &nbsp;&nbsp;&nbsp;7518368 |
| Daikin Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;5326948 |
| Daito Trust Construction Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;892678 |
| Daiwa House Industry Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;77800 | &nbsp;&nbsp;&nbsp;1791659 |
| Daiwa House REIT Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;605385 |
| Daiwa Securities Group, Inc. | &nbsp;&nbsp;180718 | &nbsp;&nbsp;&nbsp;&nbsp;801847 |
| Denso Corp. | &nbsp;&nbsp;&nbsp;&nbsp;56116 | &nbsp;&nbsp;&nbsp;3096507 |
| Dentsu Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27844 | &nbsp;&nbsp;&nbsp;&nbsp;901663 |
| Disco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;1112063 |
| East Japan Railway Company | &nbsp;&nbsp;&nbsp;&nbsp;38800 | &nbsp;&nbsp;&nbsp;2199803 |
| Eisai Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32554 | &nbsp;&nbsp;&nbsp;2224026 |
| ENEOS Holdings, Inc. | &nbsp;&nbsp;393250 | &nbsp;&nbsp;&nbsp;1327135 |
| FANUC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;3743989 |
| Fast Retailing Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;4519261 |
| Fuji Electric Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;683679 |
| FUJIFILM Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46615 | &nbsp;&nbsp;&nbsp;2507523 |
| Fujitsu, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;3446635 |
| GLP J-REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;595571 |
| GMO Payment Gateway, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;497966 |
| Hakuhodo DY Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29600 | &nbsp;&nbsp;&nbsp;&nbsp;289628 |
| Hamamatsu Photonics KK | &nbsp;&nbsp;&nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;945199 |
| Hankyu Hanshin Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28800 | &nbsp;&nbsp;&nbsp;&nbsp;901835 |
| Hikari Tsushin, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;378945 |
| Hirose Electric Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;512598 |
| Hitachi Construction Machinery Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;333285 |
| Hitachi Metals, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;25700 | &nbsp;&nbsp;&nbsp;&nbsp;405172 |
| Hitachi, Ltd. | &nbsp;&nbsp;125400 | &nbsp;&nbsp;&nbsp;6706325 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Japan (continued)** |  |  |
| Honda Motor Company, Ltd. | &nbsp;&nbsp;211527 | $&nbsp;&nbsp;&nbsp;5155252 |
| Hoshizaki Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;468358 |
| Hoya Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47900 | &nbsp;&nbsp;&nbsp;4956698 |
| Hulic Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;48100 | &nbsp;&nbsp;&nbsp;&nbsp;406180 |
| Ibiden Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;595034 |
| Idemitsu Kosan Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26225 | &nbsp;&nbsp;&nbsp;&nbsp;615858 |
| Iida Group Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;312871 |
| Inpex Corp. | &nbsp;&nbsp;134500 | &nbsp;&nbsp;&nbsp;1482140 |
| Isuzu Motors, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;75500 | &nbsp;&nbsp;&nbsp;&nbsp;989281 |
| Ito En, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;259308 |
| ITOCHU Corp. | &nbsp;&nbsp;154137 | &nbsp;&nbsp;&nbsp;4840993 |
| Itochu Techno-Solutions Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;290492 |
| Japan Airlines Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;363803 |
| Japan Exchange Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66198 | &nbsp;&nbsp;&nbsp;&nbsp;958491 |
| Japan Metropolitan Fund Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;705120 |
| Japan Post Bank Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;50100 | &nbsp;&nbsp;&nbsp;&nbsp;382963 |
| Japan Post Holdings Company, Ltd. | &nbsp;&nbsp;324700 | &nbsp;&nbsp;&nbsp;2545056 |
| Japan Post Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;473977 |
| Japan Real Estate Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;686761 |
| Japan Tobacco, Inc. | &nbsp;&nbsp;156100 | &nbsp;&nbsp;&nbsp;3193712 |
| JFE Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64800 | &nbsp;&nbsp;&nbsp;&nbsp;722924 |
| JSR Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23600 | &nbsp;&nbsp;&nbsp;&nbsp;500878 |
| Kajima Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55400 | &nbsp;&nbsp;&nbsp;&nbsp;626871 |
| Kakaku.com, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;309154 |
| Kao Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61600 | &nbsp;&nbsp;&nbsp;2465386 |
| KDDI Corp. | &nbsp;&nbsp;208967 | &nbsp;&nbsp;&nbsp;6215635 |
| Keio Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12920 | &nbsp;&nbsp;&nbsp;&nbsp;484018 |
| Keisei Electric Railway Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17435 | &nbsp;&nbsp;&nbsp;&nbsp;499486 |
| Keyence Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25206 | 10665465 |
| Kikkoman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;1064816 |
| Kintetsu Group Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp;772010 |
| Kirin Holdings Company, Ltd. | &nbsp;&nbsp;106527 | &nbsp;&nbsp;&nbsp;1681593 |
| Kobayashi Pharmaceutical Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;423067 |
| Kobe Bussan Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19300 | &nbsp;&nbsp;&nbsp;&nbsp;507725 |
| Koei Tecmo Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14340 | &nbsp;&nbsp;&nbsp;&nbsp;250206 |
| Koito Manufacturing Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26752 | &nbsp;&nbsp;&nbsp;&nbsp;427070 |
| Komatsu, Ltd. | &nbsp;&nbsp;120300 | &nbsp;&nbsp;&nbsp;2794873 |
| Konami Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;569780 |
| Kose Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;459236 |
| Kubota Corp. | &nbsp;&nbsp;132700 | &nbsp;&nbsp;&nbsp;1973073 |
| Kurita Water Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13389 | &nbsp;&nbsp;&nbsp;&nbsp;600414 |
| Kyocera Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41600 | &nbsp;&nbsp;&nbsp;2125037 |
| Kyowa Kirin Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34528 | &nbsp;&nbsp;&nbsp;&nbsp;802128 |
| Lasertec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;1847320 |
| Lixil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38300 | &nbsp;&nbsp;&nbsp;&nbsp;594682 |
| M3, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57200 | &nbsp;&nbsp;&nbsp;1793951 |
| Makita Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;668031 |
| Marubeni Corp. | &nbsp;&nbsp;202800 | &nbsp;&nbsp;&nbsp;2294151 |
| Mazda Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;73680 | &nbsp;&nbsp;&nbsp;&nbsp;585789 |
| McDonald's Holdings Company Japan, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;385195 |
| MEIJI Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;705601 |
| MINEBEA MITSUMI, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47300 | &nbsp;&nbsp;&nbsp;&nbsp;785344 |
| MISUMI Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36800 | &nbsp;&nbsp;&nbsp;&nbsp;914754 |
| Mitsubishi Chemical Group Corp. | &nbsp;&nbsp;165750 | &nbsp;&nbsp;&nbsp;&nbsp;885037 |
| Mitsubishi Corp. | &nbsp;&nbsp;163800 | &nbsp;&nbsp;&nbsp;5516647 |
| Mitsubishi Electric Corp. | &nbsp;&nbsp;251118 | &nbsp;&nbsp;&nbsp;2516650 |
| Mitsubishi Estate Company, Ltd. | &nbsp;&nbsp;153000 | &nbsp;&nbsp;&nbsp;2160446 |
| Mitsubishi HC Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83400 | &nbsp;&nbsp;&nbsp;&nbsp;397902 |
| Mitsubishi Heavy Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;41740 | &nbsp;&nbsp;&nbsp;1661370 |
| Mitsubishi UFJ Financial Group, Inc. | 1540400 | &nbsp;&nbsp;&nbsp;8400640 |
| Mitsui & Company, Ltd. | &nbsp;&nbsp;180800 | &nbsp;&nbsp;&nbsp;5247489 |
| Mitsui Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24400 | &nbsp;&nbsp;&nbsp;&nbsp;555394 |
| Mitsui Fudosan Company, Ltd. | &nbsp;&nbsp;118004 | &nbsp;&nbsp;&nbsp;2392305 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Japan (continued)** |  |  |
| Mitsui OSK Lines, Ltd. | &nbsp;&nbsp;44900 | $1112099 |
| Mizuho Financial Group, Inc. | 311160 | 3883540 |
| MonotaRO Company, Ltd. | &nbsp;&nbsp;32200 | &nbsp;&nbsp;&nbsp;&nbsp;557069 |
| MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;59668 | 1771024 |
| Murata Manufacturing Company, Ltd. | &nbsp;&nbsp;74397 | 4080920 |
| NEC Corp. | &nbsp;&nbsp;31700 | 1128538 |
| Nexon Company, Ltd. | &nbsp;&nbsp;64000 | 1356304 |
| NGK Insulators, Ltd. | &nbsp;&nbsp;31400 | &nbsp;&nbsp;&nbsp;&nbsp;416764 |
| Nidec Corp. | &nbsp;&nbsp;58000 | 3652410 |
| Nihon M&A Center Holdings, Inc. | &nbsp;&nbsp;39300 | &nbsp;&nbsp;&nbsp;&nbsp;538043 |
| Nintendo Company, Ltd. | 142390 | 6105267 |
| Nippon Building Fund, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;900255 |
| Nippon Express Holdings, Inc. | &nbsp;&nbsp;&nbsp;9980 | &nbsp;&nbsp;&nbsp;&nbsp;591176 |
| Nippon Paint Holdings Company, Ltd. | 107300 | &nbsp;&nbsp;&nbsp;&nbsp;888632 |
| Nippon Prologis REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;654251 |
| Nippon Sanso Holdings Corp. | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;367704 |
| Nippon Shinyaku Company, Ltd. | &nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;373742 |
| Nippon Steel Corp. | 105478 | 1689895 |
| Nippon Telegraph & Telephone Corp. | 154500 | 4284132 |
| Nippon Yusen KK | &nbsp;&nbsp;63300 | 1409023 |
| Nissan Chemical Corp. | &nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;829050 |
| Nissan Motor Company, Ltd. | 301425 | 1087538 |
| Nisshin Seifun Group, Inc. | &nbsp;&nbsp;24700 | &nbsp;&nbsp;&nbsp;&nbsp;291168 |
| Nissin Foods Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;7917 | &nbsp;&nbsp;&nbsp;&nbsp;603315 |
| Nitori Holdings Company, Ltd. | &nbsp;&nbsp;10400 | 1191399 |
| Nitto Denko Corp. | &nbsp;&nbsp;18444 | 1165309 |
| Nomura Holdings, Inc. | 387300 | 1413476 |
| Nomura Real Estate Holdings, Inc. | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;363336 |
| Nomura Real Estate Master Fund, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp;663321 |
| Nomura Research Institute, Ltd. | &nbsp;&nbsp;43200 | &nbsp;&nbsp;&nbsp;&nbsp;957258 |
| NTT Data Corp. | &nbsp;&nbsp;81400 | 1259298 |
| Obayashi Corp. | &nbsp;&nbsp;84500 | &nbsp;&nbsp;&nbsp;&nbsp;631728 |
| Obic Company, Ltd. | &nbsp;&nbsp;&nbsp;8900 | 1424417 |
| Odakyu Electric Railway Company, Ltd. | &nbsp;&nbsp;36600 | &nbsp;&nbsp;&nbsp;&nbsp;483135 |
| Oji Holdings Corp. | 104100 | &nbsp;&nbsp;&nbsp;&nbsp;401199 |
| Olympus Corp. | 159824 | 3301773 |
| Omron Corp. | &nbsp;&nbsp;24067 | 1251755 |
| Ono Pharmaceutical Company, Ltd. | &nbsp;&nbsp;48100 | 1232714 |
| Open House Group Company, Ltd. | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;449510 |
| Oracle Corp. | &nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;284267 |
| Oriental Land Company, Ltd. | &nbsp;&nbsp;25900 | 3743858 |
| ORIX Corp. | 157000 | 2543740 |
| Osaka Gas Company, Ltd. | &nbsp;&nbsp;47700 | &nbsp;&nbsp;&nbsp;&nbsp;737276 |
| Otsuka Corp. | &nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;488041 |
| Otsuka Holdings Company, Ltd. | &nbsp;&nbsp;50500 | 1730601 |
| Pan Pacific International Holdings Corp. | &nbsp;&nbsp;49100 | &nbsp;&nbsp;&nbsp;&nbsp;857283 |
| Panasonic Holdings Corp. | 286820 | 2678230 |
| Persol Holdings Company, Ltd. | &nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;534640 |
| Rakuten Group, Inc. | 110242 | &nbsp;&nbsp;&nbsp;&nbsp;529665 |
| Recruit Holdings Company, Ltd. | 186800 | 6043963 |
| Renesas Electronics Corp. (A) | 152200 | 1492733 |
| Resona Holdings, Inc. | 281200 | 1353315 |
| Ricoh Company, Ltd. | &nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp;587816 |
| Rohm Company, Ltd. | &nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;923121 |
| SBI Holdings, Inc. | &nbsp;&nbsp;33264 | &nbsp;&nbsp;&nbsp;&nbsp;638146 |
| SCSK Corp. | &nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp;310948 |
| Secom Company, Ltd. | &nbsp;&nbsp;27094 | 1675089 |
| Seiko Epson Corp. | &nbsp;&nbsp;35969 | &nbsp;&nbsp;&nbsp;&nbsp;566020 |
| Sekisui Chemical Company, Ltd. | &nbsp;&nbsp;48600 | &nbsp;&nbsp;&nbsp;&nbsp;687365 |
| Sekisui House, Ltd. | &nbsp;&nbsp;79900 | 1496022 |
| Seven & i Holdings Company, Ltd. | &nbsp;&nbsp;97546 | 3969054 |
| SG Holdings Company, Ltd. | &nbsp;&nbsp;36700 | &nbsp;&nbsp;&nbsp;&nbsp;572237 |
| Sharp Corp. | &nbsp;&nbsp;31340 | &nbsp;&nbsp;&nbsp;&nbsp;223187 |
| Shimadzu Corp. | &nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;934330 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Japan (continued)** |  |  |
| Shimano, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9500 | $&nbsp;&nbsp;&nbsp;&nbsp;1640994 |
| Shimizu Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381181 |
| Shin-Etsu Chemical Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;48637 | &nbsp;&nbsp;&nbsp;&nbsp;6293883 |
| Shionogi & Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34463 | &nbsp;&nbsp;&nbsp;&nbsp;1733529 |
| Shiseido Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;51900 | &nbsp;&nbsp;&nbsp;&nbsp;2216648 |
| Shizuoka Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400051 |
| SMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7396 | &nbsp;&nbsp;&nbsp;&nbsp;3374875 |
| SoftBank Corp. | &nbsp;&nbsp;369700 | &nbsp;&nbsp;&nbsp;&nbsp;4022207 |
| SoftBank Group Corp. | &nbsp;&nbsp;156252 | &nbsp;&nbsp;&nbsp;&nbsp;6846732 |
| Sompo Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41660 | &nbsp;&nbsp;&nbsp;&nbsp;1837580 |
| Sony Group Corp. | &nbsp;&nbsp;163400 | &nbsp;&nbsp;&nbsp;13536084 |
| Square Enix Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496699 |
| Subaru Corp. | &nbsp;&nbsp;&nbsp;&nbsp;79700 | &nbsp;&nbsp;&nbsp;&nbsp;1365091 |
| SUMCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;45700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683742 |
| Sumitomo Chemical Company, Ltd. | &nbsp;&nbsp;194500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709115 |
| Sumitomo Corp. | &nbsp;&nbsp;147355 | &nbsp;&nbsp;&nbsp;&nbsp;2415777 |
| Sumitomo Electric Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;93100 | &nbsp;&nbsp;&nbsp;&nbsp;1093297 |
| Sumitomo Metal Mining Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32200 | &nbsp;&nbsp;&nbsp;&nbsp;1086062 |
| Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;168079 | &nbsp;&nbsp;&nbsp;&nbsp;5704726 |
| Sumitomo Mitsui Trust Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43638 | &nbsp;&nbsp;&nbsp;&nbsp;1399501 |
| Sumitomo Realty & Development Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39983 | &nbsp;&nbsp;&nbsp;&nbsp;1088871 |
| Suntory Beverage & Food, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606585 |
| Suzuki Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47700 | &nbsp;&nbsp;&nbsp;&nbsp;1720728 |
| Sysmex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;1333163 |
| T&D Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;72600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882622 |
| Taisei Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759979 |
| Takeda Pharmaceutical Company, Ltd. | &nbsp;&nbsp;194624 | &nbsp;&nbsp;&nbsp;&nbsp;5722575 |
| TDK Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50600 | &nbsp;&nbsp;&nbsp;&nbsp;1823896 |
| Terumo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;83746 | &nbsp;&nbsp;&nbsp;&nbsp;2488904 |
| The Chiba Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413303 |
| The Kansai Electric Power Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;88300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749490 |
| TIS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826712 |
| Tobu Railway Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557668 |
| Toho Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546425 |
| Tokio Marine Holdings, Inc. | &nbsp;&nbsp;248142 | &nbsp;&nbsp;&nbsp;&nbsp;5118866 |
| Tokyo Electric Power Company Holdings, Inc. (A) | &nbsp;&nbsp;198200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723059 |
| Tokyo Electron, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19415 | &nbsp;&nbsp;&nbsp;&nbsp;6588898 |
| Tokyo Gas Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;50900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936306 |
| Tokyu Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858130 |
| Toppan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534262 |
| Toray Industries, Inc. | &nbsp;&nbsp;180500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971798 |
| Toshiba Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50400 | &nbsp;&nbsp;&nbsp;&nbsp;1718903 |
| Tosoh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410807 |
| TOTO, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642073 |
| Toyota Industries Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19029 | &nbsp;&nbsp;&nbsp;&nbsp;1091642 |
| Toyota Motor Corp. | 1372800 | &nbsp;&nbsp;&nbsp;20209963 |
| Toyota Tsusho Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27793 | &nbsp;&nbsp;&nbsp;&nbsp;1072889 |
| Trend Micro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858077 |
| Unicharm Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52288 | &nbsp;&nbsp;&nbsp;&nbsp;1944832 |
| USS Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470588 |
| Welcia Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258070 |
| West Japan Railway Company | &nbsp;&nbsp;&nbsp;&nbsp;28100 | &nbsp;&nbsp;&nbsp;&nbsp;1197051 |
| Yakult Honsha Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp;1046659 |
| Yamaha Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720700 |
| Yamaha Motor Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979446 |
| Yamato Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;37200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624618 |
| Yaskawa Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31300 | &nbsp;&nbsp;&nbsp;&nbsp;1030098 |
| Yokogawa Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560133 |
| Z Holdings Corp. | &nbsp;&nbsp;344807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948890 |
| ZOZO, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406471 |
|  |  | 413923132 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Jordan - 0.0%** |  |  |
| Hikma Pharmaceuticals PLC | &nbsp;&nbsp;&nbsp;&nbsp;43479 | $&nbsp;&nbsp;&nbsp;&nbsp;796811 |
| **Luxembourg - 0.2%** |  |  |
| ArcelorMittal SA | &nbsp;&nbsp;112466 | &nbsp;&nbsp;&nbsp;3083731 |
| Aroundtown SA | &nbsp;&nbsp;156802 | &nbsp;&nbsp;&nbsp;&nbsp;380085 |
| Eurofins Scientific SE | &nbsp;&nbsp;&nbsp;&nbsp;24681 | &nbsp;&nbsp;&nbsp;1713258 |
| Reinet Investments SCA | &nbsp;&nbsp;&nbsp;&nbsp;24182 | &nbsp;&nbsp;&nbsp;&nbsp;431650 |
| Tenaris SA | &nbsp;&nbsp;&nbsp;&nbsp;59416 | &nbsp;&nbsp;&nbsp;1031426 |
|  |  | &nbsp;&nbsp;&nbsp;6640150 |
| **Macau - 0.0%** |  |  |
| Sands China, Ltd. (A) | &nbsp;&nbsp;397252 | &nbsp;&nbsp;&nbsp;1086072 |
| **Malaysia - 0.7%** |  |  |
| AMMB Holdings BHD | &nbsp;&nbsp;541900 | &nbsp;&nbsp;&nbsp;&nbsp;510107 |
| Axiata Group BHD | &nbsp;&nbsp;810200 | &nbsp;&nbsp;&nbsp;&nbsp;595224 |
| CIMB Group Holdings BHD | 1977400 | &nbsp;&nbsp;&nbsp;2586427 |
| Dialog Group BHD | 1079300 | &nbsp;&nbsp;&nbsp;&nbsp;554388 |
| DiGi.Com BHD | &nbsp;&nbsp;908100 | &nbsp;&nbsp;&nbsp;&nbsp;819874 |
| Genting BHD | &nbsp;&nbsp;634400 | &nbsp;&nbsp;&nbsp;&nbsp;635095 |
| Genting Malaysia BHD | &nbsp;&nbsp;871800 | &nbsp;&nbsp;&nbsp;&nbsp;525946 |
| HAP Seng Consolidated BHD | &nbsp;&nbsp;184300 | &nbsp;&nbsp;&nbsp;&nbsp;275564 |
| Hartalega Holdings BHD | &nbsp;&nbsp;515500 | &nbsp;&nbsp;&nbsp;&nbsp;201654 |
| Hong Leong Bank BHD | &nbsp;&nbsp;194600 | &nbsp;&nbsp;&nbsp;&nbsp;914580 |
| Hong Leong Financial Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;66900 | &nbsp;&nbsp;&nbsp;&nbsp;279162 |
| IHH Healthcare BHD | &nbsp;&nbsp;523000 | &nbsp;&nbsp;&nbsp;&nbsp;684155 |
| Inari Amertron BHD | &nbsp;&nbsp;831700 | &nbsp;&nbsp;&nbsp;&nbsp;505360 |
| IOI Corp. BHD | &nbsp;&nbsp;747100 | &nbsp;&nbsp;&nbsp;&nbsp;643966 |
| Kuala Lumpur Kepong BHD | &nbsp;&nbsp;129000 | &nbsp;&nbsp;&nbsp;&nbsp;607224 |
| Malayan Banking BHD | 1408300 | &nbsp;&nbsp;&nbsp;2737310 |
| Malaysia Airports Holdings BHD (A) | &nbsp;&nbsp;185700 | &nbsp;&nbsp;&nbsp;&nbsp;269318 |
| Maxis BHD | &nbsp;&nbsp;697300 | &nbsp;&nbsp;&nbsp;&nbsp;604317 |
| MISC BHD | &nbsp;&nbsp;392400 | &nbsp;&nbsp;&nbsp;&nbsp;637332 |
| Mr. D.I.Y Group M BHD (B) | &nbsp;&nbsp;686600 | &nbsp;&nbsp;&nbsp;&nbsp;325385 |
| Nestle Malaysia BHD | &nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp;596840 |
| Petronas Chemicals Group BHD | &nbsp;&nbsp;716300 | &nbsp;&nbsp;&nbsp;1380354 |
| Petronas Dagangan BHD | &nbsp;&nbsp;&nbsp;&nbsp;84400 | &nbsp;&nbsp;&nbsp;&nbsp;452292 |
| Petronas Gas BHD | &nbsp;&nbsp;228500 | &nbsp;&nbsp;&nbsp;&nbsp;864286 |
| PPB Group BHD | &nbsp;&nbsp;190300 | &nbsp;&nbsp;&nbsp;&nbsp;737620 |
| Press Metal Aluminium Holdings BHD | 1072100 | &nbsp;&nbsp;&nbsp;1177953 |
| Public Bank BHD | 4323700 | &nbsp;&nbsp;&nbsp;4384965 |
| QL Resources BHD | &nbsp;&nbsp;320050 | &nbsp;&nbsp;&nbsp;&nbsp;400671 |
| RHB Bank BHD | &nbsp;&nbsp;429700 | &nbsp;&nbsp;&nbsp;&nbsp;544320 |
| Sime Darby BHD | &nbsp;&nbsp;821600 | &nbsp;&nbsp;&nbsp;&nbsp;398566 |
| Sime Darby Plantation BHD | &nbsp;&nbsp;620100 | &nbsp;&nbsp;&nbsp;&nbsp;594799 |
| Telekom Malaysia BHD | &nbsp;&nbsp;332400 | &nbsp;&nbsp;&nbsp;&nbsp;420157 |
| Tenaga Nasional BHD | &nbsp;&nbsp;767300 | &nbsp;&nbsp;&nbsp;1627453 |
| Top Glove Corp. BHD | 1587900 | &nbsp;&nbsp;&nbsp;&nbsp;312580 |
|  |  | 28805244 |
| **Malta - 0.0%** |  |  |
| BGP Holdings PLC (A)(C) | &nbsp;&nbsp;181302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Mexico - 0.8%** |  |  |
| Alfa SAB de CV, Class A | &nbsp;&nbsp;593100 | &nbsp;&nbsp;&nbsp;&nbsp;414992 |
| America Movil SAB de CV, Series L | 5699800 | &nbsp;&nbsp;&nbsp;5539092 |
| Arca Continental SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;89542 | &nbsp;&nbsp;&nbsp;&nbsp;745333 |
| Cemex SAB de CV, Series CPO (A) | 3073736 | &nbsp;&nbsp;&nbsp;1405118 |
| Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;107368 | &nbsp;&nbsp;&nbsp;&nbsp;733780 |
| Fibra Uno Administracion SA de CV | &nbsp;&nbsp;643600 | &nbsp;&nbsp;&nbsp;&nbsp;796244 |
| Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;393186 | &nbsp;&nbsp;&nbsp;3137907 |
| Gruma SAB de CV, Class B | &nbsp;&nbsp;&nbsp;&nbsp;42183 | &nbsp;&nbsp;&nbsp;&nbsp;522226 |
| Grupo Aeroportuario del Pacifico SAB de CV, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;73500 | &nbsp;&nbsp;&nbsp;1193851 |
| Grupo Aeroportuario del Sureste SAB de CV, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;39470 | &nbsp;&nbsp;&nbsp;&nbsp;978874 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Mexico (continued)** |  |  |
| Grupo Bimbo SAB de CV, Series A | &nbsp;&nbsp;271400 | $&nbsp;&nbsp;&nbsp;1151628 |
| Grupo Carso SAB de CV, Series A1 | &nbsp;&nbsp;&nbsp;&nbsp;90400 | &nbsp;&nbsp;&nbsp;&nbsp;393995 |
| Grupo Financiero Banorte SAB de CV, Series O | &nbsp;&nbsp;523350 | &nbsp;&nbsp;&nbsp;4200308 |
| Grupo Financiero Inbursa SAB de CV, Series O (A) | &nbsp;&nbsp;438800 | &nbsp;&nbsp;&nbsp;&nbsp;827384 |
| Grupo Mexico SAB de CV, Series B | &nbsp;&nbsp;626400 | &nbsp;&nbsp;&nbsp;2548585 |
| Grupo Televisa SAB, Series CPO | &nbsp;&nbsp;490297 | &nbsp;&nbsp;&nbsp;&nbsp;540003 |
| Industrias Penoles SAB de CV (A) | &nbsp;&nbsp;&nbsp;&nbsp;26050 | &nbsp;&nbsp;&nbsp;&nbsp;347153 |
| Kimberly-Clark de Mexico SAB de CV, Class A | &nbsp;&nbsp;306635 | &nbsp;&nbsp;&nbsp;&nbsp;521759 |
| Operadora de Sites Mexicanos SAB de CV, Class A1 | &nbsp;&nbsp;254600 | &nbsp;&nbsp;&nbsp;&nbsp;282654 |
| Orbia Advance Corp. SAB de CV | &nbsp;&nbsp;205215 | &nbsp;&nbsp;&nbsp;&nbsp;402049 |
| Promotora y Operadora de Infraestructura SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;46735 | &nbsp;&nbsp;&nbsp;&nbsp;414351 |
| Sitios Latinoamerica SAB de CV (A) | &nbsp;&nbsp;284990 | &nbsp;&nbsp;&nbsp;&nbsp;127030 |
| Wal-Mart de Mexico SAB de CV | 1055500 | &nbsp;&nbsp;&nbsp;4171342 |
|  |  | 31395658 |
| **Netherlands - 2.1%** |  |  |
| ABN AMRO Bank NV (B) | &nbsp;&nbsp;&nbsp;&nbsp;52628 | &nbsp;&nbsp;&nbsp;&nbsp;678689 |
| Adyen NV (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;2724 | &nbsp;&nbsp;&nbsp;4291187 |
| Aegon NV | &nbsp;&nbsp;245147 | &nbsp;&nbsp;&nbsp;1201831 |
| Akzo Nobel NV | &nbsp;&nbsp;&nbsp;&nbsp;22822 | &nbsp;&nbsp;&nbsp;1642042 |
| Argenx SE (A) | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;1712034 |
| ASM International NV | &nbsp;&nbsp;&nbsp;&nbsp;5898 | &nbsp;&nbsp;&nbsp;1635468 |
| ASML Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;51098 | 31196490 |
| Euronext NV (B) | &nbsp;&nbsp;&nbsp;&nbsp;15890 | &nbsp;&nbsp;&nbsp;1215569 |
| EXOR NV (A) | &nbsp;&nbsp;&nbsp;&nbsp;13817 | &nbsp;&nbsp;&nbsp;1084639 |
| Heineken Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;12428 | &nbsp;&nbsp;&nbsp;&nbsp;940904 |
| Heineken NV | &nbsp;&nbsp;&nbsp;&nbsp;32599 | &nbsp;&nbsp;&nbsp;3019132 |
| IMCD NV | &nbsp;&nbsp;&nbsp;&nbsp;7091 | &nbsp;&nbsp;&nbsp;1048794 |
| ING Groep NV | &nbsp;&nbsp;487242 | &nbsp;&nbsp;&nbsp;5908724 |
| JDE Peet's NV | &nbsp;&nbsp;&nbsp;&nbsp;12266 | &nbsp;&nbsp;&nbsp;&nbsp;379967 |
| Just Eat Takeaway.com NV (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;22949 | &nbsp;&nbsp;&nbsp;&nbsp;531689 |
| Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;131070 | &nbsp;&nbsp;&nbsp;3819673 |
| Koninklijke DSM NV | &nbsp;&nbsp;&nbsp;&nbsp;21967 | &nbsp;&nbsp;&nbsp;2849204 |
| Koninklijke KPN NV | &nbsp;&nbsp;411356 | &nbsp;&nbsp;&nbsp;1265459 |
| Koninklijke Philips NV | &nbsp;&nbsp;111714 | &nbsp;&nbsp;&nbsp;1673999 |
| NEPI Rockcastle NV | &nbsp;&nbsp;&nbsp;&nbsp;75894 | &nbsp;&nbsp;&nbsp;&nbsp;448899 |
| NN Group NV | &nbsp;&nbsp;&nbsp;&nbsp;37785 | &nbsp;&nbsp;&nbsp;1614804 |
| OCI NV | &nbsp;&nbsp;&nbsp;&nbsp;12740 | &nbsp;&nbsp;&nbsp;&nbsp;539338 |
| Prosus NV (A) | &nbsp;&nbsp;104351 | &nbsp;&nbsp;&nbsp;6828630 |
| QIAGEN NV (A) | &nbsp;&nbsp;&nbsp;&nbsp;36690 | &nbsp;&nbsp;&nbsp;1831765 |
| Randstad NV | &nbsp;&nbsp;&nbsp;&nbsp;15030 | &nbsp;&nbsp;&nbsp;&nbsp;870593 |
| Stellantis NV | &nbsp;&nbsp;278023 | &nbsp;&nbsp;&nbsp;4385962 |
| Universal Music Group NV | &nbsp;&nbsp;&nbsp;&nbsp;90761 | &nbsp;&nbsp;&nbsp;2158376 |
| Wolters Kluwer NV | &nbsp;&nbsp;&nbsp;&nbsp;32804 | &nbsp;&nbsp;&nbsp;3615359 |
|  |  | 88389220 |
| **New Zealand - 0.2%** |  |  |
| Auckland International Airport, Ltd. (A) | &nbsp;&nbsp;284760 | &nbsp;&nbsp;&nbsp;1451261 |
| Fisher & Paykel Healthcare Corp., Ltd. | &nbsp;&nbsp;129589 | &nbsp;&nbsp;&nbsp;1940813 |
| Mercury NZ, Ltd. | &nbsp;&nbsp;151111 | &nbsp;&nbsp;&nbsp;&nbsp;526063 |
| Meridian Energy, Ltd. | &nbsp;&nbsp;289892 | &nbsp;&nbsp;&nbsp;&nbsp;899765 |
| Spark New Zealand, Ltd. | &nbsp;&nbsp;423700 | &nbsp;&nbsp;&nbsp;1381312 |
| Xero, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;27826 | &nbsp;&nbsp;&nbsp;1382818 |
|  |  | &nbsp;&nbsp;&nbsp;7582032 |
| **Norway - 0.5%** |  |  |
| Adevinta ASA (A) | &nbsp;&nbsp;&nbsp;&nbsp;48459 | &nbsp;&nbsp;&nbsp;&nbsp;387751 |
| Aker BP ASA | &nbsp;&nbsp;&nbsp;&nbsp;51410 | &nbsp;&nbsp;&nbsp;1788569 |
| DNB Bank ASA | &nbsp;&nbsp;154692 | &nbsp;&nbsp;&nbsp;3020538 |
| Equinor ASA | &nbsp;&nbsp;161613 | &nbsp;&nbsp;&nbsp;6223846 |
| Gjensidige Forsikring ASA | &nbsp;&nbsp;&nbsp;&nbsp;35882 | &nbsp;&nbsp;&nbsp;&nbsp;692659 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Norway (continued)** |  |  |
| Kongsberg Gruppen ASA | &nbsp;&nbsp;&nbsp;&nbsp;14649 | $&nbsp;&nbsp;&nbsp;&nbsp;607535 |
| Mowi ASA | &nbsp;&nbsp;&nbsp;&nbsp;68698 | &nbsp;&nbsp;&nbsp;1076560 |
| Norsk Hydro ASA | &nbsp;&nbsp;224368 | &nbsp;&nbsp;&nbsp;1689519 |
| Orkla ASA | &nbsp;&nbsp;125229 | &nbsp;&nbsp;&nbsp;&nbsp;892932 |
| Salmar ASA | &nbsp;&nbsp;&nbsp;&nbsp;9653 | &nbsp;&nbsp;&nbsp;&nbsp;340262 |
| Telenor ASA | &nbsp;&nbsp;114830 | &nbsp;&nbsp;&nbsp;1114131 |
| Yara International ASA | &nbsp;&nbsp;&nbsp;&nbsp;27549 | &nbsp;&nbsp;&nbsp;1272281 |
|  |  | 19106583 |
| **Peru - 0.1%** |  |  |
| Cia de Minas Buenaventura SAA, ADR | &nbsp;&nbsp;&nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;505920 |
| Credicorp, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21153 | &nbsp;&nbsp;&nbsp;3248043 |
| Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;1525500 |
|  |  | &nbsp;&nbsp;&nbsp;5279463 |
| **Philippines - 0.2%** |  |  |
| Aboitiz Equity Ventures, Inc. | &nbsp;&nbsp;312040 | &nbsp;&nbsp;&nbsp;&nbsp;332480 |
| ACEN Corp. | 1346160 | &nbsp;&nbsp;&nbsp;&nbsp;169893 |
| Ayala Corp. | &nbsp;&nbsp;&nbsp;&nbsp;45540 | &nbsp;&nbsp;&nbsp;&nbsp;565463 |
| Ayala Land, Inc. | 1371680 | &nbsp;&nbsp;&nbsp;&nbsp;775737 |
| Bank of the Philippine Islands | &nbsp;&nbsp;335360 | &nbsp;&nbsp;&nbsp;&nbsp;630086 |
| BDO Unibank, Inc. | &nbsp;&nbsp;360300 | &nbsp;&nbsp;&nbsp;&nbsp;833921 |
| Converge Information and Communications Technology Solutions, Inc. (A) | &nbsp;&nbsp;413700 | &nbsp;&nbsp;&nbsp;&nbsp;113942 |
| Globe Telecom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;197954 |
| GT Capital Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16403 | &nbsp;&nbsp;&nbsp;&nbsp;127834 |
| International Container Terminal Services, Inc. | &nbsp;&nbsp;184660 | &nbsp;&nbsp;&nbsp;&nbsp;672347 |
| JG Summit Holdings, Inc. | &nbsp;&nbsp;544792 | &nbsp;&nbsp;&nbsp;&nbsp;478134 |
| Jollibee Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;78560 | &nbsp;&nbsp;&nbsp;&nbsp;341626 |
| Manila Electric Company | &nbsp;&nbsp;&nbsp;&nbsp;40710 | &nbsp;&nbsp;&nbsp;&nbsp;201881 |
| Metro Pacific Investments Corp. | 1876200 | &nbsp;&nbsp;&nbsp;&nbsp;114959 |
| Metropolitan Bank & Trust Company | &nbsp;&nbsp;349029 | &nbsp;&nbsp;&nbsp;&nbsp;355655 |
| Monde Nissin Corp. (B) | 1156900 | &nbsp;&nbsp;&nbsp;&nbsp;259083 |
| PLDT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15870 | &nbsp;&nbsp;&nbsp;&nbsp;493419 |
| SM Investments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44655 | &nbsp;&nbsp;&nbsp;&nbsp;745736 |
| SM Prime Holdings, Inc. | 2115500 | &nbsp;&nbsp;&nbsp;1371375 |
| Universal Robina Corp. | &nbsp;&nbsp;164430 | &nbsp;&nbsp;&nbsp;&nbsp;387385 |
|  |  | &nbsp;&nbsp;&nbsp;9168910 |
| **Poland - 0.2%** |  |  |
| Allegro.eu SA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;62026 | &nbsp;&nbsp;&nbsp;&nbsp;317206 |
| Bank Polska Kasa Opieki SA | &nbsp;&nbsp;&nbsp;&nbsp;31479 | &nbsp;&nbsp;&nbsp;&nbsp;602136 |
| CD Projekt SA | &nbsp;&nbsp;&nbsp;&nbsp;11048 | &nbsp;&nbsp;&nbsp;&nbsp;329199 |
| Cyfrowy Polsat SA | &nbsp;&nbsp;&nbsp;&nbsp;43301 | &nbsp;&nbsp;&nbsp;&nbsp;181550 |
| Dino Polska SA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;686274 |
| KGHM Polska Miedz SA | &nbsp;&nbsp;&nbsp;&nbsp;24286 | &nbsp;&nbsp;&nbsp;&nbsp;642891 |
| LPP SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;414030 |
| mBank SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;2448 | &nbsp;&nbsp;&nbsp;&nbsp;175753 |
| Orange Polska SA | &nbsp;&nbsp;114327 | &nbsp;&nbsp;&nbsp;&nbsp;163168 |
| PGE Polska Grupa Energetyczna SA (A) | &nbsp;&nbsp;155780 | &nbsp;&nbsp;&nbsp;&nbsp;227732 |
| Polski Koncern Naftowy ORLEN SA | &nbsp;&nbsp;&nbsp;&nbsp;97956 | &nbsp;&nbsp;&nbsp;1441834 |
| Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp;154860 | &nbsp;&nbsp;&nbsp;&nbsp;999339 |
| Powszechny Zaklad Ubezpieczen SA | &nbsp;&nbsp;110293 | &nbsp;&nbsp;&nbsp;&nbsp;789555 |
| Santander Bank Polska SA | &nbsp;&nbsp;&nbsp;&nbsp;6006 | &nbsp;&nbsp;&nbsp;&nbsp;374269 |
|  |  | &nbsp;&nbsp;&nbsp;7344936 |
| **Portugal - 0.1%** |  |  |
| EDP - Energias de Portugal SA | &nbsp;&nbsp;344062 | &nbsp;&nbsp;&nbsp;1632597 |
| Galp Energia SGPS SA | &nbsp;&nbsp;&nbsp;&nbsp;60932 | &nbsp;&nbsp;&nbsp;&nbsp;750788 |
| Jeronimo Martins SGPS SA | &nbsp;&nbsp;&nbsp;&nbsp;35025 | &nbsp;&nbsp;&nbsp;&nbsp;781465 |
|  |  | &nbsp;&nbsp;&nbsp;3164850 |
| **Qatar - 0.3%** |  |  |
| Barwa Real Estate Company | &nbsp;&nbsp;310742 | &nbsp;&nbsp;&nbsp;&nbsp;283017 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Qatar (continued)** |  |  |
| Commercial Bank PSQC | 313957 | $&nbsp;&nbsp;&nbsp;&nbsp;514557 |
| Industries Qatar QSC | 248528 | &nbsp;&nbsp;&nbsp;1022394 |
| Masraf Al Rayan QSC | 898918 | &nbsp;&nbsp;&nbsp;&nbsp;878115 |
| Mesaieed Petrochemical Holding Company | 732358 | &nbsp;&nbsp;&nbsp;&nbsp;471977 |
| Ooredoo QPSC | 129766 | &nbsp;&nbsp;&nbsp;&nbsp;316545 |
| Qatar Electricity & Water Company QSC | &nbsp;&nbsp;71803 | &nbsp;&nbsp;&nbsp;&nbsp;333950 |
| Qatar Fuel QSC | &nbsp;&nbsp;75310 | &nbsp;&nbsp;&nbsp;&nbsp;375456 |
| Qatar Gas Transport Company, Ltd. | 393197 | &nbsp;&nbsp;&nbsp;&nbsp;430392 |
| Qatar International Islamic Bank QSC | 112087 | &nbsp;&nbsp;&nbsp;&nbsp;339339 |
| Qatar Islamic Bank SAQ | 269009 | &nbsp;&nbsp;&nbsp;1803445 |
| Qatar National Bank QPSC | 748688 | &nbsp;&nbsp;&nbsp;4047731 |
|  |  | 10816918 |
| **Saudi Arabia - 1.3%** |  |  |
| ACWA Power Company | &nbsp;&nbsp;16112 | &nbsp;&nbsp;&nbsp;&nbsp;605898 |
| Advanced Petrochemical Company | &nbsp;&nbsp;25540 | &nbsp;&nbsp;&nbsp;&nbsp;284557 |
| Al Rajhi Bank (A) | 392368 | &nbsp;&nbsp;&nbsp;8448672 |
| Alinma Bank | 195114 | &nbsp;&nbsp;&nbsp;1806125 |
| Almarai Company JSC | &nbsp;&nbsp;49388 | &nbsp;&nbsp;&nbsp;&nbsp;703540 |
| Arab National Bank | 120617 | &nbsp;&nbsp;&nbsp;1115229 |
| Bank AlBilad (A) | &nbsp;&nbsp;98254 | &nbsp;&nbsp;&nbsp;1361508 |
| Bank Al-Jazira | &nbsp;&nbsp;81540 | &nbsp;&nbsp;&nbsp;&nbsp;462377 |
| Banque Saudi Fransi | 118689 | &nbsp;&nbsp;&nbsp;1360662 |
| Bupa Arabia for Cooperative Insurance Company | &nbsp;&nbsp;12209 | &nbsp;&nbsp;&nbsp;&nbsp;578652 |
| Dar Al Arkan Real Estate Development Company (A) | 106235 | &nbsp;&nbsp;&nbsp;&nbsp;392246 |
| Dr Sulaiman Al Habib Medical Services Group Company | &nbsp;&nbsp;17398 | &nbsp;&nbsp;&nbsp;1078145 |
| Elm Company | &nbsp;&nbsp;&nbsp;4867 | &nbsp;&nbsp;&nbsp;&nbsp;429928 |
| Emaar Economic City (A) | &nbsp;&nbsp;74715 | &nbsp;&nbsp;&nbsp;&nbsp;170860 |
| Etihad Etisalat Company | &nbsp;&nbsp;75551 | &nbsp;&nbsp;&nbsp;&nbsp;736924 |
| Jarir Marketing Company | &nbsp;&nbsp;11562 | &nbsp;&nbsp;&nbsp;&nbsp;510380 |
| Mobile Telecommunications Company Saudi Arabia (A) | &nbsp;&nbsp;86039 | &nbsp;&nbsp;&nbsp;&nbsp;256796 |
| Mouwasat Medical Services Company | &nbsp;&nbsp;&nbsp;9726 | &nbsp;&nbsp;&nbsp;&nbsp;491782 |
| National Industrialization Company (A) | &nbsp;&nbsp;66353 | &nbsp;&nbsp;&nbsp;&nbsp;197507 |
| Rabigh Refining & Petrochemical Company (A) | &nbsp;&nbsp;81519 | &nbsp;&nbsp;&nbsp;&nbsp;223446 |
| Riyad Bank | 270509 | &nbsp;&nbsp;&nbsp;2505463 |
| SABIC Agri-Nutrients Company | &nbsp;&nbsp;42742 | &nbsp;&nbsp;&nbsp;1654788 |
| Sahara International Petrochemical Company | &nbsp;&nbsp;72155 | &nbsp;&nbsp;&nbsp;&nbsp;698944 |
| Saudi Arabian Mining Company (A) | 171911 | &nbsp;&nbsp;&nbsp;3171160 |
| Saudi Arabian Oil Company (B) | 482782 | &nbsp;&nbsp;&nbsp;4318791 |
| Saudi Basic Industries Corp. | 180386 | &nbsp;&nbsp;&nbsp;4017187 |
| Saudi Electricity Company | 165681 | &nbsp;&nbsp;&nbsp;1098626 |
| Saudi Industrial Investment Group | &nbsp;&nbsp;74597 | &nbsp;&nbsp;&nbsp;&nbsp;409164 |
| Saudi Kayan Petrochemical Company (A) | 147080 | &nbsp;&nbsp;&nbsp;&nbsp;460451 |
| Saudi Research & Media Group (A) | &nbsp;&nbsp;&nbsp;7104 | &nbsp;&nbsp;&nbsp;&nbsp;363584 |
| Saudi Tadawul Group Holding Company | &nbsp;&nbsp;&nbsp;7385 | &nbsp;&nbsp;&nbsp;&nbsp;340944 |
| Saudi Telecom Company | 300220 | &nbsp;&nbsp;&nbsp;3086257 |
| The Saudi British Bank | 184617 | &nbsp;&nbsp;&nbsp;2021180 |
| The Saudi Investment Bank | &nbsp;&nbsp;98558 | &nbsp;&nbsp;&nbsp;&nbsp;494957 |
| The Saudi National Bank | 438568 | &nbsp;&nbsp;&nbsp;6038599 |
| The Savola Group | &nbsp;&nbsp;52076 | &nbsp;&nbsp;&nbsp;&nbsp;398541 |
| Yanbu National Petrochemical Company | &nbsp;&nbsp;50719 | &nbsp;&nbsp;&nbsp;&nbsp;570265 |
|  |  | 52864135 |
| **Singapore - 0.7%** |  |  |
| BOC Aviation, Ltd. (B) | &nbsp;&nbsp;39400 | &nbsp;&nbsp;&nbsp;&nbsp;311986 |
| CapitaLand Ascendas REIT | 421400 | &nbsp;&nbsp;&nbsp;&nbsp;868396 |
| CapitaLand Integrated Commercial Trust | 662521 | &nbsp;&nbsp;&nbsp;1016201 |
| CapitaLand Investment, Ltd. | 326100 | &nbsp;&nbsp;&nbsp;&nbsp;885633 |
| City Developments, Ltd. | &nbsp;&nbsp;50600 | &nbsp;&nbsp;&nbsp;&nbsp;310866 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Singapore (continued)** |  |  |
| DBS Group Holdings, Ltd. | &nbsp;&nbsp;226572 | $&nbsp;&nbsp;&nbsp;5908715 |
| Genting Singapore, Ltd. | &nbsp;&nbsp;775200 | &nbsp;&nbsp;&nbsp;&nbsp;505953 |
| Grab Holdings, Ltd., Class A (A) | &nbsp;&nbsp;136200 | &nbsp;&nbsp;&nbsp;&nbsp;411324 |
| JOYY, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;325922 |
| Keppel Corp., Ltd. | &nbsp;&nbsp;186031 | &nbsp;&nbsp;&nbsp;1038338 |
| Mapletree Logistics Trust | &nbsp;&nbsp;403200 | &nbsp;&nbsp;&nbsp;&nbsp;480518 |
| Mapletree Pan Asia Commercial Trust | &nbsp;&nbsp;289100 | &nbsp;&nbsp;&nbsp;&nbsp;365799 |
| Oversea-Chinese Banking Corp., Ltd. | &nbsp;&nbsp;432478 | &nbsp;&nbsp;&nbsp;3986009 |
| Sea, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;2638324 |
| Singapore Airlines, Ltd. (A) | &nbsp;&nbsp;166040 | &nbsp;&nbsp;&nbsp;&nbsp;673635 |
| Singapore Exchange, Ltd. | &nbsp;&nbsp;107100 | &nbsp;&nbsp;&nbsp;&nbsp;716863 |
| Singapore Technologies Engineering, Ltd. | &nbsp;&nbsp;191300 | &nbsp;&nbsp;&nbsp;&nbsp;485173 |
| Singapore Telecommunications, Ltd. | 1046248 | &nbsp;&nbsp;&nbsp;2103401 |
| United Overseas Bank, Ltd. | &nbsp;&nbsp;149857 | &nbsp;&nbsp;&nbsp;3455325 |
| UOL Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;59200 | &nbsp;&nbsp;&nbsp;&nbsp;291942 |
| Venture Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;35300 | &nbsp;&nbsp;&nbsp;&nbsp;453227 |
| Wilmar International, Ltd. | &nbsp;&nbsp;246100 | &nbsp;&nbsp;&nbsp;&nbsp;746552 |
|  |  | 27980102 |
| **South Africa - 0.9%** |  |  |
| Absa Group, Ltd. | &nbsp;&nbsp;136588 | &nbsp;&nbsp;&nbsp;1637857 |
| African Rainbow Minerals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19116 | &nbsp;&nbsp;&nbsp;&nbsp;331055 |
| Anglo American Platinum, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8664 | &nbsp;&nbsp;&nbsp;&nbsp;875711 |
| AngloGold Ashanti, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;68038 | &nbsp;&nbsp;&nbsp;1241880 |
| Aspen Pharmacare Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;65380 | &nbsp;&nbsp;&nbsp;&nbsp;542552 |
| Bid Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;55737 | &nbsp;&nbsp;&nbsp;1079939 |
| Capitec Bank Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14383 | &nbsp;&nbsp;&nbsp;1707623 |
| Clicks Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39700 | &nbsp;&nbsp;&nbsp;&nbsp;682978 |
| Discovery, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;89103 | &nbsp;&nbsp;&nbsp;&nbsp;655699 |
| Exxaro Resources, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;40532 | &nbsp;&nbsp;&nbsp;&nbsp;530162 |
| FirstRand, Ltd. | &nbsp;&nbsp;848479 | &nbsp;&nbsp;&nbsp;3297593 |
| Gold Fields, Ltd. | &nbsp;&nbsp;146509 | &nbsp;&nbsp;&nbsp;1626826 |
| Grindrod, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17771 |
| Growthpoint Properties, Ltd. | &nbsp;&nbsp;573544 | &nbsp;&nbsp;&nbsp;&nbsp;470235 |
| Harmony Gold Mining Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;87338 | &nbsp;&nbsp;&nbsp;&nbsp;316220 |
| Impala Platinum Holdings, Ltd. | &nbsp;&nbsp;141296 | &nbsp;&nbsp;&nbsp;1717252 |
| Kumba Iron Ore, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10576 | &nbsp;&nbsp;&nbsp;&nbsp;298785 |
| Momentum Metropolitan Holdings | &nbsp;&nbsp;&nbsp;&nbsp;35628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37575 |
| Mr. Price Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;42390 | &nbsp;&nbsp;&nbsp;&nbsp;414311 |
| MTN Group, Ltd. | &nbsp;&nbsp;283695 | &nbsp;&nbsp;&nbsp;2324784 |
| MultiChoice Group | &nbsp;&nbsp;&nbsp;&nbsp;60892 | &nbsp;&nbsp;&nbsp;&nbsp;421998 |
| Naspers, Ltd., N Shares | &nbsp;&nbsp;&nbsp;&nbsp;36510 | &nbsp;&nbsp;&nbsp;5595673 |
| Nedbank Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;76954 | &nbsp;&nbsp;&nbsp;1017203 |
| Northam Platinum Holdings, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;55429 | &nbsp;&nbsp;&nbsp;&nbsp;639782 |
| Old Mutual, Ltd. | &nbsp;&nbsp;823656 | &nbsp;&nbsp;&nbsp;&nbsp;529095 |
| Pepkor Holdings, Ltd. (B) | &nbsp;&nbsp;276242 | &nbsp;&nbsp;&nbsp;&nbsp;355559 |
| Remgro, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;89464 | &nbsp;&nbsp;&nbsp;&nbsp;737662 |
| Sanlam, Ltd. | &nbsp;&nbsp;308362 | &nbsp;&nbsp;&nbsp;1012520 |
| Sasol, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;95065 | &nbsp;&nbsp;&nbsp;1652796 |
| Shoprite Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;83109 | &nbsp;&nbsp;&nbsp;1223329 |
| Sibanye Stillwater, Ltd. | &nbsp;&nbsp;468204 | &nbsp;&nbsp;&nbsp;1302740 |
| Standard Bank Group, Ltd. | &nbsp;&nbsp;227380 | &nbsp;&nbsp;&nbsp;2392944 |
| The Bidvest Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;47745 | &nbsp;&nbsp;&nbsp;&nbsp;642089 |
| The Foschini Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;54847 | &nbsp;&nbsp;&nbsp;&nbsp;334372 |
| The SPAR Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30902 | &nbsp;&nbsp;&nbsp;&nbsp;239189 |
| Vodacom Group, Ltd. | &nbsp;&nbsp;106157 | &nbsp;&nbsp;&nbsp;&nbsp;773131 |
| Woolworths Holdings, Ltd. | &nbsp;&nbsp;162535 | &nbsp;&nbsp;&nbsp;&nbsp;618924 |
|  |  | 39295814 |
| **South Korea - 3.5%** |  |  |
| Alteogen, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6567 | &nbsp;&nbsp;&nbsp;&nbsp;186777 |
| Amorepacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5789 | &nbsp;&nbsp;&nbsp;&nbsp;582794 |
| AMOREPACIFIC Group | &nbsp;&nbsp;&nbsp;&nbsp;5582 | &nbsp;&nbsp;&nbsp;&nbsp;135686 |
| BGF retail Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;231012 |
| Celltrion Healthcare Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16920 | &nbsp;&nbsp;&nbsp;&nbsp;849293 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **South Korea (continued)** |  |  |
| Celltrion Pharm, Inc. (A) | &nbsp;&nbsp;3196 | $&nbsp;&nbsp;&nbsp;&nbsp;164009 |
| Celltrion, Inc. | 19586 | 2655174 |
| Cheil Worldwide, Inc. | 12892 | &nbsp;&nbsp;&nbsp;&nbsp;239118 |
| CJ CheilJedang Corp. | &nbsp;&nbsp;1634 | &nbsp;&nbsp;&nbsp;&nbsp;492848 |
| CJ Corp. | &nbsp;&nbsp;2779 | &nbsp;&nbsp;&nbsp;&nbsp;163313 |
| CJ ENM Company, Ltd. | &nbsp;&nbsp;2038 | &nbsp;&nbsp;&nbsp;&nbsp;131577 |
| CJ Logistics Corp. (A) | &nbsp;&nbsp;1686 | &nbsp;&nbsp;&nbsp;&nbsp;114390 |
| Coway Company, Ltd. | 10873 | &nbsp;&nbsp;&nbsp;&nbsp;478703 |
| DB Insurance Company, Ltd. | &nbsp;&nbsp;9913 | &nbsp;&nbsp;&nbsp;&nbsp;471182 |
| Doosan Bobcat, Inc. | 10059 | &nbsp;&nbsp;&nbsp;&nbsp;275335 |
| Doosan Enerbility Company, Ltd. (A) | 79495 | 1030076 |
| Ecopro BM Company, Ltd. | &nbsp;&nbsp;9616 | &nbsp;&nbsp;&nbsp;&nbsp;852066 |
| E-MART, Inc. | &nbsp;&nbsp;4283 | &nbsp;&nbsp;&nbsp;&nbsp;302963 |
| F&F Company, Ltd. | &nbsp;&nbsp;3408 | &nbsp;&nbsp;&nbsp;&nbsp;397863 |
| Green Cross Corp. | &nbsp;&nbsp;1149 | &nbsp;&nbsp;&nbsp;&nbsp;113853 |
| GS Engineering & Construction Corp. | 13011 | &nbsp;&nbsp;&nbsp;&nbsp;235318 |
| GS Holdings Corp. | &nbsp;&nbsp;9505 | &nbsp;&nbsp;&nbsp;&nbsp;353292 |
| Hana Financial Group, Inc. | 60091 | 2055235 |
| Hankook Tire & Technology Company, Ltd. | 14811 | &nbsp;&nbsp;&nbsp;&nbsp;386819 |
| Hanmi Pharm Company, Ltd. | &nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;&nbsp;265517 |
| Hanon Systems | 35047 | &nbsp;&nbsp;&nbsp;&nbsp;234548 |
| Hanwha Solutions Corp. (A) | 22821 | &nbsp;&nbsp;&nbsp;&nbsp;903302 |
| HD Hyundai Company, Ltd. | &nbsp;&nbsp;9067 | &nbsp;&nbsp;&nbsp;&nbsp;448317 |
| HLB, Inc. (A) | 19090 | &nbsp;&nbsp;&nbsp;&nbsp;480675 |
| HMM Company, Ltd. | 53343 | &nbsp;&nbsp;&nbsp;&nbsp;919319 |
| Hotel Shilla Company, Ltd. | &nbsp;&nbsp;5847 | &nbsp;&nbsp;&nbsp;&nbsp;328578 |
| HYBE Company, Ltd. (A) | &nbsp;&nbsp;3277 | &nbsp;&nbsp;&nbsp;&nbsp;363376 |
| Hyundai Engineering & Construction Company, Ltd. | 15490 | &nbsp;&nbsp;&nbsp;&nbsp;489630 |
| Hyundai Glovis Company, Ltd. | &nbsp;&nbsp;3752 | &nbsp;&nbsp;&nbsp;&nbsp;508993 |
| Hyundai Heavy Industries Company, Ltd. (A) | &nbsp;&nbsp;3507 | &nbsp;&nbsp;&nbsp;&nbsp;321246 |
| Hyundai Mobis Company, Ltd. | 12276 | 2009319 |
| Hyundai Motor Company | 27682 | 3606434 |
| Hyundai Steel Company | 17318 | &nbsp;&nbsp;&nbsp;&nbsp;453123 |
| Iljin Materials Company, Ltd. | &nbsp;&nbsp;4559 | &nbsp;&nbsp;&nbsp;&nbsp;218640 |
| Industrial Bank of Korea | 54570 | &nbsp;&nbsp;&nbsp;&nbsp;467101 |
| Kakao Corp. | 61970 | 2719022 |
| Kakao Games Corp. (A) | &nbsp;&nbsp;6890 | &nbsp;&nbsp;&nbsp;&nbsp;233489 |
| KakaoBank Corp. (A) | 23275 | &nbsp;&nbsp;&nbsp;&nbsp;451556 |
| Kangwon Land, Inc. (A) | 18829 | &nbsp;&nbsp;&nbsp;&nbsp;361839 |
| KB Financial Group, Inc. | 79195 | 3144654 |
| Kia Corp. | 52408 | 2760010 |
| Korea Aerospace Industries, Ltd. | 14538 | &nbsp;&nbsp;&nbsp;&nbsp;539903 |
| Korea Electric Power Corp. (A) | 49346 | &nbsp;&nbsp;&nbsp;&nbsp;782396 |
| Korea Investment Holdings Company, Ltd. | &nbsp;&nbsp;8954 | &nbsp;&nbsp;&nbsp;&nbsp;398022 |
| Korea Shipbuilding & Offshore Engineering Company, Ltd. (A) | &nbsp;&nbsp;8292 | &nbsp;&nbsp;&nbsp;&nbsp;499213 |
| Korea Zinc Company, Ltd. | &nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;804942 |
| Korean Air Lines Company, Ltd. (A) | 34293 | &nbsp;&nbsp;&nbsp;&nbsp;672793 |
| Krafton, Inc. (A) | &nbsp;&nbsp;4863 | &nbsp;&nbsp;&nbsp;&nbsp;855926 |
| KT&G Corp. | 21864 | 1659021 |
| Kumho Petrochemical Company, Ltd. | &nbsp;&nbsp;3661 | &nbsp;&nbsp;&nbsp;&nbsp;421120 |
| L&F Company, Ltd. (A) | &nbsp;&nbsp;4484 | &nbsp;&nbsp;&nbsp;&nbsp;773201 |
| LG Chem, Ltd. | &nbsp;&nbsp;9847 | 5620980 |
| LG Corp. | 18997 | 1225126 |
| LG Display Company, Ltd. | 45796 | &nbsp;&nbsp;&nbsp;&nbsp;511082 |
| LG Electronics, Inc. | 21185 | 1598613 |
| LG Energy Solution, Ltd. (A) | &nbsp;&nbsp;4186 | 1893609 |
| LG H&H Company, Ltd. | &nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp;944180 |
| LG Innotek Company, Ltd. | &nbsp;&nbsp;2828 | &nbsp;&nbsp;&nbsp;&nbsp;681824 |
| LG Uplus Corp. | 41169 | &nbsp;&nbsp;&nbsp;&nbsp;380577 |
| Lotte Chemical Corp. | &nbsp;&nbsp;3436 | &nbsp;&nbsp;&nbsp;&nbsp;485067 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **South Korea (continued)** |  |  |
| Lotte Shopping Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142987 |
| Meritz Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195323 |
| Meritz Fire & Marine Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273310 |
| Meritz Securities Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;57419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258281 |
| Mirae Asset Securities Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;60488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308714 |
| NAVER Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26082 | &nbsp;&nbsp;&nbsp;&nbsp;3791373 |
| NCSoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3271 | &nbsp;&nbsp;&nbsp;&nbsp;1184941 |
| Netmarble Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154971 |
| NH Investment & Securities Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251395 |
| Orion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421690 |
| Pan Ocean Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;52964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220329 |
| Pearl Abyss Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196628 |
| POSCO Chemical Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899268 |
| POSCO Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15678 | &nbsp;&nbsp;&nbsp;&nbsp;3588697 |
| S-1 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147568 |
| Samsung Biologics Company, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;3493 | &nbsp;&nbsp;&nbsp;&nbsp;2375724 |
| Samsung C&T Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16840 | &nbsp;&nbsp;&nbsp;&nbsp;1579723 |
| Samsung Electro-Mechanics Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11147 | &nbsp;&nbsp;&nbsp;&nbsp;1220238 |
| Samsung Electronics Company, Ltd. | &nbsp;&nbsp;950618 | &nbsp;&nbsp;&nbsp;45676198 |
| Samsung Engineering Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;30952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585182 |
| Samsung Fire & Marine Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6459 | &nbsp;&nbsp;&nbsp;&nbsp;1013812 |
| Samsung Heavy Industries Company, Ltd. (A) | &nbsp;&nbsp;119522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478177 |
| Samsung Life Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935710 |
| Samsung SDI Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10933 | &nbsp;&nbsp;&nbsp;&nbsp;6171986 |
| Samsung SDS Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668058 |
| Samsung Securities Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375759 |
| SD Biosensor, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184992 |
| Seegene, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171765 |
| Shinhan Financial Group Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;92359 | &nbsp;&nbsp;&nbsp;&nbsp;2677499 |
| SK Biopharmaceuticals Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342691 |
| SK Bioscience Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293396 |
| SK Chemicals Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155527 |
| SK Hynix, Inc. | &nbsp;&nbsp;108713 | &nbsp;&nbsp;&nbsp;&nbsp;7175061 |
| SK IE Technology Company, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252257 |
| SK Innovation Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;10982 | &nbsp;&nbsp;&nbsp;&nbsp;1519473 |
| SK Square Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;19826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574411 |
| SK Telecom Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195165 |
| SK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7327 | &nbsp;&nbsp;&nbsp;&nbsp;1236688 |
| SKC Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354409 |
| S-Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585676 |
| Woori Financial Group, Inc. | &nbsp;&nbsp;102367 | &nbsp;&nbsp;&nbsp;&nbsp;1022640 |
| Yuhan Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441988 |
|  |  | 145634659 |
| **Spain - 1.1%** |  |  |
| Acciona SA | &nbsp;&nbsp;&nbsp;&nbsp;3122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610682 |
| ACS Actividades de Construccion y Servicios SA | &nbsp;&nbsp;&nbsp;&nbsp;31003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879944 |
| Aena SME SA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;9455 | &nbsp;&nbsp;&nbsp;&nbsp;1220017 |
| Amadeus IT Group SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;57444 | &nbsp;&nbsp;&nbsp;&nbsp;3105867 |
| Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;852087 | &nbsp;&nbsp;&nbsp;&nbsp;5021407 |
| Banco Santander SA | 2213719 | &nbsp;&nbsp;&nbsp;&nbsp;6605404 |
| CaixaBank SA | &nbsp;&nbsp;558831 | &nbsp;&nbsp;&nbsp;&nbsp;2077642 |
| Cellnex Telecom SA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;69142 | &nbsp;&nbsp;&nbsp;&nbsp;2377703 |
| EDP Renovaveis SA | &nbsp;&nbsp;&nbsp;&nbsp;35662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829578 |
| Enagas SA | &nbsp;&nbsp;&nbsp;&nbsp;29437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531712 |
| Endesa SA | &nbsp;&nbsp;&nbsp;&nbsp;39832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737085 |
| Ferrovial SA | &nbsp;&nbsp;&nbsp;&nbsp;61442 | &nbsp;&nbsp;&nbsp;&nbsp;1652324 |
| Grifols SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;38137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408600 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Spain (continued)** |  |  |
| Iberdrola SA | 760265 | $&nbsp;&nbsp;&nbsp;8589073 |
| Industria de Diseno Textil SA | 139515 | &nbsp;&nbsp;&nbsp;3641889 |
| Mapfre SA | &nbsp;&nbsp;16854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32051 |
| Naturgy Energy Group SA | &nbsp;&nbsp;17864 | &nbsp;&nbsp;&nbsp;&nbsp;502270 |
| Red Electrica Corp. SA | &nbsp;&nbsp;50513 | &nbsp;&nbsp;&nbsp;&nbsp;884408 |
| Repsol SA | 185937 | &nbsp;&nbsp;&nbsp;2870941 |
| Siemens Gamesa Renewable Energy SA (A) | &nbsp;&nbsp;30188 | &nbsp;&nbsp;&nbsp;&nbsp;568853 |
| Telefonica SA | 688572 | &nbsp;&nbsp;&nbsp;2570229 |
|  |  | 45717679 |
| **Sweden - 1.3%** |  |  |
| Alfa Laval AB | &nbsp;&nbsp;34698 | &nbsp;&nbsp;&nbsp;&nbsp;999097 |
| Alleima AB (A) | &nbsp;&nbsp;25144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98526 |
| Assa Abloy AB, B Shares | 118461 | &nbsp;&nbsp;&nbsp;2716239 |
| Atlas Copco AB, A Shares | 312062 | &nbsp;&nbsp;&nbsp;3889823 |
| Atlas Copco AB, B Shares | 189193 | &nbsp;&nbsp;&nbsp;2147948 |
| Boliden AB | &nbsp;&nbsp;32299 | &nbsp;&nbsp;&nbsp;1220040 |
| Electrolux AB, Series B | &nbsp;&nbsp;26640 | &nbsp;&nbsp;&nbsp;&nbsp;380998 |
| Embracer Group AB (A) | &nbsp;&nbsp;73771 | &nbsp;&nbsp;&nbsp;&nbsp;316915 |
| Epiroc AB, A Shares | &nbsp;&nbsp;77189 | &nbsp;&nbsp;&nbsp;1486351 |
| Epiroc AB, B Shares | &nbsp;&nbsp;45915 | &nbsp;&nbsp;&nbsp;&nbsp;767095 |
| EQT AB | &nbsp;&nbsp;35506 | &nbsp;&nbsp;&nbsp;&nbsp;814970 |
| Essity AB, B Shares | &nbsp;&nbsp;71644 | &nbsp;&nbsp;&nbsp;1754332 |
| Evolution AB (B) | &nbsp;&nbsp;21544 | &nbsp;&nbsp;&nbsp;2219117 |
| Fastighets AB Balder, B Shares (A) | &nbsp;&nbsp;74710 | &nbsp;&nbsp;&nbsp;&nbsp;335860 |
| Getinge AB, B Shares | &nbsp;&nbsp;27119 | &nbsp;&nbsp;&nbsp;&nbsp;633833 |
| Hennes & Mauritz AB, B Shares | &nbsp;&nbsp;86164 | &nbsp;&nbsp;&nbsp;&nbsp;966106 |
| Hexagon AB, B Shares | 229595 | &nbsp;&nbsp;&nbsp;2625495 |
| Holmen AB, B Shares | &nbsp;&nbsp;10949 | &nbsp;&nbsp;&nbsp;&nbsp;452611 |
| Husqvarna AB, B Shares | &nbsp;&nbsp;49497 | &nbsp;&nbsp;&nbsp;&nbsp;388584 |
| Industrivarden AB, A Shares | &nbsp;&nbsp;19894 | &nbsp;&nbsp;&nbsp;&nbsp;513426 |
| Industrivarden AB, C Shares | &nbsp;&nbsp;13620 | &nbsp;&nbsp;&nbsp;&nbsp;348899 |
| Indutrade AB | &nbsp;&nbsp;31205 | &nbsp;&nbsp;&nbsp;&nbsp;672158 |
| Investment AB Latour, B Shares | &nbsp;&nbsp;17001 | &nbsp;&nbsp;&nbsp;&nbsp;336395 |
| Investor AB, A Shares | &nbsp;&nbsp;53289 | &nbsp;&nbsp;&nbsp;1026063 |
| Investor AB, B Shares | 221780 | &nbsp;&nbsp;&nbsp;4127518 |
| Kinnevik AB, B Shares (A) | &nbsp;&nbsp;28668 | &nbsp;&nbsp;&nbsp;&nbsp;441914 |
| L.E. Lundbergforetagen AB, B Shares | &nbsp;&nbsp;&nbsp;8929 | &nbsp;&nbsp;&nbsp;&nbsp;390103 |
| Lifco AB, B Shares | &nbsp;&nbsp;27106 | &nbsp;&nbsp;&nbsp;&nbsp;469532 |
| Nibe Industrier AB, B Shares | 178449 | &nbsp;&nbsp;&nbsp;1684732 |
| Sagax AB, B Shares | &nbsp;&nbsp;22250 | &nbsp;&nbsp;&nbsp;&nbsp;494733 |
| Sandvik AB | 125721 | &nbsp;&nbsp;&nbsp;2309710 |
| Securitas AB, B Shares | &nbsp;&nbsp;37493 | &nbsp;&nbsp;&nbsp;&nbsp;307550 |
| Sinch AB (A)(B) | &nbsp;&nbsp;65426 | &nbsp;&nbsp;&nbsp;&nbsp;212723 |
| Skandinaviska Enskilda Banken AB, A Shares | 191786 | &nbsp;&nbsp;&nbsp;2211437 |
| Skanska AB, B Shares | &nbsp;&nbsp;40285 | &nbsp;&nbsp;&nbsp;&nbsp;655813 |
| SKF AB, B Shares | &nbsp;&nbsp;45262 | &nbsp;&nbsp;&nbsp;&nbsp;753650 |
| Svenska Cellulosa AB SCA, B Shares | &nbsp;&nbsp;71080 | &nbsp;&nbsp;&nbsp;&nbsp;966456 |
| Svenska Handelsbanken AB, A Shares | 168886 | &nbsp;&nbsp;&nbsp;1715519 |
| Swedbank AB, A Shares | 105192 | &nbsp;&nbsp;&nbsp;1711825 |
| Swedish Match AB | 184586 | &nbsp;&nbsp;&nbsp;2026794 |
| Swedish Orphan Biovitrum AB (A) | &nbsp;&nbsp;19981 | &nbsp;&nbsp;&nbsp;&nbsp;432272 |
| Tele2 AB, B Shares | &nbsp;&nbsp;65684 | &nbsp;&nbsp;&nbsp;&nbsp;583489 |
| Telefonaktiebolaget LM Ericsson, B Shares | 343744 | &nbsp;&nbsp;&nbsp;2169596 |
| Telia Company AB | 310024 | &nbsp;&nbsp;&nbsp;&nbsp;847210 |
| Volvo AB, A Shares | &nbsp;&nbsp;11006 | &nbsp;&nbsp;&nbsp;&nbsp;209607 |
| Volvo AB, B Shares | 191314 | &nbsp;&nbsp;&nbsp;3514752 |
| Volvo Car AB, B Shares (A) | &nbsp;&nbsp;70045 | &nbsp;&nbsp;&nbsp;&nbsp;350991 |
|  |  | 55698807 |
| **Switzerland - 5.7%** |  |  |
| ABB, Ltd. | 239374 | &nbsp;&nbsp;&nbsp;7523091 |
| Accelleron Industries AG (A) | &nbsp;&nbsp;11968 | &nbsp;&nbsp;&nbsp;&nbsp;243154 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Switzerland (continued)** |  |  |
| Adecco Group AG | &nbsp;&nbsp;&nbsp;&nbsp;23421 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796235 |
| Alcon, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73060 | &nbsp;&nbsp;&nbsp;&nbsp;5038191 |
| Bachem Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;4501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441001 |
| Baloise Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;7402 | &nbsp;&nbsp;&nbsp;&nbsp;1119492 |
| Barry Callebaut AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;1033457 |
| Chocoladefabriken Lindt & Spruengli AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;1544832 |
| Chocoladefabriken Lindt & Spruengli AG, Participation Certificates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;1662053 |
| Cie Financiere Richemont SA, A Shares | &nbsp;&nbsp;&nbsp;&nbsp;76246 | &nbsp;&nbsp;&nbsp;10107780 |
| Clariant AG (A) | &nbsp;&nbsp;&nbsp;&nbsp;31029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504216 |
| Coca-Cola HBC AG (A) | &nbsp;&nbsp;&nbsp;&nbsp;50199 | &nbsp;&nbsp;&nbsp;&nbsp;1227918 |
| Credit Suisse Group AG | &nbsp;&nbsp;389450 | &nbsp;&nbsp;&nbsp;&nbsp;1191236 |
| EMS-Chemie Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677246 |
| Geberit AG | &nbsp;&nbsp;&nbsp;&nbsp;5165 | &nbsp;&nbsp;&nbsp;&nbsp;2475862 |
| Givaudan SA | &nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;&nbsp;4536867 |
| Glencore PLC | 2476727 | &nbsp;&nbsp;&nbsp;16901540 |
| Holcim, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;80934 | &nbsp;&nbsp;&nbsp;&nbsp;4227979 |
| Julius Baer Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32941 | &nbsp;&nbsp;&nbsp;&nbsp;1897479 |
| Kuehne + Nagel International AG | &nbsp;&nbsp;&nbsp;&nbsp;7856 | &nbsp;&nbsp;&nbsp;&nbsp;1908531 |
| Logitech International SA | &nbsp;&nbsp;&nbsp;&nbsp;25030 | &nbsp;&nbsp;&nbsp;&nbsp;1517504 |
| Lonza Group AG | &nbsp;&nbsp;&nbsp;&nbsp;10881 | &nbsp;&nbsp;&nbsp;&nbsp;5724412 |
| Nestle SA | &nbsp;&nbsp;410759 | &nbsp;&nbsp;&nbsp;48890016 |
| Novartis AG | &nbsp;&nbsp;319980 | &nbsp;&nbsp;&nbsp;28463678 |
| Partners Group Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;3335 | &nbsp;&nbsp;&nbsp;&nbsp;3322892 |
| Roche Holding AG | &nbsp;&nbsp;102668 | &nbsp;&nbsp;&nbsp;33533822 |
| Roche Holding AG, Bearer Shares | &nbsp;&nbsp;&nbsp;&nbsp;3784 | &nbsp;&nbsp;&nbsp;&nbsp;1520088 |
| Schindler Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;2661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479130 |
| Schindler Holding AG, Participation Certificates | &nbsp;&nbsp;&nbsp;&nbsp;6552 | &nbsp;&nbsp;&nbsp;&nbsp;1242068 |
| SGS SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;2123924 |
| Sika AG | &nbsp;&nbsp;&nbsp;&nbsp;21196 | &nbsp;&nbsp;&nbsp;&nbsp;5416865 |
| Sonova Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;7831 | &nbsp;&nbsp;&nbsp;&nbsp;2033393 |
| STMicroelectronics NV | &nbsp;&nbsp;125553 | &nbsp;&nbsp;&nbsp;&nbsp;4859789 |
| Straumann Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;16276 | &nbsp;&nbsp;&nbsp;&nbsp;1899595 |
| Swiss Life Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;2552639 |
| Swiss Prime Site AG | &nbsp;&nbsp;&nbsp;&nbsp;10771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898575 |
| Swiss Re AG | &nbsp;&nbsp;&nbsp;&nbsp;45248 | &nbsp;&nbsp;&nbsp;&nbsp;4055439 |
| Swisscom AG | &nbsp;&nbsp;&nbsp;&nbsp;3702 | &nbsp;&nbsp;&nbsp;&nbsp;1996348 |
| Temenos AG | &nbsp;&nbsp;&nbsp;&nbsp;9199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566872 |
| The Swatch Group AG | &nbsp;&nbsp;&nbsp;&nbsp;3721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179937 |
| The Swatch Group AG, Bearer Shares | &nbsp;&nbsp;&nbsp;&nbsp;4922 | &nbsp;&nbsp;&nbsp;&nbsp;1317063 |
| UBS Group AG | &nbsp;&nbsp;516203 | &nbsp;&nbsp;&nbsp;&nbsp;9525333 |
| VAT Group AG (B) | &nbsp;&nbsp;&nbsp;&nbsp;3894 | &nbsp;&nbsp;&nbsp;&nbsp;1091389 |
| Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;22328 | &nbsp;&nbsp;&nbsp;10727198 |
|  |  | 238996129 |
| **Taiwan - 2.4%** |  |  |
| Accton Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498303 |
| Acer, Inc. | &nbsp;&nbsp;322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258424 |
| Advantech Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;46265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503610 |
| ASE Technology Holding Company, Ltd. | &nbsp;&nbsp;372000 | &nbsp;&nbsp;&nbsp;&nbsp;1189749 |
| Asia Cement Corp. | &nbsp;&nbsp;254000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341304 |
| ASMedia Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73723 |
| Asustek Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695369 |
| AUO Corp. | &nbsp;&nbsp;720800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380258 |
| Catcher Technology Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459308 |
| Cathay Financial Holding Company, Ltd. | &nbsp;&nbsp;919000 | &nbsp;&nbsp;&nbsp;&nbsp;1307790 |
| Chailease Holding Company, Ltd. | &nbsp;&nbsp;152760 | &nbsp;&nbsp;&nbsp;&nbsp;1008275 |
| Chang Hwa Commercial Bank, Ltd. | &nbsp;&nbsp;522061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297303 |
| Cheng Shin Rubber Industry Company, Ltd. | &nbsp;&nbsp;186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211943 |
| China Airlines, Ltd. | &nbsp;&nbsp;311000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185580 |
| China Development Financial Holding Corp. | 1799548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785666 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Taiwan (continued)** |  |  |
| China Steel Corp. | 1304000 | $&nbsp;&nbsp;&nbsp;1237867 |
| Chunghwa Telecom Company, Ltd. | &nbsp;&nbsp;426000 | &nbsp;&nbsp;&nbsp;1568069 |
| Compal Electronics, Inc. | &nbsp;&nbsp;461000 | &nbsp;&nbsp;&nbsp;&nbsp;324635 |
| CTBC Financial Holding Company, Ltd. | 1946000 | &nbsp;&nbsp;&nbsp;1461832 |
| Delta Electronics, Inc. | &nbsp;&nbsp;217000 | &nbsp;&nbsp;&nbsp;2145851 |
| E Ink Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;575628 |
| E.Sun Financial Holding Company, Ltd. | 1407684 | &nbsp;&nbsp;&nbsp;1137281 |
| Eclat Textile Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21340 | &nbsp;&nbsp;&nbsp;&nbsp;320641 |
| eMemory Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;341628 |
| Eva Airways Corp. | &nbsp;&nbsp;287000 | &nbsp;&nbsp;&nbsp;&nbsp;264739 |
| Evergreen Marine Corp. Taiwan, Ltd. | &nbsp;&nbsp;113560 | &nbsp;&nbsp;&nbsp;&nbsp;609676 |
| Far Eastern New Century Corp. | &nbsp;&nbsp;343000 | &nbsp;&nbsp;&nbsp;&nbsp;363037 |
| Far EasTone Telecommunications Company, Ltd. | &nbsp;&nbsp;171000 | &nbsp;&nbsp;&nbsp;&nbsp;377582 |
| Feng TAY Enterprise Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;47920 | &nbsp;&nbsp;&nbsp;&nbsp;292832 |
| First Financial Holding Company, Ltd. | 1150876 | &nbsp;&nbsp;&nbsp;&nbsp;982364 |
| Formosa Chemicals & Fibre Corp. | &nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;965591 |
| Formosa Petrochemical Corp. | &nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp;322398 |
| Formosa Plastics Corp. | &nbsp;&nbsp;463000 | &nbsp;&nbsp;&nbsp;1358028 |
| Fubon Financial Holding Company, Ltd. | &nbsp;&nbsp;843255 | &nbsp;&nbsp;&nbsp;1674890 |
| Giant Manufacturing Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;247950 |
| Globalwafers Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;372710 |
| Hon Hai Precision Industry Company, Ltd. | 1392800 | &nbsp;&nbsp;&nbsp;4560426 |
| Hotai Motor Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;700180 |
| Hua Nan Financial Holdings Company, Ltd. | &nbsp;&nbsp;949104 | &nbsp;&nbsp;&nbsp;&nbsp;702831 |
| Innolux Corp. | 1004550 | &nbsp;&nbsp;&nbsp;&nbsp;409237 |
| Inventec Corp. | &nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;209807 |
| Largan Precision Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;828803 |
| Lite-On Technology Corp. | &nbsp;&nbsp;221000 | &nbsp;&nbsp;&nbsp;&nbsp;471647 |
| MediaTek, Inc. | &nbsp;&nbsp;169000 | &nbsp;&nbsp;&nbsp;4083684 |
| Mega Financial Holding Company, Ltd. | 1239225 | &nbsp;&nbsp;&nbsp;1290602 |
| Micro-Star International Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;76000 | &nbsp;&nbsp;&nbsp;&nbsp;306287 |
| momo.com, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;142044 |
| Nan Ya Plastics Corp. | &nbsp;&nbsp;533000 | &nbsp;&nbsp;&nbsp;1333123 |
| Nan Ya Printed Circuit Board Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;223865 |
| Nanya Technology Corp. | &nbsp;&nbsp;141000 | &nbsp;&nbsp;&nbsp;&nbsp;263123 |
| Nien Made Enterprise Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;180374 |
| Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;636888 |
| Pegatron Corp. | &nbsp;&nbsp;221000 | &nbsp;&nbsp;&nbsp;&nbsp;446149 |
| Pou Chen Corp. | &nbsp;&nbsp;256000 | &nbsp;&nbsp;&nbsp;&nbsp;269632 |
| Powerchip Semiconductor Manufacturing Corp. | &nbsp;&nbsp;293000 | &nbsp;&nbsp;&nbsp;&nbsp;321315 |
| President Chain Store Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61000 | &nbsp;&nbsp;&nbsp;&nbsp;539276 |
| Quanta Computer, Inc. | &nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp;696890 |
| Realtek Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;519797 |
| Ruentex Development Company, Ltd. | &nbsp;&nbsp;193464 | &nbsp;&nbsp;&nbsp;&nbsp;292040 |
| Shin Kong Financial Holding Company, Ltd. | 1571988 | &nbsp;&nbsp;&nbsp;&nbsp;456640 |
| SinoPac Financial Holdings Company, Ltd. | 1128777 | &nbsp;&nbsp;&nbsp;&nbsp;669211 |
| Synnex Technology International Corp. | &nbsp;&nbsp;154000 | &nbsp;&nbsp;&nbsp;&nbsp;292851 |
| Taishin Financial Holding Company, Ltd. | 1177172 | &nbsp;&nbsp;&nbsp;&nbsp;582261 |
| Taiwan Cement Corp. | &nbsp;&nbsp;670442 | &nbsp;&nbsp;&nbsp;&nbsp;739059 |
| Taiwan Cooperative Financial Holding Company, Ltd. | 1056840 | &nbsp;&nbsp;&nbsp;&nbsp;917686 |
| Taiwan High Speed Rail Corp. | &nbsp;&nbsp;179000 | &nbsp;&nbsp;&nbsp;&nbsp;168328 |
| Taiwan Mobile Company, Ltd. | &nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp;569931 |
| Taiwan Semiconductor Manufacturing Company, Ltd. | 2740816 | 44017104 |
| The Shanghai Commercial & Savings Bank, Ltd. | &nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;636185 |
| Unimicron Technology Corp. | &nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;720712 |
| Uni-President Enterprises Corp. | &nbsp;&nbsp;532000 | &nbsp;&nbsp;&nbsp;1141839 |
| United Microelectronics Corp. (A) | 1323000 | &nbsp;&nbsp;&nbsp;1992880 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Taiwan (continued)** |  |  |
| Vanguard International Semiconductor Corp. | &nbsp;&nbsp;100000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271561 |
| Voltronic Power Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397280 |
| Walsin Lihwa Corp. | &nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446155 |
| Wan Hai Lines, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;79545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199167 |
| Win Semiconductors Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190630 |
| Winbond Electronics Corp. | &nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233859 |
| Wiwynn Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288579 |
| WPG Holdings, Ltd. | &nbsp;&nbsp;171960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271452 |
| Yageo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587552 |
| Yang Ming Marine Transport Corp. | &nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424245 |
| Yuanta Financial Holding Company, Ltd. | 1110834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817338 |
| Zhen Ding Technology Holding, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301568 |
|  |  | 101903927 |
| **Thailand - 0.6%** |  |  |
| Advanced Info Service PCL, NVDR | &nbsp;&nbsp;224200 | &nbsp;&nbsp;&nbsp;&nbsp;1205035 |
| Airports of Thailand PCL, NVDR (A) | &nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp;1719221 |
| Asset World Corp. PCL | &nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17290 |
| Asset World Corp. PCL, NVDR | 1435100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258472 |
| B. Grimm Power PCL, NVDR | &nbsp;&nbsp;170400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182691 |
| Bangkok Commercial Asset Management PCL, NVDR | &nbsp;&nbsp;332300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142109 |
| Bangkok Dusit Medical Services PCL, NVDR | 1950900 | &nbsp;&nbsp;&nbsp;&nbsp;1680637 |
| Bangkok Expressway & Metro PCL, NVDR | 1368400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364072 |
| Berli Jucker PCL, NVDR | &nbsp;&nbsp;223700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218647 |
| BTS Group Holdings PCL, NVDR | 1434100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343085 |
| Bumrungrad Hospital PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;90100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582805 |
| Carabao Group PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;55100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149919 |
| Central Pattana PCL, NVDR | &nbsp;&nbsp;381800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789844 |
| Central Retail Corp. PCL, NVDR | &nbsp;&nbsp;328733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404094 |
| Charoen Pokphand Foods PCL, NVDR | &nbsp;&nbsp;736000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499368 |
| CP ALL PCL, NVDR | 1099100 | &nbsp;&nbsp;&nbsp;&nbsp;2034917 |
| Delta Electronics Thailand PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;58700 | &nbsp;&nbsp;&nbsp;&nbsp;1129385 |
| Electricity Generating PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;51400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250967 |
| Energy Absolute PCL, NVDR | &nbsp;&nbsp;315900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869954 |
| Global Power Synergy PCL, NVDR | &nbsp;&nbsp;133700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265717 |
| Gulf Energy Development PCL | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22687 |
| Gulf Energy Development PCL, NVDR | &nbsp;&nbsp;532100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804797 |
| Home Product Center PCL, NVDR | 1092500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458354 |
| Indorama Ventures PCL, NVDR | &nbsp;&nbsp;321500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389778 |
| Intouch Holdings PCL, NVDR | &nbsp;&nbsp;210200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442005 |
| JMT Network Services PCL, NVDR | &nbsp;&nbsp;120900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231380 |
| Krung Thai Bank PCL, NVDR | &nbsp;&nbsp;702200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352389 |
| Krungthai Card PCL, NVDR | &nbsp;&nbsp;166100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278518 |
| Land & Houses PCL, NVDR | 1630500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445243 |
| Minor International PCL, NVDR (A) | &nbsp;&nbsp;577200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508119 |
| Muangthai Capital PCL, NVDR | &nbsp;&nbsp;141100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149675 |
| Osotspa PCL, NVDR | &nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209299 |
| PTT Exploration & Production PCL, NVDR | &nbsp;&nbsp;257200 | &nbsp;&nbsp;&nbsp;&nbsp;1371395 |
| PTT Global Chemical PCL, NVDR | &nbsp;&nbsp;443400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607415 |
| PTT Oil & Retail Business PCL, NVDR | &nbsp;&nbsp;555800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385567 |
| PTT PCL, NVDR | 1892000 | &nbsp;&nbsp;&nbsp;&nbsp;1790327 |
| Ratch Group PCL, NVDR | &nbsp;&nbsp;231700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270289 |
| SCB X PCL, NVDR | &nbsp;&nbsp;161600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485201 |
| SCG Packaging PCL, NVDR | &nbsp;&nbsp;258700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407707 |
| Srisawad Corp. PCL, NVDR | &nbsp;&nbsp;133600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173362 |
| Thai Oil PCL, NVDR | &nbsp;&nbsp;203000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320844 |
| Thai Union Group PCL, NVDR | &nbsp;&nbsp;541200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262928 |
| The Siam Cement PCL, NVDR | &nbsp;&nbsp;148100 | &nbsp;&nbsp;&nbsp;&nbsp;1416117 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Thailand (continued)** |  |  |
| True Corp. PCL, NVDR | 2181800 | $&nbsp;&nbsp;&nbsp;&nbsp;281838 |
|  |  | 25173463 |
| **Turkey - 0.1%** |  |  |
| Akbank TAS | &nbsp;&nbsp;390439 | &nbsp;&nbsp;&nbsp;&nbsp;365213 |
| Aselsan Elektronik Sanayi Ve Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;85168 | &nbsp;&nbsp;&nbsp;&nbsp;222870 |
| BIM Birlesik Magazalar AS | &nbsp;&nbsp;&nbsp;&nbsp;53059 | &nbsp;&nbsp;&nbsp;&nbsp;384754 |
| Eregli Demir ve Celik Fabrikalari TAS | &nbsp;&nbsp;169478 | &nbsp;&nbsp;&nbsp;&nbsp;387335 |
| Ford Otomotiv Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;8059 | &nbsp;&nbsp;&nbsp;&nbsp;192402 |
| Haci Omer Sabanci Holding AS | &nbsp;&nbsp;126386 | &nbsp;&nbsp;&nbsp;&nbsp;287459 |
| KOC Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;96618 | &nbsp;&nbsp;&nbsp;&nbsp;367928 |
| Petkim Petrokimya Holding AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Turk Hava Yollari AO (A) | &nbsp;&nbsp;&nbsp;&nbsp;70418 | &nbsp;&nbsp;&nbsp;&nbsp;455475 |
| Turkcell Iletisim Hizmetleri AS | &nbsp;&nbsp;148062 | &nbsp;&nbsp;&nbsp;&nbsp;270380 |
| Turkiye Is Bankasi AS, Class C | &nbsp;&nbsp;470794 | &nbsp;&nbsp;&nbsp;&nbsp;264954 |
| Turkiye Petrol Rafinerileri AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;14020 | &nbsp;&nbsp;&nbsp;&nbsp;362250 |
| Turkiye Sise ve Cam Fabrikalari AS | &nbsp;&nbsp;169585 | &nbsp;&nbsp;&nbsp;&nbsp;357677 |
|  |  | &nbsp;&nbsp;&nbsp;3918698 |
| **United Arab Emirates - 0.4%** |  |  |
| Abu Dhabi Commercial Bank PJSC | &nbsp;&nbsp;528973 | &nbsp;&nbsp;&nbsp;1411452 |
| Abu Dhabi Islamic Bank PJSC | &nbsp;&nbsp;274803 | &nbsp;&nbsp;&nbsp;&nbsp;720000 |
| Abu Dhabi National Oil Company for Distribution PJSC | &nbsp;&nbsp;580227 | &nbsp;&nbsp;&nbsp;&nbsp;720063 |
| Aldar Properties PJSC | &nbsp;&nbsp;734261 | &nbsp;&nbsp;&nbsp;&nbsp;953049 |
| Dubai Islamic Bank PJSC | &nbsp;&nbsp;552204 | &nbsp;&nbsp;&nbsp;&nbsp;856710 |
| Emaar Properties PJSC | &nbsp;&nbsp;775718 | &nbsp;&nbsp;&nbsp;1289716 |
| Emirates NBD Bank PJSC | &nbsp;&nbsp;358772 | &nbsp;&nbsp;&nbsp;1295673 |
| Emirates Telecommunications Group Company PJSC | &nbsp;&nbsp;660775 | &nbsp;&nbsp;&nbsp;4646321 |
| First Abu Dhabi Bank PJSC | &nbsp;&nbsp;837349 | &nbsp;&nbsp;&nbsp;4015725 |
| NMC Health PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
|  |  | 15908821 |
| **United Kingdom - 13.0%** |  |  |
| 3i Group PLC | &nbsp;&nbsp;247218 | &nbsp;&nbsp;&nbsp;4061922 |
| abrdn PLC | &nbsp;&nbsp;580997 | &nbsp;&nbsp;&nbsp;1376967 |
| Admiral Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;45668 | &nbsp;&nbsp;&nbsp;1116495 |
| Anglo American PLC | &nbsp;&nbsp;318302 | 13233497 |
| Ashtead Group PLC | &nbsp;&nbsp;111486 | &nbsp;&nbsp;&nbsp;6804539 |
| Associated British Foods PLC | &nbsp;&nbsp;&nbsp;&nbsp;89009 | &nbsp;&nbsp;&nbsp;1707087 |
| AstraZeneca PLC | &nbsp;&nbsp;388095 | 52525245 |
| Auto Trader Group PLC (B) | &nbsp;&nbsp;235596 | &nbsp;&nbsp;&nbsp;1626398 |
| AVEVA Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;29865 | &nbsp;&nbsp;&nbsp;1158949 |
| Aviva PLC | &nbsp;&nbsp;728140 | &nbsp;&nbsp;&nbsp;3931437 |
| BAE Systems PLC | &nbsp;&nbsp;788400 | &nbsp;&nbsp;&nbsp;7808135 |
| Barclays PLC | 4180512 | &nbsp;&nbsp;&nbsp;8177418 |
| Barratt Developments PLC | &nbsp;&nbsp;258188 | &nbsp;&nbsp;&nbsp;1248544 |
| BP PLC | 4871452 | 29091133 |
| British American Tobacco PLC | &nbsp;&nbsp;545684 | 22374227 |
| BT Group PLC | 1738133 | &nbsp;&nbsp;&nbsp;2557692 |
| Bunzl PLC | &nbsp;&nbsp;&nbsp;&nbsp;84187 | &nbsp;&nbsp;&nbsp;3113501 |
| Burberry Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;99984 | &nbsp;&nbsp;&nbsp;2642570 |
| CNH Industrial NV | &nbsp;&nbsp;129633 | &nbsp;&nbsp;&nbsp;2089285 |
| Coca-Cola Europacific Partners PLC | &nbsp;&nbsp;&nbsp;&nbsp;25878 | &nbsp;&nbsp;&nbsp;1373863 |
| Compass Group PLC | &nbsp;&nbsp;446865 | 10187642 |
| Croda International PLC | &nbsp;&nbsp;&nbsp;&nbsp;34941 | &nbsp;&nbsp;&nbsp;2889466 |
| Diageo PLC | &nbsp;&nbsp;580008 | 26786038 |
| Entain PLC | &nbsp;&nbsp;146861 | &nbsp;&nbsp;&nbsp;2514231 |
| Ferguson PLC | &nbsp;&nbsp;&nbsp;&nbsp;54755 | &nbsp;&nbsp;&nbsp;6207653 |
| GSK PLC | 1019029 | 17327706 |
| Haleon PLC (A) | 1271792 | &nbsp;&nbsp;&nbsp;4420068 |
| Halma PLC | &nbsp;&nbsp;&nbsp;&nbsp;95131 | &nbsp;&nbsp;&nbsp;2523484 |
| Hargreaves Lansdown PLC | &nbsp;&nbsp;&nbsp;&nbsp;89326 | &nbsp;&nbsp;&nbsp;&nbsp;920373 |
| HSBC Holdings PLC | 5076345 | 31101587 |
| Imperial Brands PLC | &nbsp;&nbsp;226472 | &nbsp;&nbsp;&nbsp;5825125 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **United Kingdom (continued)** |  |  |
| Informa PLC | &nbsp;&nbsp;&nbsp;&nbsp;373284 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2799379 |
| InterContinental Hotels Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;46186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688184 |
| Intertek Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;40154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968744 |
| J Sainsbury PLC | &nbsp;&nbsp;&nbsp;&nbsp;433747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169935 |
| JD Sports Fashion PLC | &nbsp;&nbsp;&nbsp;&nbsp;643989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992597 |
| Johnson Matthey PLC | &nbsp;&nbsp;&nbsp;&nbsp;46607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183133 |
| Kingfisher PLC | &nbsp;&nbsp;&nbsp;&nbsp;512967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500125 |
| Land Securities Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;175103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306517 |
| Legal & General Group PLC | &nbsp;&nbsp;1525792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680534 |
| Lloyds Banking Group PLC | 17804821 | &nbsp;&nbsp;&nbsp;&nbsp;10159717 |
| London Stock Exchange Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;82485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8259706 |
| M&G PLC | &nbsp;&nbsp;&nbsp;&nbsp;642971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502422 |
| Melrose Industries PLC | &nbsp;&nbsp;1093190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768518 |
| Mondi PLC | &nbsp;&nbsp;&nbsp;&nbsp;121743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300210 |
| National Grid PLC | &nbsp;&nbsp;&nbsp;&nbsp;910604 | &nbsp;&nbsp;&nbsp;&nbsp;11201457 |
| NatWest Group PLC | &nbsp;&nbsp;1308441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4161266 |
| Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;32948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354705 |
| Ocado Group PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;144160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091403 |
| Pearson PLC | &nbsp;&nbsp;&nbsp;&nbsp;169692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047782 |
| Persimmon PLC | &nbsp;&nbsp;&nbsp;&nbsp;80202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242241 |
| Phoenix Group Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;188621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351701 |
| Prudential PLC | &nbsp;&nbsp;&nbsp;&nbsp;693239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8246106 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;178867 | &nbsp;&nbsp;&nbsp;&nbsp;12836175 |
| RELX PLC | &nbsp;&nbsp;&nbsp;&nbsp;483851 | &nbsp;&nbsp;&nbsp;&nbsp;13567694 |
| Rentokil Initial PLC | &nbsp;&nbsp;&nbsp;&nbsp;464597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060663 |
| Rio Tinto PLC | &nbsp;&nbsp;&nbsp;&nbsp;281373 | &nbsp;&nbsp;&nbsp;&nbsp;18941739 |
| Rolls-Royce Holdings PLC (A) | &nbsp;&nbsp;2089511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315290 |
| Schroders PLC | &nbsp;&nbsp;&nbsp;&nbsp;194617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050479 |
| Segro PLC | &nbsp;&nbsp;&nbsp;&nbsp;301655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2919227 |
| Severn Trent PLC | &nbsp;&nbsp;&nbsp;&nbsp;61283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016969 |
| Shell PLC | &nbsp;&nbsp;1905907 | &nbsp;&nbsp;&nbsp;&nbsp;55778106 |
| Smith & Nephew PLC | &nbsp;&nbsp;&nbsp;&nbsp;220193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902419 |
| Smiths Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;96535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857951 |
| Spirax-Sarco Engineering PLC | &nbsp;&nbsp;&nbsp;&nbsp;18405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2513608 |
| SSE PLC | &nbsp;&nbsp;&nbsp;&nbsp;266527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5527941 |
| St. James's Place PLC | &nbsp;&nbsp;&nbsp;&nbsp;137919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938477 |
| Standard Chartered PLC | &nbsp;&nbsp;&nbsp;&nbsp;650694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4847064 |
| Taylor Wimpey PLC | &nbsp;&nbsp;&nbsp;&nbsp;923973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164608 |
| Tesco PLC | &nbsp;&nbsp;1908705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5258981 |
| The Berkeley Group Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;28089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302594 |
| The British Land Company PLC | &nbsp;&nbsp;&nbsp;&nbsp;218027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045534 |
| The Sage Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;253062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454577 |
| Unilever PLC | &nbsp;&nbsp;&nbsp;&nbsp;641435 | &nbsp;&nbsp;&nbsp;&nbsp;32072615 |
| United Utilities Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;167385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076239 |
| Vodafone Group PLC | &nbsp;&nbsp;6754489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7481728 |
| Whitbread PLC | &nbsp;&nbsp;&nbsp;&nbsp;50287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588036 |
| WPP PLC | &nbsp;&nbsp;&nbsp;&nbsp;285686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002480 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;542219853 |
| **United States - 0.0%** |  |  |
| Bausch Health Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;64946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455296 |
| Brookfield Renewable Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;29881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973412 |
| Legend Biotech Corp., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479764 |
| Parade Technologies, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216645 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125117 |
| TOTAL COMMON STOCKS (Cost $4,226,489,269) | TOTAL COMMON STOCKS (Cost $4,226,489,269) | $3930890261 |
| **PREFERRED SECURITIES - 0.9%** | **PREFERRED SECURITIES - 0.9%** |  |
| **Brazil - 0.4%** |  |  |
| Banco Bradesco SA | &nbsp;&nbsp;1040887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125058 |
| Braskem SA, A Shares | &nbsp;&nbsp;&nbsp;&nbsp;36800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199553 |
| Centrais Eletricas Brasileiras SA, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;52700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498428 |
| Cia Energetica de Minas Gerais | &nbsp;&nbsp;&nbsp;&nbsp;267295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591316 |
| Gerdau SA | &nbsp;&nbsp;&nbsp;&nbsp;219200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333528 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| PREFERRED SECURITIES (continued) | PREFERRED SECURITIES (continued) |  |
| **Brazil (continued)** |  |  |
| Itau Unibanco Holding SA | 925000 | $&nbsp;&nbsp;&nbsp;4634492 |
| Itausa SA | 983540 | &nbsp;&nbsp;&nbsp;1683031 |
| Petroleo Brasileiro SA | 917400 | &nbsp;&nbsp;&nbsp;4713092 |
|  |  | 16778498 |
| **Chile - 0.1%** |  |  |
| Sociedad Quimica y Minera de Chile SA, B Shares | &nbsp;&nbsp;27726 | &nbsp;&nbsp;&nbsp;2764979 |
| **Colombia - 0.0%** |  |  |
| Bancolombia SA | 166816 | &nbsp;&nbsp;&nbsp;1105311 |
| **Germany - 0.2%** |  |  |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;9013 | &nbsp;&nbsp;&nbsp;&nbsp;782097 |
| Henkel AG & Company KGaA | &nbsp;&nbsp;29679 | &nbsp;&nbsp;&nbsp;2122839 |
| Porsche Automobil Holding SE | &nbsp;&nbsp;24473 | &nbsp;&nbsp;&nbsp;1504330 |
| Sartorius AG | &nbsp;&nbsp;&nbsp;3867 | &nbsp;&nbsp;&nbsp;1453832 |
| Volkswagen AG | &nbsp;&nbsp;29624 | &nbsp;&nbsp;&nbsp;4375801 |
|  |  | 10238899 |
| **South Korea - 0.2%** |  |  |
| Hyundai Motor Company | &nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;285936 |
| Hyundai Motor Company, 2nd Preferred | &nbsp;&nbsp;&nbsp;7209 | &nbsp;&nbsp;&nbsp;&nbsp;454399 |
| LG Chem, Ltd. | &nbsp;&nbsp;&nbsp;1503 | &nbsp;&nbsp;&nbsp;&nbsp;387102 |
| LG H&H Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85122 |
| Samsung Electronics Company, Ltd. | 163142 | &nbsp;&nbsp;&nbsp;7015378 |
|  |  | &nbsp;&nbsp;&nbsp;8227937 |
| TOTAL PREFERRED SECURITIES (Cost $44,920,370) | TOTAL PREFERRED SECURITIES (Cost $44,920,370) | $39115624 |
| **WARRANTS - 0.0%** |  |  |
| BTS Group Holdings PCL (Expiration Date: 11-20-26; Strike Price: THB 14.90) (A) | 100920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
| BTS Group Holdings PCL (Expiration Date: 11-7-24; Strike Price: THB 11.90) (A) | &nbsp;&nbsp;50460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
| Cie Financiere Richemont SA (Expiration Date: 11-22-23; Strike Price: CHF 67.00) (A) | &nbsp;&nbsp;72322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64201 |
| Minor International PCL (Expiration Date: 2-15-24; Strike Price: THB 31.00) (A) | &nbsp;&nbsp;&nbsp;5503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| Minor International PCL (Expiration Date: 5-5-23; Strike Price: THB 28.00) (A) | &nbsp;&nbsp;&nbsp;6072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| Minor International PCL (Expiration Date: 7-31-23; Strike Price: THB 21.60) (A) | &nbsp;&nbsp;12759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3177 |
| Srisawad Corp. PCL (Expiration Date: 8-29-25; Strike Price: THB 100.00) (A) | &nbsp;&nbsp;&nbsp;2652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| TOTAL WARRANTS (Cost $0) | TOTAL WARRANTS (Cost $0) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69936 |
| **RIGHTS - 0.0%** |  |  |
| Credit Suisse Group AG (Expiration Date: 12-9-22; Strike Price: CHF 2.52) (A) | 389450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36218 |
| HLB, Inc. (Expiration Date: 12-5-22; Strike Price: KRW 25,200.00) (A) | &nbsp;&nbsp;&nbsp;1709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397 |
| Thai Union Frozen Products PCL (Expiration Date: 1-31-23) (A)(C)(D) | &nbsp;&nbsp;15370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| The Shanghai Commercial & Savings Bank, Ltd. (Expiration Date: 12-9-22; Strike Price: TWD 37.00) (A) | &nbsp;&nbsp;28220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12601 |
| TOTAL RIGHTS (Cost $0) | TOTAL RIGHTS (Cost $0) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51216 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### International Strategic Equity Allocation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| SHORT-TERM INVESTMENTS - 4.5% | SHORT-TERM INVESTMENTS - 4.5% |  |
| **U.S. Government Agency - 4.5%** |  |  |
| Federal Home Loan Bank Discount Note |  |  |
| &nbsp;&nbsp;&nbsp;3.250%, 12/05/2022 \* | $&nbsp;&nbsp;1900000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899154 |
| &nbsp;&nbsp;&nbsp;3.250%, 12/06/2022 \* | &nbsp;&nbsp;4200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4197662 |
| &nbsp;&nbsp;&nbsp;3.250%, 12/09/2022 \* | &nbsp;&nbsp;7700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7693008 |
| &nbsp;&nbsp;&nbsp;3.540%, 12/02/2022 \* | 37100000 | &nbsp;&nbsp;&nbsp;&nbsp;37095869 |
| &nbsp;&nbsp;&nbsp;3.550%, 12/07/2022 \* | 92400000 | &nbsp;&nbsp;&nbsp;&nbsp;92338289 |
| &nbsp;&nbsp;&nbsp;3.585%, 12/12/2022 \* | 36700000 | &nbsp;&nbsp;&nbsp;&nbsp;36655076 |
| Federal Home Loan Mortgage Corp. Discount Note |  |  |
| &nbsp;&nbsp;&nbsp;3.400%, 12/15/2022 \* | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3993769 |
| &nbsp;&nbsp;&nbsp;3.490%, 12/05/2022 \* | &nbsp;&nbsp;4800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4797863 |
| TOTAL SHORT-TERM INVESTMENTS (Cost $188,686,125) | TOTAL SHORT-TERM INVESTMENTS (Cost $188,686,125) | $&nbsp;&nbsp;&nbsp;&nbsp;188670690 |
| **Total Investments (International Strategic Equity Allocation Fund)<br> (Cost $4,460,095,764) - 99.8%** | **Total Investments (International Strategic Equity Allocation Fund)<br> (Cost $4,460,095,764) - 99.8%** | $**4158797727** |
| **Other assets and liabilities, net - 0.2%** | **Other assets and liabilities, net - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7625746** |
| **TOTAL NET ASSETS - 100.0%** | **TOTAL NET ASSETS - 100.0%** | $**4166423473** |

---

---

| | |
|:---|:---|
| <u>Currency Abbreviations</u> | <u>Currency Abbreviations</u> |
| CHF | Swiss Franc |
| KRW | Korean Won |
| THB | Thai Bhat |
| TWD | New Taiwan Dollar |
| <u>Security Abbreviations and Legend</u> | <u>Security Abbreviations and Legend</u> |
| ADR | American Depositary Receipt |
| NVDR | Non-Voting Depositary Receipt |
| (A) | Non-income producing security. |
| (B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (D) | Strike price and/or expiration date not available. |
| \* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |

---

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| Canadian Dollar Currency Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;&nbsp;&nbsp;$18633154 | &nbsp;&nbsp;&nbsp;&nbsp;$18382975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(250179) |
| Mini MSCI EAFE Index Futures | &nbsp;&nbsp;&nbsp;&nbsp;1244 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;&nbsp;&nbsp;112068344 | &nbsp;&nbsp;&nbsp;&nbsp;123093800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11025456 |
| Mini MSCI Emerging Markets Index Futures | &nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50160128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52162600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2002472 |
| S&P/TSX 60 Index Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19529822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20838405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1308583 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$14086332** |

---

^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

#### Mid Value Fund

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 95.7%** | **COMMON STOCKS – 95.7%** |  |
| **Communication services – 4.9%** |  |  |
| **Entertainment – 0.8%** | **Entertainment – 0.8%** |  |
| Madison Square Garden Entertainment Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5798460 |
| Madison Square Garden Sports Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5220488 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11018948 |
| **Media – 4.1%** | **Media – 4.1%** |  |
| DISH Network Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5165548 |
| News Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32207274 |
| Paramount Global, Class B (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11206146 |
| Scholastic Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10732731 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59311699 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70330647 |
| **Consumer discretionary – 8.3%** |  |  |
| **Automobiles – 1.0%** | **Automobiles – 1.0%** |  |
| General Motors Company | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15136992 |
| **Diversified consumer services – 1.5%** | **Diversified consumer services – 1.5%** |  |
| Bright Horizons Family Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11256140 |

---

#### Mid Value Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Diversified consumer services (continued)** | **Diversified consumer services (continued)** |  |
| Strategic Education, Inc. | 127895 | $&nbsp;&nbsp;&nbsp;10461811 |
|  |  | &nbsp;&nbsp;&nbsp;21717951 |
| **Hotels, restaurants and leisure – 0.8%** | **Hotels, restaurants and leisure – 0.8%** |  |
| Compass Group PLC | 489708 | &nbsp;&nbsp;&nbsp;11164329 |
| **Household durables – 0.8%** | **Household durables – 0.8%** |  |
| Mohawk Industries, Inc. (A) | 106785 | &nbsp;&nbsp;&nbsp;10820524 |
| **Specialty retail – 2.3%** | **Specialty retail – 2.3%** |  |
| Bath & Body Works, Inc. | 209300 | &nbsp;&nbsp;&nbsp;&nbsp;8895250 |
| Best Buy Company, Inc. | 134100 | &nbsp;&nbsp;&nbsp;11438730 |
| Burlington Stores, Inc. (A) | &nbsp;&nbsp;68100 | &nbsp;&nbsp;&nbsp;13325808 |
|  |  | &nbsp;&nbsp;&nbsp;33659788 |
| **Textiles, apparel and luxury goods – 1.9%** | **Textiles, apparel and luxury goods – 1.9%** |  |
| adidas AG | &nbsp;&nbsp;37832 | &nbsp;&nbsp;&nbsp;&nbsp;4876846 |
| Ralph Lauren Corp. | 205753 | &nbsp;&nbsp;&nbsp;23274779 |
|  |  | &nbsp;&nbsp;&nbsp;28151625 |
|  |  | 120651209 |
| **Consumer staples – 8.0%** |  |  |
| **Beverages – 2.5%** | **Beverages – 2.5%** |  |
| Carlsberg A/S, Class B | 101703 | &nbsp;&nbsp;&nbsp;12856798 |
| Constellation Brands, Inc., Class A | &nbsp;&nbsp;46600 | &nbsp;&nbsp;&nbsp;11992510 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Mid Value Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Beverages (continued)** | **Beverages (continued)** |  |
| Monster Beverage Corp. (A) | &nbsp;&nbsp;104300 | $&nbsp;&nbsp;&nbsp;10728298 |
|  |  | &nbsp;&nbsp;&nbsp;35577606 |
| **Food and staples retailing – 1.6%** | **Food and staples retailing – 1.6%** |  |
| Sysco Corp. | &nbsp;&nbsp;267409 | &nbsp;&nbsp;&nbsp;23133553 |
| **Food products – 3.4%** | **Food products – 3.4%** |  |
| Bunge, Ltd. | &nbsp;&nbsp;124765 | &nbsp;&nbsp;&nbsp;13080363 |
| Campbell Soup Company | &nbsp;&nbsp;132183 | &nbsp;&nbsp;&nbsp;&nbsp;7094262 |
| Flowers Foods, Inc. | &nbsp;&nbsp;970824 | &nbsp;&nbsp;&nbsp;29173261 |
|  |  | &nbsp;&nbsp;&nbsp;49347886 |
| **Household products – 0.5%** | **Household products – 0.5%** |  |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52918 | &nbsp;&nbsp;&nbsp;&nbsp;7177268 |
|  |  | 115236313 |
| **Energy – 8.7%** |  |  |
| **Energy equipment and services – 5.3%** | **Energy equipment and services – 5.3%** |  |
| Expro Group Holdings NV (A) | &nbsp;&nbsp;774337 | &nbsp;&nbsp;&nbsp;13450234 |
| NOV, Inc. | &nbsp;&nbsp;483367 | &nbsp;&nbsp;&nbsp;10856423 |
| SEACOR Marine Holdings, Inc. (A) | &nbsp;&nbsp;358073 | &nbsp;&nbsp;&nbsp;&nbsp;2918295 |
| TechnipFMC PLC (A) | 2724244 | &nbsp;&nbsp;&nbsp;33780626 |
| Tidewater, Inc. (A)(B) | &nbsp;&nbsp;513678 | &nbsp;&nbsp;&nbsp;15615811 |
|  |  | &nbsp;&nbsp;&nbsp;76621389 |
| **Oil, gas and consumable fuels – 3.4%** | **Oil, gas and consumable fuels – 3.4%** |  |
| Cameco Corp. | &nbsp;&nbsp;631299 | &nbsp;&nbsp;&nbsp;15391070 |
| Canadian Natural Resources, Ltd. | &nbsp;&nbsp;120670 | &nbsp;&nbsp;&nbsp;&nbsp;7206412 |
| Equitrans Midstream Corp. | 2143503 | &nbsp;&nbsp;&nbsp;17983990 |
| Imperial Oil, Ltd. | &nbsp;&nbsp;144443 | &nbsp;&nbsp;&nbsp;&nbsp;8240473 |
|  |  | &nbsp;&nbsp;&nbsp;48821945 |
|  |  | 125443334 |
| **Financials – 16.6%** |  |  |
| **Banks – 5.5%** | **Banks – 5.5%** |  |
| Fifth Third Bancorp | &nbsp;&nbsp;777829 | &nbsp;&nbsp;&nbsp;28281862 |
| Popular, Inc. | &nbsp;&nbsp;199791 | &nbsp;&nbsp;&nbsp;14588739 |
| Signature Bank | &nbsp;&nbsp;&nbsp;&nbsp;89195 | &nbsp;&nbsp;&nbsp;12442703 |
| Webster Financial Corp. | &nbsp;&nbsp;342192 | &nbsp;&nbsp;&nbsp;18594713 |
| Westamerica BanCorp | &nbsp;&nbsp;&nbsp;&nbsp;82233 | &nbsp;&nbsp;&nbsp;&nbsp;5077888 |
|  |  | &nbsp;&nbsp;&nbsp;78985905 |
| **Capital markets – 2.7%** | **Capital markets – 2.7%** |  |
| Main Street Capital Corp. (B) | &nbsp;&nbsp;202769 | &nbsp;&nbsp;&nbsp;&nbsp;7753887 |
| Open Lending Corp., Class A (A) | &nbsp;&nbsp;673600 | &nbsp;&nbsp;&nbsp;&nbsp;4762352 |
| State Street Corp. | &nbsp;&nbsp;330482 | &nbsp;&nbsp;&nbsp;26329501 |
|  |  | &nbsp;&nbsp;&nbsp;38845740 |
| **Consumer finance – 0.6%** | **Consumer finance – 0.6%** |  |
| OneMain Holdings, Inc. | &nbsp;&nbsp;236200 | &nbsp;&nbsp;&nbsp;&nbsp;9296832 |
| **Diversified financial services – 1.5%** | **Diversified financial services – 1.5%** |  |
| Apollo Global Management, Inc. | &nbsp;&nbsp;139500 | &nbsp;&nbsp;&nbsp;&nbsp;9679905 |
| Groupe Bruxelles Lambert SA | &nbsp;&nbsp;&nbsp;&nbsp;35278 | &nbsp;&nbsp;&nbsp;&nbsp;2847460 |
| Jackson Financial, Inc., Class A (B) | &nbsp;&nbsp;258194 | &nbsp;&nbsp;&nbsp;&nbsp;9643546 |
|  |  | &nbsp;&nbsp;&nbsp;22170911 |
| **Insurance – 6.3%** | **Insurance – 6.3%** |  |
| Brown & Brown, Inc. | &nbsp;&nbsp;250490 | &nbsp;&nbsp;&nbsp;14926699 |
| CNA Financial Corp. | &nbsp;&nbsp;312872 | &nbsp;&nbsp;&nbsp;13322090 |
| Kemper Corp. | &nbsp;&nbsp;286083 | &nbsp;&nbsp;&nbsp;16283844 |
| Loews Corp. | &nbsp;&nbsp;254639 | &nbsp;&nbsp;&nbsp;14807258 |
| Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41592 | &nbsp;&nbsp;&nbsp;&nbsp;7202903 |
| RenaissanceRe Holdings, Ltd. | &nbsp;&nbsp;129118 | &nbsp;&nbsp;&nbsp;24391681 |
|  |  | &nbsp;&nbsp;&nbsp;90934475 |
|  |  | 240233863 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Health care – 10.5%** |  |  |
| **Biotechnology – 0.1%** | **Biotechnology – 0.1%** |  |
| Galapagos NV (A) | &nbsp;&nbsp;&nbsp;&nbsp;38133 | $&nbsp;&nbsp;&nbsp;&nbsp;1519883 |
| **Health care equipment and supplies – 3.2%** | **Health care equipment and supplies – 3.2%** |  |
| Dentsply Sirona, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;397392 | &nbsp;&nbsp;&nbsp;12025082 |
| Koninklijke Philips NV | &nbsp;&nbsp;&nbsp;&nbsp;819205 | &nbsp;&nbsp;&nbsp;12275466 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;188376 | &nbsp;&nbsp;&nbsp;22623958 |
|  |  | &nbsp;&nbsp;&nbsp;46924506 |
| **Health care providers and services – 5.5%** | **Health care providers and services – 5.5%** |  |
| Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;196537 | &nbsp;&nbsp;&nbsp;15756371 |
| Centene Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;157535 | &nbsp;&nbsp;&nbsp;13713422 |
| Fresenius SE & Company KGaA | &nbsp;&nbsp;&nbsp;&nbsp;262018 | &nbsp;&nbsp;&nbsp;&nbsp;7300552 |
| Patterson Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;370808 | &nbsp;&nbsp;&nbsp;10545780 |
| Select Medical Holdings Corp. | &nbsp;&nbsp;1281333 | &nbsp;&nbsp;&nbsp;31495165 |
|  |  | &nbsp;&nbsp;&nbsp;78811290 |
| **Life sciences tools and services – 0.9%** | **Life sciences tools and services – 0.9%** |  |
| Charles River Laboratories International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;59300 | &nbsp;&nbsp;&nbsp;13554201 |
| **Pharmaceuticals – 0.8%** | **Pharmaceuticals – 0.8%** |  |
| Elanco Animal Health, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;421600 | &nbsp;&nbsp;&nbsp;&nbsp;5425992 |
| Viatris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;573200 | &nbsp;&nbsp;&nbsp;&nbsp;6322396 |
|  |  | &nbsp;&nbsp;&nbsp;11748388 |
|  |  | 152558268 |
| **Industrials – 13.2%** |  |  |
| **Aerospace and defense – 3.6%** | **Aerospace and defense – 3.6%** |  |
| Rolls-Royce Holdings PLC (A) | 12160775 | &nbsp;&nbsp;&nbsp;13474726 |
| Spirit AeroSystems Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;414500 | &nbsp;&nbsp;&nbsp;10864045 |
| Textron, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;391056 | &nbsp;&nbsp;&nbsp;27913577 |
|  |  | &nbsp;&nbsp;&nbsp;52252348 |
| **Air freight and logistics – 0.7%** | **Air freight and logistics – 0.7%** |  |
| CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;101326 | &nbsp;&nbsp;&nbsp;10154892 |
| **Airlines – 0.7%** | **Airlines – 0.7%** |  |
| Southwest Airlines Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;263200 | &nbsp;&nbsp;&nbsp;10504312 |
| **Building products – 1.0%** | **Building products – 1.0%** |  |
| Trane Technologies PLC | &nbsp;&nbsp;&nbsp;&nbsp;79035 | &nbsp;&nbsp;&nbsp;14101425 |
| **Electrical equipment – 0.7%** | **Electrical equipment – 0.7%** |  |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39757 | &nbsp;&nbsp;&nbsp;10504595 |
| **Machinery – 4.3%** | **Machinery – 4.3%** |  |
| Alstom SA | &nbsp;&nbsp;&nbsp;&nbsp;345653 | &nbsp;&nbsp;&nbsp;&nbsp;9075451 |
| PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;189635 | &nbsp;&nbsp;&nbsp;20084243 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;240100 | &nbsp;&nbsp;&nbsp;19620972 |
| The Middleby Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;87400 | &nbsp;&nbsp;&nbsp;12602206 |
|  |  | &nbsp;&nbsp;&nbsp;61382872 |
| **Professional services – 0.4%** | **Professional services – 0.4%** |  |
| Equifax, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27700 | &nbsp;&nbsp;&nbsp;&nbsp;5467149 |
| **Road and rail – 1.2%** | **Road and rail – 1.2%** |  |
| JB Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91300 | &nbsp;&nbsp;&nbsp;16789157 |
| **Trading companies and distributors – 0.6%** | **Trading companies and distributors – 0.6%** |  |
| Ashtead Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;147770 | &nbsp;&nbsp;&nbsp;&nbsp;9019089 |
|  |  | 190175839 |
| **Information technology – 6.4%** |  |  |
| **Communications equipment – 1.3%** | **Communications equipment – 1.3%** |  |
| Arista Networks, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;57810 | &nbsp;&nbsp;&nbsp;&nbsp;8052933 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38500 | &nbsp;&nbsp;&nbsp;10479700 |
|  |  | &nbsp;&nbsp;&nbsp;18532633 |
| **Electronic equipment, instruments and components – 1.4%** | **Electronic equipment, instruments and components – 1.4%** |  |
| Corning, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;249900 | &nbsp;&nbsp;&nbsp;&nbsp;8529087 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Mid Value Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Electronic equipment, instruments and<br> components (continued)** | **Electronic equipment, instruments and<br> components (continued)** |  |
| National Instruments Corp. | &nbsp;&nbsp;300401 | $&nbsp;&nbsp;&nbsp;&nbsp;12322449 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;20851536 |
| **IT services – 0.8%** | **IT services – 0.8%** |  |
| Global Payments, Inc. | &nbsp;&nbsp;110200 | &nbsp;&nbsp;&nbsp;&nbsp;11436556 |
| **Semiconductors and semiconductor equipment – 1.1%** | **Semiconductors and semiconductor equipment – 1.1%** |  |
| Marvell Technology, Inc. | &nbsp;&nbsp;285700 | &nbsp;&nbsp;&nbsp;&nbsp;13290764 |
| MKS Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742222 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;16032986 |
| **Technology hardware, storage and peripherals – 1.8%** | **Technology hardware, storage and peripherals – 1.8%** |  |
| Western Digital Corp. (A) | &nbsp;&nbsp;693900 | &nbsp;&nbsp;&nbsp;&nbsp;25500820 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;92354531 |
| **Materials – 7.8%** |  |  |
| **Chemicals – 1.7%** | **Chemicals – 1.7%** |  |
| Corteva, Inc. | &nbsp;&nbsp;154742 | &nbsp;&nbsp;&nbsp;&nbsp;10392473 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5072373 |
| The Scotts Miracle-Gro Company (B) | &nbsp;&nbsp;163879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9165752 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;24630598 |
| **Construction materials – 1.8%** | **Construction materials – 1.8%** |  |
| Summit Materials, Inc., Class A (A) | &nbsp;&nbsp;568044 | &nbsp;&nbsp;&nbsp;&nbsp;17206053 |
| Vulcan Materials Company | &nbsp;&nbsp;&nbsp;&nbsp;51528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9446628 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;26652681 |
| **Containers and packaging – 1.3%** | **Containers and packaging – 1.3%** |  |
| Ball Corp. | &nbsp;&nbsp;162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9084960 |
| Westrock Company | &nbsp;&nbsp;248200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9411744 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;18496704 |
| **Metals and mining – 3.0%** | **Metals and mining – 3.0%** |  |
| AngloGold Ashanti, Ltd., ADR | &nbsp;&nbsp;445383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8163870 |
| Franco-Nevada Corp. | &nbsp;&nbsp;&nbsp;&nbsp;99545 | &nbsp;&nbsp;&nbsp;&nbsp;14540830 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;157236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6257993 |
| Fresnillo PLC | 1321174 | &nbsp;&nbsp;&nbsp;&nbsp;14495325 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;43458018 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;113238001 |
| **Real estate – 6.5%** |  |  |
| **Equity real estate investment trusts – 6.5%** | **Equity real estate investment trusts – 6.5%** |  |
| Apartment Investment and Management Company, Class A | 1018891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8538307 |
| Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586580 |
| Equity Commonwealth | &nbsp;&nbsp;477080 | &nbsp;&nbsp;&nbsp;&nbsp;12924097 |
| Equity Residential | &nbsp;&nbsp;116355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7546785 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940948 |
| Rayonier, Inc. | &nbsp;&nbsp;365754 | &nbsp;&nbsp;&nbsp;&nbsp;13123254 |
| Regency Centers Corp. | &nbsp;&nbsp;190684 | &nbsp;&nbsp;&nbsp;&nbsp;12667138 |
| Rexford Industrial Realty, Inc. | &nbsp;&nbsp;170223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9411630 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723630 |
| Simon Property Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415984 |
| Vornado Realty Trust | &nbsp;&nbsp;234707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5935740 |
| Weyerhaeuser Company | &nbsp;&nbsp;391145 | &nbsp;&nbsp;&nbsp;&nbsp;12794353 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;93608446 |
| **Utilities – 4.8%** |  |  |
| **Electric utilities – 4.3%** | **Electric utilities – 4.3%** |  |
| FirstEnergy Corp. | &nbsp;&nbsp;676072 | &nbsp;&nbsp;&nbsp;&nbsp;27881209 |
| PG&E Corp. (A) | 2180408 | &nbsp;&nbsp;&nbsp;&nbsp;34232406 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;62113615 |
| **Multi-utilities – 0.5%** | **Multi-utilities – 0.5%** |  |
| CenterPoint Energy, Inc. | &nbsp;&nbsp;236143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7346409 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;69460024 |
| TOTAL COMMON STOCKS (Cost $1,093,488,619) | TOTAL COMMON STOCKS (Cost $1,093,488,619) | $1383290475 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| SHORT-TERM INVESTMENTS – 5.9% | SHORT-TERM INVESTMENTS – 5.9% |  |
| **Short-term funds – 5.9%** |  |  |
| John Hancock Collateral Trust, 3.8739% (C)(D) | &nbsp;&nbsp;2197324 | $&nbsp;&nbsp;&nbsp;&nbsp;21959402 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.6508% (C) | &nbsp;&nbsp;2019929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019929 |
| T. Rowe Price Government Reserve Fund, 3.7956% (C) | 61224630 | &nbsp;&nbsp;&nbsp;&nbsp;61224630 |
| TOTAL SHORT-TERM INVESTMENTS (Cost $85,199,658) | TOTAL SHORT-TERM INVESTMENTS (Cost $85,199,658) | $&nbsp;&nbsp;&nbsp;&nbsp;85203961 |
| **Total Investments (Mid Value Fund)<br> (Cost $1,178,688,277) – 101.6%** | **Total Investments (Mid Value Fund)<br> (Cost $1,178,688,277) – 101.6%** | $**1468494436** |
| **Other assets and liabilities, net – (1.6%)** | **Other assets and liabilities, net – (1.6%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(22447216)** |
| **TOTAL NET ASSETS – 100.0%** | **TOTAL NET ASSETS – 100.0%** | $**1446047220** |

---

---

| | |
|:---|:---|
| <u>Security Abbreviations and Legend</u> | <u>Security Abbreviations and Legend</u> |
| ADR | American Depositary Receipt |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 11-30-22. The value of securities on loan amounted to $21,101,272. |
| (C) | The rate shown is the annualized seven-day yield as of 11-30-22. |
| (D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

---

#### Science & Technology Fund

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 95.7%** | **COMMON STOCKS – 95.7%** |  |
| **Communication services – 14.3%** |  |  |
| **Entertainment – 0.6%** | **Entertainment – 0.6%** |  |
| CTS Eventim AG & Company KGaA (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8150 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510564 |
| Sea, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373568 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884132 |
| **Interactive media and services – 13.7%** | **Interactive media and services – 13.7%** |  |
| Alphabet, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8414487 |
| Baidu, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065441 |
| Kanzhun, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405232 |
| Meta Platforms, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8798096 |
| Pinterest, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988965 |
| VK Company, Ltd., GDR (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29438 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22701659 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23585791 |
| **Consumer discretionary – 27.2%** |  |  |
| **Automobiles – 0.3%** | **Automobiles – 0.3%** |  |
| Rivian Automotive, Inc., Class A (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413508 |
| **Hotels, restaurants and leisure – 2.8%** | **Hotels, restaurants and leisure – 2.8%** |  |
| Booking Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987954 |
| Tongcheng Travel Holdings, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026823 |
| Trip.com Group, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678365 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4693142 |
| **Internet and direct marketing retail – 23.0%** | **Internet and direct marketing retail – 23.0%** |  |
| Alibaba Group Holding, Ltd., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6529962 |
| Amazon.com, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9794273 |
| Boohoo Group PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152742 |
| Coupang, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522089 |
| Deliveroo PLC (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815380 |
| Delivery Hero SE (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4609350 |
| D-Market Elektronik Hizmetler ve Ticaret AS, ADR (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79116 |
| DoorDash, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025957 |
| Etsy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2156766 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### Science & Technology Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Internet and direct marketing retail (continued)** | **Internet and direct marketing retail (continued)** |  |
| MercadoLibre, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;516 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480388 |
| Naspers, Ltd., N Shares | &nbsp;&nbsp;16624 | &nbsp;&nbsp;&nbsp;&nbsp;2547863 |
| Wayfair, Inc., Class A (A)(C) | &nbsp;&nbsp;&nbsp;9030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330859 |
| Zalando SE (A)(D) | 255780 | &nbsp;&nbsp;&nbsp;&nbsp;8045002 |
|  |  | &nbsp;&nbsp;&nbsp;38089747 |
| **Specialty retail – 1.1%** | **Specialty retail – 1.1%** |  |
| Auto1 Group SE (A)(D) | 126284 | &nbsp;&nbsp;&nbsp;&nbsp;1103360 |
| Warby Parker, Inc., Class A (A)(C) | &nbsp;&nbsp;46753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796204 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1899564 |
|  |  | &nbsp;&nbsp;&nbsp;45095961 |
| **Health care – 0.5%** |  |  |
| **Health care technology – 0.5%** | **Health care technology – 0.5%** |  |
| Veeva Systems, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;4701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894882 |
| **Information technology – 53.3%** |  |  |
| **Communications equipment – 1.3%** | **Communications equipment – 1.3%** |  |
| Arista Networks, Inc. (A) | &nbsp;&nbsp;15551 | &nbsp;&nbsp;&nbsp;&nbsp;2166254 |
| **IT services – 5.0%** | **IT services – 5.0%** |  |
| Accenture PLC, Class A | &nbsp;&nbsp;22555 | &nbsp;&nbsp;&nbsp;&nbsp;6787476 |
| Adyen NV (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441089 |
| MongoDB, Inc. (A) | &nbsp;&nbsp;&nbsp;6706 | &nbsp;&nbsp;&nbsp;&nbsp;1023939 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;8252504 |
| **Semiconductors and semiconductor equipment – 16.4%** | **Semiconductors and semiconductor equipment – 16.4%** |  |
| Advanced Micro Devices, Inc. (A) | &nbsp;&nbsp;84995 | &nbsp;&nbsp;&nbsp;&nbsp;6598162 |
| ASML Holding NV, NYRS | &nbsp;&nbsp;&nbsp;2213 | &nbsp;&nbsp;&nbsp;&nbsp;1345770 |
| Lam Research Corp. | &nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;1901330 |
| Marvell Technology, Inc. | &nbsp;&nbsp;27294 | &nbsp;&nbsp;&nbsp;&nbsp;1269717 |
| Micron Technology, Inc. | &nbsp;&nbsp;28285 | &nbsp;&nbsp;&nbsp;&nbsp;1630630 |
| NVIDIA Corp. | &nbsp;&nbsp;51309 | &nbsp;&nbsp;&nbsp;&nbsp;8683022 |
| Qualcomm, Inc. | &nbsp;&nbsp;40770 | &nbsp;&nbsp;&nbsp;&nbsp;5156997 |
| Taiwan Semiconductor Manufacturing Company, Ltd. | &nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594214 |
|  |  | &nbsp;&nbsp;&nbsp;27179842 |
| **Software – 26.6%** | **Software – 26.6%** |  |
| Fortinet, Inc. (A) | &nbsp;&nbsp;64561 | &nbsp;&nbsp;&nbsp;&nbsp;3432063 |
| Gen Digital, Inc. | &nbsp;&nbsp;28613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656954 |
| HubSpot, Inc. (A) | &nbsp;&nbsp;&nbsp;2778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841817 |
| Intuit, Inc. | &nbsp;&nbsp;&nbsp;5321 | &nbsp;&nbsp;&nbsp;&nbsp;2168786 |
| Microsoft Corp. | &nbsp;&nbsp;54229 | &nbsp;&nbsp;&nbsp;13835989 |
| Qualtrics International, Inc., Class A (A) | 173678 | &nbsp;&nbsp;&nbsp;&nbsp;1781936 |
| salesforce.com, Inc. (A) | &nbsp;&nbsp;81387 | &nbsp;&nbsp;&nbsp;13042267 |
| ServiceNow, Inc. (A) | &nbsp;&nbsp;&nbsp;3691 | &nbsp;&nbsp;&nbsp;&nbsp;1536563 |
| TeamViewer AG (A)(D) | &nbsp;&nbsp;97537 | &nbsp;&nbsp;&nbsp;&nbsp;1270601 |
| Workday, Inc., Class A (A) | &nbsp;&nbsp;17176 | &nbsp;&nbsp;&nbsp;&nbsp;2883850 |
| Zoom Video Communications, Inc., Class A (A) | &nbsp;&nbsp;33697 | &nbsp;&nbsp;&nbsp;&nbsp;2541765 |
|  |  | &nbsp;&nbsp;&nbsp;43992591 |
| **Technology hardware, storage and peripherals – 4.0%** | **Technology hardware, storage and peripherals – 4.0%** |  |
| Pure Storage, Inc., Class A (A) | 161678 | &nbsp;&nbsp;&nbsp;&nbsp;4719381 |
| Samsung Electronics Company, Ltd. | &nbsp;&nbsp;28898 | &nbsp;&nbsp;&nbsp;&nbsp;1388519 |
| Western Digital Corp. (A) | &nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510825 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;6618725 |
|  |  | &nbsp;&nbsp;&nbsp;88209916 |
| **Real estate – 0.4%** |  |  |
| **Real estate management and development – 0.4%** | **Real estate management and development – 0.4%** |  |
| KE Holdings, Inc., ADR (A) | &nbsp;&nbsp;31970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540932 |
| Opendoor Technologies, Inc. (A) | &nbsp;&nbsp;49203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91026 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631958 |
| TOTAL COMMON STOCKS (Cost $165,104,434) | TOTAL COMMON STOCKS (Cost $165,104,434) | $158418508 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| SHORT-TERM INVESTMENTS – 4.3% | SHORT-TERM INVESTMENTS – 4.3% |  |
| **Short-term funds – 4.3%** |  |  |
| John Hancock Collateral Trust, 3.8739% (E)(F) | &nbsp;&nbsp;141397 | $&nbsp;&nbsp;&nbsp;&nbsp;1413083 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.6508% (E) | 2224257 | &nbsp;&nbsp;&nbsp;&nbsp;2224257 |
| T. Rowe Price Government Reserve Fund, 3.7956% (E) | 3533878 | &nbsp;&nbsp;&nbsp;&nbsp;3533878 |
| TOTAL SHORT-TERM INVESTMENTS (Cost $7,170,874) | TOTAL SHORT-TERM INVESTMENTS (Cost $7,170,874) | $&nbsp;&nbsp;&nbsp;&nbsp;7171218 |
| **Total Investments (Science & Technology Fund)<br> (Cost $172,275,308) – 100.0%** | **Total Investments (Science & Technology Fund)<br> (Cost $172,275,308) – 100.0%** | $**165589726** |
| **Other assets and liabilities, net – 0.0%** | **Other assets and liabilities, net – 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**33924** |
| **TOTAL NET ASSETS – 100.0%** | **TOTAL NET ASSETS – 100.0%** | $**165623650** |

---

---

| | |
|:---|:---|
| <u>Security Abbreviations and Legend</u> | <u>Security Abbreviations and Legend</u> |
| ADR | American Depositary Receipt |
| GDR | Global Depositary Receipt |
| NYRS | New York Registry Shares |
| (A) | Non-income producing security. |
| (B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (C) | All or a portion of this security is on loan as of 11-30-22. The value of securities on loan amounted to $1,384,100. |
| (D) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (E) | The rate shown is the annualized seven-day yield as of 11-30-22. |
| (F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

---

#### U.S. Sector Rotation Fund

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 96.6%** | **COMMON STOCKS – 96.6%** |  |
| **Communication services – 6.9%** |  |  |
| **Diversified telecommunication services – 0.7%** | **Diversified telecommunication services – 0.7%** |  |
| AT&T, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709904 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13686949 |
| Lumen Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512938 |
| Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16378149 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30578036 |
| **Entertainment – 1.1%** | **Entertainment – 1.1%** |  |
| Activision Blizzard, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6134596 |
| Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3997029 |
| Live Nation Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190572 |
| Netflix, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15736017 |
| Take-Two Interactive Software, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895022 |
| The Walt Disney Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20382504 |
| Warner Brothers Discovery, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2809952 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52145692 |
| **Interactive media and services – 3.9%** | **Interactive media and services – 3.9%** |  |
| Alphabet, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75492045 |
| Alphabet, Inc., Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67756730 |
| Match Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770055 |
| Meta Platforms, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33862104 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178880934 |
| **Media – 1.0%** | **Media – 1.0%** |  |
| Charter Communications, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7259212 |
| Comcast Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27191240 |
| DISH Network Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672896 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### U.S. Sector Rotation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Media (continued)** | **Media (continued)** |  |
| Fox Corp., Class A | &nbsp;&nbsp;52259 | $&nbsp;&nbsp;&nbsp;&nbsp;1695805 |
| Fox Corp., Class B | &nbsp;&nbsp;24036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733579 |
| News Corp., Class A | &nbsp;&nbsp;63987 | &nbsp;&nbsp;&nbsp;&nbsp;1225351 |
| News Corp., Class B | &nbsp;&nbsp;19891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386880 |
| Omnicom Group, Inc. | &nbsp;&nbsp;34868 | &nbsp;&nbsp;&nbsp;&nbsp;2781072 |
| Paramount Global, Class B (B) | &nbsp;&nbsp;84474 | &nbsp;&nbsp;&nbsp;&nbsp;1696238 |
| The Interpublic Group of Companies, Inc. | &nbsp;&nbsp;66437 | &nbsp;&nbsp;&nbsp;&nbsp;2282775 |
|  |  | &nbsp;&nbsp;&nbsp;45925048 |
| **Wireless telecommunication services – 0.2%** | **Wireless telecommunication services – 0.2%** |  |
| T-Mobile US, Inc. (A) | &nbsp;&nbsp;60143 | &nbsp;&nbsp;&nbsp;&nbsp;9109259 |
|  |  | 316638969 |
| **Consumer discretionary – 8.8%** |  |  |
| **Auto components – 0.1%** | **Auto components – 0.1%** |  |
| Aptiv PLC (A) | &nbsp;&nbsp;28837 | &nbsp;&nbsp;&nbsp;&nbsp;3076043 |
| BorgWarner, Inc. | &nbsp;&nbsp;25588 | &nbsp;&nbsp;&nbsp;&nbsp;1087746 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;4163789 |
| **Automobiles – 1.4%** | **Automobiles – 1.4%** |  |
| Ford Motor Company | 425411 | &nbsp;&nbsp;&nbsp;&nbsp;5913213 |
| General Motors Company | 155640 | &nbsp;&nbsp;&nbsp;&nbsp;6312758 |
| Tesla, Inc. (A) | 267977 | &nbsp;&nbsp;&nbsp;52175122 |
|  |  | &nbsp;&nbsp;&nbsp;64401093 |
| **Distributors – 0.1%** | **Distributors – 0.1%** |  |
| Genuine Parts Company | &nbsp;&nbsp;14917 | &nbsp;&nbsp;&nbsp;&nbsp;2734734 |
| LKQ Corp. | &nbsp;&nbsp;27558 | &nbsp;&nbsp;&nbsp;&nbsp;1497226 |
| Pool Corp. | &nbsp;&nbsp;&nbsp;4131 | &nbsp;&nbsp;&nbsp;&nbsp;1360793 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;5592753 |
| **Hotels, restaurants and leisure – 1.7%** | **Hotels, restaurants and leisure – 1.7%** |  |
| Booking Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;4479 | &nbsp;&nbsp;&nbsp;&nbsp;9313857 |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;24840 | &nbsp;&nbsp;&nbsp;&nbsp;1262120 |
| Carnival Corp. (A)(B) | 111840 | &nbsp;&nbsp;&nbsp;&nbsp;1110571 |
| Chipotle Mexican Grill, Inc. (A) | &nbsp;&nbsp;&nbsp;3186 | &nbsp;&nbsp;&nbsp;&nbsp;5183495 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;14116 | &nbsp;&nbsp;&nbsp;&nbsp;2074911 |
| Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;4023 | &nbsp;&nbsp;&nbsp;&nbsp;1563861 |
| Expedia Group, Inc. (A) | &nbsp;&nbsp;17355 | &nbsp;&nbsp;&nbsp;&nbsp;1854208 |
| Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;31739 | &nbsp;&nbsp;&nbsp;&nbsp;4526616 |
| Las Vegas Sands Corp. (A) | &nbsp;&nbsp;37801 | &nbsp;&nbsp;&nbsp;&nbsp;1770599 |
| Marriott International, Inc., Class A | &nbsp;&nbsp;31905 | &nbsp;&nbsp;&nbsp;&nbsp;5275492 |
| McDonald's Corp. | &nbsp;&nbsp;84942 | &nbsp;&nbsp;&nbsp;23171328 |
| MGM Resorts International | &nbsp;&nbsp;37623 | &nbsp;&nbsp;&nbsp;&nbsp;1386784 |
| Norwegian Cruise Line Holdings, Ltd. (A)(B) | &nbsp;&nbsp;48224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792803 |
| Royal Caribbean Cruises, Ltd. (A) | &nbsp;&nbsp;25423 | &nbsp;&nbsp;&nbsp;&nbsp;1523600 |
| Starbucks Corp. | 130478 | &nbsp;&nbsp;&nbsp;13334852 |
| Wynn Resorts, Ltd. (A) | &nbsp;&nbsp;11959 | &nbsp;&nbsp;&nbsp;&nbsp;1000490 |
| Yum! Brands, Inc. | &nbsp;&nbsp;32620 | &nbsp;&nbsp;&nbsp;&nbsp;4196889 |
|  |  | &nbsp;&nbsp;&nbsp;79342476 |
| **Household durables – 0.3%** | **Household durables – 0.3%** |  |
| D.R. Horton, Inc. | &nbsp;&nbsp;39065 | &nbsp;&nbsp;&nbsp;&nbsp;3359590 |
| Garmin, Ltd. | &nbsp;&nbsp;19329 | &nbsp;&nbsp;&nbsp;&nbsp;1797404 |
| Hamilton Beach Brands Holding Company, Class B | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 |
| Lennar Corp., A Shares | &nbsp;&nbsp;31585 | &nbsp;&nbsp;&nbsp;&nbsp;2774111 |
| Mohawk Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;6604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669183 |
| Newell Brands, Inc. | &nbsp;&nbsp;47076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610576 |
| NVR, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;1786019 |
| PulteGroup, Inc. | &nbsp;&nbsp;28811 | &nbsp;&nbsp;&nbsp;&nbsp;1290157 |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp;6778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993180 |
|  |  | &nbsp;&nbsp;&nbsp;13284395 |
| **Internet and direct marketing retail – 2.0%** | **Internet and direct marketing retail – 2.0%** |  |
| Amazon.com, Inc. (A) | 910099 | &nbsp;&nbsp;&nbsp;87860957 |
| eBay, Inc. | &nbsp;&nbsp;56314 | &nbsp;&nbsp;&nbsp;&nbsp;2558908 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Internet and direct marketing retail (continued)** | **Internet and direct marketing retail (continued)** |  |
| Etsy, Inc. (A) | &nbsp;&nbsp;13137 | $&nbsp;&nbsp;&nbsp;&nbsp;1735266 |
|  |  | &nbsp;&nbsp;&nbsp;92155131 |
| **Leisure products – 0.0%** | **Leisure products – 0.0%** |  |
| Hasbro, Inc. | &nbsp;&nbsp;16162 | &nbsp;&nbsp;&nbsp;&nbsp;1015297 |
| **Multiline retail – 0.5%** | **Multiline retail – 0.5%** |  |
| Dollar General Corp. | &nbsp;&nbsp;28288 | &nbsp;&nbsp;&nbsp;&nbsp;7232676 |
| Dollar Tree, Inc. (A) | &nbsp;&nbsp;26510 | &nbsp;&nbsp;&nbsp;&nbsp;3984188 |
| Target Corp. | &nbsp;&nbsp;56132 | &nbsp;&nbsp;&nbsp;&nbsp;9377973 |
|  |  | &nbsp;&nbsp;&nbsp;20594837 |
| **Specialty retail – 2.2%** | **Specialty retail – 2.2%** |  |
| Advance Auto Parts, Inc. | &nbsp;&nbsp;&nbsp;7709 | &nbsp;&nbsp;&nbsp;&nbsp;1163982 |
| AutoZone, Inc. (A) | &nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;6421710 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;29556 | &nbsp;&nbsp;&nbsp;&nbsp;1256130 |
| Best Buy Company, Inc. | &nbsp;&nbsp;25328 | &nbsp;&nbsp;&nbsp;&nbsp;2160478 |
| CarMax, Inc. (A) | &nbsp;&nbsp;20420 | &nbsp;&nbsp;&nbsp;&nbsp;1416331 |
| Lowe's Companies, Inc. | &nbsp;&nbsp;82480 | &nbsp;&nbsp;&nbsp;17531124 |
| O'Reilly Automotive, Inc. (A) | &nbsp;&nbsp;&nbsp;8137 | &nbsp;&nbsp;&nbsp;&nbsp;7034762 |
| Ross Stores, Inc. | &nbsp;&nbsp;44180 | &nbsp;&nbsp;&nbsp;&nbsp;5198661 |
| The Home Depot, Inc. | 131801 | &nbsp;&nbsp;&nbsp;42702206 |
| The TJX Companies, Inc. | 148885 | &nbsp;&nbsp;&nbsp;11918244 |
| Tractor Supply Company | &nbsp;&nbsp;14046 | &nbsp;&nbsp;&nbsp;&nbsp;3178750 |
| Ulta Beauty, Inc. (A) | &nbsp;&nbsp;&nbsp;6637 | &nbsp;&nbsp;&nbsp;&nbsp;3085143 |
|  |  | 103067521 |
| **Textiles, apparel and luxury goods – 0.5%** | **Textiles, apparel and luxury goods – 0.5%** |  |
| NIKE, Inc., Class B | 158342 | &nbsp;&nbsp;&nbsp;17368534 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;5363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606663 |
| Tapestry, Inc. | &nbsp;&nbsp;31289 | &nbsp;&nbsp;&nbsp;&nbsp;1181786 |
| VF Corp. | &nbsp;&nbsp;41681 | &nbsp;&nbsp;&nbsp;&nbsp;1367970 |
|  |  | &nbsp;&nbsp;&nbsp;20524953 |
|  |  | 404142245 |
| **Consumer staples – 7.6%** |  |  |
| **Beverages – 2.3%** | **Beverages – 2.3%** |  |
| Brown-Forman Corp., Class B | &nbsp;&nbsp;29424 | &nbsp;&nbsp;&nbsp;&nbsp;2148540 |
| Constellation Brands, Inc., Class A | &nbsp;&nbsp;25918 | &nbsp;&nbsp;&nbsp;&nbsp;6669997 |
| Keurig Dr. Pepper, Inc. | 137713 | &nbsp;&nbsp;&nbsp;&nbsp;5325362 |
| Molson Coors Beverage Company, Class B | &nbsp;&nbsp;30296 | &nbsp;&nbsp;&nbsp;&nbsp;1669613 |
| Monster Beverage Corp. (A) | &nbsp;&nbsp;61508 | &nbsp;&nbsp;&nbsp;&nbsp;6326713 |
| PepsiCo, Inc. | 222946 | &nbsp;&nbsp;&nbsp;41358712 |
| The Coca-Cola Company | 627125 | &nbsp;&nbsp;&nbsp;39891421 |
|  |  | 103390358 |
| **Food and staples retailing – 1.7%** | **Food and staples retailing – 1.7%** |  |
| Costco Wholesale Corp. | &nbsp;&nbsp;61680 | &nbsp;&nbsp;&nbsp;33260940 |
| Sysco Corp. | &nbsp;&nbsp;71101 | &nbsp;&nbsp;&nbsp;&nbsp;6150948 |
| The Kroger Company | &nbsp;&nbsp;91471 | &nbsp;&nbsp;&nbsp;&nbsp;4499458 |
| Walgreens Boots Alliance, Inc. | 100861 | &nbsp;&nbsp;&nbsp;&nbsp;4185732 |
| Walmart, Inc. | 198273 | &nbsp;&nbsp;&nbsp;30220771 |
|  |  | &nbsp;&nbsp;&nbsp;78317849 |
| **Food products – 1.4%** | **Food products – 1.4%** |  |
| Archer-Daniels-Midland Company | &nbsp;&nbsp;90812 | &nbsp;&nbsp;&nbsp;&nbsp;8854170 |
| Campbell Soup Company | &nbsp;&nbsp;32655 | &nbsp;&nbsp;&nbsp;&nbsp;1752594 |
| Conagra Brands, Inc. | &nbsp;&nbsp;77381 | &nbsp;&nbsp;&nbsp;&nbsp;2938930 |
| General Mills, Inc. | &nbsp;&nbsp;95860 | &nbsp;&nbsp;&nbsp;&nbsp;8176858 |
| Hormel Foods Corp. | &nbsp;&nbsp;46897 | &nbsp;&nbsp;&nbsp;&nbsp;2204159 |
| Kellogg Company | &nbsp;&nbsp;41211 | &nbsp;&nbsp;&nbsp;&nbsp;3006342 |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;23176 | &nbsp;&nbsp;&nbsp;&nbsp;2013994 |
| McCormick & Company, Inc. | &nbsp;&nbsp;40568 | &nbsp;&nbsp;&nbsp;&nbsp;3455582 |
| Mondelez International, Inc., Class A | 221330 | &nbsp;&nbsp;&nbsp;14964121 |
| The Hershey Company | &nbsp;&nbsp;23832 | &nbsp;&nbsp;&nbsp;&nbsp;5604571 |
| The J.M. Smucker Company | &nbsp;&nbsp;17272 | &nbsp;&nbsp;&nbsp;&nbsp;2660061 |
| The Kraft Heinz Company | 129370 | &nbsp;&nbsp;&nbsp;&nbsp;5090710 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### U.S. Sector Rotation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Food products (continued)** | **Food products (continued)** |  |
| Tyson Foods, Inc., Class A | &nbsp;&nbsp;47056 | $&nbsp;&nbsp;&nbsp;&nbsp;3118872 |
|  |  | &nbsp;&nbsp;&nbsp;63840964 |
| **Household products – 1.3%** | **Household products – 1.3%** |  |
| Church & Dwight Company, Inc. | &nbsp;&nbsp;29010 | &nbsp;&nbsp;&nbsp;&nbsp;2375049 |
| Colgate-Palmolive Company | &nbsp;&nbsp;99315 | &nbsp;&nbsp;&nbsp;&nbsp;7694926 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;40440 | &nbsp;&nbsp;&nbsp;&nbsp;5484877 |
| The Clorox Company | &nbsp;&nbsp;14756 | &nbsp;&nbsp;&nbsp;&nbsp;2193479 |
| The Procter & Gamble Company | 285232 | &nbsp;&nbsp;&nbsp;42545205 |
|  |  | &nbsp;&nbsp;&nbsp;60293536 |
| **Personal products – 0.1%** | **Personal products – 0.1%** |  |
| The Estee Lauder Companies, Inc., Class A | &nbsp;&nbsp;27422 | &nbsp;&nbsp;&nbsp;&nbsp;6465833 |
| **Tobacco – 0.8%** | **Tobacco – 0.8%** |  |
| Altria Group, Inc. | 292593 | &nbsp;&nbsp;&nbsp;13628982 |
| Philip Morris International, Inc. | 248106 | &nbsp;&nbsp;&nbsp;24728725 |
|  |  | &nbsp;&nbsp;&nbsp;38357707 |
|  |  | 350666247 |
| **Energy – 7.1%** |  |  |
| **Energy equipment and services – 0.6%** | **Energy equipment and services – 0.6%** |  |
| Baker Hughes Company | 189087 | &nbsp;&nbsp;&nbsp;&nbsp;5487305 |
| Halliburton Company | 169266 | &nbsp;&nbsp;&nbsp;&nbsp;6413489 |
| Schlumberger, Ltd. | 267316 | &nbsp;&nbsp;&nbsp;13780140 |
|  |  | &nbsp;&nbsp;&nbsp;25680934 |
| **Oil, gas and consumable fuels – 6.5%** | **Oil, gas and consumable fuels – 6.5%** |  |
| APA Corp. | &nbsp;&nbsp;61102 | &nbsp;&nbsp;&nbsp;&nbsp;2862629 |
| Chevron Corp. | 333354 | &nbsp;&nbsp;&nbsp;61107122 |
| ConocoPhillips | 238255 | &nbsp;&nbsp;&nbsp;29426875 |
| Coterra Energy, Inc. | 145009 | &nbsp;&nbsp;&nbsp;&nbsp;4047201 |
| Devon Energy Corp. | 122053 | &nbsp;&nbsp;&nbsp;&nbsp;8363072 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;33186 | &nbsp;&nbsp;&nbsp;&nbsp;4912192 |
| EOG Resources, Inc. | 109228 | &nbsp;&nbsp;&nbsp;15502730 |
| EQT Corp. | &nbsp;&nbsp;67386 | &nbsp;&nbsp;&nbsp;&nbsp;2857840 |
| Exxon Mobil Corp. | 769142 | &nbsp;&nbsp;&nbsp;85636270 |
| Hess Corp. | &nbsp;&nbsp;52602 | &nbsp;&nbsp;&nbsp;&nbsp;7569954 |
| Kinder Morgan, Inc. | 364027 | &nbsp;&nbsp;&nbsp;&nbsp;6960196 |
| Marathon Oil Corp. | 127014 | &nbsp;&nbsp;&nbsp;&nbsp;3890439 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;92104 | &nbsp;&nbsp;&nbsp;11219188 |
| Occidental Petroleum Corp. | 139549 | &nbsp;&nbsp;&nbsp;&nbsp;9697260 |
| ONEOK, Inc. | &nbsp;&nbsp;81865 | &nbsp;&nbsp;&nbsp;&nbsp;5478406 |
| Phillips 66 | &nbsp;&nbsp;89722 | &nbsp;&nbsp;&nbsp;&nbsp;9729454 |
| Pioneer Natural Resources Company | &nbsp;&nbsp;44012 | &nbsp;&nbsp;&nbsp;10386392 |
| Targa Resources Corp. | &nbsp;&nbsp;41705 | &nbsp;&nbsp;&nbsp;&nbsp;3102435 |
| The Williams Companies, Inc. | 224548 | &nbsp;&nbsp;&nbsp;&nbsp;7791816 |
| Valero Energy Corp. | &nbsp;&nbsp;73585 | &nbsp;&nbsp;&nbsp;&nbsp;9832428 |
|  |  | 300373899 |
|  |  | 326054833 |
| **Financials – 11.1%** |  |  |
| **Banks – 3.8%** | **Banks – 3.8%** |  |
| Bank of America Corp. | 907442 | &nbsp;&nbsp;&nbsp;34346680 |
| Citigroup, Inc. | 257001 | &nbsp;&nbsp;&nbsp;12441418 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;64392 | &nbsp;&nbsp;&nbsp;&nbsp;2728933 |
| Comerica, Inc. | &nbsp;&nbsp;17080 | &nbsp;&nbsp;&nbsp;&nbsp;1225319 |
| Fifth Third Bancorp | &nbsp;&nbsp;89250 | &nbsp;&nbsp;&nbsp;&nbsp;3245130 |
| First Republic Bank | &nbsp;&nbsp;23236 | &nbsp;&nbsp;&nbsp;&nbsp;2965146 |
| Huntington Bancshares, Inc. | 186694 | &nbsp;&nbsp;&nbsp;&nbsp;2890023 |
| JPMorgan Chase & Co. | 378298 | &nbsp;&nbsp;&nbsp;52273218 |
| KeyCorp | 121172 | &nbsp;&nbsp;&nbsp;&nbsp;2279245 |
| M&T Bank Corp. | &nbsp;&nbsp;22754 | &nbsp;&nbsp;&nbsp;&nbsp;3868635 |
| Regions Financial Corp. | 121009 | &nbsp;&nbsp;&nbsp;&nbsp;2808619 |
| Signature Bank | &nbsp;&nbsp;&nbsp;7992 | &nbsp;&nbsp;&nbsp;&nbsp;1114884 |
| SVB Financial Group (A) | &nbsp;&nbsp;&nbsp;7513 | &nbsp;&nbsp;&nbsp;&nbsp;1741363 |
| The PNC Financial Services Group, Inc. | &nbsp;&nbsp;52926 | &nbsp;&nbsp;&nbsp;&nbsp;8905329 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Banks (continued)** | **Banks (continued)** |  |
| Truist Financial Corp. | 171521 | $&nbsp;&nbsp;&nbsp;&nbsp;8028898 |
| U.S. Bancorp | 174875 | &nbsp;&nbsp;&nbsp;&nbsp;7937576 |
| Wells Fargo & Company | 489991 | &nbsp;&nbsp;&nbsp;23495068 |
| Zions Bancorp NA | &nbsp;&nbsp;19464 | &nbsp;&nbsp;&nbsp;&nbsp;1008624 |
|  |  | 173304108 |
| **Capital markets – 2.9%** | **Capital markets – 2.9%** |  |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;13782 | &nbsp;&nbsp;&nbsp;&nbsp;4574935 |
| BlackRock, Inc. | &nbsp;&nbsp;19192 | &nbsp;&nbsp;&nbsp;13741472 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;13559 | &nbsp;&nbsp;&nbsp;&nbsp;1719824 |
| CME Group, Inc. | &nbsp;&nbsp;45378 | &nbsp;&nbsp;&nbsp;&nbsp;8009217 |
| FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;4822 | &nbsp;&nbsp;&nbsp;&nbsp;2224340 |
| Franklin Resources, Inc. | &nbsp;&nbsp;36255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971997 |
| Intercontinental Exchange, Inc. | &nbsp;&nbsp;70675 | &nbsp;&nbsp;&nbsp;&nbsp;7654809 |
| Invesco, Ltd. | &nbsp;&nbsp;57931 | &nbsp;&nbsp;&nbsp;&nbsp;1107061 |
| MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;4798 | &nbsp;&nbsp;&nbsp;&nbsp;1285480 |
| Moody's Corp. | &nbsp;&nbsp;19888 | &nbsp;&nbsp;&nbsp;&nbsp;5931994 |
| Morgan Stanley | 170500 | &nbsp;&nbsp;&nbsp;15868435 |
| MSCI, Inc. | &nbsp;&nbsp;10080 | &nbsp;&nbsp;&nbsp;&nbsp;5118926 |
| Nasdaq, Inc. | &nbsp;&nbsp;42635 | &nbsp;&nbsp;&nbsp;&nbsp;2918792 |
| Northern Trust Corp. | &nbsp;&nbsp;26570 | &nbsp;&nbsp;&nbsp;&nbsp;2473933 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;25421 | &nbsp;&nbsp;&nbsp;&nbsp;2971715 |
| S&P Global, Inc. | &nbsp;&nbsp;42463 | &nbsp;&nbsp;&nbsp;14980946 |
| State Street Corp. | &nbsp;&nbsp;46554 | &nbsp;&nbsp;&nbsp;&nbsp;3708957 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;29023 | &nbsp;&nbsp;&nbsp;&nbsp;3625263 |
| The Bank of New York Mellon Corp. | &nbsp;&nbsp;93481 | &nbsp;&nbsp;&nbsp;&nbsp;4290778 |
| The Charles Schwab Corp. | 193992 | &nbsp;&nbsp;&nbsp;16012100 |
| The Goldman Sachs Group, Inc. | &nbsp;&nbsp;43339 | &nbsp;&nbsp;&nbsp;16735355 |
|  |  | 135926329 |
| **Consumer finance – 0.5%** | **Consumer finance – 0.5%** |  |
| American Express Company | &nbsp;&nbsp;76767 | &nbsp;&nbsp;&nbsp;12097712 |
| Capital One Financial Corp. | &nbsp;&nbsp;49412 | &nbsp;&nbsp;&nbsp;&nbsp;5101295 |
| Discover Financial Services | &nbsp;&nbsp;34940 | &nbsp;&nbsp;&nbsp;&nbsp;3786098 |
| Synchrony Financial | &nbsp;&nbsp;61629 | &nbsp;&nbsp;&nbsp;&nbsp;2316018 |
|  |  | &nbsp;&nbsp;&nbsp;23301123 |
| **Diversified financial services – 1.6%** | **Diversified financial services – 1.6%** |  |
| Berkshire Hathaway, Inc., Class B (A) | 230532 | &nbsp;&nbsp;&nbsp;73447495 |
| **Insurance – 2.3%** | **Insurance – 2.3%** |  |
| Aflac, Inc. | &nbsp;&nbsp;76112 | &nbsp;&nbsp;&nbsp;&nbsp;5474736 |
| American International Group, Inc. | 101021 | &nbsp;&nbsp;&nbsp;&nbsp;6375435 |
| Aon PLC, Class A | &nbsp;&nbsp;27976 | &nbsp;&nbsp;&nbsp;&nbsp;8624441 |
| Arch Capital Group, Ltd. (A) | &nbsp;&nbsp;49014 | &nbsp;&nbsp;&nbsp;&nbsp;2936429 |
| Arthur J. Gallagher & Company | &nbsp;&nbsp;27897 | &nbsp;&nbsp;&nbsp;&nbsp;5554572 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;7092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909336 |
| Brown & Brown, Inc. | &nbsp;&nbsp;30802 | &nbsp;&nbsp;&nbsp;&nbsp;1835491 |
| Chubb, Ltd. | &nbsp;&nbsp;55402 | &nbsp;&nbsp;&nbsp;12165725 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;21172 | &nbsp;&nbsp;&nbsp;&nbsp;2349245 |
| Everest Re Group, Ltd. | &nbsp;&nbsp;&nbsp;5184 | &nbsp;&nbsp;&nbsp;&nbsp;1751881 |
| Globe Life, Inc. | &nbsp;&nbsp;12057 | &nbsp;&nbsp;&nbsp;&nbsp;1446358 |
| Lincoln National Corp. | &nbsp;&nbsp;20692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805746 |
| Loews Corp. | &nbsp;&nbsp;26642 | &nbsp;&nbsp;&nbsp;&nbsp;1549232 |
| Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;66326 | &nbsp;&nbsp;&nbsp;11486337 |
| MetLife, Inc. | &nbsp;&nbsp;89326 | &nbsp;&nbsp;&nbsp;&nbsp;6851304 |
| Principal Financial Group, Inc. | &nbsp;&nbsp;31061 | &nbsp;&nbsp;&nbsp;&nbsp;2785550 |
| Prudential Financial, Inc. | &nbsp;&nbsp;50111 | &nbsp;&nbsp;&nbsp;&nbsp;5413491 |
| The Allstate Corp. | &nbsp;&nbsp;36161 | &nbsp;&nbsp;&nbsp;&nbsp;4841958 |
| The Hartford Financial Services Group, Inc. | &nbsp;&nbsp;42593 | &nbsp;&nbsp;&nbsp;&nbsp;3252827 |
| The Progressive Corp. | &nbsp;&nbsp;77754 | &nbsp;&nbsp;&nbsp;10275191 |
| The Travelers Companies, Inc. | &nbsp;&nbsp;31574 | &nbsp;&nbsp;&nbsp;&nbsp;5993061 |
| W.R. Berkley Corp. | &nbsp;&nbsp;27190 | &nbsp;&nbsp;&nbsp;&nbsp;2074053 |
| Willis Towers Watson PLC | &nbsp;&nbsp;14566 | &nbsp;&nbsp;&nbsp;&nbsp;3585567 |
|  |  | 108337966 |
|  |  | 514317021 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### U.S. Sector Rotation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Health care – 15.7%** |  |  |
| **Biotechnology – 2.8%** | **Biotechnology – 2.8%** |  |
| AbbVie, Inc. | 275356 | $&nbsp;&nbsp;&nbsp;44381880 |
| Amgen, Inc. | &nbsp;&nbsp;84124 | &nbsp;&nbsp;&nbsp;24093114 |
| Biogen, Inc. (A) | &nbsp;&nbsp;22678 | &nbsp;&nbsp;&nbsp;&nbsp;6920645 |
| Gilead Sciences, Inc. | 193970 | &nbsp;&nbsp;&nbsp;17036385 |
| Incyte Corp. (A) | &nbsp;&nbsp;28676 | &nbsp;&nbsp;&nbsp;&nbsp;2284617 |
| Moderna, Inc. (A) | &nbsp;&nbsp;53227 | &nbsp;&nbsp;&nbsp;&nbsp;9363162 |
| Regeneron Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;16868 | &nbsp;&nbsp;&nbsp;12679676 |
| Vertex Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;40089 | &nbsp;&nbsp;&nbsp;12684160 |
|  |  | 129443639 |
| **Health care equipment and supplies – 2.7%** | **Health care equipment and supplies – 2.7%** |  |
| Abbott Laboratories | 239592 | &nbsp;&nbsp;&nbsp;25775307 |
| ABIOMED, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;6313 | &nbsp;&nbsp;&nbsp;&nbsp;2384988 |
| Align Technology, Inc. (A) | &nbsp;&nbsp;&nbsp;9724 | &nbsp;&nbsp;&nbsp;&nbsp;1912322 |
| Baxter International, Inc. | &nbsp;&nbsp;69050 | &nbsp;&nbsp;&nbsp;&nbsp;3903397 |
| Becton, Dickinson and Company | &nbsp;&nbsp;39559 | &nbsp;&nbsp;&nbsp;&nbsp;9863641 |
| Boston Scientific Corp. (A) | 196942 | &nbsp;&nbsp;&nbsp;&nbsp;8915564 |
| Dentsply Sirona, Inc. | &nbsp;&nbsp;29433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890643 |
| DexCom, Inc. (A) | &nbsp;&nbsp;53502 | &nbsp;&nbsp;&nbsp;&nbsp;6221213 |
| Edwards Lifesciences Corp. (A) | &nbsp;&nbsp;84137 | &nbsp;&nbsp;&nbsp;&nbsp;6499583 |
| Hologic, Inc. (A) | &nbsp;&nbsp;34582 | &nbsp;&nbsp;&nbsp;&nbsp;2633765 |
| IDEXX Laboratories, Inc. (A) | &nbsp;&nbsp;11408 | &nbsp;&nbsp;&nbsp;&nbsp;4858325 |
| Intuitive Surgical, Inc. (A) | &nbsp;&nbsp;48892 | &nbsp;&nbsp;&nbsp;13219908 |
| Medtronic PLC | 182227 | &nbsp;&nbsp;&nbsp;14403222 |
| ResMed, Inc. | &nbsp;&nbsp;20173 | &nbsp;&nbsp;&nbsp;&nbsp;4643825 |
| STERIS PLC | &nbsp;&nbsp;13750 | &nbsp;&nbsp;&nbsp;&nbsp;2553925 |
| Stryker Corp. | &nbsp;&nbsp;46130 | &nbsp;&nbsp;&nbsp;10789346 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;1480809 |
| The Cooper Companies, Inc. | &nbsp;&nbsp;&nbsp;6762 | &nbsp;&nbsp;&nbsp;&nbsp;2139159 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;28576 | &nbsp;&nbsp;&nbsp;&nbsp;3431978 |
|  |  | 126520920 |
| **Health care providers and services – 3.7%** | **Health care providers and services – 3.7%** |  |
| AmerisourceBergen Corp. | &nbsp;&nbsp;22468 | &nbsp;&nbsp;&nbsp;&nbsp;3835063 |
| Cardinal Health, Inc. | &nbsp;&nbsp;37979 | &nbsp;&nbsp;&nbsp;&nbsp;3044776 |
| Centene Corp. (A) | &nbsp;&nbsp;79114 | &nbsp;&nbsp;&nbsp;&nbsp;6886874 |
| Cigna Corp. | &nbsp;&nbsp;42240 | &nbsp;&nbsp;&nbsp;13892314 |
| CVS Health Corp. | 180549 | &nbsp;&nbsp;&nbsp;18394332 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568458 |
| Elevance Health, Inc. | &nbsp;&nbsp;33101 | &nbsp;&nbsp;&nbsp;17640185 |
| HCA Healthcare, Inc. | &nbsp;&nbsp;29661 | &nbsp;&nbsp;&nbsp;&nbsp;7125165 |
| Henry Schein, Inc. (A) | &nbsp;&nbsp;18799 | &nbsp;&nbsp;&nbsp;&nbsp;1521215 |
| Humana, Inc. | &nbsp;&nbsp;17389 | &nbsp;&nbsp;&nbsp;&nbsp;9562211 |
| Laboratory Corp. of America Holdings | &nbsp;&nbsp;12484 | &nbsp;&nbsp;&nbsp;&nbsp;3004899 |
| McKesson Corp. | &nbsp;&nbsp;19886 | &nbsp;&nbsp;&nbsp;&nbsp;7590088 |
| Molina Healthcare, Inc. (A) | &nbsp;&nbsp;&nbsp;8029 | &nbsp;&nbsp;&nbsp;&nbsp;2703926 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;15998 | &nbsp;&nbsp;&nbsp;&nbsp;2428976 |
| UnitedHealth Group, Inc. | 129245 | &nbsp;&nbsp;&nbsp;70795241 |
| Universal Health Services, Inc., Class B | &nbsp;&nbsp;&nbsp;8989 | &nbsp;&nbsp;&nbsp;&nbsp;1176211 |
|  |  | 170169934 |
| **Life sciences tools and services – 1.8%** | **Life sciences tools and services – 1.8%** |  |
| Agilent Technologies, Inc. | &nbsp;&nbsp;38140 | &nbsp;&nbsp;&nbsp;&nbsp;5910937 |
| Bio-Rad Laboratories, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;1128011 |
| Bio-Techne Corp. | &nbsp;&nbsp;19696 | &nbsp;&nbsp;&nbsp;&nbsp;1673963 |
| Charles River Laboratories International, Inc. (A) | &nbsp;&nbsp;&nbsp;6417 | &nbsp;&nbsp;&nbsp;&nbsp;1466734 |
| Danaher Corp. | &nbsp;&nbsp;82928 | &nbsp;&nbsp;&nbsp;22673344 |
| Illumina, Inc. (A) | &nbsp;&nbsp;19968 | &nbsp;&nbsp;&nbsp;&nbsp;4354621 |
| IQVIA Holdings, Inc. (A) | &nbsp;&nbsp;23471 | &nbsp;&nbsp;&nbsp;&nbsp;5117147 |
| Mettler-Toledo International, Inc. (A) | &nbsp;&nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;4185307 |
| PerkinElmer, Inc. | &nbsp;&nbsp;15923 | &nbsp;&nbsp;&nbsp;&nbsp;2224921 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;49558 | &nbsp;&nbsp;&nbsp;27763383 |
| Waters Corp. (A) | &nbsp;&nbsp;&nbsp;7597 | &nbsp;&nbsp;&nbsp;&nbsp;2633120 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Life sciences tools and services (continued)** | **Life sciences tools and services (continued)** |  |
| West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;9332 | $&nbsp;&nbsp;&nbsp;&nbsp;2189847 |
|  |  | &nbsp;&nbsp;&nbsp;81321335 |
| **Pharmaceuticals – 4.7%** | **Pharmaceuticals – 4.7%** |  |
| Bristol-Myers Squibb Company | 290131 | &nbsp;&nbsp;&nbsp;23291717 |
| Catalent, Inc. (A) | &nbsp;&nbsp;24035 | &nbsp;&nbsp;&nbsp;&nbsp;1204875 |
| Eli Lilly & Company | 107197 | &nbsp;&nbsp;&nbsp;39778663 |
| Johnson & Johnson | 358583 | &nbsp;&nbsp;&nbsp;63827774 |
| Merck & Company, Inc. | 345908 | &nbsp;&nbsp;&nbsp;38091389 |
| Organon & Company | &nbsp;&nbsp;34571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899537 |
| Pfizer, Inc. | 768474 | &nbsp;&nbsp;&nbsp;38523602 |
| Viatris, Inc. | 166610 | &nbsp;&nbsp;&nbsp;&nbsp;1837708 |
| Zoetis, Inc. | &nbsp;&nbsp;63337 | &nbsp;&nbsp;&nbsp;&nbsp;9762765 |
|  |  | 217218030 |
|  |  | 724673858 |
| **Industrials – 8.2%** |  |  |
| **Aerospace and defense – 1.8%** | **Aerospace and defense – 1.8%** |  |
| General Dynamics Corp. | &nbsp;&nbsp;29947 | &nbsp;&nbsp;&nbsp;&nbsp;7558323 |
| Howmet Aerospace, Inc. | &nbsp;&nbsp;49289 | &nbsp;&nbsp;&nbsp;&nbsp;1856717 |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;5412 | &nbsp;&nbsp;&nbsp;&nbsp;1255368 |
| L3Harris Technologies, Inc. | &nbsp;&nbsp;25543 | &nbsp;&nbsp;&nbsp;&nbsp;5800304 |
| Lockheed Martin Corp. | &nbsp;&nbsp;31422 | &nbsp;&nbsp;&nbsp;15245640 |
| Northrop Grumman Corp. | &nbsp;&nbsp;19565 | &nbsp;&nbsp;&nbsp;10433819 |
| Raytheon Technologies Corp. | 197113 | &nbsp;&nbsp;&nbsp;19458995 |
| Textron, Inc. | &nbsp;&nbsp;28205 | &nbsp;&nbsp;&nbsp;&nbsp;2013273 |
| The Boeing Company (A) | &nbsp;&nbsp;73832 | &nbsp;&nbsp;&nbsp;13207068 |
| TransDigm Group, Inc. | &nbsp;&nbsp;&nbsp;6821 | &nbsp;&nbsp;&nbsp;&nbsp;4286999 |
|  |  | &nbsp;&nbsp;&nbsp;81116506 |
| **Air freight and logistics – 0.6%** | **Air freight and logistics – 0.6%** |  |
| CH Robinson Worldwide, Inc. | &nbsp;&nbsp;16223 | &nbsp;&nbsp;&nbsp;&nbsp;1625869 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;21519 | &nbsp;&nbsp;&nbsp;&nbsp;2497495 |
| FedEx Corp. | &nbsp;&nbsp;31593 | &nbsp;&nbsp;&nbsp;&nbsp;5756876 |
| United Parcel Service, Inc., Class B | &nbsp;&nbsp;96583 | &nbsp;&nbsp;&nbsp;18324693 |
|  |  | &nbsp;&nbsp;&nbsp;28204933 |
| **Airlines – 0.2%** | **Airlines – 0.2%** |  |
| Alaska Air Group, Inc. (A) | &nbsp;&nbsp;16540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784658 |
| American Airlines Group, Inc. (A) | &nbsp;&nbsp;84319 | &nbsp;&nbsp;&nbsp;&nbsp;1216723 |
| Delta Air Lines, Inc. (A) | &nbsp;&nbsp;83639 | &nbsp;&nbsp;&nbsp;&nbsp;2958311 |
| Southwest Airlines Company (A) | &nbsp;&nbsp;77158 | &nbsp;&nbsp;&nbsp;&nbsp;3079376 |
| United Airlines Holdings, Inc. (A) | &nbsp;&nbsp;42857 | &nbsp;&nbsp;&nbsp;&nbsp;1892994 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;9932062 |
| **Building products – 0.4%** | **Building products – 0.4%** |  |
| A.O. Smith Corp. | &nbsp;&nbsp;16228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985689 |
| Allegion PLC | &nbsp;&nbsp;11044 | &nbsp;&nbsp;&nbsp;&nbsp;1255151 |
| Carrier Global Corp. | 105980 | &nbsp;&nbsp;&nbsp;&nbsp;4697034 |
| Fortune Brands Home & Security, Inc. | &nbsp;&nbsp;16095 | &nbsp;&nbsp;&nbsp;&nbsp;1051647 |
| Johnson Controls International PLC | &nbsp;&nbsp;87274 | &nbsp;&nbsp;&nbsp;&nbsp;5798485 |
| Masco Corp. | &nbsp;&nbsp;28122 | &nbsp;&nbsp;&nbsp;&nbsp;1428035 |
| Trane Technologies PLC | &nbsp;&nbsp;28974 | &nbsp;&nbsp;&nbsp;&nbsp;5169541 |
|  |  | &nbsp;&nbsp;&nbsp;20385582 |
| **Commercial services and supplies – 0.5%** | **Commercial services and supplies – 0.5%** |  |
| Cintas Corp. | &nbsp;&nbsp;11277 | &nbsp;&nbsp;&nbsp;&nbsp;5207493 |
| Copart, Inc. (A) | &nbsp;&nbsp;55801 | &nbsp;&nbsp;&nbsp;&nbsp;3714115 |
| Republic Services, Inc. | &nbsp;&nbsp;26869 | &nbsp;&nbsp;&nbsp;&nbsp;3742583 |
| Rollins, Inc. | &nbsp;&nbsp;30161 | &nbsp;&nbsp;&nbsp;&nbsp;1219711 |
| Waste Management, Inc. | &nbsp;&nbsp;49294 | &nbsp;&nbsp;&nbsp;&nbsp;8267590 |
|  |  | &nbsp;&nbsp;&nbsp;22151492 |
| **Construction and engineering – 0.1%** | **Construction and engineering – 0.1%** |  |
| Quanta Services, Inc. | &nbsp;&nbsp;19904 | &nbsp;&nbsp;&nbsp;&nbsp;2983212 |
| **Electrical equipment – 0.5%** | **Electrical equipment – 0.5%** |  |
| AMETEK, Inc. | &nbsp;&nbsp;25818 | &nbsp;&nbsp;&nbsp;&nbsp;3677000 |
| Eaton Corp. PLC | &nbsp;&nbsp;44912 | &nbsp;&nbsp;&nbsp;&nbsp;7340866 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### U.S. Sector Rotation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Electrical equipment (continued)** | **Electrical equipment (continued)** |  |
| Emerson Electric Company | &nbsp;&nbsp;66866 | $&nbsp;&nbsp;&nbsp;&nbsp;6403757 |
| Generac Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;7094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748559 |
| Rockwell Automation, Inc. | &nbsp;&nbsp;12975 | &nbsp;&nbsp;&nbsp;&nbsp;3428255 |
|  |  | &nbsp;&nbsp;&nbsp;21598437 |
| **Industrial conglomerates – 0.9%** | **Industrial conglomerates – 0.9%** |  |
| 3M Company | &nbsp;&nbsp;73700 | &nbsp;&nbsp;&nbsp;&nbsp;9283989 |
| General Electric Company | 144916 | &nbsp;&nbsp;&nbsp;12458429 |
| Honeywell International, Inc. | &nbsp;&nbsp;89167 | &nbsp;&nbsp;&nbsp;19576615 |
|  |  | &nbsp;&nbsp;&nbsp;41319033 |
| **Machinery – 1.7%** | **Machinery – 1.7%** |  |
| Caterpillar, Inc. | &nbsp;&nbsp;69446 | &nbsp;&nbsp;&nbsp;16417729 |
| Cummins, Inc. | &nbsp;&nbsp;18521 | &nbsp;&nbsp;&nbsp;&nbsp;4651734 |
| Deere & Company | &nbsp;&nbsp;34255 | &nbsp;&nbsp;&nbsp;15106455 |
| Dover Corp. | &nbsp;&nbsp;18750 | &nbsp;&nbsp;&nbsp;&nbsp;2661563 |
| Fortive Corp. | &nbsp;&nbsp;46747 | &nbsp;&nbsp;&nbsp;&nbsp;3157760 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;9895 | &nbsp;&nbsp;&nbsp;&nbsp;2349964 |
| Illinois Tool Works, Inc. | &nbsp;&nbsp;36930 | &nbsp;&nbsp;&nbsp;&nbsp;8400467 |
| Ingersoll Rand, Inc. | &nbsp;&nbsp;52985 | &nbsp;&nbsp;&nbsp;&nbsp;2859600 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;7077 | &nbsp;&nbsp;&nbsp;&nbsp;1673640 |
| Otis Worldwide Corp. | &nbsp;&nbsp;55512 | &nbsp;&nbsp;&nbsp;&nbsp;4334932 |
| PACCAR, Inc. | &nbsp;&nbsp;45939 | &nbsp;&nbsp;&nbsp;&nbsp;4865399 |
| Parker-Hannifin Corp. | &nbsp;&nbsp;17013 | &nbsp;&nbsp;&nbsp;&nbsp;5085866 |
| Pentair PLC | &nbsp;&nbsp;21394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979203 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;6986 | &nbsp;&nbsp;&nbsp;&nbsp;1680832 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;19618 | &nbsp;&nbsp;&nbsp;&nbsp;1603183 |
| Wabtec Corp. | &nbsp;&nbsp;23908 | &nbsp;&nbsp;&nbsp;&nbsp;2416860 |
| Xylem, Inc. | &nbsp;&nbsp;23487 | &nbsp;&nbsp;&nbsp;&nbsp;2638764 |
|  |  | &nbsp;&nbsp;&nbsp;80883951 |
| **Professional services – 0.3%** | **Professional services – 0.3%** |  |
| CoStar Group, Inc. (A) | &nbsp;&nbsp;51474 | &nbsp;&nbsp;&nbsp;&nbsp;4171453 |
| Equifax, Inc. | &nbsp;&nbsp;15767 | &nbsp;&nbsp;&nbsp;&nbsp;3111933 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp;16790 | &nbsp;&nbsp;&nbsp;&nbsp;2124607 |
| Leidos Holdings, Inc. | &nbsp;&nbsp;17976 | &nbsp;&nbsp;&nbsp;&nbsp;1965316 |
| Robert Half International, Inc. | &nbsp;&nbsp;14314 | &nbsp;&nbsp;&nbsp;&nbsp;1127657 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;20346 | &nbsp;&nbsp;&nbsp;&nbsp;3737764 |
|  |  | &nbsp;&nbsp;&nbsp;16238730 |
| **Road and rail – 0.9%** | **Road and rail – 0.9%** |  |
| CSX Corp. | 281659 | &nbsp;&nbsp;&nbsp;&nbsp;9207433 |
| JB Hunt Transport Services, Inc. | &nbsp;&nbsp;10811 | &nbsp;&nbsp;&nbsp;&nbsp;1988035 |
| Norfolk Southern Corp. | &nbsp;&nbsp;31055 | &nbsp;&nbsp;&nbsp;&nbsp;7965608 |
| Old Dominion Freight Line, Inc. | &nbsp;&nbsp;11984 | &nbsp;&nbsp;&nbsp;&nbsp;3626478 |
| Union Pacific Corp. | &nbsp;&nbsp;83196 | &nbsp;&nbsp;&nbsp;18089306 |
|  |  | &nbsp;&nbsp;&nbsp;40876860 |
| **Trading companies and distributors – 0.3%** | **Trading companies and distributors – 0.3%** |  |
| Fastenal Company | &nbsp;&nbsp;90983 | &nbsp;&nbsp;&nbsp;&nbsp;4686534 |
| United Rentals, Inc. (A) | &nbsp;&nbsp;11006 | &nbsp;&nbsp;&nbsp;&nbsp;3885448 |
| W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;7209 | &nbsp;&nbsp;&nbsp;&nbsp;4347460 |
|  |  | &nbsp;&nbsp;&nbsp;12919442 |
|  |  | 378610240 |
| **Information technology – 24.1%** |  |  |
| **Communications equipment – 0.8%** | **Communications equipment – 0.8%** |  |
| Arista Networks, Inc. (A) | &nbsp;&nbsp;31347 | &nbsp;&nbsp;&nbsp;&nbsp;4366637 |
| Cisco Systems, Inc. | 521288 | &nbsp;&nbsp;&nbsp;25918439 |
| F5, Inc. (A) | &nbsp;&nbsp;&nbsp;7592 | &nbsp;&nbsp;&nbsp;&nbsp;1173799 |
| Juniper Networks, Inc. | &nbsp;&nbsp;41394 | &nbsp;&nbsp;&nbsp;&nbsp;1375937 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;21157 | &nbsp;&nbsp;&nbsp;&nbsp;5758935 |
|  |  | &nbsp;&nbsp;&nbsp;38593747 |
| **Electronic equipment, instruments and components – 0.6%** | **Electronic equipment, instruments and components – 0.6%** |  |
| Amphenol Corp., Class A | &nbsp;&nbsp;75254 | &nbsp;&nbsp;&nbsp;&nbsp;6052679 |
| CDW Corp. | &nbsp;&nbsp;17118 | &nbsp;&nbsp;&nbsp;&nbsp;3229140 |
| Corning, Inc. | &nbsp;&nbsp;96847 | &nbsp;&nbsp;&nbsp;&nbsp;3305388 |
| Keysight Technologies, Inc. (A) | &nbsp;&nbsp;22584 | &nbsp;&nbsp;&nbsp;&nbsp;4085220 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Electronic equipment, instruments and<br> components (continued)** | **Electronic equipment, instruments and<br> components (continued)** |  |
| TE Connectivity, Ltd. | &nbsp;&nbsp;40676 | $&nbsp;&nbsp;&nbsp;&nbsp;5130057 |
| Teledyne Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;5921 | &nbsp;&nbsp;&nbsp;&nbsp;2487412 |
| Trimble, Inc. (A) | &nbsp;&nbsp;30956 | &nbsp;&nbsp;&nbsp;&nbsp;1849621 |
| Zebra Technologies Corp., Class A (A) | &nbsp;&nbsp;&nbsp;6355 | &nbsp;&nbsp;&nbsp;&nbsp;1717629 |
|  |  | &nbsp;&nbsp;&nbsp;27857146 |
| **IT services – 4.2%** | **IT services – 4.2%** |  |
| Accenture PLC, Class A | &nbsp;&nbsp;79538 | &nbsp;&nbsp;&nbsp;23935370 |
| Akamai Technologies, Inc. (A) | &nbsp;&nbsp;20126 | &nbsp;&nbsp;&nbsp;&nbsp;1909152 |
| Automatic Data Processing, Inc. | &nbsp;&nbsp;52556 | &nbsp;&nbsp;&nbsp;13882142 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;14867 | &nbsp;&nbsp;&nbsp;&nbsp;2216818 |
| Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;64914 | &nbsp;&nbsp;&nbsp;&nbsp;4038300 |
| DXC Technology Company (A) | &nbsp;&nbsp;29061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862240 |
| EPAM Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;2620604 |
| Fidelity National Information Services, Inc. | &nbsp;&nbsp;75752 | &nbsp;&nbsp;&nbsp;&nbsp;5498080 |
| Fiserv, Inc. (A) | &nbsp;&nbsp;80261 | &nbsp;&nbsp;&nbsp;&nbsp;8376038 |
| FleetCor Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;9546 | &nbsp;&nbsp;&nbsp;&nbsp;1872925 |
| Gartner, Inc. (A) | &nbsp;&nbsp;&nbsp;9970 | &nbsp;&nbsp;&nbsp;&nbsp;3493189 |
| Global Payments, Inc. | &nbsp;&nbsp;34665 | &nbsp;&nbsp;&nbsp;&nbsp;3597534 |
| IBM Corp. | 114634 | &nbsp;&nbsp;&nbsp;17069003 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;9246 | &nbsp;&nbsp;&nbsp;&nbsp;1750730 |
| Mastercard, Inc., Class A | 107113 | &nbsp;&nbsp;&nbsp;38175073 |
| Paychex, Inc. | &nbsp;&nbsp;40515 | &nbsp;&nbsp;&nbsp;&nbsp;5025075 |
| PayPal Holdings, Inc. (A) | 145844 | &nbsp;&nbsp;&nbsp;11435628 |
| VeriSign, Inc. (A) | &nbsp;&nbsp;11732 | &nbsp;&nbsp;&nbsp;&nbsp;2344171 |
| Visa, Inc., Class A | 205746 | &nbsp;&nbsp;&nbsp;44646882 |
|  |  | 192748954 |
| **Semiconductors and semiconductor equipment – 4.8%** | **Semiconductors and semiconductor equipment – 4.8%** |  |
| Advanced Micro Devices, Inc. (A) | 198454 | &nbsp;&nbsp;&nbsp;15405984 |
| Analog Devices, Inc. | &nbsp;&nbsp;64088 | &nbsp;&nbsp;&nbsp;11017368 |
| Applied Materials, Inc. | 108036 | &nbsp;&nbsp;&nbsp;11840746 |
| Broadcom, Inc. | &nbsp;&nbsp;49731 | &nbsp;&nbsp;&nbsp;27403273 |
| Enphase Energy, Inc. (A) | &nbsp;&nbsp;17069 | &nbsp;&nbsp;&nbsp;&nbsp;5472151 |
| Intel Corp. | 514329 | &nbsp;&nbsp;&nbsp;15465873 |
| KLA Corp. | &nbsp;&nbsp;17516 | &nbsp;&nbsp;&nbsp;&nbsp;6886415 |
| Lam Research Corp. | &nbsp;&nbsp;16813 | &nbsp;&nbsp;&nbsp;&nbsp;7942125 |
| Microchip Technology, Inc. | &nbsp;&nbsp;67545 | &nbsp;&nbsp;&nbsp;&nbsp;5348889 |
| Micron Technology, Inc. | 138373 | &nbsp;&nbsp;&nbsp;&nbsp;7977203 |
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;2104600 |
| NVIDIA Corp. | 308392 | &nbsp;&nbsp;&nbsp;52189178 |
| NXP Semiconductors NV | &nbsp;&nbsp;32161 | &nbsp;&nbsp;&nbsp;&nbsp;5655190 |
| ON Semiconductor Corp. (A) | &nbsp;&nbsp;53598 | &nbsp;&nbsp;&nbsp;&nbsp;4030570 |
| Qorvo, Inc. (A) | &nbsp;&nbsp;12716 | &nbsp;&nbsp;&nbsp;&nbsp;1262063 |
| Qualcomm, Inc. | 137370 | &nbsp;&nbsp;&nbsp;17375931 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;19714 | &nbsp;&nbsp;&nbsp;&nbsp;1885053 |
| SolarEdge Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;7037 | &nbsp;&nbsp;&nbsp;&nbsp;2103078 |
| Teradyne, Inc. | &nbsp;&nbsp;19185 | &nbsp;&nbsp;&nbsp;&nbsp;1792838 |
| Texas Instruments, Inc. | 113068 | &nbsp;&nbsp;&nbsp;20404251 |
|  |  | 223562779 |
| **Software – 7.3%** | **Software – 7.3%** |  |
| Adobe, Inc. (A) | &nbsp;&nbsp;54203 | &nbsp;&nbsp;&nbsp;18696241 |
| ANSYS, Inc. (A) | &nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;2574788 |
| Autodesk, Inc. (A) | &nbsp;&nbsp;27001 | &nbsp;&nbsp;&nbsp;&nbsp;5452852 |
| Cadence Design Systems, Inc. (A) | &nbsp;&nbsp;31696 | &nbsp;&nbsp;&nbsp;&nbsp;5452980 |
| Ceridian HCM Holding, Inc. (A) | &nbsp;&nbsp;17751 | &nbsp;&nbsp;&nbsp;&nbsp;1214878 |
| Fortinet, Inc. (A) | &nbsp;&nbsp;76090 | &nbsp;&nbsp;&nbsp;&nbsp;4044944 |
| Gen Digital, Inc. | &nbsp;&nbsp;69532 | &nbsp;&nbsp;&nbsp;&nbsp;1596455 |
| Intuit, Inc. | &nbsp;&nbsp;32770 | &nbsp;&nbsp;&nbsp;13356724 |
| Microsoft Corp. | 872268 | 222550458 |
| Oracle Corp. | 177753 | &nbsp;&nbsp;&nbsp;14758832 |
| Paycom Software, Inc. (A) | &nbsp;&nbsp;&nbsp;5631 | &nbsp;&nbsp;&nbsp;&nbsp;1909472 |
| PTC, Inc. (A) | &nbsp;&nbsp;12470 | &nbsp;&nbsp;&nbsp;&nbsp;1586309 |
| Roper Technologies, Inc. | &nbsp;&nbsp;12457 | &nbsp;&nbsp;&nbsp;&nbsp;5467253 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### U.S. Sector Rotation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Software (continued)** | **Software (continued)** |  |
| salesforce.com, Inc. (A) | &nbsp;&nbsp;115742 | $&nbsp;&nbsp;&nbsp;&nbsp;18547656 |
| ServiceNow, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;23346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9718940 |
| Synopsys, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;17566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5964360 |
| Tyler Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654406 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;334547548 |
| **Technology hardware, storage and peripherals – 6.4%** | **Technology hardware, storage and peripherals – 6.4%** |  |
| Apple, Inc. | 1906433 | &nbsp;&nbsp;&nbsp;&nbsp;282209274 |
| Hewlett Packard Enterprise Company | &nbsp;&nbsp;164222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755645 |
| HP, Inc. | &nbsp;&nbsp;115703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475718 |
| NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868605 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;24617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303962 |
| Western Digital Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;39172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439571 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;293052775 |
|  |  | 1110362949 |
| **Materials – 2.2%** |  |  |
| **Chemicals – 1.6%** | **Chemicals – 1.6%** |  |
| Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7676460 |
| Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3589685 |
| Celanese Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177725 |
| CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480256 |
| Corteva, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5415984 |
| Dow, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077549 |
| DuPont de Nemours, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3899908 |
| Eastman Chemical Company | &nbsp;&nbsp;&nbsp;&nbsp;13666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183749 |
| Ecolab, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4118977 |
| FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839019 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2969944 |
| Linde PLC | &nbsp;&nbsp;&nbsp;&nbsp;54909 | &nbsp;&nbsp;&nbsp;&nbsp;18475780 |
| LyondellBasell Industries NV, Class A | &nbsp;&nbsp;&nbsp;&nbsp;28282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404253 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3502063 |
| The Mosaic Company | &nbsp;&nbsp;&nbsp;&nbsp;38990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000187 |
| The Sherwin-Williams Company | &nbsp;&nbsp;&nbsp;&nbsp;25610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6381500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;71193039 |
| **Construction materials – 0.1%** | **Construction materials – 0.1%** |  |
| Martin Marietta Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518451 |
| Vulcan Materials Company | &nbsp;&nbsp;&nbsp;&nbsp;14651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2685968 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5204419 |
| **Containers and packaging – 0.2%** | **Containers and packaging – 0.2%** |  |
| Amcor PLC | &nbsp;&nbsp;166863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060758 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737263 |
| Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960893 |
| International Paper Company | &nbsp;&nbsp;&nbsp;&nbsp;40155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490554 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;10402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1413528 |
| Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852798 |
| Westrock Company | &nbsp;&nbsp;&nbsp;&nbsp;28261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071657 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;10587451 |
| **Metals and mining – 0.3%** | **Metals and mining – 0.3%** |  |
| Ferroglobe PLC (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;4538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;158258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6298668 |
| Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;88829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4216713 |
| Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450516 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;14965897 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;101950806 |
| **Real estate – 2.3%** |  |  |
| **Equity real estate investment trusts – 2.2%** | **Equity real estate investment trusts – 2.2%** |  |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686451 |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;53529 | &nbsp;&nbsp;&nbsp;&nbsp;11843291 |
| AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2816939 |
| Boston Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194077 |
| Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;12301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480179 |
| Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7012524 |
| Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704657 |

---

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Equity real estate investment trusts (continued)** | **Equity real estate investment trusts (continued)** |  |
| Equinix, Inc. | &nbsp;&nbsp;10318 | $&nbsp;&nbsp;&nbsp;&nbsp;7126127 |
| Equity Residential | &nbsp;&nbsp;38955 | &nbsp;&nbsp;&nbsp;&nbsp;2526621 |
| Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;7561 | &nbsp;&nbsp;&nbsp;&nbsp;1666293 |
| Extra Space Storage, Inc. | &nbsp;&nbsp;15477 | &nbsp;&nbsp;&nbsp;&nbsp;2486999 |
| Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;8432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936795 |
| Healthpeak Properties, Inc. | &nbsp;&nbsp;62255 | &nbsp;&nbsp;&nbsp;&nbsp;1634816 |
| Host Hotels & Resorts, Inc. | &nbsp;&nbsp;83199 | &nbsp;&nbsp;&nbsp;&nbsp;1575789 |
| Invitation Homes, Inc. | &nbsp;&nbsp;66593 | &nbsp;&nbsp;&nbsp;&nbsp;2172930 |
| Iron Mountain, Inc. | &nbsp;&nbsp;33342 | &nbsp;&nbsp;&nbsp;&nbsp;1811471 |
| Kimco Realty Corp. | &nbsp;&nbsp;71558 | &nbsp;&nbsp;&nbsp;&nbsp;1640109 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;13312 | &nbsp;&nbsp;&nbsp;&nbsp;2194883 |
| Prologis, Inc. | 107111 | &nbsp;&nbsp;&nbsp;12616605 |
| Public Storage | &nbsp;&nbsp;18330 | &nbsp;&nbsp;&nbsp;&nbsp;5461607 |
| Realty Income Corp. | &nbsp;&nbsp;71697 | &nbsp;&nbsp;&nbsp;&nbsp;4521930 |
| Regency Centers Corp. | &nbsp;&nbsp;17873 | &nbsp;&nbsp;&nbsp;&nbsp;1187303 |
| SBA Communications Corp. | &nbsp;&nbsp;12281 | &nbsp;&nbsp;&nbsp;&nbsp;3675703 |
| Simon Property Group, Inc. | &nbsp;&nbsp;37913 | &nbsp;&nbsp;&nbsp;&nbsp;4528329 |
| UDR, Inc. | &nbsp;&nbsp;35143 | &nbsp;&nbsp;&nbsp;&nbsp;1457380 |
| Ventas, Inc. | &nbsp;&nbsp;46401 | &nbsp;&nbsp;&nbsp;&nbsp;2159039 |
| VICI Properties, Inc. | 111062 | &nbsp;&nbsp;&nbsp;&nbsp;3798320 |
| Vornado Realty Trust | &nbsp;&nbsp;18637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471330 |
| Welltower, Inc. | &nbsp;&nbsp;53245 | &nbsp;&nbsp;&nbsp;&nbsp;3781992 |
| Weyerhaeuser Company | &nbsp;&nbsp;85585 | &nbsp;&nbsp;&nbsp;&nbsp;2799485 |
|  |  | 102969974 |
| **Real estate management and development – 0.1%** | **Real estate management and development – 0.1%** |  |
| CBRE Group, Inc., Class A (A) | &nbsp;&nbsp;37027 | &nbsp;&nbsp;&nbsp;&nbsp;2947349 |
|  |  | 105917323 |
| **Utilities – 2.6%** |  |  |
| **Electric utilities – 1.7%** | **Electric utilities – 1.7%** |  |
| Alliant Energy Corp. | &nbsp;&nbsp;29971 | &nbsp;&nbsp;&nbsp;&nbsp;1687367 |
| American Electric Power Company, Inc. | &nbsp;&nbsp;61236 | &nbsp;&nbsp;&nbsp;&nbsp;5927645 |
| Constellation Energy Corp. | &nbsp;&nbsp;39337 | &nbsp;&nbsp;&nbsp;&nbsp;3781072 |
| Duke Energy Corp. | &nbsp;&nbsp;91973 | &nbsp;&nbsp;&nbsp;&nbsp;9190862 |
| Edison International | &nbsp;&nbsp;45398 | &nbsp;&nbsp;&nbsp;&nbsp;3026231 |
| Entergy Corp. | &nbsp;&nbsp;24393 | &nbsp;&nbsp;&nbsp;&nbsp;2836174 |
| Evergy, Inc. | &nbsp;&nbsp;27886 | &nbsp;&nbsp;&nbsp;&nbsp;1651130 |
| Eversource Energy | &nbsp;&nbsp;41329 | &nbsp;&nbsp;&nbsp;&nbsp;3424521 |
| Exelon Corp. | 118864 | &nbsp;&nbsp;&nbsp;&nbsp;4917404 |
| FirstEnergy Corp. | &nbsp;&nbsp;64621 | &nbsp;&nbsp;&nbsp;&nbsp;2664970 |
| NextEra Energy, Inc. | 236036 | &nbsp;&nbsp;&nbsp;19992249 |
| NRG Energy, Inc. | &nbsp;&nbsp;28076 | &nbsp;&nbsp;&nbsp;&nbsp;1191826 |
| PG&E Corp. (A) | 194995 | &nbsp;&nbsp;&nbsp;&nbsp;3061422 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp;13557 | &nbsp;&nbsp;&nbsp;&nbsp;1061784 |
| PPL Corp. | &nbsp;&nbsp;87843 | &nbsp;&nbsp;&nbsp;&nbsp;2593125 |
| The Southern Company | 127108 | &nbsp;&nbsp;&nbsp;&nbsp;8597585 |
| Xcel Energy, Inc. | &nbsp;&nbsp;65505 | &nbsp;&nbsp;&nbsp;&nbsp;4599761 |
|  |  | &nbsp;&nbsp;&nbsp;80205128 |
| **Gas utilities – 0.0%** | **Gas utilities – 0.0%** |  |
| Atmos Energy Corp. | &nbsp;&nbsp;16707 | &nbsp;&nbsp;&nbsp;&nbsp;2008181 |
| **Independent power and renewable electricity producers –<br> 0.0%** | **Independent power and renewable electricity producers –<br> 0.0%** |  |
| The AES Corp. | &nbsp;&nbsp;79839 | &nbsp;&nbsp;&nbsp;&nbsp;2308944 |
| **Multi-utilities – 0.8%** | **Multi-utilities – 0.8%** |  |
| Ameren Corp. | &nbsp;&nbsp;30812 | &nbsp;&nbsp;&nbsp;&nbsp;2752128 |
| CenterPoint Energy, Inc. | &nbsp;&nbsp;74755 | &nbsp;&nbsp;&nbsp;&nbsp;2325628 |
| CMS Energy Corp. | &nbsp;&nbsp;34576 | &nbsp;&nbsp;&nbsp;&nbsp;2111556 |
| Consolidated Edison, Inc. | &nbsp;&nbsp;42205 | &nbsp;&nbsp;&nbsp;&nbsp;4137778 |
| Dominion Energy, Inc. | &nbsp;&nbsp;98466 | &nbsp;&nbsp;&nbsp;&nbsp;6017257 |
| DTE Energy Company | &nbsp;&nbsp;23224 | &nbsp;&nbsp;&nbsp;&nbsp;2694216 |
| NiSource, Inc. | &nbsp;&nbsp;48082 | &nbsp;&nbsp;&nbsp;&nbsp;1343411 |
| Public Service Enterprise Group, Inc. | &nbsp;&nbsp;59406 | &nbsp;&nbsp;&nbsp;&nbsp;3597033 |
| Sempra Energy | &nbsp;&nbsp;37311 | &nbsp;&nbsp;&nbsp;&nbsp;6200715 |

---

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

#### U.S. Sector Rotation Fund (continued)<br>

---

| | | |
|:---|:---|:---|
|  | Shares or<br> Principal<br> Amount | Value |
| COMMON STOCKS (continued) | COMMON STOCKS (continued) |  |
| **Multi-utilities (continued)** | **Multi-utilities (continued)** |  |
| WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37590 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3726673 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;34906395 |
| **Water utilities – 0.1%** | **Water utilities – 0.1%** |  |
| American Water Works Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260867 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;122689515 |
| TOTAL COMMON STOCKS (Cost $4,457,501,163) | TOTAL COMMON STOCKS (Cost $4,457,501,163) | $4456024006 |
| **SHORT-TERM INVESTMENTS – 3.1%** | **SHORT-TERM INVESTMENTS – 3.1%** |  |
| **Short-term funds – 3.1%** |  |  |
| John Hancock Collateral Trust, 3.8739% (D)(E) | 14149521 | &nbsp;&nbsp;&nbsp;&nbsp;141406069 |
| TOTAL SHORT-TERM INVESTMENTS (Cost $141,378,202) | TOTAL SHORT-TERM INVESTMENTS (Cost $141,378,202) | $&nbsp;&nbsp;&nbsp;&nbsp;141406069 |
| **Total Investments (U.S. Sector Rotation Fund)<br> (Cost $4,598,879,365) – 99.7%** | **Total Investments (U.S. Sector Rotation Fund)<br> (Cost $4,598,879,365) – 99.7%** | $**4597430075** |
| **Other assets and liabilities, net – 0.3%** | **Other assets and liabilities, net – 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp;**14574518** |
| **TOTAL NET ASSETS – 100.0%** | **TOTAL NET ASSETS – 100.0%** | $**4612004593** |

---

---

| | |
|:---|:---|
| <u>Security Abbreviations and Legend</u> | <u>Security Abbreviations and Legend</u> |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 11-30-22. The value of securities on loan amounted to $3,754,022. |
| (C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (D) | The rate shown is the annualized seven-day yield as of 11-30-22. |
| (E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Cash collateral received for securities lending amounted to $3,843,714. |

---

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| S&P 500 E-Mini Index Futures | &nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;&nbsp;&nbsp;$150699760 | &nbsp;&nbsp;&nbsp;&nbsp;$156924062 | &nbsp;&nbsp;&nbsp;&nbsp;$6224302 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$6224302** |

---

^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

------

## John Hancock Funds II<br>

#### Portfolio of Investments — November 30, 2022 (unaudited) (showing percentage of total net assets)<br>

------

The following funds had the following country composition as a percentage of net assets on 11-30-22:

#### Capital Appreciation Fund

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;88.5% |
| France | &nbsp;&nbsp;3.0% |
| Netherlands | &nbsp;&nbsp;2.7% |
| Canada | &nbsp;&nbsp;2.0% |
| Denmark | &nbsp;&nbsp;1.6% |
| Uruguay | &nbsp;&nbsp;1.5% |
| Other countries | &nbsp;&nbsp;0.7% |
| &nbsp;&nbsp;&nbsp;**TOTAL** | &nbsp;&nbsp;**100.0%** |

---

#### Health Sciences Fund

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;86.9% |
| United Kingdom | &nbsp;&nbsp;3.7% |
| Netherlands | &nbsp;&nbsp;1.8% |
| Denmark | &nbsp;&nbsp;1.6% |
| Germany | &nbsp;&nbsp;1.5% |
| Japan | &nbsp;&nbsp;1.4% |
| Switzerland | &nbsp;&nbsp;1.3% |
| Other countries | &nbsp;&nbsp;1.8% |
| &nbsp;&nbsp;&nbsp;**TOTAL** | &nbsp;&nbsp;**100.0%** |

---

#### High Yield Fund

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;76.3% |
| Cayman Islands | &nbsp;&nbsp;8.0% |
| Canada | &nbsp;&nbsp;4.2% |
| Switzerland | &nbsp;&nbsp;1.7% |
| United Kingdom | &nbsp;&nbsp;1.7% |
| Luxembourg | &nbsp;&nbsp;1.3% |
| Other countries | &nbsp;&nbsp;6.8% |
| &nbsp;&nbsp;&nbsp;**TOTAL** | &nbsp;&nbsp;**100.0%** |

---

#### Mid Value Fund

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;83.4% |
| United Kingdom | &nbsp;&nbsp;4.7% |
| Canada | &nbsp;&nbsp;3.1% |
| Bermuda | &nbsp;&nbsp;1.7% |
| Puerto Rico | &nbsp;&nbsp;1.0% |
| Mexico | &nbsp;&nbsp;1.0% |
| Ireland | &nbsp;&nbsp;1.0% |
| Other countries | &nbsp;&nbsp;4.1% |
| &nbsp;&nbsp;&nbsp;**TOTAL** | &nbsp;&nbsp;**100.0%** |

---

#### Science & Technology Fund

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;72.0% |
| Germany | &nbsp;&nbsp;9.4% |
| China | &nbsp;&nbsp;8.6% |
| Ireland | &nbsp;&nbsp;4.1% |
| South Korea | &nbsp;&nbsp;1.8% |
| South Africa | &nbsp;&nbsp;1.5% |
| Netherlands | &nbsp;&nbsp;1.1% |
| Other countries | &nbsp;&nbsp;1.5% |
| &nbsp;&nbsp;&nbsp;**TOTAL** | &nbsp;&nbsp;**100.0%** |

---

The following funds had the following sector composition as a percentage of net assets on 11-30-22:

#### International Strategic Equity Allocation Fund

---

| | |
|:---|:---|
| Financials | &nbsp;&nbsp;20.0% |
| Industrials | &nbsp;&nbsp;11.4% |
| Consumer discretionary | &nbsp;&nbsp;10.4% |
| Information technology | &nbsp;&nbsp;9.3% |
| Health care | &nbsp;&nbsp;9.2% |
| Consumer staples | &nbsp;&nbsp;8.8% |
| Materials | &nbsp;&nbsp;8.6% |
| Energy | &nbsp;&nbsp;7.0% |
| Communication services | &nbsp;&nbsp;5.4% |
| Utilities | &nbsp;&nbsp;3.1% |
| Real estate | &nbsp;&nbsp;2.1% |
| Short-term investments and other | &nbsp;&nbsp;4.7% |
| &nbsp;&nbsp;&nbsp;**TOTAL** | &nbsp;&nbsp;**100.0%** |

---

------

## John Hancock Funds II<br>

#### Notes to Portfolio of Investments (unaudited)

------

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

In order to value the securities, the funds use the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Exchange-traded options are valued at the mid-price of the last quoted bid and ask prices from the exchange where the option trades. Unlisted options are generally valued using evaluated prices obtained from an independent pricing vendor. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. Foreign equity index futures that trade in the electronic trading market subsequent to the close of regular trading may be valued at the last traded price in the electronic trading market as of 4:00 P.M. ET, or may be fair valued based on fair value adjustment factors provided by an independent pricing vendor in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE. Swaps are valued using evaluated prices obtained from an independent pricing vendor. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

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

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

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

The following is a summary of the values by input classification of the funds' investments as of November 30, 2022, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Capital Appreciation Fund** | **Capital Appreciation Fund** | **Capital Appreciation Fund** | **Capital Appreciation Fund** | **Capital Appreciation Fund** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$138154795** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$138154795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**364048527** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323116906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$40931621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**50530552** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50530552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**26665784** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26665784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**47900157** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47900157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**180558621** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180558621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**34408352** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34408352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**455647460** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438005465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17641995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**21474083** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21474083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Preferred securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8988207** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8988207 | &nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Capital Appreciation Fund (continued)** | **Capital Appreciation Fund (continued)** | **Capital Appreciation Fund (continued)** | **Capital Appreciation Fund (continued)** | **Capital Appreciation Fund (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Short-term investments** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$14226898** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14226898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$1342603436** | **$1275041613** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$67561823** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** |
| **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$764346133** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$753230047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11116086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5938983** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5938983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**107582826** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107582826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**103571930** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103571930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Convertible bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**901037** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Term loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**158815095** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158815095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**117480196** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117480196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$1258636200** | &nbsp;&nbsp;&nbsp;&nbsp;**$876649226** | &nbsp;&nbsp;&nbsp;&nbsp;**$381986974** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** |
| **Derivatives:** |  |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Written options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(2231381)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2231381) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Core Bond Fund** | **Core Bond Fund** | **Core Bond Fund** | **Core Bond Fund** | **Core Bond Fund** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$883204455** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$883204455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign government obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14471041** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14471041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**401764396** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401764396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3699484** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**148276222** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148276222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset backed securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**175382491** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175382491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**24302587** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$24302587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$1651100676** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$24302587** | **$1626798089** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** |
| **Health Sciences Fund** | **Health Sciences Fund** | **Health Sciences Fund** | **Health Sciences Fund** | **Health Sciences Fund** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$899388** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$899388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**431948** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**317192869** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305123623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12031036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$38210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**975588** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**252023** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**181291** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Preferred securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1910988** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Warrants** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5304** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Short-term investments** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2029864** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2029864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | &nbsp;&nbsp;&nbsp;&nbsp;**$323879263** | &nbsp;&nbsp;&nbsp;&nbsp;**$309647006** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$14194047** | &nbsp;&nbsp;**$38210** |
| **High Yield Fund** | **High Yield Fund** | **High Yield Fund** | **High Yield Fund** | **High Yield Fund** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign government obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$631664** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$631664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**165254343** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165254343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Convertible bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1665351** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Term loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10856625** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10414710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$441915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset backed securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14241331** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14241331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1195694** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1166639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29055 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **High Yield Fund (continued)** | **High Yield Fund (continued)** | **High Yield Fund (continued)** | **High Yield Fund (continued)** | **High Yield Fund (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$1484654** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$906354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$578300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1012688** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$196342350** | &nbsp;&nbsp;**$3085681** | **$192207399** | **$1049270** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$61612** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$61612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**39670** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$39670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**144130** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(12476)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12476) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(100074)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(100074) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* | *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* | *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* | *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* | *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* |
| **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$239952737** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$239952737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6276320** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6276320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10819841** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10819841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**49340086** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$49340086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**413938560** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413938560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6079621** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6079621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**347060061** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32829744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313914212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$316105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2276828** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2276828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Czech Republic | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1316906** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**77783912** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77783912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**23117939** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23117939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**307035050** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307035050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**175074490** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175074490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**90947813** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90014091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hungary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2344890** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**141505953** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141505953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**24128981** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24128981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**26866569** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25810489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**17018472** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11077938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**37068049** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37068049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**413923132** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413923132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jordan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**796811** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6640150** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6640150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macau | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1086072** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**28805244** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28805244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**31395658** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31395658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**88389220** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88389220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7582032** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7582032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**19106583** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19106583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5279463** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5279463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9168910** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9168910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Poland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7344936** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7344936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3164850** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3164850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Qatar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10816918** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10816918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**52864135** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52864135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**27980102** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24604532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**39295814** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39295814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**145634659** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145634659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**45717679** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45717679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **International Strategic Equity Allocation Fund (continued)** | **International Strategic Equity Allocation Fund (continued)** | **International Strategic Equity Allocation Fund (continued)** | **International Strategic Equity Allocation Fund (continued)** | **International Strategic Equity Allocation Fund (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$55698807** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$55698807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**238996129** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238996129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**101903927** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101903927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**25173463** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25173463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3918698** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3918698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**15908821** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15908821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**542219853** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1373863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540845990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2125117** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Preferred securities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**16778498** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16778498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2764979** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1105311** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10238899** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10238899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8227937** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8227937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Warrants** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**69936** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Rights** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**51216** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Short-term investments** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**188670690** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188670690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$4158797727** | &nbsp;&nbsp;&nbsp;&nbsp;**$567513717** | **$3590843079** | **$440931** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$14336511** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14336511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(250179)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(250179) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* | *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* | *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* | *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* | *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* |
| **Mid Value Fund** | **Mid Value Fund** | **Mid Value Fund** | **Mid Value Fund** | **Mid Value Fund** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$70330647** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$70330647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**120651209** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104610034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16041175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**115236313** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102379515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12856798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**125443334** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125443334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**240233863** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237386403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2847460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**152558268** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131462367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21095901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**190175839** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158606573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31569266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**92354531** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92354531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**113238001** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98742676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14495325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**93608446** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93608446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**69460024** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69460024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Short-term investments** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**85203961** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85203961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$1468494436** | **$1369588511** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$98905925** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** |
| **Science & Technology Fund** | **Science & Technology Fund** | **Science & Technology Fund** | **Science & Technology Fund** | **Science & Technology Fund** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$23585791** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23045789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$510564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$29438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**45095961** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26795441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18300520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**894882** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**88209916** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84515493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3694423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**631958** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Short-term investments** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7171218** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7171218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | &nbsp;&nbsp;&nbsp;&nbsp;**$165589726** | &nbsp;&nbsp;&nbsp;&nbsp;**$143054781** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$22505507** | &nbsp;&nbsp;&nbsp;**$29438** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$316638969** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$316638969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**404142245** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404138070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**350666247** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350666247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**326054833** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326054833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**514317021** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514317021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**724673858** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724673858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**378610240** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378610240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1110362949** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110362949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**101950806** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101950806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**105917323** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105917323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**122689515** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122689515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Short-term investments** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**141406069** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141406069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$4597430075** | **$4597425900** | **$4175** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$6224302** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6224302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* | *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* | *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* | *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* | *Level 3 includes securities valued at $0. Refer to Portfolio of Investments.* |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| **Capital Appreciation Fund** | **Capital Appreciation Fund** | **Capital Appreciation Fund** | **Capital Appreciation Fund** | **Capital Appreciation Fund** | **Capital Appreciation Fund** | **Capital Appreciation Fund** | **Capital Appreciation Fund** | **Capital Appreciation Fund** | **Capital Appreciation Fund** |
| John Hancock Collateral Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$4358108 | &nbsp;&nbsp;&nbsp;&nbsp;$(4358260) | &nbsp;&nbsp;&nbsp;&nbsp;$152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** | **Capital Appreciation Value Fund** |
| John Hancock Collateral Trust | &nbsp;&nbsp;&nbsp;&nbsp;137923 | &nbsp;&nbsp;&nbsp;&nbsp;$2077345 | &nbsp;&nbsp;&nbsp;&nbsp;$6281877 | &nbsp;&nbsp;&nbsp;&nbsp;$(6980903) | &nbsp;&nbsp;&nbsp;&nbsp;$(630) | &nbsp;&nbsp;&nbsp;&nbsp;$676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3249 |  | &nbsp;&nbsp;&nbsp;&nbsp;$1378365 |
| **High Yield Fund** | **High Yield Fund** | **High Yield Fund** | **High Yield Fund** | **High Yield Fund** | **High Yield Fund** | **High Yield Fund** | **High Yield Fund** | **High Yield Fund** | **High Yield Fund** |
| John Hancock Collateral Trust | &nbsp;&nbsp;&nbsp;&nbsp;101267 | &nbsp;&nbsp;&nbsp;&nbsp;$2375359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$582133 | &nbsp;&nbsp;&nbsp;&nbsp;$(1945142) | &nbsp;&nbsp;$(1372) | &nbsp;&nbsp;$1051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9846 |  | &nbsp;&nbsp;&nbsp;&nbsp;$1012029 |
| **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** | **International Strategic Equity Allocation Fund** |
| John Hancock Collateral Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;$26922715 | &nbsp;&nbsp;$68233621 | &nbsp;&nbsp;$(95152047) | &nbsp;&nbsp;$(4416) | &nbsp;&nbsp;&nbsp;&nbsp;$127 | &nbsp;&nbsp;&nbsp;&nbsp;$51997 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Mid Value Fund** | **Mid Value Fund** | **Mid Value Fund** | **Mid Value Fund** | **Mid Value Fund** | **Mid Value Fund** | **Mid Value Fund** | **Mid Value Fund** | **Mid Value Fund** | **Mid Value Fund** |
| John Hancock Collateral Trust | &nbsp;&nbsp;2197324 | &nbsp;&nbsp;$22095028 | &nbsp;&nbsp;$81821159 | &nbsp;&nbsp;$(81953848) | &nbsp;&nbsp;$(7502) | &nbsp;&nbsp;$4565 | &nbsp;&nbsp;&nbsp;&nbsp;$61540 |  | &nbsp;&nbsp;$21959402 |
| **Science & Technology Fund** | **Science & Technology Fund** | **Science & Technology Fund** | **Science & Technology Fund** | **Science & Technology Fund** | **Science & Technology Fund** | **Science & Technology Fund** | **Science & Technology Fund** | **Science & Technology Fund** | **Science & Technology Fund** |
| John Hancock Collateral Trust | &nbsp;&nbsp;&nbsp;&nbsp;141397 | &nbsp;&nbsp;&nbsp;&nbsp;$1229283 | &nbsp;&nbsp;&nbsp;&nbsp;$8208763 | &nbsp;&nbsp;&nbsp;&nbsp;$(8024973) | &nbsp;&nbsp;&nbsp;&nbsp;$(339) | &nbsp;&nbsp;&nbsp;&nbsp;$349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5976 |  | &nbsp;&nbsp;&nbsp;&nbsp;$1413083 |
| **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** | **U.S. Sector Rotation Fund** |
| John Hancock Collateral Trust | 14149521 | $180838338 | $285023632 | $(324445327) | $(40527) | $29953 | $1222406 |  | $141406069 |

---

**Restricted securities. The funds may hold restricted securities which are restricted as to resale and the funds have limited rights to registration under the Securities Act of 1933. Disposal may involve time-consuming negotiations and expenses, and prompt sale at an acceptable price may be difficult to achieve. The following table summarizes the restricted securities held at November 30, 2022:**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Issuer,<br> Description** | &nbsp;&nbsp;&nbsp;**Original<br> acquisition date** | &nbsp;&nbsp;&nbsp;**Acquisition<br> cost** | &nbsp;&nbsp;&nbsp;**Beginning<br> share<br> amount** | &nbsp;&nbsp;&nbsp;**Shares<br> purchased** | &nbsp;&nbsp;&nbsp;**Shares<br> sold** | &nbsp;&nbsp;&nbsp;**Ending<br> share<br> amount** | &nbsp;&nbsp;&nbsp;**Value as a<br> percentage of<br> net assets** | &nbsp;&nbsp;&nbsp;**Ending<br> value** |
| **High Yield Fund** |  |  |  |  |  |  |  |  |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Issuer,<br> Description** | &nbsp;&nbsp;&nbsp;**Original<br> acquisition date** | &nbsp;&nbsp;&nbsp;**Acquisition<br> cost** | &nbsp;&nbsp;&nbsp;**Beginning<br> share<br> amount** | &nbsp;&nbsp;&nbsp;**Shares<br> purchased** | &nbsp;&nbsp;&nbsp;**Shares<br> sold** | &nbsp;&nbsp;&nbsp;**Ending<br> share<br> amount** | &nbsp;&nbsp;&nbsp;**Value as a<br> percentage of<br> net assets** | &nbsp;&nbsp;&nbsp;**Ending<br> value** |
| KCAD Holdings I, Ltd. | &nbsp;&nbsp;&nbsp;3-21-11 | &nbsp;&nbsp;&nbsp;$6150520 | &nbsp;&nbsp;&nbsp;752218031 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;752218031 | &nbsp;&nbsp;&nbsp;0.0%<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$752 |
| MWO Holdings LLC | &nbsp;&nbsp;&nbsp;8-30-16 | &nbsp;&nbsp;&nbsp;&nbsp;1116559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;0.0%<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7053 |
| New Cotai, Inc., Class B | &nbsp;&nbsp;&nbsp;4-12-13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;0.0% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;**$7805** |

---

<sup>1</sup> Less than 0.05%.

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

## 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:** 617-312-0176

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

- **a. Name of Series:** International Strategic Equity Allocation Fund

- **b. EDGAR series identifier (if any):** S000055170

- **c. LEI of Series:** 549300KMN30VYE5OP170

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4193820239.77

**Total Liabilities:** $991699.36

**Net Assets:** $4192828540.41

**Cash Not Reported:** $22189829.15

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173477 | -9.95%               | 3.64%                | 13.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-699267.99              | $-387319795.69                             |
| Month 2  | $-48712.84               | $122244939.79                              |
| Month 3  | $164203.47               | $466211279.23                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Taiwan Semiconductor Manufacturing Company Limited                        | TAIWAN SEMICONDUCTOR MANUFACTU COMMON STOCK TWD10.         | CUSIP: 688910900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2740816 | NS      | $44017103.84  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tobu Railway Co. Ltd.                                                     | TOBU RAILWAY CO LTD COMMON STOCK                           | CUSIP: 689516003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23100 | NS      | $557667.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co. Ltd.                                                             | TOHO CO LTD/TOKYO COMMON STOCK                             | CUSIP: 689520005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14100 | NS      | $546425.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Company Holdings Incorporated                        | TOKYO ELECTRC POWER COMPANY HO COMMON STOCK                | CUSIP: 689540003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    198200 | NS      | $723059.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                                        | TOKYO GAS CO LTD COMMON STOCK                              | CUSIP: 689544005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50900 | NS      | $936306.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                    | TOKYO ELECTRON LTD COMMON STOCK                            | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     19415 | NS      | $6588898.11   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corporation                                                         | TOKYU CORP COMMON STOCK                                    | CUSIP: 689654002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     67193 | NS      | $858129.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries Inc.                                                     | TORAY INDUSTRIES INC COMMON STOCK                          | CUSIP: 689714004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    180500 | NS      | $971797.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asset World Corp Public Company Limited                                   | ASSET WORLD CORP PCL NVDR                                  | CUSIP: BK58JY909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1435100 | NS      | $258472.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                             | ALIBABA GROUP HOLDING LTD COMMON STOCK USD.000003125       | CUSIP: BK6YZP902<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |   2900700 | NS      | $31568789.87  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmaron Beijing Co. Ltd.                                                | PHARMARON BEIJING CO LTD-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     11650 | NS      | $106423.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Dynanonic Co. Ltd.                                               | SHENZHEN DYNANONIC CO LTD-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1900 | NS      | $60709.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd.                   | BEIJING YUANLIU HONGYUAN E-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      2200 | NS      | $32005.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Friendess Electronic Technology Corporation Limited              | SHANGHAI FRIENDESS ELECTRO-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1157 | NS      | $37791.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amlogic (Shanghai) Co.Ltd.                                                | AMLOGIC SHANGHAI INC-A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      4366 | NS      | $46445.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing United Information Technology Co. Ltd.                            | BEIJING UNITED INFORMATION-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5130 | NS      | $74418.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro-Fabrication Equipment Inc. China                           | ADVANCED MICRO-FABRICATION-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      6896 | NS      | $96464.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Signal and Communication Corporation Limited                | CHINA RAILWAY SIGNAL and COM-A                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     58844 | NS      | $38887.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mesaieed Petrochemical Holding Company Q.P.S.C.                           | MESAIEED PETROCHEMICAL HOLDING COMMON STOCK QAR1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    732358 | NS      | $471977.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                        | EMERA INC COMMON STOCK                                     | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |     61548 | NS      | $2396215.11   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Company Limited                                                    | EMPIRE CO LTD COMMON STOCK                                 | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     39394 | NS      | $1072744.47   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                             | ENBRIDGE INC COMMON STOCK                                  | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    463648 | NS      | $19147044.12  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| WEG S.A.                                                                  | WEG SA COMMON STOCK                                        | CUSIP: 294542907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    319940 | NS      | $2404474.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Limited                                        | FAIRFAX FINANCIAL HOLDINGS LTD COMMON STOCK                | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      5856 | NS      | $3359880.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                                              | BT GROUP PLC COMMON STOCK GBP.05                           | CUSIP: 309135903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1738133 | NS      | $2557692.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                     | FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 12/22 0.00000  | CUSIP: 313385R65<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |  37100000 | PA      | $37095869.29  | 0.88%             | 2022-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                     | FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 12/22 0.00000  | CUSIP: 313385R99<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1900000 | PA      | $1899153.93   | 0.05%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                     | FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 12/22 0.00000  | CUSIP: 313385S23<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4200000 | PA      | $4197662.32   | 0.10%             | 2022-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UOL Group Limited                                                         | UOL GROUP LTD COMMON STOCK                                 | CUSIP: 691684005<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     59200 | NS      | $291942.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Robina Corporation                                              | UNIVERSAL ROBINA CORP COMMON STOCK PHP1.                   | CUSIP: 691951909<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    164430 | NS      | $387385.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                     | FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 12/22 0.00000  | CUSIP: 313385S31<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |  92400000 | PA      | $92338288.81  | 2.20%             | 2022-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                     | FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 12/22 0.00000  | CUSIP: 313385S56<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   7700000 | PA      | $7693007.94   | 0.18%             | 2022-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ayala Land Inc.                                                           | AYALA LAND INC COMMON STOCK PHP1.0                         | CUSIP: 605511906<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |   1371680 | NS      | $775736.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc.                                                                  | AGC INC/JAPAN COMMON STOCK                                 | CUSIP: 605520006<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     25284 | NS      | $853868.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Cement Corporation                                                   | ASIA CEMENT CORP COMMON STOCK TWD10.                       | CUSIP: 605633007<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    254000 | NS      | $341303.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                           | AUSTRALIA and NEW ZEALAND BANKIN COMMON STOCK              | CUSIP: 606558005<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | EC               | CORP              | AU        |    618376 | NS      | $10441086.94  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corporation Limited                                               | VENTURE CORP LTD COMMON STOCK                              | CUSIP: 692737000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     35300 | NS      | $453227.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wan Hai Lines Ltd.                                                        | WAN HAI LINES LTD COMMON STOCK TWD10.                      | CUSIP: 693233900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     79545 | NS      | $199167.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walsin Lihwa Corporation                                                  | WALSIN LIHWA CORP COMMON STOCK TWD10.                      | CUSIP: 693657900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    290000 | NS      | $446154.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Limited                                                        | WESFARMERS LTD COMMON STOCK                                | CUSIP: 694883000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |    235064 | NS      | $7829991.20   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa S.A.B. de C.V.                                                       | ALFA SAB DE CV COMMON STOCK                                | CUSIP: 204342000<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | EC               | CORP              | MX        |    593100 | NS      | $414991.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group Ltd                                                | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1               | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     22328 | NS      | $10727198.18  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Jinke Property Group Co.Ltd.                                              | JINKE PROPERTIES GROUP CO LTD COMMON STOCK CNY1.0          | CUSIP: BD5CKX906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     81100 | NS      | $27487.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Chint Electrics Co. Ltd.                                         | ZHEJIANG CHINT ELECTRICS CO LT COMMON STOCK CNY1.0         | CUSIP: BP3R5K903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     25300 | NS      | $102645.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aboitiz Equity Ventures Inc.                                              | ABOITIZ EQUITY VENTURES INC COMMON STOCK PHP1.             | CUSIP: 606841906<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    312040 | NS      | $332480.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Barito Pacific Tbk                                                     | BARITO PACIFIC TBK PT COMMON STOCK IDR500.0                | CUSIP: 607070901<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   5269800 | NS      | $265510.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                  | KONINKLIJKE PHILIPS NV COMMON STOCK EUR.2                  | CUSIP: 598662906<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    111714 | NS      | $1673999.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                        | TELEPERFORMANCE COMMON STOCK EUR2.5                        | CUSIP: 599933900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     10740 | NS      | $2451756.09   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                                            | BANK OF THE PHILIPPINE ISLANDS COMMON STOCK PHP10.         | CUSIP: 607496908<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |    335360 | NS      | $630085.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Berhad                                                | CIMB GROUP HOLDINGS BHD COMMON STOCK MYR1.                 | CUSIP: 607574001<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   1977400 | NS      | $2586426.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangxi Copper Company Limited                                            | JIANGXI COPPER CO LTD COMMON STOCK CNY1.0                  | CUSIP: 600030902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    206225 | NS      | $301861.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nan Ya Plastics Corporation                                               | NAN YA PLASTICS CORP COMMON STOCK TWD10.0                  | CUSIP: 662158906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    533000 | NS      | $1333122.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hundsun Technologies Inc.                                                 | HUNDSUN TECHNOLOGIES INC COMMON STOCK CNY1.0               | CUSIP: BP3R6B902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20800 | NS      | $117363.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Construction Group Co. Ltd.                                      | SHANGHAI CONSTRUCTION GROUP CO COMMON STOCK CNY1.0         | CUSIP: BP3R6J905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    105200 | NS      | $41203.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim Ltd                                                         | BANK HAPOALIM BM COMMON STOCK ILS1.                        | CUSIP: 607580909<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    199871 | NS      | $1943280.78   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                               | WESTPAC BANKING CORP COMMON STOCK                          | CUSIP: 607614005<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |    725152 | NS      | $11776387.92  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Limited                                                           | NASPERS LTD COMMON STOCK ZAR.02                            | CUSIP: 662269901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     36510 | NS      | $5595673.17   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Limited                                           | NATIONAL AUSTRALIA BANK LTD COMMON STOCK                   | CUSIP: 662460005<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |    671348 | NS      | $14450022.64  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi le-Israel B.M.                                                 | BANK LEUMI LE-ISRAEL BM COMMON STOCK ILS.1                 | CUSIP: 607642907<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |    243623 | NS      | $2233292.70   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Company Limited                                        | ANHUI CONCH CEMENT CO LTD COMMON STOCK CNY1.0              | CUSIP: 608039905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    236710 | NS      | $862178.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Limited                                                     | NEDBANK GROUP LTD COMMON STOCK ZAR1.0                      | CUSIP: 662800903<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     76954 | NS      | $1017202.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle (Malaysia) Berhad                                                  | NESTLE MALAYSIA BHD COMMON STOCK MYR1.                     | CUSIP: 662933001<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     19100 | NS      | $596840.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enterprises Holdings Limited                                      | BEIJING ENTERPRISES H SP ADR COMMON STOCK                  | CUSIP: 608169900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    101214 | NS      | $321903.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Z Holdings Corporation                                                    | YAHOO JAPAN CORP COMMON STOCK                              | CUSIP: 608484903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    344807 | NS      | $948890.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiamen CandD Inc.                                                         | XIAMEN C and D INC COMMON STOCK CNY1.0                     | CUSIP: BP3R6L900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     37700 | NS      | $82664.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhangzhou Pientzehuang Pharmaceutical Co. Ltd                             | ZHANGZHOU PIENTZEHUANG PHARMAC COMMON STOCK CNY1.0         | CUSIP: BP3R7Z908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6800 | NS      | $244408.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digi.Com Berhad                                                           | DIGI.COM BHD COMMON STOCK MYR.01                           | CUSIP: 608624904<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    908100 | NS      | $819873.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Limited                                            | FORTESCUE METALS GROUP LTD COMMON STOCK                    | CUSIP: 608625901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    350675 | NS      | $4667360.38   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Corporation Limited                                               | TELSTRA GROUP LTD COMMON STOCK                             | CUSIP: 608728903<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | EC               | CORP              | AU        |    854137 | NS      | $2317454.67   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc.                                                      | CHEIL WORLDWIDE INC COMMON STOCK KRW200.                   | CUSIP: 609323902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     12892 | NS      | $239117.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanxi Xinghuacun Fen Wine Factory Co.Ltd.                                | SHANXI XINGHUACUN FEN WINE FAC COMMON STOCK CNY1.0         | CUSIP: BP3R82900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     13900 | NS      | $501259.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                                       | FUYAO GLASS INDUSTRY GROUP CO COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |     23100 | NS      | $120809.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Limited                                                      | CLP HOLDINGS LTD COMMON STOCK                              | CUSIP: 609701909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    268500 | NS      | $1948354.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Limited                                               | RELIANCE INDUSTRIES LTD COMMON STOCK INR10.                | CUSIP: 609962907<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |    452012 | NS      | $15214027.77  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaneng Power International Inc.                                          | HUANENG POWER INTERNATIONAL IN COMMON STOCK CNY1.0         | CUSIP: 609967906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    755564 | NS      | $351326.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corporation Limited                                      | BHARAT PETROLEUM CORP LTD COMMON STOCK INR10.              | CUSIP: 609972906<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |    128649 | NS      | $541221.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Everbright Environment Group Limited                                | CHINA EVERBRIGHT INTERNATIONAL COMMON STOCK                | CUSIP: 663094902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    724700 | NS      | $335316.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Limited                                               | MARUTI SUZUKI INDIA LTD COMMON STOCK INR5.0                | CUSIP: 663371904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     17921 | NS      | $1985030.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Yuyuan Tourist Mart (Group) Co.Ltd                               | SHANGHAI YUYUAN TOURIST MART G COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     43600 | NS      | $44605.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongfang Electric Corporation Limited                                     | DONGFANG ELECTRIC CORP LTD COMMON STOCK CNY1.0             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     32000 | NS      | $109168.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                           | RENESAS ELECTRONICS CORP COMMON STOCK                      | CUSIP: 663567907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    152200 | NS      | $1492733.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcrest Mining Limited                                                   | NEWCREST MINING LTD COMMON STOCK                           | CUSIP: 663710002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    183627 | NS      | $2500483.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                         | NINTENDO CO LTD COMMON STOCK                               | CUSIP: 663955003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    142390 | NS      | $6105266.93   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS Gas Berhad                                                       | PETRONAS GAS BHD COMMON STOCK MYR1.                        | CUSIP: 670397900<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    228500 | NS      | $864285.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Zhangjiang Hi-Tech Park Development Co.Ltd.                      | SHANGHAI ZHANGJIANG HIGH-TECH COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     11900 | NS      | $20572.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Meheco Co. Ltd.                                                     | CHINA MEHECO CO LTD COMMON STOCK CNY1.0                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     18560 | NS      | $43827.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bidvest Group Limited                                                 | BIDVEST GROUP LTD/THE COMMON STOCK ZAR.05                  | CUSIP: 610008906<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     47745 | NS      | $642088.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra and Mahindra Limited                                             | MAHINDRA and MAHINDRA LTD COMMON STOCK INR5.               | CUSIP: 610018905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    129466 | NS      | $2086455.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| President Chain Store Corporation                                         | PRESIDENT CHAIN STORE CORP COMMON STOCK TWD10.             | CUSIP: 670498906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     61000 | NS      | $539276.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property and Casualty Company Limited                                | PICC PROPERTY and CASUALTY CO LT COMMON STOCK CNY1.0       | CUSIP: 670625904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1352798 | NS      | $1370530.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Humanwell Healthcare (Group) Co.Ltd.                                      | HUMANWELL HEALTHCARE GROUP CO COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     19300 | NS      | $60988.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Eastern Airlines Corporation Limited                                | CHINA EASTERN AIRLINES CORP LT COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     83800 | NS      | $63086.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Juhua Co. Ltd.                                                   | ZHEJIANG JUHUA CO LTD COMMON STOCK CNY1.0                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     31200 | NS      | $73985.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankuang Energy Group Company Limited                                     | YANKUANG ENERGY GROUP CO LTD COMMON STOCK CNY1.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     29300 | NS      | $167633.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shree Cement Limited                                                      | SHREE CEMENT LTD COMMON STOCK INR10.                       | CUSIP: 610035909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      1586 | NS      | $464546.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corporation Limited                                   | HINDUSTAN PETROLEUM CORP LTD COMMON STOCK INR10.           | CUSIP: 610047904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     94206 | NS      | $278370.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                              | NUTRIEN LTD COMMON STOCK                                   | CUSIP: 67077M108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    125622 | NS      | $10096267.64  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AviChina Industry and Technology Company Limited                          | AVICHINA INDUSTRY and TECHNOLOGY COMMON STOCK CNY1.0       | CUSIP: 670789908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    482300 | NS      | $227648.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Youngor Group Co.Ltd                                                      | YOUNGOR GROUP CO LTD COMMON STOCK CNY1.0                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     65500 | NS      | $59357.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIC Helicopter Co. Ltd.                                                  | AVICOPTER PLC COMMON STOCK CNY1.0                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7400 | NS      | $49947.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clicks Group Limited                                                      | CLICKS GROUP LTD COMMON STOCK ZAR.01                       | CUSIP: 610557902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     39700 | NS      | $682977.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard International Semiconductor Corporation                          | VANGUARD INTERNATIONAL SEMICON COMMON STOCK TWD10.         | CUSIP: 610967903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    100000 | NS      | $271561.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuvei Corporation                                                         | NUVEI CORP COMMON STOCK                                    | CUSIP: 67079A102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     15590 | NS      | $480512.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruentex Development Co. Ltd.                                              | RUENTEX DEVELOPMENT CO LTD COMMON STOCK TWD10.0            | CUSIP: 674842901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    193464 | NS      | $292040.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FiberHome Telecommunication Technologies Co.Ltd.                          | FIBERHOME TELECOMMUNICATION TE COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     10700 | NS      | $20614.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang China Commodities City Group Co.Ltd                              | ZHEJIANG CHINA COMMODITIES CIT COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     60000 | NS      | $37400.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FangDa Carbon New Material Co.Ltd                                         | FANGDA CARBON NEW MATERIAL CO COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     42700 | NS      | $38754.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keda Industrial Group Co. Ltd.                                            | KEDA INDUSTRIAL GROUP CO LTD COMMON STOCK CNY1.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     21300 | NS      | $48177.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankuang Energy Group Company Limited                                     | YANKUANG ENERGY GROUP CO LTD COMMON STOCK CNY1.0           | CUSIP: 610989907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    288710 | NS      | $969401.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consumer Products Limited                                            | TATA GLOBAL BEVERAGES LTD COMMON STOCK INR1.               | CUSIP: 612148908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     81345 | NS      | $817357.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                  | TREND MICRO INC/JAPAN COMMON STOCK                         | CUSIP: 612528901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17100 | NS      | $858077.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT DATA Corporation                                                      | NTT DATA CORP COMMON STOCK                                 | CUSIP: 612563908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     81400 | NS      | $1259297.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle India Limited                                                      | NESTLE INDIA LTD COMMON STOCK INR10.                       | CUSIP: 612860908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      4931 | NS      | $1226105.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co. Ltd.                                                  | YAMATO HOLDINGS CO LTD COMMON STOCK                        | CUSIP: 698556008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37200 | NS      | $624617.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American Platinum Limited                                           | ANGLO AMERICAN PLATINUM LTD COMMON STOCK ZAR.1             | CUSIP: 676100902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      8664 | NS      | $875711.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corporation                                                           | SMC CORP/JAPAN COMMON STOCK                                | CUSIP: 676396005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7396 | NS      | $3374875.18   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiamen Tungsten Co. Ltd.                                                  | XIAMEN TUNGSTEN CO LTD COMMON STOCK CNY1.0                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     15600 | NS      | $47425.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Southern Airlines Company Limited                                   | CHINA SOUTHERN AIRLINES CO LTD COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    126600 | NS      | $132635.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YASKAWA Electric Corporation                                              | YASKAWA ELECTRIC CORP COMMON STOCK                         | CUSIP: 698604006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31300 | NS      | $1030097.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corporation                                             | YOKOGAWA ELECTRIC CORP COMMON STOCK                        | CUSIP: 698642006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29700 | NS      | $560132.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Corporation                                    | YANG MING MARINE TRANSPORT COR COMMON STOCK TWD10.         | CUSIP: 698758901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    195000 | NS      | $424244.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuhan Corporation                                                         | YUHAN CORP COMMON STOCK KRW5000.0                          | CUSIP: 698833902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      9888 | NS      | $441988.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shan Xi Hua Yang Group New Energy Co.Ltd.                                 | SHAN XI HUA YANG GROUP NEW ENE COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     26400 | NS      | $62992.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Gold Mining Co. Ltd.                                             | SHANDONG GOLD MINING CO LTD COMMON STOCK CNY1.0            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     39400 | NS      | $113344.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Expressway Co. Ltd.                                              | ZHEJIANG EXPRESSWAY CO LTD COMMON STOCK CNY1.0             | CUSIP: 699076907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    264782 | NS      | $197728.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                      | PARKLAND CORP/CANADA COMMON STOCK                          | CUSIP: 70137W108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     36177 | NS      | $770793.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                        | DEUTSCHE BOERSE AG COMMON STOCK                            | CUSIP: 702196908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     30224 | NS      | $5554422.02   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                                | EURAZEO SE COMMON STOCK                                    | CUSIP: 704239904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8062 | NS      | $508838.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Engineering Co. Ltd.                                              | SAMSUNG ENGINEERING CO LTD COMMON STOCK KRW5000.           | CUSIP: 676523905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     30952 | NS      | $585182.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SOFTBANK GROUP CORP COMMON STOCK                           | CUSIP: 677062903<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |    156252 | NS      | $6846731.61   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfa Sci. and Tech. Co.Ltd.                                             | KINGFA SCI and TECH CO LTD COMMON STOCK CNY1.0             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     26400 | NS      | $37368.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daan Gene Co.Ltd                                                          | DAAN GENE CO LTD-A                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     16700 | NS      | $42203.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                 | SODEXO SA COMMON STOCK EUR4.0                              | CUSIP: 706271905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     16115 | NS      | $1543397.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Zhifei Biological Products Co. Ltd.                             | CHONGQING ZHIFEI BIOLOGICA-A                               | CUSIP: BD5CJY906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     18200 | NS      | $232746.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDI Co. Ltd.                                                      | SAMSUNG SDI CO LTD COMMON STOCK KRW5000.                   | CUSIP: 677164907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10933 | NS      | $6171986.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electro-Mechanics Co. Ltd.                                        | SAMSUNG ELECTRO-MECHANICS CO L COMMON STOCK KRW5000.       | CUSIP: 677168908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     11147 | NS      | $1220237.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Huadian Power International Corporation Limited                           | HUADIAN POWER INTERNATIONAL CO COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     87900 | NS      | $72928.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanxi Lu'an Environmental Energy Dev. Co.Ltd                             | SHANXI LU'AN ENVIRONMENTAL ENE COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     32300 | NS      | $86835.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Green Cross Corporation.                                                  | GREEN CROSS CORP/SOUTH KOREA COMMON STOCK KRW5000.0        | CUSIP: 677170904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1149 | NS      | $113852.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0           | CUSIP: 677172009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    950618 | NS      | $45676198.40  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SDIC Power Holdings Co.Ltd                                                | SDIC POWER HOLDINGS CO LTD COMMON STOCK CNY1.0             | CUSIP: BP3R43902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     79100 | NS      | $122193.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NARI Technology Co.Ltd.                                                   | NARI TECHNOLOGY CO LTD COMMON STOCK CNY1.0                 | CUSIP: BP3R44900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     76940 | NS      | $288281.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Mining Co.Ltd                                                     | WESTERN MINING CO LTD COMMON STOCK CNY1.0                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     26500 | NS      | $40742.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Development Company Limited                                | COSCO SHIPPING DEVELOPMENT CO COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    116500 | NS      | $42960.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Junzheng Energy and Chemical Group Co.Ltd.                 | INNER MONGOLIA JUNZHENG ENERGY COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     99400 | NS      | $58736.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBMG Corporation                                                          | BBMG CORP COMMON STOCK CNY1.0                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     79700 | NS      | $29880.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Winning Health Technology Group Co.Ltd.                                   | WINNING HEALTH TECHNOLOGY-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     19800 | NS      | $24454.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Soochow Securities Co. Ltd.                                               | SOOCHOW SECURITIES CO LTD COMMON STOCK CNY1.0              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     67000 | NS      | $65237.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Heavy Industries Co.Ltd.                                          | SAMSUNG HEAVY INDUSTRIES CO LT COMMON STOCK KRW5000.       | CUSIP: 677221905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    119522 | NS      | $478177.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | SAMSUNG ELECTRONICS CO LTD PREFERENCE                      | CUSIP: 677381907<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |    163142 | NS      | $7015378.44   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corp Limited                                | CHINA INTERNATIONAL TRAVEL SER COMMON STOCK CNY1.0         | CUSIP: BP3R46905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     22400 | NS      | $628615.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia BaoTou Steel Union Co. Ltd                                 | INNER MONGOLIA BAOTOU STEEL UN COMMON STOCK CNY1.0         | CUSIP: BP3R48901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    515600 | NS      | $144465.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                                           | BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25           | CUSIP: 028758902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    545684 | NS      | $22374227.03  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma Public Limited Company                                              | HALMA PLC COMMON STOCK GBP.1                               | CUSIP: 040520009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     95131 | NS      | $2523483.97   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Limited                                                            | Santos Ltd COMMON STOCK                                    | CUSIP: 677670002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    661368 | NS      | $3298990.82   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                                               | ABU DHABI ISLAMIC BANK PJSC COMMON STOCK AED1.             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    274803 | NS      | $720000.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                    | STANDARD CHARTERED PLC COMMON STOCK USD.5                  | CUSIP: 040828907<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    650694 | NS      | $4847064.05   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                       | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                     | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    226472 | NS      | $5825124.71   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TBEA Co. Ltd.                                                             | TBEA CO LTD COMMON STOCK CNY1.0                            | CUSIP: BP3R4H901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     43800 | NS      | $133272.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metallurgical Corporation of China Ltd.                                   | METALLURGICAL CORP OF CHINA LT COMMON STOCK CNY1.0         | CUSIP: BP3R4K904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    212300 | NS      | $99456.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank P.J.S.C.                                             | FIRST ABU DHABI BANK PJSC COMMON STOCK AED1.0              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    837349 | NS      | $4015724.99   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Muyuan Foods Co. Ltd.                                                     | MUYUAN FOODS CO LTD COMMON STOCK CNY1.0                    | CUSIP: BD5CJX908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     60600 | NS      | $409281.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai International Airport Co. Ltd.                                   | SHANGHAI INTERNATIONAL AIRPORT COMMON STOCK CNY1.0         | CUSIP: BP3R4P903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11200 | NS      | $87807.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUAYU Automotive Systems Co. Ltd.                                         | HUAYU AUTOMOTIVE SYSTEMS CO LT COMMON STOCK CNY1.0         | CUSIP: BP3R4T905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     38100 | NS      | $99297.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nanjing Co. Ltd.                                                  | BANK OF NANJING CO LTD COMMON STOCK CNY1.0                 | CUSIP: BP3R52903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    119300 | NS      | $173427.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Baoan Group Co. Ltd.                                                | CHINA BAOAN GROUP-A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     29200 | NS      | $54135.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATCO Ltd.                                                                 | ATCO LTD/CANADA COMMON STOCK                               | CUSIP: 046789400<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1268 | NS      | $40599.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autohome Inc.                                                             | AUTOHOME INC ADR USD.01                                    | CUSIP: 05278C107<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14500 | NS      | $433550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank N.V.                                                        | ABN AMRO BANK NV DUTCH CERT EUR1.0                         | CUSIP: BYQP13905<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     52628 | NS      | $678689.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC HOLDINGS PLC COMMON STOCK USD.5                       | CUSIP: 054052907<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |   5076345 | NS      | $31101587.31  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE Inc.                                                                  | BCE INC COMMON STOCK                                       | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |     20413 | NS      | $972127.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Inc.                                                                  | BRP INC COMMON STOCK                                       | CUSIP: 05577W200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8966 | NS      | $670941.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal and General Group PLC                                               | LEGAL and GENERAL GROUP PLC COMMON STOCK GBP.025           | CUSIP: 056039902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1525792 | NS      | $4680533.69   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsingtao Brewery Company Limited                                          | TSINGTAO BREWERY CO LTD COMMON STOCK CNY1.0                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      8400 | NS      | $120002.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopec Shanghai Petrochemical Company Limited                            | SINOPEC SHANGHAI PETROCHEMICAL COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     70200 | NS      | $32518.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | BANK OF MONTREAL COMMON STOCK                              | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |    148803 | NS      | $14533500.46  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of Nova Scotia                                                   | BANK OF NOVA SCOTIA/THE COMMON STOCK                       | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |    278180 | NS      | $14513379.47  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                                              | ASSOCIATED BRITISH FOODS PLC COMMON STOCK GBP.0568         | CUSIP: 067312900<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     89009 | NS      | $1707086.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                                               | PEARSON PLC COMMON STOCK GBP.25                            | CUSIP: 067760009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    169692 | NS      | $2047782.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                     | FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 12/22 0.00000  | CUSIP: 313385S80<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |  36700000 | PA      | $36655075.90  | 0.87%             | 2022-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Discount Notes                                                | FREDDIE MAC DISCOUNT NOTES DISCOUNT NOT 12/22 0.00000      | CUSIP: 313397R94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4800000 | PA      | $4797862.56   | 0.11%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sichuan Chuantou Energy Co.Ltd.                                           | SICHUAN CHUANTOU ENERGY CO LTD COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     39100 | NS      | $65497.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Pharmaceuticals Holding Co. Ltd.                                 | SHANGHAI PHARMACEUTICALS HOLDI COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     33900 | NS      | $92150.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                        | CEMEX SAB DE CV UNIT                                       | CUSIP: 240645903<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |   3073736 | NS      | $1405118.25   | 0.03%             |  |  |  | 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        |    523350 | NS      | $4200308.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tianma Microelectronics Co. Ltd.                                          | TIANMA MICROELECTRONICS-A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     11400 | NS      | $14721.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECC Aviation Power Co.Ltd                                                | AECC AVIATION POWER CO LTD COMMON STOCK CNY1.0             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     30800 | NS      | $197461.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Discount Notes                                                | FREDDIE MAC DISCOUNT NOTES DISCOUNT NOT 12/22 0.00000      | CUSIP: 313397T35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $3993769.32   | 0.10%             | 2022-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                              | BARCLAYS PLC COMMON STOCK GBP.25                           | CUSIP: 313486904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   4180512 | NS      | $8177417.69   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrias Penoles S.A.B. de C.V.                                         | INDUSTRIAS PENOLES SAB DE CV COMMON STOCK                  | CUSIP: 244820908<br>LEI: 549300WA2HB7776CB324 | Long             | EC               | CORP              | MX        |     26050 | NS      | $347153.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Itausa S.A.                                                               | ITAUSA INVESTIMENTOS ITAU SA PREFERENCE                    | CUSIP: 245877006<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    983540 | NS      | $1683030.67   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                                        | INTERTEK GROUP PLC COMMON STOCK GBP.01                     | CUSIP: 316383900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     40154 | NS      | $1968744.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group plc                                                        | BURBERRY GROUP PLC COMMON STOCK GBP.0005                   | CUSIP: 317430908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     99984 | NS      | $2642570.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                | FIRST CAPITAL REAL ESTATE INVE UNIT                        | CUSIP: 31890B103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2485 | NS      | $31682.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT plc                                                                  | NEXT PLC COMMON STOCK GBP.1                                | CUSIP: 320898901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     32948 | NS      | $2354705.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Avic Industry-finance Holdings Co.ltd.                                    | AVIC INDUSTRY-FINANCE HOLDINGS COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    111500 | NS      | $53438.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Greatwall Technology Group Co. Ltd.                                 | CHINA GREATWALL TECHNOLOGY-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     33900 | NS      | $57199.25     | 0.00%             |  |  |  | No            |                  2 | 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        |    306635 | NS      | $521759.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc.                                                            | DOLLARAMA INC COMMON STOCK                                 | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |     65031 | NS      | $3980226.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste S.A.B. de C.V.                            | GRUPO AEROPORTUARIO DEL SUREST COMMON STOCK                | CUSIP: 263934903<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     39470 | NS      | $978874.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico S.A.B. de C.V.                                               | GRUPO MEXICO SAB DE CV COMMON STOCK                        | CUSIP: 264367905<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    626400 | NS      | $2548585.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinolink Securities Co. Ltd.                                              | SINOLINK SECURITIES CO LTD COMMON STOCK CNY1.0             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     55000 | NS      | $70032.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China CSSC Holdings Limited                                               | CHINA CSSC HOLDINGS LTD COMMON STOCK CNY1.0                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     51600 | NS      | $182210.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                            | KINGFISHER PLC COMMON STOCK GBP.157143                     | CUSIP: 331952903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    512967 | NS      | $1500125.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | FIRST QUANTUM MINERALS LTD COMMON STOCK                    | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    135297 | NS      | $3216591.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau S.A.                                                               | GERDAU SA PREFERENCE                                       | CUSIP: 264551904<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    219200 | NS      | $1333528.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil S.A.B. de C.V.                                              | AMERICA MOVIL SAB DE CV COMMON STOCK                       | CUSIP: 266747906<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |   5699800 | NS      | $5539092.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corporation                                                  | FIRSTSERVICE CORP COMMON STOCK                             | CUSIP: 33767E202<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9268 | NS      | $1200709.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Limited                                                         | DISCOVERY LTD COMMON STOCK ZAR.001                         | CUSIP: 617787908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     89103 | NS      | $655698.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro S.A                                                   | PETROLEO BRASILEIRO SA COMMON STOCK                        | CUSIP: 268236908<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |    704200 | NS      | $4123953.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corporation                                                         | DENSO CORP COMMON STOCK                                    | CUSIP: 664038007<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     56116 | NS      | $3096506.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuan Longping High-Tech Agriculture Co. Ltd.                              | YUAN LONGPING HIGH-TECH AG-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     14800 | NS      | $32911.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanxi Coking Coal Energy Group Co.Ltd.                                   | SHANXI COKING COAL ENERGY-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     45600 | NS      | $85114.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S-1 Corporation                                                           | S-1 CORP COMMON STOCK KRW500.                              | CUSIP: 618023907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3017 | NS      | $147567.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Limited                                                     | COMPUTERSHARE LTD COMMON STOCK                             | CUSIP: 618041909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    112773 | NS      | $2137799.31   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Securities Co. Ltd.                                             | SOUTHWEST SECURITIES CO LTD COMMON STOCK CNY1.0            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    100100 | NS      | $56395.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Baiyunshan Pharmaceutical Holdings Company Limited              | GUANGZHOU BAIYUNSHAN PHARMACEU COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     17700 | NS      | $73046.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangxi Copper Company Limited                                            | JIANGXI COPPER CO LTD COMMON STOCK CNY1.0                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     22300 | NS      | $54841.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Offshore Oil Engineering Co.Ltd.                                          | OFFSHORE OIL ENGINEERING CO LT COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     38900 | NS      | $31311.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brilliance China Automotive Holdings Limited                              | BRILLIANCE CHINA AUTOMOTIVE HO COMMON STOCK USD.01         | CUSIP: 618148902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    509800 | NS      | $290439.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Company                                             | CENTRAL JAPAN RAILWAY CO COMMON STOCK                      | CUSIP: 618355903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18488 | NS      | $2240807.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corporation                                                           | NEC CORP COMMON STOCK                                      | CUSIP: 664040003<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     31700 | NS      | $1128537.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                            | NIPPON PAINT HOLDINGS CO LTD COMMON STOCK                  | CUSIP: 664050002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    107300 | NS      | $888631.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Limited                                                               | CSL LTD COMMON STOCK                                       | CUSIP: 618549901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     99939 | NS      | $20533281.21  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| EVA Airways Corporation                                                   | EVA AIRWAYS CORP COMMON STOCK TWD10.                       | CUSIP: 618602908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    287000 | NS      | $264739.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Transfar Zhilian Co.Ltd.                                                  | TRANSFAR ZHILIAN CO LTD-A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     38000 | NS      | $30461.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air China Limited                                                         | AIR CHINA LTD COMMON STOCK CNY1.0                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     78100 | NS      | $115092.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Catcher Technology Co. Ltd.                                               | CATCHER TECHNOLOGY CO LTD COMMON STOCK TWD10.              | CUSIP: 618666903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     77000 | NS      | $459307.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chang Hwa Commercial Bank Ltd.                                            | CHANG HWA COMMERCIAL BANK LTD COMMON STOCK TWD10.          | CUSIP: 618785901<br>LEI: 549300FHFNGCSKDTHT42 | Long             | EC               | CORP              | TW        |    522061 | NS      | $297303.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corporation                                         | TAIYO NIPPON SANSO CORP COMMON STOCK                       | CUSIP: 664054004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22000 | NS      | $367703.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shinyaku Co. Ltd.                                                  | NIPPON SHINYAKU CO LTD COMMON STOCK                        | CUSIP: 664056009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $373741.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminum Corporation of China Limited                                     | ALUMINUM CORP OF CHINA LTD COMMON STOCK CNY1.0             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    138500 | NS      | $87473.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co. Ltd.                                          | COSCO SHIPPING HOLDINGS CO LTD COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    146000 | NS      | $260788.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Airports Holdings Berhad                                         | MALAYSIA AIRPORTS HOLDINGS BHD COMMON STOCK MYR1.          | CUSIP: 618819908<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    185700 | NS      | $269318.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ Corporation                                                            | CJ CORP COMMON STOCK KRW5000.                              | CUSIP: 618951008<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2779 | NS      | $163312.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corporation                                                         | NIDEC CORP COMMON STOCK                                    | CUSIP: 664068004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58000 | NS      | $3652409.82   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshin Seifun Group Inc.                                                 | NISSHIN SEIFUN GROUP INC COMMON STOCK                      | CUSIP: 664096005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24700 | NS      | $291167.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Company Limited                                        | ZIJIN MINING GROUP CO LTD COMMON STOCK CNY.1               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    241600 | NS      | $336473.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westone Information Industry Inc.                                         | WESTONE INFORMATION INDUST-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      9800 | NS      | $48698.26     | 0.00%             |  |  |  | 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        |    154500 | NS      | $4284131.90   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corporation                                               | NISSAN CHEMICAL CORP COMMON STOCK                          | CUSIP: 664158003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16700 | NS      | $829050.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Limited                                                               | ASX LTD COMMON STOCK                                       | CUSIP: 612922906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     40580 | NS      | $1956107.09   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Electric Group Company Limited                                   | SHANGHAI ELECTRIC GROUP CO LTD COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    135500 | NS      | $80684.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Chemical Engineering co. Ltd                               | CHINA NATIONAL CHEMICAL ENGINE COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     72800 | NS      | $86159.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Airlines Ltd.                                                       | CHINA AIRLINES LTD COMMON STOCK TWD10.                     | CUSIP: 618965909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    311000 | NS      | $185580.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheng Shin Rubber Ind. Co. Ltd.                                           | CHENG SHIN RUBBER INDUSTRY CO COMMON STOCK TWD10.          | CUSIP: 619022007<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    186000 | NS      | $211943.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corporation                                                   | BRIDGESTONE CORP COMMON STOCK                              | CUSIP: 613210004<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     73600 | NS      | $2776223.80   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL (India) Limited                                                      | GAIL INDIA LTD COMMON STOCK INR10.0                        | CUSIP: 613340900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    353620 | NS      | $414320.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                                            | NISSIN FOODS HOLDINGS CO LTD COMMON STOCK                  | CUSIP: 664176005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7917 | NS      | $603315.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corporation                                                   | NITTO DENKO CORP COMMON STOCK                              | CUSIP: 664180007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18444 | NS      | $1165308.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Micro-Star International Company Limited                                  | MICRO-STAR INTERNATIONAL CO LT COMMON STOCK TWD10.0        | CUSIP: 613345909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     76000 | NS      | $306286.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kotak Mahindra Bank Limited                                               | KOTAK MAHINDRA BANK LTD COMMON STOCK INR5.0                | CUSIP: 613566900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     83001 | NS      | $1991558.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chiba Bank Ltd.                                                       | CHIBA BANK LTD/THE COMMON STOCK                            | CUSIP: 619056005<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |     68000 | NS      | $413302.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Steel Corporation                                                   | CHINA STEEL CORP COMMON STOCK TWD10.                       | CUSIP: 619095904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1304000 | NS      | $1237866.93   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corporation                                                        | YAMAHA CORP COMMON STOCK                                   | CUSIP: 664238003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18100 | NS      | $720700.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Rakyat Indonesia(Persero) Tbk                                     | BANK RAKYAT INDONESIA PERSERO COMMON STOCK IDR50.0         | CUSIP: 670909902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |  12675010 | NS      | $4032084.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Limited                                                           | VEDANTA LTD COMMON STOCK INR1.0                            | CUSIP: 613604909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    110387 | NS      | $417518.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hengan International Group Company Limited                                | HENGAN INTERNATIONAL GROUP CO COMMON STOCK HKD.1           | CUSIP: 613623909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    122200 | NS      | $563274.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Limited                                         | CSPC PHARMACEUTICAL GROUP LTD COMMON STOCK                 | CUSIP: 619199904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1713888 | NS      | $2208030.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Overseas Land and Investment Ltd.                                   | CHINA OVERSEAS LAND and INVESTME COMMON STOCK              | CUSIP: 619215007<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    738297 | NS      | $2017417.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Limited                                              | CHINA RESOURCES LAND LTD COMMON STOCK HKD.1                | CUSIP: 619376908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    616405 | NS      | $2863150.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakao Corp.                                                               | KAKAO CORP COMMON STOCK KRW500.0                           | CUSIP: 619403900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     61970 | NS      | $2719022.03   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NavInfo Co. Ltd.                                                          | NAVINFO CO LTD-A                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     27500 | NS      | $45874.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Securities Co.Ltd.                                             | INDUSTRIAL SECURITIES CO LTD COMMON STOCK CNY1.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     87400 | NS      | $74861.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Limited                                                    | QANTAS AIRWAYS LTD COMMON STOCK                            | CUSIP: 671034908<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |    192982 | NS      | $828785.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Power Holdings Co. Ltd.                                   | CHINA RESOURCES POWER HOLDINGS COMMON STOCK                | CUSIP: 671156909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    367432 | NS      | $684938.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC Co. Ltd.                                                             | OBIC CO LTD COMMON STOCK                                   | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8900 | NS      | $1424417.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp.                                                | UNIMICRON TECHNOLOGY CORP COMMON STOCK TWD10.              | CUSIP: 613772904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    140000 | NS      | $720712.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KOSE Corporation                                                          | KOSE CORP COMMON STOCK                                     | CUSIP: 619446909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $459236.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Company Incorpoated                                  | CHUBU ELECTRIC POWER CO INC COMMON STOCK                   | CUSIP: 619560006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     80500 | NS      | $754710.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Limited                                               | QBE INSURANCE GROUP LTD COMMON STOCK                       | CUSIP: 671574002<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    314611 | NS      | $2763626.55   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Company                                                | WEST JAPAN RAILWAY CO COMMON STOCK                         | CUSIP: 695799908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28100 | NS      | $1197050.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Limited                                                             | CITIC LTD COMMON STOCK                                     | CUSIP: 619615008<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1128933 | NS      | $1157346.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corporation                                            | PANASONIC CORP COMMON STOCK                                | CUSIP: 657270005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    286820 | NS      | $2678229.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Jointown Pharmaceutical Group Co. Ltd                                     | JOINTOWN PHARMACEUTICAL GROUP COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     21500 | NS      | $40720.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| By-health Co. Ltd                                                         | BY-HEALTH CO LTD-A                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     18700 | NS      | $52422.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LandF Co. Ltd.                                                            | L+F CO LTD COMMON STOCK KRW500.0                           | CUSIP: 657860904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4484 | NS      | $773201.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Holding Co. Ltd.                                          | FIRST FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.         | CUSIP: 658011903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1150876 | NS      | $982364.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Winbond Electronics Corporation                                           | WINBOND ELECTRONICS CORP COMMON STOCK TWD10.               | CUSIP: 696651900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    335000 | NS      | $233858.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Traditional Chinese Medicine Holdings Co. Limited                   | CHINA TRADITIONAL CHINESE MEDI COMMON STOCK                | CUSIP: 697177905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    536400 | NS      | $268941.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Founder Securities Co. Ltd.                                               | FOUNDER SECURITIES CO LTD COMMON STOCK CNY1.0              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    102300 | NS      | $97567.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Construction Corporation of ChinaLtd                                | POWER CONSTRUCTION CORP OF CHI COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    176500 | NS      | $190116.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Beer (Holdings) Company Limited                           | CHINA RESOURCES BEER HOLDIN COMMON STOCK                   | CUSIP: 697245009<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    308899 | NS      | $2140442.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp.                                                 | PAN AMERICAN SILVER CORP COMMON STOCK                      | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     48975 | NS      | $804265.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Company Limited                                                     | TITAN CO LTD COMMON STOCK INR1.0                           | CUSIP: 613934900<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |     52763 | NS      | $1734423.94   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil and Natural Gas Corporation Limited                                   | OIL and NATURAL GAS CORP LTD COMMON STOCK INR5.            | CUSIP: 613936905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    375198 | NS      | $656708.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive (India) Limited                                         | COLGATE-PALMOLIVE INDIA LTD COMMON STOCK INR1.0            | CUSIP: 613969906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     17034 | NS      | $341409.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc.                                                      | QUANTA COMPUTER INC COMMON STOCK TWD10.                    | CUSIP: 614101905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    299000 | NS      | $696889.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Land and Houses Public Company Limited                                    | LAND and  HOUSES PLC NVDR THB1.0                           | CUSIP: 658194907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1630500 | NS      | $445242.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries Limited                                     | SUN PHARMACEUTICAL INDUSTRIES COMMON STOCK INR1.           | CUSIP: 658248901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    143765 | NS      | $1866534.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Limited                                                  | WOOLWORTHS GROUP LTD COMMON STOCK                          | CUSIP: 698123908<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |    250732 | NS      | $5897936.32   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Yageo Corporation                                                         | YAGEO CORP COMMON STOCK TWD10.                             | CUSIP: 698438900<br>LEI: 5493001P0TOZH7GGNQ21 | Long             | EC               | CORP              | TW        |     38646 | NS      | $587551.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation Japan                                                  | ORACLE CORP JAPAN COMMON STOCK                             | CUSIP: 614168904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $284267.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lupin Limited                                                             | LUPIN LTD COMMON STOCK INR2.0                              | CUSIP: 614376903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     30017 | NS      | $283614.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Automobile Group Co. Ltd.                                       | GUANGZHOU AUTOMOBILE GROUP CO COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     54300 | NS      | $94778.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Limited                                                        | CHINA MOLYBDENUM CO LTD COMMON STOCK CNY.2                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    201000 | NS      | $132084.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Limited                                                     | SUNCORP GROUP LTD COMMON STOCK                             | CUSIP: 658508007<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |    267606 | NS      | $2177758.13   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                               | MIZUHO FINANCIAL GROUP INC COMMON STOCK                    | CUSIP: 659101901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    311160 | NS      | $3883539.89   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                         | BHP GROUP LTD COMMON STOCK                                 | CUSIP: 614469005<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |   1049697 | NS      | $32598648.06  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                                     | HYUNDAI MOTOR CO PREFERENCE                                | CUSIP: 614827905<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |      7209 | NS      | $454398.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group Inc.                                                         | MISUMI GROUP INC COMMON STOCK                              | CUSIP: 659517908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36800 | NS      | $914753.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Company Limited                                         | MITSUBISHI ESTATE CO LTD COMMON STOCK                      | CUSIP: 659672000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    153000 | NS      | $2160446.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobayashi Pharmaceutical Co. Ltd.                                         | KOBAYASHI PHARMACEUTICAL CO LT COMMON STOCK                | CUSIP: 614945905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $423067.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mphasis Limited                                                           | MPHASIS LTD COMMON STOCK INR10.                            | CUSIP: 615159902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     12401 | NS      | $311529.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                                    | YAKULT HONSHA CO LTD COMMON STOCK                          | CUSIP: 698511003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16400 | NS      | $1046658.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                                     | YAMAHA MOTOR CO LTD COMMON STOCK                           | CUSIP: 698526001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39100 | NS      | $979446.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACC Limited                                                               | ACC LTD COMMON STOCK INR10.0                               | CUSIP: 615591906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10720 | NS      | $338330.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                                 | ALSTOM SA COMMON STOCK EUR7.0                              | CUSIP: B0DJ8Q909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     58068 | NS      | $1524638.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                    | MITSUBISHI CORP COMMON STOCK                               | CUSIP: 659678007<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    163800 | NS      | $5516646.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corporation                                           | MITSUBISHI ELECTRIC CORP COMMON STOCK                      | CUSIP: 659704001<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    251118 | NS      | $2516650.06   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                               | OVERSEA-CHINESE BANKING CORP L COMMON STOCK                | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    432478 | NS      | $3986008.62   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                                                 | ULTRAPAR PARTICIPACOES SA COMMON STOCK                     | CUSIP: B0FHTN905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    137500 | NS      | $376251.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biocon Limited                                                            | BIOCON LTD COMMON STOCK INR5.                              | CUSIP: 674125901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     62069 | NS      | $216315.60    | 0.01%             |  |  |  | No            |                  2 | 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        |    472800 | NS      | $693022.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven and i Holdings Co. Ltd.                                             | SEVEN and I HOLDINGS CO LTD COMMON STOCK                   | CUSIP: B0FS5D909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     97546 | NS      | $3969054.08   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Limited                                               | HINDALCO INDUSTRIES LTD COMMON STOCK INR1.                 | CUSIP: B0GWF4908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    201469 | NS      | $1128124.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc.                                                      | ASTELLAS PHARMA INC COMMON STOCK                           | CUSIP: 698538006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    241200 | NS      | $3740922.65   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Azbil Corporation                                                         | AZBIL CORP COMMON STOCK                                    | CUSIP: 698554003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14800 | NS      | $455455.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Literature Limited                                                  | CHINA LITERATURE LTD COMMON STOCK USD.0001                 | CUSIP: BYP71J901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     76200 | NS      | $278209.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Just Eat Takeaway.com N.V.                                                | JUST EAT TAKEAWAY.COM NV COMMON STOCK EUR.04               | CUSIP: BYQ7HZ907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     22949 | NS      | $531688.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BTS Group Holdings Public Company Limited                                 | BTS GROUP HOLDINGS PCL NVDR THB4.0                         | CUSIP: B0H72C908<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1434100 | NS      | $343084.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM N.V.                                                      | KONINKLIJKE DSM NV COMMON STOCK EUR1.5                     | CUSIP: B0HZL9902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     21967 | NS      | $2849204.42   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc.                                                 | JAPAN EXCHANGE GROUP INC COMMON STOCK                      | CUSIP: 674388905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     66198 | NS      | $958491.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co. Ltd.                                                    | WEICHAI POWER CO LTD COMMON STOCK CNY1.0                   | CUSIP: 674395900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    363980 | NS      | $484279.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flat Glass Group Co. Ltd.                                                 | FLAT GLASS GROUP CO LTD COMMON STOCK CNY.25                | CUSIP: BYQ977906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     82000 | NS      | $215082.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dali Foods Group Company Limited                                          | DALI FOODS GROUP CO LTD COMMON STOCK HKD.01                | CUSIP: BYQ979902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    370800 | NS      | $175406.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc.                                                                | BAIDU INC COMMON STOCK USD.000000625                       | CUSIP: B0J2D4903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    426750 | NS      | $5759257.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Company Limited                                            | DAIICHI SANKYO CO LTD COMMON STOCK                         | CUSIP: B0J7D9901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    227000 | NS      | $7518367.54   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ningbo Joyson Electronic Corp.                                            | NINGBO JOYSON ELECTRONIC CORP COMMON STOCK CNY1.0          | CUSIP: BYQDM8908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14300 | NS      | $30243.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ningbo Tuopu Group Co. Ltd.                                               | NINGBO TUOPU GROUP CO LTD COMMON STOCK CNY1.0              | CUSIP: BYQDMF902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12400 | NS      | $118751.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                | BANDAI NAMCO HOLDINGS INC COMMON STOCK                     | CUSIP: B0JDQD905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25800 | NS      | $1709518.63   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Limited                                                               | ITC LTD COMMON STOCK INR1.                                 | CUSIP: B0JGGP902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    441946 | NS      | $1853001.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Samvardhana Motherson International Limited                               | SAMVARDHANA MOTHERSON INTERNAT COMMON STOCK INR1.0         | CUSIP: 674399902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    276919 | NS      | $256088.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc.                                                       | E INK HOLDINGS INC COMMON STOCK TWD10.                     | CUSIP: 674428909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     96000 | NS      | $575628.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongfa Technology Co. Ltd.                                                | HONGFA TECHNOLOGY CO LTD-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     11820 | NS      | $57698.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongxing Securities Co. Ltd.                                              | DONGXING SECURITIES CO LT-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     59300 | NS      | $68951.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TandD Holdings Inc.                                                       | TandD HOLDINGS INC COMMON STOCK                            | CUSIP: 674429907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     72600 | NS      | $882622.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohm Company Limited                                                      | ROHM CO LTD COMMON STOCK                                   | CUSIP: 674720008<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |     11500 | NS      | $923120.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Guotai Junan Securities Co.Ltd.                                           | GUOTAI JUNAN SECURITIES CO LTD COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    103400 | NS      | $203436.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Nuclear Power Co.Ltd                                       | CHINA NATIONAL NUCLEAR POWER C COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    206600 | NS      | $181456.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pidilite Industries Limited                                               | PIDILITE INDUSTRIES LTD COMMON STOCK INR1.                 | CUSIP: B0JJV5903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     22159 | NS      | $757401.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Greentown Service Group Co. Ltd.                                          | GREENTOWN SERVICE GROUP CO LTD COMMON STOCK HKD.00001      | CUSIP: BD20C1904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    273000 | NS      | $188544.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                   | SIEMENS HEALTHINEERS AG COMMON STOCK                       | CUSIP: BD594Y909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     44770 | NS      | $2386189.54   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EVE Energy Co. Ltd.                                                       | EVE ENERGY CO LTD COMMON STOCK CNY1.0                      | CUSIP: BD5C7G908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     21700 | NS      | $257166.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Luxi Chemical Group Co.Ltd.                                               | LUXI CHEMICAL GROUP CO LT-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     23800 | NS      | $44447.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sieyuan Electric Co. Ltd.                                                 | SIEYUAN ELECTRIC CO LTD-A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      8600 | NS      | $45883.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Kouzi Distillery Co. Ltd.                                           | ANHUI KOUZI DISTILLERY CO LTD COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7000 | NS      | $46344.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Islamic Bank Q.P.S.C                                                | QATAR ISLAMIC BANK SAQ COMMON STOCK QAR1.0                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    269009 | NS      | $1803444.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd.                                                        | BAJAJ FINANCE LTD COMMON STOCK INR2.0                      | CUSIP: BD2N0P904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     40347 | NS      | $3366927.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MONETA Money Bank a. s.                                                   | MONETA MONEY BANK AS COMMON STOCK CZK1.0                   | CUSIP: BD3CQ1902<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |     49554 | NS      | $152425.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Open House Group Co.LTD.                                                  | OPEN HOUSE CO LTD COMMON STOCK                             | CUSIP: BD3D17904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $449509.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Evergrande Group                                                    | CHINA EVERGRANDE GROUP COMMON STOCK USD.01                 | CUSIP: BD3DS6907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    667935 | NS      | $57442.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Telkom Indonesia (Persero) Tbk                                         | TELEKOMUNIKASI INDONESIA PERSE COMMON STOCK IDR50.         | CUSIP: BD4T6W908<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   9267860 | NS      | $2390875.83   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI N.V.                                                                  | OCI NV COMMON STOCK EUR.02                                 | CUSIP: BD4TZK902<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |     12740 | NS      | $539337.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank (Q.P.S.C.)                                            | QATAR NATIONAL BANK QPSC COMMON STOCK QAR1.0               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    748688 | NS      | $4047730.87   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| The Commercial Bank (P.S.Q.C.)                                            | COMMERCIAL BANK PSQC/THE COMMON STOCK QAR1.0               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    313957 | NS      | $514557.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corporation                                                  | BARRICK GOLD CORP COMMON STOCK                             | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    405996 | NS      | $6624995.13   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon Public Limited Company                                          | PERSIMMON PLC COMMON STOCK GBP.1                           | CUSIP: 068253004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     80202 | NS      | $1242241.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                                            | PRUDENTIAL PLC COMMON STOCK GBP.05                         | CUSIP: 070995006<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |    693239 | NS      | $8246105.80   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                              | BAUSCH HEALTH COS INC COMMON STOCK                         | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | US        |     64946 | NS      | $455295.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                             | RIO TINTO PLC COMMON STOCK GBP.1                           | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    281373 | NS      | $18941739.46  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place PLC                                                     | ST JAMES'S PLACE PLC COMMON STOCK GBP.15                   | CUSIP: 076693902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    137919 | NS      | $1938476.82   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BeiGene Ltd.                                                              | BEIGENE LTD ADR USD.0001                                   | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | CN        |      8922 | NS      | $1709544.42   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                   | SSE PLC COMMON STOCK GBP.5                                 | CUSIP: 079087003<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |    266527 | NS      | $5527940.61   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                                 | BP PLC COMMON STOCK USD.25                                 | CUSIP: 079805909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   4871452 | NS      | $29091132.79  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | LLOYDS BANKING GROUP PLC COMMON STOCK GBP.1                | CUSIP: 087061008<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |  17804821 | NS      | $10159717.13  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                         | TAYLOR WIMPEY PLC COMMON STOCK GBP.01                      | CUSIP: 087823001<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    923973 | NS      | $1164608.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal                                                                   | L'OREAL SA COMMON STOCK EUR.2                              | CUSIP: 405780909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     44225 | NS      | $16609033.14  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy-Louis Vuitton SE                                       | LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3          | CUSIP: 406141903<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     50948 | NS      | $39537282.05  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                     | INTESA SANPAOLO SPA COMMON STOCK NPV                       | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |   2073597 | NS      | $4603950.40   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal S.A                                            | EDP - ENERGIAS DE PORTUGAL SA COMMON STOCK EUR1.           | CUSIP: 410359905<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |    344062 | NS      | $1632596.79   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| mBank S.A.                                                                | MBANK SA COMMON STOCK PLN4.0                               | CUSIP: 414305904<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |      2448 | NS      | $175752.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                                 | THALES SA COMMON STOCK EUR3.0                              | CUSIP: 416279008<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     19577 | NS      | $2504400.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                              | CAPGEMINI SE COMMON STOCK EUR8.0                           | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     30003 | NS      | $5424489.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg AS                                                              | CARLSBERG A/S COMMON STOCK DKK20.                          | CUSIP: 416921005<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     18833 | NS      | $2380777.64   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH Public Limited Company                                                | CRH PLC COMMON STOCK EUR.32                                | CUSIP: 418224002<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |    125457 | NS      | $5043582.18   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                  | AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.0              | CUSIP: 425304003<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |      1039 | NS      | $2252507.74   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                  | AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.               | CUSIP: 425305000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       556 | NS      | $1180424.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Oil Corporation Limited                                            | INDIAN OIL CORP LTD COMMON STOCK INR10.0                   | CUSIP: 625376900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    416046 | NS      | $394707.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Limited                                                | ARISTOCRAT LEISURE LTD COMMON STOCK                        | CUSIP: 625398904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    125074 | NS      | $3005576.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc.                                                    | DELTA ELECTRONICS INC COMMON STOCK TWD10.                  | CUSIP: 626073902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    217000 | NS      | $2145851.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Unilever Limited                                                | HINDUSTAN UNILEVER LTD COMMON STOCK INR1.0                 | CUSIP: 626167902<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |    122302 | NS      | $4041476.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Company Limited                          | CHINA TAIPING INSURANCE HOLDIN COMMON STOCK                | CUSIP: 626404909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    308200 | NS      | $315442.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCSoft Corporation                                                        | NCSOFT CORP COMMON STOCK KRW500.0                          | CUSIP: 626418909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3271 | NS      | $1184940.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corporation                                                        | OTSUKA CORP COMMON STOCK                                   | CUSIP: 626705909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14500 | NS      | $488041.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                  | HONG KONG EXCHANGES and CLEARING COMMON STOCK              | CUSIP: 626735906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    198577 | NS      | $7894928.46   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                | MITSUBISHI HC CAPITAL INC COMMON STOCK                     | CUSIP: 626897003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     83400 | NS      | $397902.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corporation                            | PAN PACIFIC INTERNATIONAL HOLD COMMON STOCK                | CUSIP: 626986905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49100 | NS      | $857283.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corporation                                                         | DISCO CORP COMMON STOCK                                    | CUSIP: 627094006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $1112063.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Limited                                         | INSURANCE AUSTRALIA GROUP LTD COMMON STOCK                 | CUSIP: 627102908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    521487 | NS      | $1698907.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Limited                                       | APOLLO HOSPITALS ENTERPRISE LT COMMON STOCK INR5.          | CUSIP: 627358906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     14915 | NS      | $870935.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Limited                                                       | GOLD FIELDS LTD COMMON STOCK ZAR.5                         | CUSIP: 628021909<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    146509 | NS      | $1626825.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanya Technology Corporation                                              | NANYA TECHNOLOGY CORP COMMON STOCK TWD10.                  | CUSIP: 628360901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    141000 | NS      | $263123.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Indofood Sukses Makmur Tbk                                             | INDOFOOD SUKSES MAKMUR TBK PT COMMON STOCK IDR100.         | CUSIP: 628397903<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    846417 | NS      | $347563.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Globe Telecom Inc.                                                        | GLOBE TELECOM INC COMMON STOCK PHP50.                      | CUSIP: 628486904<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      4850 | NS      | $197953.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chunghwa Telecom Co. Ltd.                                                 | CHUNGHWA TELECOM CO LTD COMMON STOCK TWD10.                | CUSIP: 628784902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    426000 | NS      | $1568068.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AUO Corporation                                                           | AU OPTRONICS CORP COMMON STOCK TWD10.0                     | CUSIP: 628819906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    720800 | NS      | $380258.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corporation Limited                                                   | MTR CORP LTD COMMON STOCK                                  | CUSIP: 629005901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    249368 | NS      | $1202235.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Mobile Co. Ltd.                                                    | TAIWAN MOBILE CO LTD COMMON STOCK TWD10.                   | CUSIP: 629049909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    184000 | NS      | $569930.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                          | MITSUBISHI HEAVY INDUSTRIES LT COMMON STOCK                | CUSIP: 659706006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41740 | NS      | $1661370.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui and Co. Ltd.                                                       | MITSUI and CO LTD COMMON STOCK                             | CUSIP: 659730006<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    180800 | NS      | $5247488.95   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals Inc.                                                     | MITSUI CHEMICALS INC COMMON STOCK                          | CUSIP: 659736003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24400 | NS      | $555393.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui O.S.K. Lines Ltd.                                                  | MITSUI OSK LINES LTD COMMON STOCK                          | CUSIP: 659758007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     44900 | NS      | $1112099.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | MITSUI FUDOSAN CO LTD COMMON STOCK                         | CUSIP: 659760003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    118004 | NS      | $2392305.31   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Divi's Laboratories Limited                                               | DIVI'S LABORATORIES LTD COMMON STOCK INR2.                 | CUSIP: 660251901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     19593 | NS      | $823361.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Limited                                                         | FIRSTRAND LTD COMMON STOCK ZAR.01                          | CUSIP: 660699901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    848479 | NS      | $3297592.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| The Siam Cement Public Company Limited                                    | SIAM CEMENT PCL/THE NVDR THB1.0                            | CUSIP: 660992900<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    148100 | NS      | $1416116.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | MURATA MANUFACTURING CO LTD COMMON STOCK                   | CUSIP: 661040006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     74397 | NS      | $4080919.98   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PPB Group Berhad                                                          | PPB GROUP BHD COMMON STOCK MYR1.                           | CUSIP: 668166002<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    190300 | NS      | $737620.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kangwon Land Inc.                                                         | KANGWON LAND INC COMMON STOCK KRW500.                      | CUSIP: 668344906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     18829 | NS      | $361839.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Unilever Indonesia Tbk                                                 | UNILEVER INDONESIA TBK PT COMMON STOCK IDR2.0              | CUSIP: 668718901<br>LEI: 549300MUHUFNRRI19O72 | Long             | EC               | CORP              | ID        |   1417425 | NS      | $433233.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakaku.com Inc.                                                           | KAKAKU.COM INC COMMON STOCK                                | CUSIP: 668953904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17200 | NS      | $309154.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sharp Corporation                                                         | SHARP CORP/JAPAN COMMON STOCK                              | CUSIP: 680060001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31340 | NS      | $223187.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoprite Holdings Ltd                                                     | SHOPRITE HOLDINGS LTD COMMON STOCK ZAR1.134                | CUSIP: 680157906<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     83109 | NS      | $1223329.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Transport Finance Company Limited                                 | SHRIRAM TRANSPORT FINANCE CO L COMMON STOCK INR10.0        | CUSIP: 680260908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     28354 | NS      | $474399.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corporation                                                      | SHIMADZU CORP COMMON STOCK                                 | CUSIP: 680436003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30400 | NS      | $934330.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corporation                                                       | SHIMIZU CORP COMMON STOCK                                  | CUSIP: 680440005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70700 | NS      | $381180.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                               | SHIN-ETSU CHEMICAL CO LTD COMMON STOCK                     | CUSIP: 680458007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48637 | NS      | $6293882.89   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Inc.                                                               | FORTIS INC/CANADA COMMON STOCK                             | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |    109946 | NS      | $4425139.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi and Co. Ltd.                                                     | SHIONOGI and CO LTD COMMON STOCK                           | CUSIP: 680468006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34463 | NS      | $1733528.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc.                                                              | SHIMANO INC COMMON STOCK                                   | CUSIP: 680482007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $1640993.85   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corporation                                                 | FRANCO-NEVADA CORP COMMON STOCK                            | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     43652 | NS      | $6376375.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Limited                                                     | FUTU HOLDINGS LTD ADR USD.00001                            | CUSIP: 36118L106<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      9900 | NS      | $608751.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                                                | TEMENOS AG COMMON STOCK CHF5.0                             | CUSIP: 714789906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      9199 | NS      | $566871.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Polska S.A.                                                | SANTANDER BANK POLSKA SA COMMON STOCK PLN10.0              | CUSIP: 715363909<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |      6006 | NS      | $374268.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                         | SONOVA HOLDING AG COMMON STOCK CHF.05                      | CUSIP: 715603908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      7831 | NS      | $2033393.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                    | CREDIT SUISSE GROUP AG COMMON STOCK CHF.04                 | CUSIP: 717158901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    389450 | NS      | $1191236.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PLDT Inc.                                                                 | PLDT INC COMMON STOCK PHP5.0                               | CUSIP: 718252109<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     15870 | NS      | $493418.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Swatch Group AG                                                       | SWATCH GROUP AG/THE COMMON STOCK CHF2.25                   | CUSIP: 718472905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4922 | NS      | $1317062.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Islamic Bank (Public Joint Stock Company)                           | DUBAI ISLAMIC BANK PJSC COMMON STOCK AED1.0                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    552204 | NS      | $856710.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang NHU Company Ltd.                                                 | ZHEJIANG NHU CO LTD-A                                      | CUSIP: BD5CH6909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     35180 | NS      | $97715.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Haid Group Co. Limited                                          | GUANGDONG HAID GROUP CO-A                                  | CUSIP: BD5CJ6907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     18800 | NS      | $149199.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gotion High-tech Co.Ltd                                                   | GOTION HIGH-TECH CO LTD-A                                  | CUSIP: BD5CJ7905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     18900 | NS      | $85843.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                    | GFL ENVIRONMENTAL INC COMMON STOCK                         | CUSIP: 36168Q104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     41694 | NS      | $1208836.19   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc.                                                    | GILDAN ACTIVEWEAR INC COMMON STOCK                         | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |     45993 | NS      | $1331767.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc.                                                    | GREAT-WEST LIFECO INC COMMON STOCK                         | CUSIP: 39138C106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     74752 | NS      | $1782733.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                                               | BOUYGUES SA COMMON STOCK EUR1.0                            | CUSIP: 400212908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     41675 | NS      | $1288853.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech S.A.                                             | SARTORIUS STEDIM BIOTECH COMMON STOCK EUR.2                | CUSIP: BYZ2QP900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5069 | NS      | $1730073.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | NORDEA BANK ABP COMMON STOCK EUR1.0                        | CUSIP: BYZF9J904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |    386143 | NS      | $4057980.90   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Aviation Limited                                                      | BOC AVIATION LTD COMMON STOCK                              | CUSIP: BYZJV1900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     39400 | NS      | $311985.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                                 | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0                  | CUSIP: BYZQ07905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    330698 | NS      | $1979391.11   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ZhongAn Online P and C Insurance Co. Ltd.                                 | ZHONGAN ONLINE PandC INSURANCE C COMMON STOCK CNY1.0       | CUSIP: BYZQ09901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    134900 | NS      | $353363.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi                                                                    | AMUNDI SA COMMON STOCK EUR2.5                              | CUSIP: BYZR01906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     12142 | NS      | $683235.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                 | AIRBUS SE COMMON STOCK EUR1.0                              | CUSIP: 401225909<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |    108186 | NS      | $12419322.21  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement                                                      | VEOLIA ENVIRONNEMENT SA COMMON STOCK EUR5.0                | CUSIP: 403187909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    121563 | NS      | $3146290.73   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                              | VAT GROUP AG COMMON STOCK CHF.1                            | CUSIP: BYZWMR904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3894 | NS      | $1091389.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                                | DEMANT A/S COMMON STOCK DKK.2                              | CUSIP: BZ01RF908<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     17766 | NS      | $507467.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing New Building Materials Public Limited Company                     | BEIJING NEW BUILDING MATER-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     19400 | NS      | $72034.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jizhong Energy Resources Co. LTD.                                         | JIZHONG ENERGY RESOURCES-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     39500 | NS      | $38887.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                                 | ADIDAS AG COMMON STOCK                                     | CUSIP: 403197908<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     27442 | NS      | $3537508.10   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali Societa' Per Azioni                                | ASSICURAZIONI GENERALI SPA COMMON STOCK EUR1.0             | CUSIP: 405671009<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |    146650 | NS      | $2601494.06   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Tin Co.Ltd                                                         | YUNNAN TIN CO LTD-A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     18200 | NS      | $34849.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIC Electromechanical Systems Co.Ltd.                                    | AVIC ELECTROMECHANICAL SY-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     45400 | NS      | $70891.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                                                        | ELBIT SYSTEMS LTD COMMON STOCK ILS1.                       | CUSIP: 630891901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4188 | NS      | $735254.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co. Ltd.                                             | SQUARE ENIX HOLDINGS CO LTD COMMON STOCK                   | CUSIP: 630926004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11000 | NS      | $496698.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc.                                                         | SBI HOLDINGS INC/JAPAN COMMON STOCK                        | CUSIP: 630946903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33264 | NS      | $638146.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Charoen Pokphand Indonesia Tbk                                         | CHAROEN POKPHAND INDONESIA TBK COMMON STOCK IDR10.         | CUSIP: 631534906<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1372103 | NS      | $498022.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujian Sunner Development Co. Ltd.                                        | FUJIAN SUNNER DEVELOPMENT-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     14000 | NS      | $49449.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shijiazhuang Yiling Pharmaceutical Co.Ltd                                 | SHIJIAZHUANG YILING PHARMA-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     19800 | NS      | $125761.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Sinnet Technology Co. Ltd                                         | BEIJING SINNET TECHNOLOGY-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     20000 | NS      | $24621.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Dingli Machinery Co.Ltd.                                         | ZHEJIANG DINGLI MACHINERY -A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5700 | NS      | $40668.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd.                                                  | TOWER SEMICONDUCTOR LTD COMMON STOCK ILS15.0               | CUSIP: 632060901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     17203 | NS      | $767753.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TravelSky Technology Limited                                              | TRAVELSKY TECHNOLOGY LTD COMMON STOCK CNY1.0               | CUSIP: 632195905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    176400 | NS      | $358406.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Weiming Environment Protection Co.Ltd.                           | ZHEJIANG WEIMING ENVIRONMENT P COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     18880 | NS      | $54340.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| G-bits Network Technology(Xiamen)Co. Ltd.                                 | G-BITS NETWORK TECHNOLOGY-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       700 | NS      | $32156.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corporation Taiwan Ltd.                                  | EVERGREEN MARINE CORP TAIWAN L COMMON STOCK TWD10.         | CUSIP: 632450904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    113560 | NS      | $609675.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Limited                                                     | HERO MOTOCORP LTD COMMON STOCK INR2.0                      | CUSIP: 632732905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     16264 | NS      | $571731.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industries Qatar Q.P.S.C.                                                 | INDUSTRIES QATAR QSC COMMON STOCK QAR1.0                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    248528 | NS      | $1022394.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Inbursa S.A.B. de C.V.                                   | GRUPO FINANCIERO INBURSA SAB D COMMON STOCK MXN.4137108    | CUSIP: 282239904<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    438800 | NS      | $827383.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corporation                                             | ACCTON TECHNOLOGY CORP COMMON STOCK TWD10.0                | CUSIP: 600521900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     56000 | NS      | $498302.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Expressway Company Limited                                        | JIANGSU EXPRESSWAY CO LTD COMMON STOCK CNY1.0              | CUSIP: 600550909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    230955 | NS      | $208062.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acer Incorporated                                                         | ACER INC COMMON STOCK TWD10.                               | CUSIP: 600585905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    322000 | NS      | $258423.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corporation                                                         | AISIN SEIKI CO LTD COMMON STOCK                            | CUSIP: 601070006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19100 | NS      | $526390.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdee International Software Group Company Limited                      | KINGDEE INTERNATIONAL SOFTWARE COMMON STOCK HKD.025        | CUSIP: 632758900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    492800 | NS      | $831610.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                   | NATIONAL BANK OF CANADA COMMON STOCK                       | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     78447 | NS      | $5594484.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co. Inc.                                                        | AJINOMOTO CO INC COMMON STOCK                              | CUSIP: 601090004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     60300 | NS      | $1909272.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaanxi Coal Industry Company Limited                                     | SHAANXI COAL INDUSTRY CO LTD COMMON STOCK CNY1.0           | CUSIP: 601225C11<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    110000 | NS      | $312436.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Southern Airlines Company Limited                                   | CHINA SOUTHERN AIRLINES CO LTD COMMON STOCK CNY1.0         | CUSIP: 601369903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    337700 | NS      | $201672.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc.                                                         | ANA HOLDINGS INC COMMON STOCK                              | CUSIP: 601490006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $430636.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Changzhou Xingyu Automotive Lighting Systems Co.Ltd                       | CHANGZHOU XINGYU AUTOMOTIVE LI COMMON STOCK CNY1.0         | CUSIP: 601799C15<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3100 | NS      | $57607.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKC Co. Ltd.                                                              | SKC CO LTD COMMON STOCK KRW5000.                           | CUSIP: 601808900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4086 | NS      | $354408.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Yitai Coal Co. Ltd.                                        | INNER MONGOLIA YITAI COAL CO L COMMON STOCK CNY1.          | CUSIP: 601901903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    205373 | NS      | $304763.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Gujing Distillery Company Limited                                   | ANHUI GUJING DISTILLERY CO LTD COMMON STOCK CNY1.          | CUSIP: 602669905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19000 | NS      | $278130.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Far Eastern New Century Corporation                                       | FAR EASTERN NEW CENTURY CORP COMMON STOCK TWD10.           | CUSIP: 633147905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    343000 | NS      | $363037.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                   | FAST RETAILING CO LTD COMMON STOCK                         | CUSIP: 633243902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $4519260.86   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Properties Limited                                              | HANG LUNG PROPERTIES LTD COMMON STOCK                      | CUSIP: 603050006<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    330000 | NS      | $609888.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| African Rainbow Minerals Limited                                          | AFRICAN RAINBOW MINERALS LTD COMMON STOCK ZAR.05           | CUSIP: 604112904<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     19116 | NS      | $331055.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Health Care Limited                                                | RAMSAY HEALTH CARE LTD COMMON STOCK                        | CUSIP: 604199901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     37966 | NS      | $1708653.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                    | SINGAPORE TECHNOLOGIES ENGINEE COMMON STOCK                | CUSIP: 604321901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    191300 | NS      | $485172.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMB Holdings Berhad                                                      | AMMB HOLDINGS BHD COMMON STOCK MYR1.0                      | CUSIP: 604702001<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    541900 | NS      | $510107.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASUSTeK Computer Inc.                                                     | ASUSTEK COMPUTER INC COMMON STOCK TWD10.                   | CUSIP: 605104900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     80000 | NS      | $695368.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Limited                                               | ENN ENERGY HOLDINGS LTD COMMON STOCK HKD.1                 | CUSIP: 633393905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    150900 | NS      | $2138413.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                       | MITSUBISHI UFJ FINANCIAL GROUP COMMON STOCK                | CUSIP: 633517909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1540400 | NS      | $8400639.91   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corporation                                         | REALTEK SEMICONDUCTOR CORP COMMON STOCK TWD10.             | CUSIP: 605142900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     50000 | NS      | $519797.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT ANEKA TAMBANG TBK                                                      | ANEKA TAMBANG TBK COMMON STOCK IDR100.0                    | CUSIP: 605385905<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1547800 | NS      | $197119.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                                                 | ASAHI GROUP HOLDINGS LTD COMMON STOCK                      | CUSIP: 605440007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59261 | NS      | $1900611.63   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corporation                                                   | ASAHI KASEI CORP COMMON STOCK                              | CUSIP: 605460005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    163300 | NS      | $1213700.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Feng Tay Enterprises Co. Ltd.                                             | FENG TAY ENTERPRISE CO LTD COMMON STOCK TWD10.             | CUSIP: 633605902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     47920 | NS      | $292831.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KunLun Energy Company Limited                                             | KUNLUN ENERGY CO LTD COMMON STOCK HKD.01                   | CUSIP: 634007900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    747390 | NS      | $579859.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher and Paykel Healthcare Corporation Limited                          | FISHER and PAYKEL HEALTHCARE COR COMMON STOCK              | CUSIP: 634025001<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    129589 | NS      | $1940812.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LG HandH Co. Ltd.                                                         | LG HOUSEHOLD and HEALTH CARE LTD COMMON STOCK KRW5000.0    | CUSIP: 634445902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1871 | NS      | $944180.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corporation                                                      | UNICHARM CORP COMMON STOCK                                 | CUSIP: 691148001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52288 | NS      | $1944831.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Investment Limited                                              | GUANGDONG INVESTMENT LTD COMMON STOCK                      | CUSIP: 691316004<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    560880 | NS      | $517169.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corporation                                       | UNITED MICROELECTRONICS CORP COMMON STOCK TWD10.           | CUSIP: 691662902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1323000 | NS      | $1992880.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                                                 | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1                | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |     24115 | NS      | $895995.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                              | UNITED OVERSEAS BANK LTD COMMON STOCK                      | CUSIP: 691678007<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |    149857 | NS      | $3455324.75   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi National Oil Company for Distribution PJSC                      | ABU DHABI NATIONAL OIL CO FOR COMMON STOCK AED.08          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    580227 | NS      | $720062.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                                                     | HEINEKEN HOLDING NV COMMON STOCK EUR1.6                    | CUSIP: B0CCH4904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     12428 | NS      | $940904.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner S.A.                                                         | LOJAS RENNER SA COMMON STOCK                               | CUSIP: B0CGYD906<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    189242 | NS      | $844219.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eclat Textile Co. Ltd.                                                    | ECLAT TEXTILE CO LTD COMMON STOCK TWD10.                   | CUSIP: 634578900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     21340 | NS      | $320640.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp.                                            | NOVATEK MICROELECTRONICS CORP COMMON STOCK TWD10.          | CUSIP: 634633903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     65000 | NS      | $636888.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar Anonim Sirketi                                     | BIM BIRLESIK MAGAZALAR AS COMMON STOCK TRY1.               | CUSIP: B0D000905<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     53059 | NS      | $384753.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Logistics Trust                                                 | MAPLETREE LOGISTICS TRUST REIT                             | CUSIP: B0D6P4907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    403200 | NS      | $480517.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Imeik Technology Development CoLtd.                                       | IMEIK TECHNOLOGY DEVELOPME-A                               | CUSIP: BNR4MY904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2100 | NS      | $142536.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Transsion Holdings Co. Ltd.                                      | SHENZHEN TRANSSION HOLDING-A                               | CUSIP: BNR4NP902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7276 | NS      | $79600.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd.                                                              | LG CHEM LTD COMMON STOCK KRW5000.                          | CUSIP: 634691901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      9847 | NS      | $5620979.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd.                                                              | LG CHEM LTD PREFERENCE                                     | CUSIP: 634692909<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |      1503 | NS      | $387101.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG HandH Co. Ltd.                                                         | LG HOUSEHOLD and HEALTH CARE LTD PREFERENCE                | CUSIP: 634693907<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |       398 | NS      | $85121.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Plastics Corporation                                              | FORMOSA PLASTICS CORP COMMON STOCK TWD10.0                 | CUSIP: 634854905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    463000 | NS      | $1358027.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Kingsoft Office Software Inc.                                     | BEIJING KINGSOFT OFFICE SO-A                               | CUSIP: BNR4NQ900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5116 | NS      | $183937.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                                    | MELROSE INDUSTRIES PLC COMMON STOCK                        | CUSIP: BNR5MZ908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1093190 | NS      | $1768517.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Chemicals and Fibre Corporation                                   | FORMOSA CHEMICALS and FIBRE CORP COMMON STOCK TWD10.0      | CUSIP: 634871909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    390000 | NS      | $965590.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Foschini Group Limited                                                | FOSCHINI GROUP LTD/THE COMMON STOCK ZAR.0125               | CUSIP: 634968903<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     54847 | NS      | $334372.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuexiu Property Company Limited                                           | YUEXIU PROPERTY CO LTD COMMON STOCK                        | CUSIP: BNR5PB908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    264700 | NS      | $335955.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Lottery Corporation Limited                                           | LOTTERY CORP LTD/THE COMMON STOCK                          | CUSIP: BNRQW7903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    462001 | NS      | $1459777.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Ports Limited                                              | COSCO SHIPPING PORTS LTD COMMON STOCK HKD.1                | CUSIP: 635425903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    350808 | NS      | $266358.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co. Ltd.                                                    | FUJI ELECTRIC CO LTD COMMON STOCK                          | CUSIP: 635636004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16500 | NS      | $683679.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                   | LG ENERGY SOLUTION COMMON STOCK KRW500.0                   | CUSIP: BNSP8W906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4186 | NS      | $1893609.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFI Ever Sunshine Services Group Limited                                 | CIFI EVER SUNSHINE SERVICES GR COMMON STOCK HKD.01         | CUSIP: BNT8LB904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    142000 | NS      | $83403.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corporation                                                        | SUBARU CORP COMMON STOCK                                   | CUSIP: 635640006<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     79700 | NS      | $1365090.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                             | FUJIFILM HOLDINGS CORP COMMON STOCK                        | CUSIP: 635652001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46615 | NS      | $2507522.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corporation                                                         | FANUC CORP COMMON STOCK                                    | CUSIP: 635693005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24900 | NS      | $3743989.47   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Limited                                                           | FUJITSU LTD COMMON STOCK                                   | CUSIP: 635694003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25400 | NS      | $3446635.12   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Limited                                                   | ENDEAVOUR GROUP LTD/AUSTRALIA COMMON STOCK                 | CUSIP: BNVS14905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    277544 | NS      | $1317970.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jubilant FoodWorks Limited                                                | JUBILANT FOODWORKS LTD COMMON STOCK INR2.0                 | CUSIP: BNVYT9901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     57993 | NS      | $394281.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                                        | BALOISE HOLDING AG COMMON STOCK CHF.1                      | CUSIP: 712459908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      7402 | NS      | $1119491.65   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                                                    | LPP SA COMMON STOCK PLN2.                                  | CUSIP: 712797901<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |       191 | NS      | $414029.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                               | EQUINOR ASA COMMON STOCK NOK2.5                            | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    161613 | NS      | $6223846.47   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                                | SKANSKA AB COMMON STOCK                                    | CUSIP: 714209905<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     40285 | NS      | $655813.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group N.V.                                                | UNIVERSAL MUSIC GROUP NV COMMON STOCK EUR10.0              | CUSIP: BNZGVV904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     90761 | NS      | $2158376.30   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FandF Co.Ltd                                                              | FandF CO LTD / NEW COMMON STOCK KRW500.0                   | CUSIP: BP2NF5905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3408 | NS      | $397863.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                  | ENEL SPA COMMON STOCK EUR1.                                | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |   1022782 | NS      | $5517712.88   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | ENI SPA COMMON STOCK                                       | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    316858 | NS      | $4724372.43   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Company PJSC                            | EMIRATES TELECOMMUNICATIONS GR COMMON STOCK AED1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    660775 | NS      | $4646321.01   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                           | OCADO GROUP PLC COMMON STOCK GBP.02                        | CUSIP: B3MBS7900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    144160 | NS      | $1091403.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group S.A.                                                     | AMADEUS IT GROUP SA COMMON STOCK EUR.01                    | CUSIP: B3MSM2900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     57444 | NS      | $3105867.31   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Power Limited                                                       | ADANI POWER LTD COMMON STOCK INR10.                        | CUSIP: B3WQH4905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    114568 | NS      | $472572.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Company Limited                                                | PETROCHINA CO LTD COMMON STOCK CNY1.0                      | CUSIP: BP3R20900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    230400 | NS      | $169890.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial and Commercial Bank of China Limited                           | INDUSTRIAL and COMMERCIAL BANK O COMMON STOCK CNY1.0       | CUSIP: BP3R21908<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |    738200 | NS      | $444971.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopharm Group Co. Ltd.                                                  | SINOPHARM GROUP CO LTD COMMON STOCK CNY1.0                 | CUSIP: B3ZVDV905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    259800 | NS      | $616352.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mouwasat Medical Services Company                                         | MOUWASAT MEDICAL SERVICES CO COMMON STOCK SAR10.0          | CUSIP: B403QG902<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      9726 | NS      | $491781.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Limited                                        | AGRICULTURAL BANK OF CHINA LTD COMMON STOCK CNY1.0         | CUSIP: BP3R22906<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |   1014400 | NS      | $409455.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Limited                                                     | BANK OF CHINA LTD COMMON STOCK CNY1.0                      | CUSIP: BP3R23904<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |    391200 | NS      | $172787.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Limited                                                   | MUTHOOT FINANCE LTD COMMON STOCK INR10.0                   | CUSIP: B40MFF904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     17420 | NS      | $232696.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Cement Holdings Limited                                   | CHINA RESOURCES CEMENT HOLDING COMMON STOCK HKD.1          | CUSIP: B41XC9906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    471900 | NS      | $256153.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co. Ltd.                                             | CHINA MERCHANTS BANK CO LTD COMMON STOCK CNY1.0            | CUSIP: BP3R27905<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |    238900 | NS      | $1177447.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance (Group) Company of China Ltd.                           | PING AN INSURANCE GROUP CO OF COMMON STOCK CNY1.0          | CUSIP: BP3R28903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    127600 | NS      | $809283.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Automobile Group Co. Ltd.                                       | GUANGZHOU AUTOMOBILE GROUP CO COMMON STOCK CNY1.0          | CUSIP: B43399904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    570426 | NS      | $412480.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                               | PANDORA A/S COMMON STOCK DKK.01                            | CUSIP: B44XTX902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     17799 | NS      | $1355052.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank Co.Ltd.                                                   | INDUSTRIAL BANK CO LTD COMMON STOCK CNY1.0                 | CUSIP: BP3R29901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    240500 | NS      | $599533.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Pudong Development Bank Co. Ltd.                                 | SHANGHAI PUDONG DEVELOPMENT BA COMMON STOCK CNY1.0         | CUSIP: BP3R2B906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    348200 | NS      | $352696.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Limited                                              | CHINA HONGQIAO GROUP LTD COMMON STOCK USD.01               | CUSIP: B44ZV9907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    435800 | NS      | $411859.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magazine Luiza S.A.                                                       | MAGAZINE LUIZA SA COMMON STOCK                             | CUSIP: B4975P907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    584900 | NS      | $384346.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                                                | ORSTED A/S COMMON STOCK DKK10.0                            | CUSIP: BYT16L900<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     35349 | NS      | $3095172.63   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | JAPAN POST HOLDINGS CO LTD COMMON STOCK                    | CUSIP: BYT814908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    324700 | NS      | $2545055.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co.Ltd.                                              | JAPAN POST INSURANCE CO LTD COMMON STOCK                   | CUSIP: BYT815905<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     28500 | NS      | $473976.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co.Ltd.                                                   | JAPAN POST BANK CO LTD COMMON STOCK                        | CUSIP: BYT816903<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     50100 | NS      | $382962.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                | SCOUT24 AG COMMON STOCK                                    | CUSIP: BYT934904<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |     12535 | NS      | $688025.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                               | COVESTRO AG COMMON STOCK                                   | CUSIP: BYTBWY901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     30997 | NS      | $1245719.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKSHU Paint Co. Ltd.                                                      | SKSHU PAINT CO LTD COMMON STOCK CNY1.0                     | CUSIP: BYV1VL909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4100 | NS      | $69564.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Limited                                        | CK INFRASTRUCTURE HOLDINGS LTD COMMON STOCK HKD1.0         | CUSIP: BYVS6J903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    102000 | NS      | $515485.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Tower Bersama Infrastructure Tbk                                       | TOWER BERSAMA INFRASTRUCTURE T COMMON STOCK IDR20.0        | CUSIP: B4MW04909<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1429800 | NS      | $211394.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                 | GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.               | CUSIP: B4PH0C901<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     35882 | NS      | $692658.97    | 0.02%             |  |  |  | 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        |    637000 | NS      | $785616.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Pharmaceuticals Holding Co. Ltd.                                 | SHANGHAI PHARMACEUTICALS HOLDI COMMON STOCK CNY1.0         | CUSIP: B4Q4CJ901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    148400 | NS      | $247455.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Petroleum and Chemical Corporation                                  | CHINA PETROLEUM and CHEMICAL COR COMMON STOCK CNY1.0       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    363000 | NS      | $230675.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Life Insurance Company Limited                                      | CHINA LIFE INSURANCE CO LTD COMMON STOCK CNY1.0            | CUSIP: N/A<br>LEI: 549300J6TFLDXGH6S048       | Long             | EC               | CORP              | CN        |     31700 | NS      | $161266.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                                    | JULIUS BAER GROUP LTD COMMON STOCK CHF.02                  | CUSIP: B4R2R5908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     32941 | NS      | $1897478.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Limited                                     | CHOW TAI FOOK JEWELLERY GROUP COMMON STOCK HKD1.0          | CUSIP: B4R39F904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    324600 | NS      | $572386.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Company Limited                                      | CHINA SHENHUA ENERGY CO LTD COMMON STOCK CNY1.0            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     75700 | NS      | $326222.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinomine Resource Group Co. Ltd.                                          | SINOMINE RESOURCE GROUP CO-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5100 | NS      | $56604.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                                              | GLENCORE PLC COMMON STOCK USD.01                           | CUSIP: B4T3BW902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |   2476727 | NS      | $16901539.82  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                         | AIA GROUP LTD COMMON STOCK                                 | CUSIP: B4TX8S909<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |   1998709 | NS      | $20296109.06  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Yingjia Distillery Co.Ltd.                                          | ANHUI YINGJIA DISTILLERY CO LT COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7500 | NS      | $50504.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Medicilon Inc.                                                   | SHANGHAI MEDICILON INC-A                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       908 | NS      | $27150.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                                 | HKT TRUST and HKT LTD STAPLED SECURITY HKD.0005            | CUSIP: B4TXDZ907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    604322 | NS      | $736863.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander (Brasil) S.A.                                             | BANCO SANTANDER BRASIL SA UNIT                             | CUSIP: B4V5RY903<br>LEI: 549300D1H731B30TSI43 | Long             | EC               | CORP              | BR        |     69500 | NS      | $370445.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijing Roborock Technology Co. Ltd.                                      | BEIJING ROBOROCK TECHNOLOG-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       984 | NS      | $35857.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Orient Gene Biotech Co. Ltd.                                     | ZHEJIANG ORIENT GENE BIOTE-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      2058 | NS      | $34081.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Financial Group Inc.                                               | MERITZ FINANCIAL GROUP INC COMMON STOCK KRW500.0           | CUSIP: B4WRJD909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6704 | NS      | $195323.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Limited                                              | SUNAC CHINA HOLDINGS LTD COMMON STOCK HKD.1                | CUSIP: B4XRPN909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    599000 | NS      | $316104.70    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Brenntag SE                                                               | BRENNTAG AG COMMON STOCK                                   | CUSIP: B4YVF5909<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |     24284 | NS      | $1544006.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxis Berhad                                                              | MAXIS BHD COMMON STOCK MYR.1                               | CUSIP: B5387L905<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    697300 | NS      | $604317.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoomlion Heavy Industry Science and Technology Co.Ltd                     | ZOOMLION HEAVY INDUSTRY SCIENC COMMON STOCK CNY1.0         | CUSIP: B544N7906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    286400 | NS      | $134513.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna spolka akcyjna                              | PGE POLSKA GRUPA ENERGETYCZNA COMMON STOCK PLN10.25        | CUSIP: B544PW909<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |    155780 | NS      | $227732.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Silicon Industry Group Co.Ltd.                                   | NATIONAL SILICON INDUSTRY -A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     23395 | NS      | $63656.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Luoyang Xinqianglian Slewing Bearings Co. Ltd.                            | LUOYANG XINQIANGLIAN SLEWI-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      3690 | NS      | $34054.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT United Tractors Tbk                                                    | UNITED TRACTORS TBK PT COMMON STOCK IDR250.0               | CUSIP: 623084902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    312437 | NS      | $614545.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RHB Bank Berhad                                                           | RHB BANK BHD COMMON STOCK                                  | CUSIP: 624467908<br>LEI: 549300ZHRPSV7QIUJT80 | Long             | EC               | CORP              | MY        |    429700 | NS      | $544319.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Pipeline Limited                                               | APA GROUP STAPLED SECURITY                                 | CUSIP: 624730909<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |    243224 | NS      | $1855697.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corporation                                                          | KDDI CORP COMMON STOCK                                     | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    208967 | NS      | $6215635.23   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| China Energy Engineering Corporation Limited                              | CHINA ENERGY ENGINEERING COR                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    375900 | NS      | $129567.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inari Amertron Berhad                                                     | INARI AMERTRON BHD COMMON STOCK                            | CUSIP: B54JP7901<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    831700 | NS      | $505360.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sany Heavy Equipment International Holdings Company Limited               | SANY HEAVY EQUIPMENT INTERNATI COMMON STOCK HKD.1          | CUSIP: B56HH4909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    203000 | NS      | $217272.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co.Ltd.                                            | MIRAE ASSET DAEWOO CO LTD COMMON STOCK KRW5000.0           | CUSIP: 624965000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     60488 | NS      | $308714.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                          | DAIFUKU CO LTD COMMON STOCK                                | CUSIP: 625002001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13100 | NS      | $681988.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Limited                                            | LONGFOR GROUP HOLDINGS LTD COMMON STOCK HKD.1              | CUSIP: B56KLY901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    348700 | NS      | $1062414.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Win Semiconductors Corp.                                                  | WIN SEMICONDUCTORS CORP COMMON STOCK TWD10.0               | CUSIP: B56LHP903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     37000 | NS      | $190629.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co. Ltd.                                         | DAITO TRUST CONSTRUCTION CO LT COMMON STOCK                | CUSIP: 625050000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $892677.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                                    | DAIKIN INDUSTRIES LTD COMMON STOCK                         | CUSIP: 625072004<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     32300 | NS      | $5326947.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                              | DAI NIPPON PRINTING CO LTD COMMON STOCK                    | CUSIP: 625090006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28700 | NS      | $594424.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                             | DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK                   | CUSIP: 625136007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     77800 | NS      | $1791659.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Energisa S/A                                                              | ENERGISA SA UNIT                                           | CUSIP: B56XQT909<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     36400 | NS      | $303792.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New China Life Insurance Company Ltd.                                     | NEW CHINA LIFE INSURANCE CO LT COMMON STOCK CNY1.0         | CUSIP: B5730Z908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    183600 | NS      | $430973.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chr. Hansen Holding A/S                                                   | CHR HANSEN HOLDING A/S COMMON STOCK DKK10.                 | CUSIP: B573M1909<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |     19639 | NS      | $1212110.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinjiang Goldwind Science and Technology Co. Ltd.                         | XINJIANG GOLDWIND SCIENCE and TE COMMON STOCK CNY1.0       | CUSIP: B59GZJ905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    146800 | NS      | $159106.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                               | DAIWA SECURITIES GROUP INC COMMON STOCK                    | CUSIP: 625144001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    180718 | NS      | $801846.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand  Integrated  Commercial  Trust                                 | CAPITALAND INTEGRATED COMMERCI REIT                        | CUSIP: 642012900<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |    662521 | NS      | $1016200.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                          | SANDS CHINA LTD COMMON STOCK USD.01                        | CUSIP: B5B23W909<br>LEI: N/A                  | Long             | EC               | CORP              | MO        |    397252 | NS      | $1086072.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS Chemicals Group Berhad                                           | PETRONAS CHEMICALS GROUP BHD COMMON STOCK MYR.1            | CUSIP: B5KQGT909<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    716300 | NS      | $1380353.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Public Company Limited                                                | PTT PCL NVDR THB1.0                                        | CUSIP: 642040901<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |   1892000 | NS      | $1790327.17   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Company Limited                                | HENDERSON LAND DEVELOPMENT CO COMMON STOCK                 | CUSIP: 642053003<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    238417 | NS      | $785950.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indorama Ventures Public Company Limited                                  | INDORAMA VENTURES PCL NVDR THB1.0                          | CUSIP: B5KZ7P907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    321500 | NS      | $389777.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                                  | OTSUKA HOLDINGS CO LTD COMMON STOCK                        | CUSIP: B5LTM9909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50500 | NS      | $1730601.49   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc.                                                      | RESONA HOLDINGS INC COMMON STOCK                           | CUSIP: 642155907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    281200 | NS      | $1353314.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Far EasTone Telecommunications Co. Ltd.                                   | FAR EASTONE TELECOMMUNICATIONS COMMON STOCK TWD10.         | CUSIP: 642185904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    171000 | NS      | $377581.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Union Group Public Company Limited                                   | THAI UNION GROUP PCL NVDR THB.25                           | CUSIP: 642272900<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    541200 | NS      | $262928.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co. Ltd.                                         | YUANTA FINANCIAL HOLDING CO LT COMMON STOCK TWD10.         | CUSIP: 642411904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1110834 | NS      | $817337.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                                        | AZRIELI GROUP LTD COMMON STOCK ILS.1                       | CUSIP: B5MN1W903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6673 | NS      | $478736.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Everbright Bank Company Limited                                     | CHINA EVERBRIGHT BANK CO LTD COMMON STOCK CNY1.0           | CUSIP: B5NRRJ904<br>LEI: 549300U6PKQ4H1P34E17 | Long             | EC               | CORP              | CN        |    613595 | NS      | $182930.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminum Corporation of China Limited                                     | ALUMINUM CORP OF CHINA LTD COMMON STOCK CNY1.0             | CUSIP: 642539902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    759480 | NS      | $324804.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay Financial Holding Co. Ltd.                                         | CATHAY FINANCIAL HOLDING CO LT COMMON STOCK TWD10.0        | CUSIP: 642566905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    919000 | NS      | $1307790.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                                           | BDO UNIBANK INC COMMON STOCK PHP10.0                       | CUSIP: B5VJH7900<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |    360300 | NS      | $833920.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                                | GVC HOLDINGS PLC COMMON STOCK EUR.01                       | CUSIP: B5VQMV905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    146861 | NS      | $2514230.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co. Ltd.                                                  | HIROSE ELECTRIC CO LTD COMMON STOCK                        | CUSIP: 642872006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3830 | NS      | $512597.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                                              | KLEPIERRE SA REIT EUR1.4                                   | CUSIP: 758255905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     39097 | NS      | $905969.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro Public Limited Company                                              | SEGRO PLC REIT GBP.1                                       | CUSIP: B5ZN1N909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    301655 | NS      | $2919226.89   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc.                                               | DAI-ICHI LIFE HOLDINGS INC COMMON STOCK                    | CUSIP: B601QS905<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    133600 | NS      | $2478037.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International Inc.                                      | RESTAURANT BRANDS INTERNATIONA COMMON STOCK                | CUSIP: 76131D103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     68241 | NS      | $4531813.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA                                                        | TELECOM ITALIA SPA/MILANO COMMON STOCK                     | CUSIP: 763439908<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   1223837 | NS      | $267008.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                                                     | EMS-CHEMIE HOLDING AG COMMON STOCK CHF.01                  | CUSIP: 763561909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       972 | NS      | $677245.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration and Production Public Company Limited                     | PTT EXPLORATION and PRODUCTION P NVDR THB1.0               | CUSIP: B1359L908<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    257200 | NS      | $1371394.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiji Holdings Co.Ltd.                                                    | MEIJI HOLDINGS CO LTD COMMON STOCK                         | CUSIP: B60DQV902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14700 | NS      | $705600.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koei Tecmo Holdigs Co. Ltd.                                               | KOEI TECMO HOLDINGS CO LTD COMMON STOCK                    | CUSIP: B60DR0909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14340 | NS      | $250206.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Almarai Company JSC                                                       | ALMARAI CO JSC COMMON STOCK SAR10.0                        | CUSIP: B137VV907<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     49388 | NS      | $703539.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                | EIFFAGE SA COMMON STOCK EUR4.0                             | CUSIP: B13X01900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     15086 | NS      | $1485432.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                           | KUEHNE + NAGEL INTERNATIONAL A COMMON STOCK CHF1.0         | CUSIP: B142S6906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      7856 | NS      | $1908531.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon S.p.A.                                                           | AMPLIFON SPA COMMON STOCK EUR.02                           | CUSIP: B14NJ7908<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |     15761 | NS      | $446465.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co.Ltd.                                                       | KOBE BUSSAN CO LTD COMMON STOCK                            | CUSIP: B14RJB900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19300 | NS      | $507724.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Limited                                                     | BANK OF CHINA LTD COMMON STOCK CNY1.0                      | CUSIP: B15456906<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |  15305722 | NS      | $5424332.53   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Limited                                        | AGRICULTURAL BANK OF CHINA LTD COMMON STOCK CNY1.0         | CUSIP: B60LZR903<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |   5684600 | NS      | $1900224.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanmi Pharm. Co. Ltd.                                                     | HANMI PHARM CO LTD COMMON STOCK KRW2500.                   | CUSIP: B613DJ904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1328 | NS      | $265516.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Research and Media Group                                            | SAUDI RESEARCH and MEDIA GROUP COMMON STOCK SAR10.0        | CUSIP: B156TT905<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      7104 | NS      | $363583.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TOTAL SA COMMON STOCK EUR2.5                               | CUSIP: B15C55900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    454781 | NS      | $28423975.85  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Amorepacific Corporation                                                  | AMOREPACIFIC CORP COMMON STOCK KRW500.0                    | CUSIP: B15SK5908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5789 | NS      | $582793.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Limited                                                           | SIEMENS LTD COMMON STOCK INR2.                             | CUSIP: B15T56901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10357 | NS      | $354248.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Limited                                             | TREASURY WINE ESTATES LTD COMMON STOCK                     | CUSIP: B61JC6908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    149915 | NS      | $1415753.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc.                                                       | ENEOS HOLDINGS INC COMMON STOCK                            | CUSIP: B627LW906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    393250 | NS      | $1327135.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| C$ CURRENCY FUT 1222                                                      | C$ CURRENCY FUT 1222                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       287 | NC      | $-339527.66   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP/TSX 60 IX FUT 1222                                                  | SandP/TSX 60 IX FUT 1222                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |       129 | NC      | $1470385.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Mixc Lifestyle Services Limited                           | CHINA RESOURCES MIXC LIFESTYLE COMMON STOCK USD.00001      | CUSIP: BMXWXT906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    129200 | NS      | $616883.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIBE Industrier AB                                                        | NIBE INDUSTRIER AB COMMON STOCK SEK.03906                  | CUSIP: BN7BZM902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    178449 | NS      | $1684731.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                     | AEROPORTS DE PARIS COMMON STOCK EUR3.0                     | CUSIP: B164FY903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5320 | NS      | $820015.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Industrialization Company                                        | NATIONAL INDUSTRIALIZATION CO COMMON STOCK SAR10.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     66353 | NS      | $197507.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                   | GSK PLC COMMON STOCK GBP.3125                              | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |   1019029 | NS      | $17327705.86  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Americanas SA                                                             | AMERICANAS SA COMMON STOCK                                 | CUSIP: BN925F908<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    123910 | NS      | $252149.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THAI UNION FROZEN - RTS                                                   | THAI UNION FROZEN - RTS                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     15370 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Euronext N.V.                                                             | EURONEXT NV COMMON STOCK EUR1.6                            | CUSIP: BNBNSG902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     15890 | NS      | $1215569.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                    | EUROFINS SCIENTIFIC SE COMMON STOCK EUR.1                  | CUSIP: BNDPYV905<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     24681 | NS      | $1713258.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rede D'Or Sao Luiz S.A.                                                   | REDE D'OR SAO LUIZ SA COMMON STOCK                         | CUSIP: BNDQ8P905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     76500 | NS      | $457878.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| argenx SE                                                                 | ARGENX SE COMMON STOCK                                     | CUSIP: BNHKYX908<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      4230 | NS      | $1712033.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Investment Limited                                             | CAPITALAND INVESTMENT LTD/SING COMMON STOCK                | CUSIP: BNHXFJ902<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    326100 | NS      | $885633.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinnevik AB                                                               | KINNEVIK AB COMMON STOCK SEK.1                             | CUSIP: BNKF60908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     28668 | NS      | $441914.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                                                  | ACCELLERON INDUSTRIES AG COMMON STOCK CHF.01               | CUSIP: BNM73Q900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     11968 | NS      | $243154.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Zhongtian Technology Co. Ltd.                                     | JIANGSU ZHONGTIAN TECHNOLOGY C COMMON STOCK CNY1.0         | CUSIP: BP3R9T900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     39900 | NS      | $94309.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maanshan Iron and Steel Company Limited                                   | MAANSHAN IRON and STEEL CO LTD COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     60100 | NS      | $24407.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Nanshan Aluminum Co. Ltd.                                        | SHANDONG NANSHAN ALUMINUM CO L COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    134900 | NS      | $66576.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pingdingshan Tianan Coal. Mining Co. Ltd.                                 | PINGDINGSHAN TIANAN COAL MININ COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     22700 | NS      | $39329.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hangzhou Robam Appliances Co.Ltd.                                         | HANGZHOU ROBAM APPLIANCES CO L COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     11200 | NS      | $41199.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liaoning Port Co.Ltd.                                                     | LIAONING PORT CO LTD COMMON STOCK CNY1.0                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    180100 | NS      | $41526.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anjoy Foods Group Co. Ltd.                                                | ANJOY FOODS GROUP CO LTD-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      3300 | NS      | $73268.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen New Industries Biomedical Engineering Co. Ltd.                   | SHENZHEN NEW INDUSTRIES BI-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      6600 | NS      | $45672.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Adaro Minerals Indonesia Tbk                                           | ADARO MINERALS INDONESIA TBK P COMMON STOCK IDR100.0       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |   1519800 | NS      | $158254.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings N.V.                                                      | AERCAP HOLDINGS NV COMMON STOCK EUR.01                     | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |     17200 | NS      | $1056080.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE and Co. KGaA                                                 | FRESENIUS SE and CO KGAA COMMON STOCK                      | CUSIP: 435209903<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     66729 | NS      | $1859264.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Internet AG                                                        | UNITED INTERNET AG COMMON STOCK                            | CUSIP: 435413901<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |     14383 | NS      | $305778.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                        | PUBLICIS GROUPE SA COMMON STOCK EUR.4                      | CUSIP: 438042905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     41827 | NS      | $2752915.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Limited                                                     | HUAZHU GROUP LTD ADR                                       | CUSIP: 44332N106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     37200 | NS      | $1424016.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hutchmed China Limited                                                    | HUTCHISON CHINA MEDITECH LTD ADR                           | CUSIP: 44842L103<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     16500 | NS      | $200145.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Limited                                                         | HYDRO ONE LTD COMMON STOCK                                 | CUSIP: 448811208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     78261 | NS      | $2188736.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                 | KESKO OYJ COMMON STOCK                                     | CUSIP: 449000900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     34231 | NS      | $735816.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group Public Limited Company                                     | KINGSPAN GROUP PLC COMMON STOCK EUR.13                     | CUSIP: 449123900<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     25129 | NS      | $1426476.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc.                                                        | IGM FINANCIAL INC COMMON STOCK                             | CUSIP: 449586106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     25078 | NS      | $727646.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                              | KBC GROUP NV COMMON STOCK                                  | CUSIP: 449774009<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     21129 | NS      | $1170418.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GN Store Nord A/S                                                         | GN STORE NORD A/S COMMON STOCK DKK4.                       | CUSIP: 450109905<br>LEI: 5493008U3H3W0NKPFL10 | Long             | EC               | CORP              | DK        |     24621 | NS      | $594829.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corporation Inc.                                             | IA FINANCIAL CORP INC COMMON STOCK                         | CUSIP: 45075E104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     27703 | NS      | $1562934.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Remgro Limited                                                            | REMGRO LTD COMMON STOCK                                    | CUSIP: 629068909<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     89464 | NS      | $737662.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp.                                                            | LG UPLUS CORP COMMON STOCK KRW5000.0                       | CUSIP: 629090903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     41169 | NS      | $380577.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corporation                                              | PEMBINA PIPELINE CORP COMMON STOCK                         | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |    126630 | NS      | $4623127.01   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                    | AXA SA COMMON STOCK EUR2.29                                | CUSIP: 708842901<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    360906 | NS      | $10202336.86  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                               | GROUPE BRUXELLES LAMBERT SA COMMON STOCK                   | CUSIP: 709732903<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      8880 | NS      | $716751.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                              | PORSCHE AUTOMOBIL HOLDING SE PREFERENCE                    | CUSIP: 710106907<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     24473 | NS      | $1504329.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | NOVARTIS AG COMMON STOCK CHF.5                             | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    319980 | NS      | $28463678.45  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                     | CIA DE MINAS BUENAVENTURA SAA ADR                          | CUSIP: 204448104<br>LEI: N/A                  | Long             | EC               | CORP              | PE        |     62000 | NS      | $505920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                                   | ABB LTD COMMON STOCK CHF.12                                | CUSIP: 710889908<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    239374 | NS      | $7523091.13   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK CHF1.0                       | CUSIP: 710891904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3784 | NS      | $1520088.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones S.A                                        | BANCO DE CREDITO E INVERSIONES COMMON STOCK                | CUSIP: 206935900<br>LEI: 549300E9E5Y3PKW24142 | Long             | EC               | CORP              | CL        |     11510 | NS      | $311560.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Chile                                                            | BANCO DE CHILE COMMON STOCK                                | CUSIP: 210084901<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |   8841267 | NS      | $836233.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK                              | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    102668 | NS      | $33533821.88  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                           | ADECCO GROUP AG COMMON STOCK CHF.1                         | CUSIP: 711072900<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     23421 | NS      | $796234.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                               | CONSTELLATION SOFTWARE INC/CAN COMMON STOCK                | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |      4652 | NS      | $7499501.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresas CMPC S.A.                                                        | EMPRESAS CMPC SA COMMON STOCK                              | CUSIP: 219601903<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |    222587 | NS      | $368919.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                 | LAFARGEHOLCIM LTD COMMON STOCK CHF2.0                      | CUSIP: 711075903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     80934 | NS      | $4227979.06   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                                               | CLARIANT AG COMMON STOCK CHF3.7                            | CUSIP: 711399907<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     31029 | NS      | $504216.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresas Copec S.A.                                                       | EMPRESAS COPEC SA COMMON STOCK                             | CUSIP: 219602901<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |     75737 | NS      | $529215.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compania Cervecerias Unidas S.A.                                          | CIA CERVECERIAS UNIDAS SA COMMON STOCK                     | CUSIP: 219618907<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |     24812 | NS      | $150679.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                               | NESTLE SA COMMON STOCK CHF.1                               | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    410759 | NS      | $48890016.44  | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Luxshare Precision Industry Co. Ltd.                                      | LUXSHARE PRECISION INDUSTRY CO COMMON STOCK CNY1.0         | CUSIP: BD5CN8908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     81300 | NS      | $359313.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Focus Media Information Technology Co. Ltd.                               | FOCUS MEDIA INFORMATION TECHNO COMMON STOCK CNY1.0         | CUSIP: BD5CND907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    165400 | NS      | $140311.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Liuhe Co.Ltd.                                                    | NEW HOPE LIUHE CO LTD-A                                    | CUSIP: BD5CNF902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     50400 | NS      | $96440.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale S.A.                                                                 | VALE SA COMMON STOCK                                       | CUSIP: 219628005<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    763338 | NS      | $12607686.89  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Compania Sud Americana de Vapores S.A.                                    | SUDAMERICANA DE VAPORES COMMON STOCK                       | CUSIP: 219633906<br>LEI: 549300F26ZOE5LM26551 | Long             | EC               | CORP              | CL        |   3024911 | NS      | $246732.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iflytek Co.Ltd                                                            | IFLYTEK CO LTD - A                                         | CUSIP: BD5CNN905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     25700 | NS      | $117133.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HBIS Company Limited                                                      | HESTEEL CO LTD COMMON STOCK CNY1.0                         | CUSIP: BD5CNS904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    121800 | NS      | $41942.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interconexion Electrica S.A. E.S.P.                                       | INTERCONEXION ELECTRICA SA ESP COMMON STOCK COP32.8        | CUSIP: 220570907<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |    162332 | NS      | $655649.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano S.A.B. de C.V.                                 | FOMENTO ECONOMICO MEXICANO SAB UNIT                        | CUSIP: 224205906<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |    393186 | NS      | $3137907.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goertek Inc.                                                              | GOERTEK INC -A                                             | CUSIP: BD5CNT902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     39100 | NS      | $100359.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ningbo Co.Ltd.                                                    | BANK OF NINGBO CO LTD COMMON STOCK CNY1.0                  | CUSIP: BD5CP0903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     75100 | NS      | $340274.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Americas S.A.                                                        | ENEL AMERICAS SA COMMON STOCK                              | CUSIP: 229945902<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |   4149521 | NS      | $550711.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras S.A.                                       | CENTRAIS ELETRICAS BRASILEIRAS PREFERENCE                  | CUSIP: 230844003<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     52700 | NS      | $498427.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lens Technology Co. Ltd.                                                  | LENS TECHNOLOGY CO LTD-A                                   | CUSIP: BD5CP1901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     54900 | NS      | $82580.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCL Technology Group Corporation                                          | TCL TECHNOLOGY GROUP CORP-A                                | CUSIP: BD5CP2909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    162500 | NS      | $92345.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras S.A.                                       | CENTRAIS ELETRICAS BRASILEIRAS COMMON STOCK                | CUSIP: 231112905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    196000 | NS      | $1794058.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil S.A.                                                      | BANCO DO BRASIL SA/CAYMAN COMMON STOCK                     | CUSIP: 232859900<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |    165400 | NS      | $1124478.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daqo New Energy Corp.                                                     | DAQO NEW ENERGY CORP ADR                                   | CUSIP: 23703Q203<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11300 | NS      | $643083.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Televisa S.A.B.                                                     | GRUPO TELEVISA SAB UNIT                                    | CUSIP: 238010904<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    490297 | NS      | $540002.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yunnan Baiyao Group Co.Ltd                                                | YUNNAN BAIYAO GROUP CO LTD-A                               | CUSIP: BD5CP9904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20940 | NS      | $166669.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Energy Group Co. Ltd.                                            | SHENZHEN ENERGY GROUP CO L-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     48500 | NS      | $41992.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Bimbo S.A.B. de C.V.                                                | GRUPO BIMBO SAB DE CV COMMON STOCK                         | CUSIP: 239247901<br>LEI: 5493000RIXURZEBFEV60 | Long             | EC               | CORP              | MX        |    271400 | NS      | $1151628.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gruma S.A.B. de C.V.                                                      | GRUMA SAB DE CV COMMON STOCK                               | CUSIP: 239254907<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |     42183 | NS      | $522226.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guoyuan Securities Company Limited                                        | GUOYUAN SECURITIES CO LTD-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     65400 | NS      | $64271.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Changjiang Securities Company Limited                                     | CHANGJIANG SECURITIES CO L-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     84300 | NS      | $66683.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Promotora y Operadora de Infraestructura S.A.B. de C.V.                   | PROMOTORA Y OPERADORA DE INFRA COMMON STOCK                | CUSIP: 239338908<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     46735 | NS      | $414351.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Carso S.A.B. de C.V.                                                | GRUPO CARSO SAB DE CV COMMON STOCK                         | CUSIP: 239345002<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     90400 | NS      | $393994.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHC Software Co. Ltd.                                                     | DHC SOFTWARE CO LTD -A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     28500 | NS      | $23919.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Yuyue Medical Equipment and Supply Co. Ltd.                       | JIANGSU YUYUE MEDICAL EQU-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     11000 | NS      | $57170.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                            | CONTINENTAL AG COMMON STOCK                                | CUSIP: 459858908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     17381 | NS      | $1051906.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                          | DEUTSCHE POST AG COMMON STOCK                              | CUSIP: 461785909<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    157197 | NS      | $6279772.06   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| iQIYI Inc.                                                                | IQIYI INC ADR                                              | CUSIP: 46267X108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     65100 | NS      | $193347.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Limited                                              | ISRAEL DISCOUNT BANK LTD COMMON STOCK ILS.1                | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    195259 | NS      | $1169298.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Dahua Technology Co. Ltd.                                        | ZHEJIANG DAHUA TECHNOLOGY-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     35200 | NS      | $59094.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hithink RoyalFlush Information Network Co. Ltd.                           | HITHINK ROYALFLUSH INFORMA-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      6600 | NS      | $94137.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                                    | OMV AG COMMON STOCK                                        | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     32842 | NS      | $1742988.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd.                                                        | IVANHOE MINES LTD COMMON STOCK                             | CUSIP: 46579R104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    139591 | NS      | $1249433.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijing OriginWater Technology Co. Ltd.                                   | BEIJING ORIGINWATER TECHNO-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     28200 | NS      | $20264.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanxi Securities Company Limited                                         | SHANXI SECURITIES CO LTD-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     57200 | NS      | $44907.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enlight Media Co. Ltd                                             | BEIJING ENLIGHT MEDIA CO L-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     32500 | NS      | $37908.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Securities Co.Ltd.                                                | WESTERN SECURITIES CO LTD-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     62800 | NS      | $56670.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOYY Inc.                                                                 | JOYY INC ADR USD.00001                                     | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | SG        |     10700 | NS      | $325922.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERBUND AG                                                                | VERBUND AG COMMON STOCK                                    | CUSIP: 466160009<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     15204 | NS      | $1376327.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard                                                             | PERNOD RICARD SA COMMON STOCK EUR1.55                      | CUSIP: 468232004<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     38509 | NS      | $7639672.13   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Renault                                                                   | RENAULT SA COMMON STOCK EUR3.81                            | CUSIP: 471279901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     35339 | NS      | $1285796.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwool A/S                                                              | ROCKWOOL INTERNATIONAL A/S COMMON STOCK DKK10.             | CUSIP: 471349902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      1676 | NS      | $368025.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Swatch Group AG                                                       | SWATCH GROUP AG/THE COMMON STOCK CHF.45                    | CUSIP: 718473903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3721 | NS      | $179936.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                       | ESSILORLUXOTTICA SA COMMON STOCK EUR.18                    | CUSIP: 721247906<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     52751 | NS      | $9850565.58   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinduoduo Inc.                                                            | PINDUODUO INC ADR USD.00002                                | CUSIP: 722304102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     83800 | NS      | $6874952.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                               | SNAM SPA COMMON STOCK                                      | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    242502 | NS      | $1237907.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                      | CREDIT AGRICOLE SA COMMON STOCK EUR3.0                     | CUSIP: 726261902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    232489 | NS      | $2351480.34   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Projekt S.A.                                                           | CD PROJEKT SA COMMON STOCK PLN1.0                          | CUSIP: 730221900<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     11048 | NS      | $329199.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                               | BNP PARIBAS SA COMMON STOCK EUR2.0                         | CUSIP: 730968906<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    204390 | NS      | $11485131.61  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                            | OTP BANK NYRT COMMON STOCK HUF100.                         | CUSIP: 732015904<br>LEI: N/A                  | Long             | EC               | CORP              | HU        |     42839 | NS      | $1181146.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                             | ALFA LAVAL AB COMMON STOCK SEK2.84                         | CUSIP: 733268908<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |     34698 | NS      | $999096.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                            | LONZA GROUP AG COMMON STOCK CHF1.0                         | CUSIP: 733337901<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |     10881 | NS      | $5724412.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie de Saint-Gobain SA                                              | CIE DE SAINT-GOBAIN COMMON STOCK EUR4.0                    | CUSIP: 738048909<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     91626 | NS      | $4225035.14   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas S.A.                                                               | ENAGAS SA COMMON STOCK EUR1.5                              | CUSIP: 738307909<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     29437 | NS      | $531711.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wendel                                                                    | WENDEL SA COMMON STOCK EUR4.0                              | CUSIP: 739011906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4919 | NS      | $458029.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corporation of Canada                                               | POWER CORP OF CANADA COMMON STOCK                          | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |    136146 | NS      | $3425031.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding Ltd                                                    | SWISS LIFE HOLDING AG COMMON STOCK CHF.1                   | CUSIP: 743780900<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      4775 | NS      | $2552639.09   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Quebecor Inc.                                                             | QUEBECOR INC COMMON STOCK                                  | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     38589 | NS      | $831650.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLX Technology Inc.                                                       | RLX TECHNOLOGY INC ADR USD.00001                           | CUSIP: 74969N103<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     90200 | NS      | $207460.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris S.A.                                                              | TENARIS SA COMMON STOCK USD1.                              | CUSIP: 753851906<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     59416 | NS      | $1031426.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                 | WOODSIDE PETROLEUM LTD COMMON STOCK                        | CUSIP: 980228100<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    390391 | NS      | $9859125.56   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| XPeng Inc.                                                                | XPENG INC ADR USD.00001                                    | CUSIP: 98422D105<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     80800 | NS      | $873448.00    | 0.02%             |  |  |  | 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        |     81492 | NS      | $4491839.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zai Lab Limited                                                           | ZAI LAB LTD ADR USD.00006                                  | CUSIP: 98887Q104<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16600 | NS      | $640096.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTO Express (Cayman) Inc.                                                 | ZTO EXPRESS CAYMAN INC ADR USD.0001                        | CUSIP: 98980A105<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     80600 | NS      | $2020642.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegatron Corporation                                                      | PEGATRON CORP COMMON STOCK TWD10.                          | CUSIP: ACI003EU7<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    221000 | NS      | $446148.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                   | BASF SE COMMON STOCK                                       | CUSIP: ACI0054Q2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    145980 | NS      | $7432660.53   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Indofood CBP Sukses Makmur Tbk                                         | INDOFOOD CBP SUKSES MAKMUR TBK COMMON STOCK IDR50.0        | CUSIP: ACI008XP6<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    436400 | NS      | $280173.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Suntien Green Energy Corporation Limited                            | CHINA SUNTIEN GREEN ENERGY COR COMMON STOCK CNY1.          | CUSIP: ACI009HH0<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    325000 | NS      | $135532.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coal India Limited                                                        | COAL INDIA LTD COMMON STOCK INR10.                         | CUSIP: ACI00AD24<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    225711 | NS      | $637570.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                                                | AIRTAC INTERNATIONAL GROUP COMMON STOCK TWD10.0            | CUSIP: ACI00D6U4<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16000 | NS      | $496281.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                     | ALDAR PROPERTIES PJSC COMMON STOCK AED1.0                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    734261 | NS      | $953048.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grindrod Limited                                                          | GRINDROD LTD COMMON STOCK ZAR.00002                        | CUSIP: B0LNLV905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     27473 | NS      | $17771.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corporation                                                         | SUMCO CORP COMMON STOCK                                    | CUSIP: B0M0C8905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45700 | NS      | $683741.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Limited                             | SHENZHOU INTERNATIONAL GROUP H COMMON STOCK HKD.1          | CUSIP: B0MP1B905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    158100 | NS      | $1427344.37   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | ELECTRICITE DE FRANCE SA COMMON STOCK EUR.5                | CUSIP: B0NJJ1901<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EC               | CORP              | FR        |    102673 | NS      | $1285015.21   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WPG Holdings Limited                                                      | WPG HOLDINGS LTD COMMON STOCK TWD10.                       | CUSIP: B0P6L8909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    171960 | NS      | $271451.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosan S.A.                                                                | COSAN SA COMMON STOCK                                      | CUSIP: B0P72G900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    230000 | NS      | $799117.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Link Real Estate Investment Trust                                         | LINK REIT REIT                                             | CUSIP: B0PB4M906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    344825 | NS      | $2329223.81   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongfeng Motor Group Company Limited                                      | DONGFENG MOTOR GROUP CO LTD COMMON STOCK CNY1.0            | CUSIP: B0PH5N900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    562980 | NS      | $317159.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                  | IPSEN SA COMMON STOCK EUR1.0                               | CUSIP: B0R7JF902<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      6923 | NS      | $773892.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunan Valin Steel Co. Ltd.                                                | HUNAN VALIN STEEL CO LTD COMMON STOCK CNY1.0               | CUSIP: BD5M0H901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     85000 | NS      | $57696.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Gujing Distillery Company Limited                                   | ANHUI GUJING DISTILLERY CO-A                               | CUSIP: BD5M1G902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4900 | NS      | $164751.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Jingsheng Mechanical and Electrical Co. Ltd.                     | ZHEJIANG JINGSHENG MECHANI-A                               | CUSIP: BD5M1Y903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14400 | NS      | $131474.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninestar Corporation                                                      | NINESTAR CORP-A                                            | CUSIP: BD5M2G901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15400 | NS      | $116985.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mol Magyar Olaj- Es Gazipari Nyilvanosan Mukodo Reszvenytarsasag          | MOL HUNGARIAN OIL and GAS PLC COMMON STOCK HUF125.0        | CUSIP: BD5ZXH906<br>LEI: N/A                  | Long             | EC               | CORP              | HU        |     80088 | NS      | $579789.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ltimindtree Limited                                                       | LARSEN and TOUBRO INFOTECH LTD COMMON STOCK INR1.0         | CUSIP: BD6F8V906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     14919 | NS      | $896163.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corporacion S.A.                                            | RED ELECTRICA CORP SA COMMON STOCK EUR.5                   | CUSIP: BD6FXN906<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     50513 | NS      | $884407.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                         | COMPASS GROUP PLC COMMON STOCK GBP.1105                    | CUSIP: BD6K45906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    446865 | NS      | $10187642.30  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Asymchem Laboratories (Tianjin) Co. Ltd.                                  | ASYMCHEM LABORATORIES TIANJIN COMMON STOCK CNY1.0          | CUSIP: BD6V5C906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3940 | NS      | $75437.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S. F. Holding Co. Ltd.                                                    | S F HOLDING CO LTD-A                                       | CUSIP: BD73M3908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     56100 | NS      | $420995.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Postal Savings Bank of China Co. Ltd.                                     | POSTAL SAVINGS BANK OF CHINA C COMMON STOCK CNY1.0         | CUSIP: BD8GL1903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1528300 | NS      | $924275.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Shanghai Co. Ltd.                                                 | BANK OF SHANGHAI CO LTD COMMON STOCK CNY1.0                | CUSIP: BD8P9J908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    173000 | NS      | $144910.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yihai International Holding Ltd.                                          | YIHAI INTERNATIONAL HOLDING LT COMMON STOCK USD.00001      | CUSIP: BD9GZX907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     89500 | NS      | $281599.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indraprastha Gas Limited                                                  | INDRAPRASTHA GAS LTD COMMON STOCK INR2.0                   | CUSIP: BD9PXD903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     45627 | NS      | $248661.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genscript Biotech Corporation                                             | GENSCRIPT BIOTECH CORP COMMON STOCK USD.001                | CUSIP: BD9Q2J902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    219400 | NS      | $568267.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IDP Education Limited                                                     | IDP EDUCATION LTD COMMON STOCK                             | CUSIP: BDB6DD904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     43241 | NS      | $890261.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                                                                     | VALEO SA COMMON STOCK EUR1.0                               | CUSIP: BDC5ST904<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |     37605 | NS      | $703013.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DaShenLin Pharmaceutical Group Co. Ltd.                                   | DASHENLIN PHARMACEUTICAL GROUP COMMON STOCK CNY1.0         | CUSIP: BFB4S7901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10320 | NS      | $61425.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hengyi Petrochemical Co. Ltd.                                             | HENGYI PETROCHEMICAL CO -A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     41700 | NS      | $42154.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JiuGuiJiu Co. Ltd.                                                        | JIUGUI LIQUOR CO LTD-A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      3600 | NS      | $60540.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henan Shenhuo Coal and Power Co.Ltd                                       | HENAN SHENHUO COAL and POWER-A                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     25600 | NS      | $61128.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Supor Co. Ltd.                                                   | ZHEJIANG SUPOR CO LTD -A                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      6000 | NS      | $38764.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meinian Onehealth Healthcare Holdings Co.Ltd.                             | MEINIAN ONEHEALTH HEALTHCA-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     40200 | NS      | $30196.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunda Holding Co. Ltd.                                                    | YUNDA HOLDING CO LTD-A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     33900 | NS      | $58699.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Easpring Material Technology Co. Ltd.                             | BEIJING EASPRING MATERIAL TECH COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5700 | NS      | $49490.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCL System Integration Technology Co. Ltd.                                | GCL SYSTEM INTEGRATION TEC-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     59500 | NS      | $27151.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Giant Network Group Co. Ltd.                                              | GIANT NETWORK GROUP CO LTD-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     23600 | NS      | $27031.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingenic Semiconductor Co.Ltd.                                             | INGENIC SEMICONDUCTOR CO -A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5300 | NS      | $59406.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perfect World Co. Ltd.                                                    | PERFECT WORLD CO LTD-A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     23300 | NS      | $45036.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong KinLong Hardware Products Co.Ltd.                               | GUANGDONG KINLONG HARDWARE-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      3400 | NS      | $49946.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Capital Securities Co. Ltd.                                         | FIRST CAPITAL SECURITIES C-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     58300 | NS      | $49224.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Betta Pharmaceuticals Co. Ltd                                             | BETTA PHARMACEUTICALS CO LTD COMMON STOCK CNY1.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      4500 | NS      | $32129.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiamen Intretech Inc.                                                     | XIAMEN INTRETECH INC-A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7400 | NS      | $18538.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Gas Transport Company Limited (Nakilat) (QPSC)                      | QATAR GAS TRANSPORT CO LTD COMMON STOCK QAR1.0             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    393197 | NS      | $430391.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toshiba Corporation                                                       | TOSHIBA CORP COMMON STOCK                                  | CUSIP: 689721009<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |     50400 | NS      | $1718903.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                                 | TOTO LTD COMMON STOCK                                      | CUSIP: 689746006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18400 | NS      | $642073.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LIXIL Corporation                                                         | LIXIL GROUP CORP COMMON STOCK                              | CUSIP: 690021001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38300 | NS      | $594682.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corporation                                                         | TOSOH CORP COMMON STOCK                                    | CUSIP: 690028006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34600 | NS      | $410807.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corporation                                                   | MAZDA MOTOR CORP COMMON STOCK                              | CUSIP: 690030002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     73680 | NS      | $585788.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corporation                                             | TOYOTA INDUSTRIES CORP COMMON STOCK                        | CUSIP: 690054002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19029 | NS      | $1091641.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corporation                                                 | TOYOTA TSUSHO CORP COMMON STOCK                            | CUSIP: 690058003<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     27793 | NS      | $1072889.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                  | TOYOTA MOTOR CORP COMMON STOCK                             | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |   1372800 | NS      | $20209963.10  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Tingyi (Cayman Islands) Holding Corp.                                     | TINGYI CAYMAN ISLANDS HOLDING COMMON STOCK USD.005         | CUSIP: 690355904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    371800 | NS      | $608096.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaga Nasional Berhad                                                    | TENAGA NASIONAL BHD COMMON STOCK MYR1.                     | CUSIP: 690461009<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    767300 | NS      | $1627453.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsingtao Brewery Company Limited                                          | TSINGTAO BREWERY CO LTD COMMON STOCK CNY1.0                | CUSIP: 690580907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    118700 | NS      | $1123678.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                    | EMIRATES NBD BANK PJSC COMMON STOCK AED1.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    358772 | NS      | $1295672.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corporation                                     | MITSUBISHI CHEMICAL HOLDINGS C COMMON STOCK                | CUSIP: B0JQTJ900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    165750 | NS      | $885037.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIO Inc.                                                                  | NIO INC ADR USD.00025                                      | CUSIP: 62914V106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    251100 | NS      | $3209058.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| China Petroleum and Chemical Corporation                                  | CHINA PETROLEUM and CHEMICAL COR COMMON STOCK CNY1.0       | CUSIP: 629181900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   4915439 | NS      | $2320550.62   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co. Ltd.                                                | DOOSAN HEAVY INDUSTRIES + CONS COMMON STOCK KRW5000.0      | CUSIP: 629467903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     79495 | NS      | $1030075.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Limited                                                  | HCL TECHNOLOGIES LTD COMMON STOCK INR2.0                   | CUSIP: 629489907<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |    161054 | NS      | $2237916.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dabur India Limited                                                       | DABUR INDIA LTD COMMON STOCK INR1.                         | CUSIP: 629735903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     91524 | NS      | $666061.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hap Seng Consolidated Berhad                                              | HAP SENG CONSOLIDATED BHD COMMON STOCK MYR1.               | CUSIP: 629774001<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    184300 | NS      | $275564.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Company                                                | EAST JAPAN RAILWAY CO COMMON STOCK                         | CUSIP: 629854902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38800 | NS      | $2199803.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Limited                                                | SINGAPORE EXCHANGE LTD COMMON STOCK                        | CUSIP: 630386902<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |    107100 | NS      | $716862.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                                            | EISAI CO LTD COMMON STOCK                                  | CUSIP: 630720001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32554 | NS      | $2224026.31   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema S.A.                                                               | ARKEMA SA COMMON STOCK EUR10.0                             | CUSIP: B0Z5YZ906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     11014 | NS      | $979278.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House REIT Investment Corporation                                   | DAIWA HOUSE REIT INVESTMENT CO REIT                        | CUSIP: B0Z6WY909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       271 | NS      | $605384.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifico S.A.B. de C.V.                           | GRUPO AEROPORTUARIO DEL PACIFI COMMON STOCK                | CUSIP: B0ZV10902<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     73500 | NS      | $1193851.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTVS S.A.                                                                | TOTVS SA COMMON STOCK                                      | CUSIP: B10LQP908<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    100000 | NS      | $594679.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX Corporation                                                         | INPEX CORP COMMON STOCK                                    | CUSIP: B10RB1904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    134500 | NS      | $1482139.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                              | UNILEVER PLC COMMON STOCK GBP.0311                         | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    641435 | NS      | $32072614.75  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| UPL Limited                                                               | UPL LTD COMMON STOCK INR2.0                                | CUSIP: B0L0W3905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     72956 | NS      | $710900.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlam Limited                                                            | SANLAM LTD COMMON STOCK ZAR.01                             | CUSIP: B0L675905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    308362 | NS      | $1012520.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nan Ya Printed Circuit Board Corporation                                  | NAN YA PRINTED CIRCUIT BOARD C COMMON STOCK TWD10.         | CUSIP: B11875901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     25000 | NS      | $223864.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                 | PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01              | CUSIP: B119QG904<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |      3335 | NS      | $3322892.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals Public Limited Company                              | HIKMA PHARMACEUTICALS PLC COMMON STOCK GBP.1               | CUSIP: B0LCW0905<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | JO        |     43479 | NS      | $796811.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                                              | INDUTRADE AB COMMON STOCK SEK1.0                           | CUSIP: B0LDBX904<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |     31205 | NS      | $672158.11    | 0.02%             |  |  |  | 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        |  18418796 | NS      | $11147056.09  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                          | SMITHS GROUP PLC COMMON STOCK GBP.375                      | CUSIP: B1WY23900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     96535 | NS      | $1857950.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                  | CUSIP: B11BPS904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1474 | NS      | $218637.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                           | NORSK HYDRO ASA COMMON STOCK NOK1.098                      | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    224368 | NS      | $1689518.85   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tangshan Jidong Cement Co.Ltd.                                            | TANGSHAN JIDONG CEMENT CO LTD COMMON STOCK CNY1.0          | CUSIP: BD5CFH907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     30200 | NS      | $37002.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walvax Biotechnology Co. Ltd.                                             | WALVAX BIOTECHNOLOGY CO-A                                  | CUSIP: BD5CG3907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     18100 | NS      | $108430.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sungrow Power Supply Co.Ltd.                                              | SUNGROW POWER SUPPLY CO LT-A                               | CUSIP: BD5CGB909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16700 | NS      | $273953.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trent Limited                                                             | TRENT LTD COMMON STOCK INR1.0                              | CUSIP: BDDRN3907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     26486 | NS      | $481519.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 360 Security Technology Inc.                                              | 360 SECURITY TECHNOLOGY IN-A                               | CUSIP: BDF57C901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     72600 | NS      | $70459.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecovacs Robotics Co. Ltd.                                                 | ECOVACS ROBOTICS CO LTD-A                                  | CUSIP: BDFWW6907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5100 | NS      | $51718.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                                                  | VINCI SA COMMON STOCK EUR2.5                               | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     97915 | NS      | $9886108.50   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                                        | ANGLO AMERICAN PLC COMMON STOCK USD.54945                  | CUSIP: B1XZS8907<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |    318302 | NS      | $13233496.87  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS S.A.                                                | JERONIMO MARTINS SGPS SA COMMON STOCK EUR1.                | CUSIP: B1Y1SQ901<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |     35025 | NS      | $781464.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IOI Corporation Berhad                                                    | IOI CORP BHD COMMON STOCK MYR.1                            | CUSIP: B1Y3WG904<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    747100 | NS      | $643965.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone                                                                    | DANONE SA COMMON STOCK EUR.25                              | CUSIP: B1Y9TB906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    119697 | NS      | $6290978.23   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Companhia Energetica de Minas Gerais                                      | CIA ENERGETICA DE MINAS GERAIS PREFERENCE                  | CUSIP: B1YBRG902<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    267295 | NS      | $591316.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunny Optical Technology (Group) Company Limited                          | SUNNY OPTICAL TECHNOLOGY GROUP COMMON STOCK HKD.1          | CUSIP: B1YBT0905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    135850 | NS      | $1617276.14   | 0.04%             |  |  |  | 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        |     65100 | NS      | $756333.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                                         | HANNOVER RUECK SE COMMON STOCK                             | CUSIP: 451180905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      9952 | NS      | $1889193.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Komercni banka a.s.                                                       | KOMERCNI BANKA AS COMMON STOCK CZK100.0                    | CUSIP: 451944904<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |     11427 | NS      | $339296.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                                                           | KERRY GROUP PLC COMMON STOCK EUR.125                       | CUSIP: 451957906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     25996 | NS      | $2471120.97   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila Corporation                                                      | WARTSILA OYJ ABP COMMON STOCK                              | CUSIP: 452518905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     60758 | NS      | $526312.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DLF Limited                                                               | DLF LTD COMMON STOCK INR2.0                                | CUSIP: B1YLCV903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     91922 | NS      | $456229.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Limited                                              | ANTA SPORTS PRODUCTS LTD COMMON STOCK HKD.1                | CUSIP: B1YVKN900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    231300 | NS      | $2749057.63   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                                 | HOLMEN AB COMMON STOCK SEK25.0                             | CUSIP: BDQQ1Q908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     10949 | NS      | $452611.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | NATIONAL GRID PLC COMMON STOCK GBP.1243129                 | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    910604 | NS      | $11201456.88  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I Group PLC                                                              | 3I GROUP PLC COMMON STOCK GBP.738636                       | CUSIP: B1YW44908<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    247218 | NS      | $4061921.72   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Air Liquide S.A.                                                        | AIR LIQUIDE SA COMMON STOCK EUR5.5                         | CUSIP: B1YXBJ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     95964 | NS      | $13971564.17  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Limited                                                      | IMPERIAL OIL LTD COMMON STOCK                              | CUSIP: 453038408<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     54086 | NS      | $3077130.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen AB                                                  | L E LUNDBERGFORETAGEN AB COMMON STOCK                      | CUSIP: 453800005<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      8929 | NS      | $390102.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group Aktiengesellschaft                                              | GEA GROUP AG COMMON STOCK                                  | CUSIP: 455710905<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     23898 | NS      | $977222.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bollore SE                                                                | BOLLORE SA COMMON STOCK EUR.16                             | CUSIP: 457270007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    159137 | NS      | $895280.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                              | HITACHI LTD COMMON STOCK                                   | CUSIP: 642910004<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    125400 | NS      | $6706324.89   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIOBANCA - Banca di Credito finanziario S.P.A.                          | MEDIOBANCA BANCA DI CREDITO FI COMMON STOCK EUR.5          | CUSIP: 457481000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |     75650 | NS      | $731074.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corporation                                              | INTACT FIN SUB RCPT COMMON STOCK                           | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     40914 | NS      | $6121511.83   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Metals Ltd.                                                       | HITACHI METALS LTD COMMON STOCK                            | CUSIP: 642920003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25700 | NS      | $405172.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co. Ltd.                                   | HITACHI CONSTRUCTION MACHINERY COMMON STOCK                | CUSIP: 642940001<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     14100 | NS      | $333285.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | DANSKE BANK A/S COMMON STOCK DKK10.                        | CUSIP: 458882909<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |    130407 | NS      | $2348381.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Limited                                                    | HANG SENG BANK LTD COMMON STOCK                            | CUSIP: 640837001<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |    124195 | NS      | $1915536.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinda International Holdings Limited                                      | VINDA INTERNATIONAL HOLDINGS L COMMON STOCK HKD.1          | CUSIP: B1Z764900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     68000 | NS      | $177027.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fosun International Limited                                               | FOSUN INTERNATIONAL LTD COMMON STOCK                       | CUSIP: B1Z7FX906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    482500 | NS      | $368856.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Development Financial Holding Corporation                           | CHINA DEVELOPMENT FINANCIAL HO COMMON STOCK TWD10.         | CUSIP: 643175904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1799548 | NS      | $785665.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc.                                       | SUMITOMO MITSUI TRUST HOLDINGS COMMON STOCK                | CUSIP: 643189905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43638 | NS      | $1399500.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| E. Sun Financial Holding Company Ltd.                                     | E.SUN FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.         | CUSIP: 643391907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1407684 | NS      | $1137280.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Limited                                            | HONGKONG LAND HOLDINGS LTD COMMON STOCK USD.1              | CUSIP: 643491905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    187600 | NS      | $756946.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Securities Co.Ltd.                                                | SAMSUNG SECURITIES CO LTD COMMON STOCK KRW5000.            | CUSIP: 640844908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     13885 | NS      | $375759.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings Inc.                                              | HANKYU HANSHIN HOLDINGS INC COMMON STOCK                   | CUSIP: 640866000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28800 | NS      | $901834.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | HONDA MOTOR CO LTD COMMON STOCK                            | CUSIP: 643514003<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    211527 | NS      | $5155252.07   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Limited                                             | POWER ASSETS HOLDINGS LTD COMMON STOCK                     | CUSIP: 643532005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    225500 | NS      | $1163272.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                       | HON HAI PRECISION INDUSTRY CO COMMON STOCK TWD10.          | CUSIP: 643856909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1392800 | NS      | $4560425.72   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotte Chemical Corporation                                                | LOTTE CHEMICAL CORP COMMON STOCK KRW5000.0                 | CUSIP: 644002909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3436 | NS      | $485067.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MISC Berhad                                                               | MISC BHD COMMON STOCK MYR1.                                | CUSIP: 655799005<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    392400 | NS      | $637332.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corporation                                                         | NAVER CORP COMMON STOCK KRW100.0                           | CUSIP: 656039906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     26082 | NS      | $3791373.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Company Limited                                       | HARMONY GOLD MINING CO LTD COMMON STOCK ZAR.5              | CUSIP: 641056908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     87338 | NS      | $316219.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charoen Pokphand Foods Public Company Limited                             | CHAROEN POKPHAND FOODS PCL NVDR THB1.0                     | CUSIP: 641087903<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    736000 | NS      | $499367.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Jinmao Holdings Group Limited                                       | CHINA JINMAO HOLDINGS GROUP LT COMMON STOCK                | CUSIP: B23TGR903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1103300 | NS      | $261331.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                            | ECOPETROL SA COMMON STOCK COP250.                          | CUSIP: B2473N903<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |   1806433 | NS      | $856820.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr. Reddy's Laboratories Limited                                          | DR REDDY'S LABORATORIES LTD COMMON STOCK INR5.             | CUSIP: 641095906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     17395 | NS      | $961827.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fubon Financial Holding Co. Ltd.                                          | FUBON FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.         | CUSIP: 641167903<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EC               | CORP              | TW        |    843255 | NS      | $1674890.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hua Nan Financial Holdings Co. Ltd.                                       | HUA NAN FINANCIAL HOLDINGS CO COMMON STOCK TWD10.          | CUSIP: 641187901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    949104 | NS      | $702830.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Info Service Public Company Limited                              | ADVANCED INFO SERVICE PCL NVDR THB1.0                      | CUSIP: 641260906<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    224200 | NS      | $1205034.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Oilfield Services Limited                                           | CHINA OILFIELD SERVICES LTD COMMON STOCK CNY1.0            | CUSIP: 656099900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    344000 | NS      | $434875.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Krungthai Card Public Company Limited                                     | KRUNGTHAI CARD PCL NVDR THB1.0                             | CUSIP: 656133907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    166100 | NS      | $278517.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                      | SUMITOMO MITSUI FINANCIAL GROU COMMON STOCK                | CUSIP: 656302908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    168079 | NS      | $5704726.39   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Limited                                                         | MTN GROUP LTD COMMON STOCK ZAR.0001                        | CUSIP: 656320900<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    283695 | NS      | $2324783.51   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Healthcare and Technology Company Limited                         | PING AN HEALTHCARE AND TECHNOL COMMON STOCK USD.000005     | CUSIP: BDRYVB900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     95000 | NS      | $241494.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corp.                                                               | ORION CORP/REPUBLIC OF KOREA COMMON STOCK KRW500.0         | CUSIP: BDVLJ7906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4696 | NS      | $421689.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                                  | ASCENDAS REAL ESTATE INVESTMEN REIT                        | CUSIP: 656387909<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |    421400 | NS      | $868396.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corporation                                                      | OBAYASHI CORP COMMON STOCK                                 | CUSIP: 665640009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     84500 | NS      | $631728.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Manila Electric Company                                                   | MANILA ELECTRIC CO COMMON STOCK PHP10.                     | CUSIP: B247XZ903<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     40710 | NS      | $201881.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ CheilJedang Corporation                                                | CJ CHEILJEDANG CORP COMMON STOCK KRW5000.0                 | CUSIP: B2492F907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1634 | NS      | $492847.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Mutual Ltd                                                            | OLD MUTUAL LTD COMMON STOCK                                | CUSIP: BDVPYN905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    823656 | NS      | $529094.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Company Limited                              | WHARF REAL ESTATE INVESTMENT C COMMON STOCK HKD.1          | CUSIP: BF0GWS905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    275125 | NS      | $1276759.72   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                                               | JAMES HARDIE INDUSTRIES PLC CDI EUR.59                     | CUSIP: 641297908<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     91971 | NS      | $1846312.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Port Holdings Company Limited                             | CHINA MERCHANTS PORT HOLDINGS COMMON STOCK                 | CUSIP: 641613005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    256331 | NS      | $374148.81    | 0.01%             |  |  |  | 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        |    178867 | NS      | $12836175.49  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Ocean Co. Ltd.                                                        | PAN OCEAN CO LTD COMMON STOCK KRW1000.0                    | CUSIP: B24FX4904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     52964 | NS      | $220329.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosideng International Holdings Limited                                   | BOSIDENG INTERNATIONAL HOLDING COMMON STOCK USD.00001      | CUSIP: B24FZ3904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    610000 | NS      | $303941.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingsoft Corporation Limited                                              | KINGSOFT CORP LTD COMMON STOCK USD.0005                    | CUSIP: B27WRM901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    181200 | NS      | $578977.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                            | CAIXABANK SA COMMON STOCK EUR1.0                           | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    558831 | NS      | $2077641.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola Sociedad Anonima                                                | IBERDROLA SA RTS COMMON STOCK EUR.75                       | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    760265 | NS      | $8589072.61   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group Inc.                                                         | DENTSU INC COMMON STOCK                                    | CUSIP: 641628904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27844 | NS      | $901663.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc.                                                       | HIKARI TSUSHIN INC COMMON STOCK                            | CUSIP: 641632906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $378945.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas                                                            | BUREAU VERITAS SA COMMON STOCK EUR.12                      | CUSIP: B28DTJ907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     53430 | NS      | $1401243.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                             | ADANI PORTS and SPECIAL ECONOMIC COMMON STOCK INR2.0       | CUSIP: B28XXH902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     75543 | NS      | $823806.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hotai Motor Co. Ltd.                                                      | HOTAI MOTOR CO LTD COMMON STOCK TWD10.                     | CUSIP: 641716907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     33000 | NS      | $700180.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Product Center Public Company Limited                                | HOME PRODUCT CENTER PCL NVDR THB1.0                        | CUSIP: 641855903<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1092500 | NS      | $458354.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                   | MACQUARIE GROUP LTD COMMON STOCK                           | CUSIP: B28YTC906<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     76075 | NS      | $9355797.83   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink S.E.                                                              | GETLINK SE COMMON STOCK EUR.4                              | CUSIP: B292JQ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     78940 | NS      | $1304520.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc.                                                                 | ZOZO INC COMMON STOCK                                      | CUSIP: B292RC907<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |     16100 | NS      | $406470.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinotruk (Hong Kong) Limited                                              | SINOTRUK HONG KONG LTD COMMON STOCK                        | CUSIP: B296ZH908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    135100 | NS      | $177327.10    | 0.00%             |  |  |  | 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        |    814800 | NS      | $459913.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uni-President China Holdings Ltd.                                         | UNI-PRESIDENT CHINA HOLDINGS L COMMON STOCK HKD.01         | CUSIP: B29MKF903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    244900 | NS      | $214963.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongyue Group Limited                                                     | DONGYUE GROUP LTD COMMON STOCK HKD.1                       | CUSIP: B29MXW902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    282000 | NS      | $315733.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Electronic (International) Company Limited                            | BYD ELECTRONIC INTERNATIONAL C COMMON STOCK                | CUSIP: B29SHS906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    128700 | NS      | $429044.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oji Holdings Corporation                                                  | OJI HOLDINGS CORP COMMON STOCK                             | CUSIP: 665770004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    104100 | NS      | $401198.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corporation                                                       | OLYMPUS CORP COMMON STOCK                                  | CUSIP: 665880001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    159824 | NS      | $3301773.12   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sime Darby Berhad                                                         | SIME DARBY BHD COMMON STOCK MYR.5                          | CUSIP: B29TTR903<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    821600 | NS      | $398565.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                  | RELX PLC COMMON STOCK GBP.144397                           | CUSIP: B2B0DG904<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    483851 | NS      | $13567693.61  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Info Edge (India) Limited                                                 | INFO EDGE INDIA LTD COMMON STOCK INR10.                    | CUSIP: B1685L903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10575 | NS      | $523201.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Limited                                             | SHIMAO PROPERTY HOLDINGS LTD COMMON STOCK HKD.1            | CUSIP: B16YNS901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    245100 | NS      | $124825.76    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wilmar International Limited                                              | WILMAR INTERNATIONAL LTD COMMON STOCK                      | CUSIP: B17KC6900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    246100 | NS      | $746552.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Greentown China Holdings Limited                                          | GREENTOWN CHINA HOLDINGS LTD COMMON STOCK HKD.1            | CUSIP: B17N9P906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    166000 | NS      | $285314.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                 | ORION OYJ COMMON STOCK EUR.65                              | CUSIP: B17NY4905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     13580 | NS      | $716987.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Limited                                                 | MINERAL RESOURCES LTD COMMON STOCK                         | CUSIP: B17ZL5909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     35101 | NS      | $2114210.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| bioMerieux                                                                | BIOMERIEUX COMMON STOCK                                    | CUSIP: BF0LBX906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7587 | NS      | $765547.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Putailai New Energy Technology Co. Ltd.                          | SHANGHAI PUTAILAI NEW ENER-A                               | CUSIP: BF2DZJ907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15600 | NS      | $122511.57    | 0.00%             |  |  |  | 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        |     25030 | NS      | $1517503.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | UNIBAIL-RODAMCO-WESTFIELD REIT EUR5.0                      | CUSIP: BF2PQ0901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     16892 | NS      | $910498.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Chemicals Co.Ltd                                                       | SK CHEMICALS CO LTD COMMON STOCK KRW5000.0                 | CUSIP: BF2RZ4909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2278 | NS      | $155526.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netmarble Corporation                                                     | NETMARBLE CORP COMMON STOCK KRW100.0                       | CUSIP: BF2S42905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4121 | NS      | $154971.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Minsheng Banking Corp. Ltd.                                         | CHINA MINSHENG BANKING CORP LT COMMON STOCK CNY1.0         | CUSIP: BP3R2C904<br>LEI: 549300HBUGSQD1VCXG94 | Long             | EC               | CORP              | CN        |    408100 | NS      | $201507.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIC Motor Corporation Limited                                            | SAIC MOTOR CORP LTD COMMON STOCK CNY1.0                    | CUSIP: BP3R2D902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     93200 | NS      | $199340.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co. Ltd.                                                  | KWEICHOW MOUTAI CO LTD COMMON STOCK CNY1.0                 | CUSIP: BP3R2F907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14400 | NS      | $3245157.23   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxaro Resources Limited                                                  | EXXARO RESOURCES LTD COMMON STOCK ZAR.01                   | CUSIP: 641880901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     40532 | NS      | $530162.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics (Thailand) Public Company Limited                       | DELTA ELECTRONICS THAILAND PCL NVDR THB1.0                 | CUSIP: 641893904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     58700 | NS      | $1129384.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| eMemory Technology Incorporation                                          | EMEMORY TECHNOLOGY INC COMMON STOCK TWD10.0                | CUSIP: B2PXYH902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7000 | NS      | $341628.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Want Want China Holdings Limited                                          | WANT WANT CHINA HOLDINGS LTD COMMON STOCK USD.02           | CUSIP: B2Q14Z904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    903412 | NS      | $613239.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc.                                                                  | TIS INC COMMON STOCK                                       | CUSIP: B2Q4CR907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28900 | NS      | $826711.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MSandAD Insurance Group Holdings Inc.                                     | MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK              | CUSIP: B2Q4CS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59668 | NS      | $1771024.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance (Group) Co. Ltd.                                  | CHINA PACIFIC INSURANCE GROUP COMMON STOCK CNY1.0          | CUSIP: B2Q5H5907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    520979 | NS      | $1186538.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Auto Limited                                                        | BAJAJ AUTO LTD COMMON STOCK INR10.                         | CUSIP: B2QKXW907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10397 | NS      | $477291.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co. Ltd.                                           | BANK OF COMMUNICATIONS CO LTD COMMON STOCK CNY1.0          | CUSIP: BP3R2G905<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |    510700 | NS      | $338017.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Securities Company Limited                                          | CITIC SECURITIES CO LTD COMMON STOCK CNY1.0                | CUSIP: BP3R2J909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    150000 | NS      | $419299.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Posco Chemical Co. Ltd.                                                   | POSCO CHEMICAL CO LTD COMMON STOCK KRW500.0                | CUSIP: 641945902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5324 | NS      | $899267.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Wharf (Holdings) Limited                                              | WHARF HOLDINGS LTD/THE COMMON STOCK                        | CUSIP: 643557002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    230125 | NS      | $622583.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Leong Financial Group Berhad                                         | HONG LEONG FINANCIAL GROUP BHD COMMON STOCK MYR1.          | CUSIP: 643645005<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     66900 | NS      | $279162.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hong Kong and China Gas Company Limited                               | HONG KONG and CHINA GAS CO LTD COMMON STOCK                | CUSIP: 643655004<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1824863 | NS      | $1556937.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Leong Bank Berhad                                                    | HONG LEONG BANK BHD COMMON STOCK                           | CUSIP: 643689904<br>LEI: 549300BUPYUQGB5BFX94 | Long             | EC               | CORP              | MY        |    194600 | NS      | $914579.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlantia S.p.A.                                                           | ATLANTIA SPA COMMON STOCK NPV                              | CUSIP: 766716906<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     61802 | NS      | $1476245.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                       | RIOCAN REAL ESTATE INVESTMENT REIT                         | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |     41475 | NS      | $651809.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros. Auctioneers Incorporated                                    | RITCHIE BROS AUCTIONEERS INC COMMON STOCK                  | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     25366 | NS      | $1390731.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Pacific Insurance (Group) Co. Ltd.                                  | CHINA PACIFIC INSURANCE GROUP COMMON STOCK CNY1.0          | CUSIP: BP3R2K906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     86600 | NS      | $297062.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Yangtze Power Co. Ltd.                                              | CHINA YANGTZE POWER CO LTD COMMON STOCK CNY1.0             | CUSIP: BP3R2M902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    260000 | NS      | $773835.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                                | GETINGE AB COMMON STOCK SEK.5                              | CUSIP: 769835901<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |     27119 | NS      | $633833.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gecina                                                                    | GECINA SA REIT EUR7.5                                      | CUSIP: 774246904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8251 | NS      | $807193.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daqin Railway Co.Ltd.                                                     | DAQIN RAILWAY CO LTD COMMON STOCK CNY1.0                   | CUSIP: BP3R2N900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    190300 | NS      | $182927.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China State Construction Engineering Corporation Limited                  | CHINA STATE CONSTRUCTION ENGIN COMMON STOCK CNY1.0         | CUSIP: BP3R2Q903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    508100 | NS      | $420691.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUA XIA BANK CO. Limited                                                  | HUAXIA BANK CO LTD COMMON STOCK CNY1.0                     | CUSIP: BP3R2T907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    162100 | NS      | $119265.15    | 0.00%             |  |  |  | No            |                  2 | 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        |     74400 | NS      | $301270.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Beijing Co. Ltd.                                                  | BANK OF BEIJING CO LTD COMMON STOCK CNY1.0                 | CUSIP: BP3R2W900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    269000 | NS      | $161915.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China United Network Communications Limited                               | CHINA UNITED NETWORK COMMUNICA COMMON STOCK CNY1.0         | CUSIP: BP3R2X908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    354000 | NS      | $219330.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baoshan Iron and Steel Co. Ltd.                                           | BAOSHAN IRON and STEEL CO LTD COMMON STOCK CNY1.0          | CUSIP: BP3R2Y906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    258100 | NS      | $204623.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Company Limited                                        | ANHUI CONCH CEMENT CO LTD COMMON STOCK CNY1.0              | CUSIP: BP3R2Z903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     48000 | NS      | $192950.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poly Developments and Holdings Group Co. Ltd.                             | POLY DEVELOPMENTS AND HOLDINGS COMMON STOCK CNY1.0         | CUSIP: BP3R33903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    141300 | NS      | $329282.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CRRC Corporation Limited                                                  | CRRC CORP LTD COMMON STOCK CNY1.0                          | CUSIP: BP3R35908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    275200 | NS      | $207381.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio                                                                   | COVIVIO REIT EUR3.0                                        | CUSIP: 774563902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8295 | NS      | $480329.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                | ROGERS COMMUNICATIONS INC COMMON STOCK                     | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |     82731 | NS      | $3805816.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Hengrui Medicine Co. Ltd.                                         | JIANGSU HENGRUI MEDICINE CO LT COMMON STOCK CNY1.0         | CUSIP: BP3R36906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     73600 | NS      | $412766.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Northern Rare Earth (Group) High-Tech Co.Ltd                        | CHINA NORTHERN RARE EARTH GROU COMMON STOCK CNY1.0         | CUSIP: BP3R37904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     40500 | NS      | $149389.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Limited                                               | CHINA RAILWAY GROUP LTD COMMON STOCK CNY1.0                | CUSIP: BP3R3D901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    243200 | NS      | $201078.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haier Smart Home Co. Ltd.                                                 | HAIER SMART HOME CO LTD COMMON STOCK CNY1.0                | CUSIP: BP3R3G904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     73300 | NS      | $254386.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANY Heavy Industry Co.Ltd                                                | SANY HEAVY INDUSTRY CO LTD COMMON STOCK CNY1.0             | CUSIP: BP3R3H902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     97900 | NS      | $219289.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GD Power Development Co.Ltd                                               | GD POWER DEVELOPMENT CO LTD COMMON STOCK CNY1.0            | CUSIP: BP3R3J908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    195800 | NS      | $124739.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                                    | YARA INTERNATIONAL ASA COMMON STOCK NOK1.7                 | CUSIP: 775125909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     27549 | NS      | $1272281.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                             | HEINEKEN NV COMMON STOCK EUR1.6                            | CUSIP: 779255900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     32599 | NS      | $3019132.01   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Guanghui Energy Co.Ltd                                                    | GUANGHUI ENERGY CO LTD COMMON STOCK CNY1.0                 | CUSIP: BP3R3N909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     77300 | NS      | $116189.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gemdale Corporation                                                       | GEMDALE CORP COMMON STOCK CNY1.0                           | CUSIP: BP3R3Q902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     56300 | NS      | $92291.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartalega Holdings Berhad                                                 | HARTALEGA HOLDINGS BHD COMMON STOCK MYR.5                  | CUSIP: B2QPJK908<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    515500 | NS      | $201654.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyfrowy Polsat S.A.                                                       | CYFROWY POLSAT SA COMMON STOCK PLN.04                      | CUSIP: B2QRCM907<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     43301 | NS      | $181549.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wanhua Chemical Group Co. Ltd.                                            | WANHUA CHEMICAL GROUP CO LTD COMMON STOCK CNY1.0           | CUSIP: BP3R3S908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     35800 | NS      | $451071.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                            | ING GROEP NV COMMON STOCK EUR.01                           | CUSIP: BZ5739900<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    487242 | NS      | $5908723.62   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Life Insurance Company Limited                                        | SBI LIFE INSURANCE CO LTD COMMON STOCK INR10.0             | CUSIP: BZ60N3905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     67885 | NS      | $1076051.93   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisetech Global Limited                                                   | WISETECH GLOBAL LTD COMMON STOCK                           | CUSIP: BZ8GX8906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     30404 | NS      | $1215724.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                                              | GANFENG LITHIUM CO LTD COMMON STOCK CNY1.0                 | CUSIP: BZ9NS1901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     69040 | NS      | $610934.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bid Corporation Limited                                                   | BID CORP LTD COMMON STOCK                                  | CUSIP: BZBFKT902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     55737 | NS      | $1079939.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                | GENMAB A/S COMMON STOCK DKK1.0                             | CUSIP: 459573903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     12346 | NS      | $5721074.29   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hotel Shilla Co.Ltd                                                       | HOTEL SHILLA CO LTD COMMON STOCK KRW5000.0                 | CUSIP: 644033904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5847 | NS      | $328577.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Limited                                             | CAPITEC BANK HOLDINGS LTD COMMON STOCK ZAR.01              | CUSIP: 644085904<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     14383 | NS      | $1707622.65   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corporation                                                          | HOYA CORP COMMON STOCK                                     | CUSIP: 644150005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47900 | NS      | $4956698.41   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JSW Steel Limited                                                         | JSW STEEL LTD COMMON STOCK INR1.0                          | CUSIP: BZBYJJ905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    106232 | NS      | $976345.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BTG Pactual S/A.                                                    | BANCO BTG PACTUAL SA UNIT                                  | CUSIP: BZBZVC903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    228300 | NS      | $1107327.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                                          | DELIVERY HERO SE COMMON STOCK                              | CUSIP: BZCNB4909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     25973 | NS      | $1136913.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Haitong Securities Co. Ltd.                                               | HAITONG SECURITIES CO LTD COMMON STOCK CNY1.0              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    125900 | NS      | $158240.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Fosun Pharmaceutical (Group) Co. Ltd.                            | SHANGHAI FOSUN PHARMACEUTICAL COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     25200 | NS      | $132301.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yintai Gold Co.Ltd.                                                       | YINTAI GOLD CO LTD-A                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     28500 | NS      | $57496.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai International Port (Group) Co. Ltd.                              | SHANGHAI INTERNATIONAL PORT GR COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    110600 | NS      | $84716.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaneng Power International Inc.                                          | HUANENG POWER INTERNATIONAL IN COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    106600 | NS      | $116452.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Dian Tou Energy Corporation Limited                        | INNER MONGOLIA DIAN TOU EN-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     21600 | NS      | $41066.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corporation                                       | CHINA CONSTRUCTION BANK CORP COMMON STOCK CNY1.0           | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |    153500 | NS      | $120363.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhefu Holding Group Co. Ltd.                                              | ZHEFU HOLDING GROUP CO LTD-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     57200 | NS      | $33247.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Securities Co. Ltd.                                       | CHINA MERCHANTS SECURITIES CO COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     93400 | NS      | $177323.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | ROYAL BANK OF CANADA COMMON STOCK                          | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |    323753 | NS      | $32198398.94  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo Inc.                                                               | SAPUTO INC COMMON STOCK                                    | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |     58254 | NS      | $1446443.59   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEM Co. Ltd.                                                              | GEM CO LTD-A                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     52700 | NS      | $60745.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huatai Securities Co. Ltd.                                                | HUATAI SECURITIES CO LTD COMMON STOCK CNY1.0               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     96300 | NS      | $177362.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                             | JDE PEET'S NV COMMON STOCK                                 | CUSIP: ACI1MNCX3<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     12266 | NS      | $379967.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Biopharmaceuticals Co. Ltd.                                            | SK BIOPHARMACEUTICALS CO LTD COMMON STOCK KRW500.0         | CUSIP: ACI1N7283<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6063 | NS      | $342690.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hypera S.A.                                                               | HYPERA SA COMMON STOCK                                     | CUSIP: B2QY96901<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     79600 | NS      | $681669.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiata Group Berhad                                                       | AXIATA GROUP BHD COMMON STOCK MYR1.                        | CUSIP: B2QZGV905<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    810200 | NS      | $595224.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CRRC Corporation Limited                                                  | CRRC CORP LTD COMMON STOCK CNY1.0                          | CUSIP: B2R2ZC908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    869000 | NS      | $358183.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xtep International Holdings Limited                                       | XTEP INTERNATIONAL HOLDINGS LT COMMON STOCK HKD.01         | CUSIP: B2RJYH901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    248500 | NS      | $285634.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuhan Guide Infrared Co. Ltd.                                             | WUHAN GUIDE INFRARED CO LT-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     33760 | NS      | $55669.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Everbright Bank Company Limited                                     | CHINA EVERBRIGHT BANK CO LTD COMMON STOCK CNY1.0           | CUSIP: N/A<br>LEI: 549300U6PKQ4H1P34E17       | Long             | EC               | CORP              | CN        |    541700 | NS      | $227201.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bupa Arabia for Cooperative Insurance Company                             | BUPA ARABIA FOR COOPERATIVE IN COMMON STOCK SAR10.         | CUSIP: B2RLCR908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     12209 | NS      | $578652.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis S.A.                                                       | EDP RENOVAVEIS SA COMMON STOCK EUR5.                       | CUSIP: B39GNW904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     35662 | NS      | $829577.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                                | UNITED UTILITIES GROUP PLC COMMON STOCK GBP.05             | CUSIP: B39J2M903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    167385 | NS      | $2076238.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alinma Bank                                                               | ALINMA BANK COMMON STOCK SAR10.0                           | CUSIP: B39NWT906<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    195114 | NS      | $1806124.63   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire and Marine Insurance Co. Ltd.                                | SAMSUNG FIRE and MARINE INSURANC COMMON STOCK KRW500.      | CUSIP: 615525904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6459 | NS      | $1013811.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Innotek Co. Ltd.                                                       | LG INNOTEK CO LTD COMMON STOCK KRW5000.0                   | CUSIP: B39Z8G904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2828 | NS      | $681824.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Inc.                                                                   | SK HOLDINGS CO LTD COMMON STOCK KRW200.0                   | CUSIP: B39Z8L903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7327 | NS      | $1236688.02   | 0.03%             |  |  |  | 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        |      9913 | NS      | $471181.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                                              | MIRVAC GROUP REIT                                          | CUSIP: 616197901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    822625 | NS      | $1262332.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Adaro Energy Indonesia Tbk                                             | ADARO ENERGY TBK PT COMMON STOCK IDR100.                   | CUSIP: B3BQFC902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   2678545 | NS      | $662863.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Company                                              | SAUDI ARABIAN MINING CO COMMON STOCK SAR10.                | CUSIP: B3C8VY905<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    171911 | NS      | $3171159.61   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hangzhou Tigermed Consulting Co. Ltd                                      | HANGZHOU TIGERMED CONSULTING C COMMON STOCK CNY1.0         | CUSIP: ACI1PM734<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     23600 | NS      | $225982.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Minor International Public Company Limited                                | MINOR INTERNATIONAL PCL WARRANTS CALL EXP 31JUL23          | CUSIP: ACI1Q1WP2<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     12759 | NS      | $3177.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Welcia Holdings Co. Ltd.                                                  | WELCIA HOLDINGS CO LTD COMMON STOCK                        | CUSIP: B3CF1G901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11700 | NS      | $258070.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Persol Holdings Co. Ltd.                                                  | PERSOL HOLDINGS CO LTD COMMON STOCK                        | CUSIP: B3CY70909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23000 | NS      | $534639.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| USS Co. Ltd.                                                              | USS CO LTD COMMON STOCK                                    | CUSIP: 617149901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28000 | NS      | $470587.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Housing Development Finance Corporation Limited                           | HOUSING DEVELOPMENT FINANCE CO COMMON STOCK INR2.          | CUSIP: 617190905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    256337 | NS      | $8525230.20   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                | CANON INC COMMON STOCK                                     | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    129496 | NS      | $3026932.59   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Coway Co. Ltd.                                                            | WOONGJIN COWAY CO LTD COMMON STOCK KRW500.0                | CUSIP: 617340906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10873 | NS      | $478703.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Century Huatong Group Co.Ltd                                     | ZHEJIANG CENTURY HUATONG -A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     88700 | NS      | $49257.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Company Limited                                          | GREAT WALL MOTOR CO LTD COMMON STOCK CNY1.0                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     24800 | NS      | $112604.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co. Ltd.                                                           | CAPCOM CO LTD COMMON STOCK                                 | CUSIP: 617369004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22400 | NS      | $682563.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KTandG Corporation                                                        | KTandG CORP COMMON STOCK KRW5000.                          | CUSIP: 617507900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     21864 | NS      | $1659021.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                    | DBS GROUP HOLDINGS LTD COMMON STOCK                        | CUSIP: 617520903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    226572 | NS      | $5908715.08   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Minth Group Limited                                                       | MINTH GROUP LTD COMMON STOCK HKD.1                         | CUSIP: B0RJCG901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    144000 | NS      | $391922.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc.                                                 | HANA FINANCIAL GROUP INC COMMON STOCK KRW5000.             | CUSIP: B0RNRF908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     60091 | NS      | $2055235.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group Plc                                           | LONDON STOCK EXCHANGE GROUP PL COMMON STOCK GBP.06918605   | CUSIP: B0SWJX907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     82485 | NS      | $8259706.36   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co. Ltd.                                                   | HYUNDAI GLOVIS CO LTD COMMON STOCK KRW500.                 | CUSIP: B0V3XR904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3752 | NS      | $508992.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Celltrion Pharm Inc.                                                      | CELLTRION PHARM INC COMMON STOCK KRW500.                   | CUSIP: B0V3YP907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3196 | NS      | $164009.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc.                                                   | KB FINANCIAL GROUP INC COMMON STOCK KRW5000.               | CUSIP: B3DF0Y902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     79195 | NS      | $3144654.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoshizaki Corporation                                                     | HOSHIZAKI CORP COMMON STOCK                                | CUSIP: B3FF8W906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13800 | NS      | $468357.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nine Dragons Paper (Holdings) Limited                                     | NINE DRAGONS PAPER HOLDINGS LT COMMON STOCK HKD.1          | CUSIP: B0WC2B902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    316100 | NS      | $252613.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotte Shopping Co. Ltd.                                                   | LOTTE SHOPPING CO LTD COMMON STOCK KRW5000.                | CUSIP: B0WGPZ905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2200 | NS      | $142987.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Limited                                                     | BHARTI AIRTEL LTD RIGHT COMMON STOCK INR5.0                | CUSIP: 644232902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    326142 | NS      | $3416508.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Financial Holding Co. Ltd.                                           | MEGA FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.          | CUSIP: 644406902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1239225 | NS      | $1290602.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Shipbuilding and Offshore Engineering Co. Ltd.                      | KOREA SHIPBUILDING and OFFSHORE COMMON STOCK KRW5000.0     | CUSIP: 644662900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8292 | NS      | $499212.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                                    | HYUNDAI MOBIS CO LTD COMMON STOCK KRW5000.                 | CUSIP: 644954000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     12276 | NS      | $2009319.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Company Ltd.                                     | NEW CHINA LIFE INSURANCE CO LT COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     28200 | NS      | $113645.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thunder Software Technology Co. Ltd.                                      | THUNDER SOFTWARE TECHNOLOGY CO COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      4700 | NS      | $76388.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Srisawad Corporation Public Company Limited                               | SRISAWAD CORP PCL-NVDR WARRANTS CALL EXP 29AUG25           | CUSIP: ACI1QDCM5<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      2652 | NS      | $244.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eicher Motors Limited                                                     | EICHER MOTORS LTD COMMON STOCK INR1.0                      | CUSIP: ACI1QHVP8<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     20208 | NS      | $867975.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakao Games Corp.                                                         | KAKAO GAMES CORP COMMON STOCK KRW100.0                     | CUSIP: ACI1QRRP1<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6890 | NS      | $233489.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                         | SIEMENS ENERGY AG COMMON STOCK                             | CUSIP: ACI1RCRC2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     69240 | NS      | $1162957.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Torrent Pharmaceuticals Limited                                           | TORRENT PHARMACEUTICALS LTD COMMON STOCK INR5.             | CUSIP: B0XPSB904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     14894 | NS      | $302906.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Building Material Company Limited                          | CHINA NATIONAL BUILDING MATERI COMMON STOCK CNY1.0         | CUSIP: B0Y91C906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    744600 | NS      | $663917.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                             | SK HYNIX INC COMMON STOCK KRW5000.                         | CUSIP: 645026907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    108713 | NS      | $7175061.26   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Engineering and Construction Co. Ltd.                             | HYUNDAI ENGINEERING and CONSTRUC COMMON STOCK KRW5000.     | CUSIP: 645098005<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     15490 | NS      | $489629.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanjing King-friend Biochemical Pharmaceutical Co. Ltd                    | NANJING KING-FRIEND BIOCHE-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     16660 | NS      | $41091.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Financial Co. Ltd.                                                    | CSC FINANCIAL CO LTD-A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     52100 | NS      | $180479.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Minsheng Banking Corp. Ltd.                                         | CHINA MINSHENG BANKING CORP LT COMMON STOCK CNY1.0         | CUSIP: B57JY2909<br>LEI: 549300HBUGSQD1VCXG94 | Long             | EC               | CORP              | CN        |   1188220 | NS      | $410790.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chailease Holding Company Limited                                         | CHAILEASE HOLDING CO LTD COMMON STOCK TWD10.               | CUSIP: B58J1S907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    152760 | NS      | $1008275.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Fire and Marine Insurance Co. Ltd.                                 | MERITZ FIRE and MARINE INS CO COMMON STOCK KRW500.         | CUSIP: B0YCFG905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7733 | NS      | $273309.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rongsheng Petrochemical Co. Ltd.                                          | RONGSHENG PETROCHEMICAL CO-A                               | CUSIP: BD5CL2903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    115200 | NS      | $201130.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYBE Co. Ltd.                                                             | HYBE CO LTD COMMON STOCK KRW500.0                          | CUSIP: ACI1RLF50<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3277 | NS      | $363376.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Converge ICT Solutions Inc.                                               | CONVERGE INFORMATION AND COMMU COMMON STOCK PHP.25         | CUSIP: ACI1S2SY4<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    413700 | NS      | $113941.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The People's Insurance Company (Group) of China Limited                   | PEOPLE'S INSURANCE CO GROUP OF COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     82000 | NS      | $62448.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barwa Real Estate Company Q.P.S.C.                                        | BARWA REAL ESTATE CO COMMON STOCK QAR1.0                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    310742 | NS      | $283017.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Health International Inc.                                              | JD HEALTH INTERNATIONAL INC COMMON STOCK USD.0000005       | CUSIP: ACI1T0T00<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    212900 | NS      | $1912822.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Bioscience Co.Ltd.                                                     | SK BIOSCIENCE CO LTD COMMON STOCK KRW500.0                 | CUSIP: ACI1WBRX2<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4587 | NS      | $293395.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Tadawul Group Holding Company                                       | SAUDI TADAWUL GROUP HOLDING CO COMMON STOCK                | CUSIP: BMZQ74901<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      7385 | NS      | $340944.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont SA                                         | CIE FINANCIERE RICHEMO A REG CIE FINANCIERE RICHEMO CW     | CUSIP: BN2BT8905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     72322 | NS      | $64201.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Vanke Co. Ltd.                                                      | CHINA VANKE CO LTD COMMON STOCK CNY1.0                     | CUSIP: BN320P907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    323700 | NS      | $671862.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mr D.I.Y. Group (M) Berhad                                                | MR DIY GROUP M BHD COMMON STOCK                            | CUSIP: BN4JBJ901<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    686600 | NS      | $325385.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Match AB                                                          | SWEDISH MATCH AB COMMON STOCK SEK1.9823                    | CUSIP: ACI1X8ZS0<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    184586 | NS      | $2026794.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                                | HEXAGON AB COMMON STOCK EUR.22                             | CUSIP: ACI1XML96<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |    229595 | NS      | $2625495.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                                     | HYUNDAI MOTOR CO PREFERENCE                                | CUSIP: 645102906<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |      4455 | NS      | $285936.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                                     | HYUNDAI MOTOR CO COMMON STOCK KRW5000.                     | CUSIP: 645105909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     27682 | NS      | $3606433.74   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                   | VESTAS WIND SYSTEMS A/S COMMON STOCK DKK.2                 | CUSIP: BN4MYF907<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |    189288 | NS      | $4918122.82   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Limited                                      | POP MART INTERNATIONAL GROUP L COMMON STOCK USD.0001       | CUSIP: BN6PP3905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    105400 | NS      | $239657.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Largan Precision Co. Ltd.                                                 | LARGAN PRECISION CO LTD COMMON STOCK TWD10.                | CUSIP: 645166901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     11000 | NS      | $828803.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taishin Financial Holding Co. Ltd.                                        | TAISHIN FINANCIAL HOLDING CO L COMMON STOCK TWD10.         | CUSIP: 645168907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1177172 | NS      | $582261.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unigroup Guoxin Microelectronics Co. Ltd.                                 | UNIGROUP GUOXIN MICROELECT-A                               | CUSIP: BD5CL7902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9379 | NS      | $174110.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Sanjiu Medical and Pharmaceutical Company Limited         | CHINA RESOURCES SANJIU MEDICAL COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     11800 | NS      | $98264.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin Kong Financial Holding Co. Ltd.                                      | SHIN KONG FINANCIAL HOLDING CO COMMON STOCK TWD10.         | CUSIP: 645258906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1571988 | NS      | $456639.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                             | ISRAEL CHEMICALS LTD COMMON STOCK ILS1.                    | CUSIP: 645553900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    110588 | NS      | $927784.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITO EN Ltd.                                                               | ITO EN LTD COMMON STOCK                                    | CUSIP: 645578907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $259308.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc.                            | INTERNATIONAL CONTAINER TERMIN COMMON STOCK PHP1.          | CUSIP: 645581000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    184660 | NS      | $672347.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IBIDEN Co. Ltd.                                                           | IBIDEN CO LTD COMMON STOCK                                 | CUSIP: 645610007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14500 | NS      | $595034.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Limited                                                             | ORICA LTD COMMON STOCK                                     | CUSIP: 645800004<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     85102 | NS      | $862557.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northam Platinum Holdings Ltd                                             | NORTHAM PLATINUM HOLDINGS LTD COMMON STOCK                 | CUSIP: ACI1YD8M1<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     55429 | NS      | $639782.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Krafton Inc.                                                              | KRAFTON INC COMMON STOCK KRW100.0                          | CUSIP: ACI1YN9K2<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4863 | NS      | $855926.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                              | DNB BANK ASA COMMON STOCK NOK12.5                          | CUSIP: ACI1YWP65<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    154692 | NS      | $3020538.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KakaoBank Corp.                                                           | KAKAOBANK CORP COMMON STOCK KRW5000.0                      | CUSIP: ACI1YX2Z4<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     23275 | NS      | $451555.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inventec Corporation                                                      | INVENTEC CORP COMMON STOCK TWD10.                          | CUSIP: 645993908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    260000 | NS      | $209806.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Gas Holdings Limited                                                | CHINA GAS HOLDINGS LTD COMMON STOCK HKD.01                 | CUSIP: 646079905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    582800 | NS      | $745880.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SD Biosensor Inc.                                                         | SD BIOSENSOR INC COMMON STOCK KRW500.0                     | CUSIP: ACI1Z3BX4<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7312 | NS      | $184992.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Electrolux                                                             | ELECTROLUX AB COMMON STOCK SEK5.0                          | CUSIP: ACI204B42<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |     26640 | NS      | $380997.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Heavy Industries Co. Ltd.                                         | HYUNDAI HEAVY INDUSTRIES CO LT COMMON STOCK KRW5000.0      | CUSIP: ACI209LD0<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3507 | NS      | $321246.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo Car AB                                                              | VOLVO CAR AB COMMON STOCK SEK.02                           | CUSIP: ACI2190H3<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     70045 | NS      | $350991.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BTS Group Holdings Public Company Limited                                 | BTS GROUP HOLDINGS PCL WARRANTS CALL EXP 07NOV24           | CUSIP: ACI21PF73<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     50460 | NS      | $404.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                                  | DAIMLER TRUCK HOLDING AG COMMON STOCK                      | CUSIP: ACI223RB9<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     71820 | NS      | $2367388.77   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA/Brazil                                                             | TIM SA/BRAZIL COMMON STOCK                                 | CUSIP: BN71RB907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    164500 | NS      | $412094.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Oil and Retail Business Public Co. Ltd.                               | PTT OIL and RETAIL BUSINESS PCL NVDR THB10.0               | CUSIP: BN73M6909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    555800 | NS      | $385567.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Express Holdings Inc.                                              | NIPPON EXPRESS HOLDINGS INC COMMON STOCK                   | CUSIP: ACI2263L6<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9980 | NS      | $591175.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elm Company                                                               | ELM CO COMMON STOCK SAR10.0                                | CUSIP: ACI23LVY3<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      4867 | NS      | $429928.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inspur Electronic Information Industry Co.Ltd                             | INSPUR ELECTRONIC INFORMATION COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     16400 | NS      | $51556.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hualan Biological EngineeringInc.                                         | HUALAN BIOLOGICAL ENGINEER-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     21400 | NS      | $61762.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRG Banking Equipment Co.Ltd.                                             | GRG BANKING EQUIPMENT CO -A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     23100 | NS      | $32792.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sichuan Kelun Pharmaceutical Co. Ltd.                                     | SICHUAN KELUN PHARMACEUTIC-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     17000 | NS      | $56441.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Steel Company                                                     | HYUNDAI STEEL CO COMMON STOCK KRW5000.                     | CUSIP: 646185900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     17318 | NS      | $453122.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corporation                                                      | KIKKOMAN CORP COMMON STOCK                                 | CUSIP: 649080009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18800 | NS      | $1064815.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China International Capital Corporation Limited                           | CHINA INTERNATIONAL CAPTAL-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     13300 | NS      | $72014.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhuzhou CRRC Times Electric Company                                       | ZHUZHOU CRRC TIMES ELECTRI-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7241 | NS      | $57059.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OFILM Group Co. Ltd.                                                      | OFILM GROUP CO LTD-A                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     28600 | NS      | $20569.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooredoo Q.P.S.C.                                                          | OOREDOO QPSC COMMON STOCK QAR1.0                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    129766 | NS      | $316545.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Oriental Education and Technology Group Inc.                          | NEW ORIENTAL EDUCATION and TECHN COMMON STOCK USD.001      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    289800 | NS      | $832563.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dar Al Arkan Real Estate Development Company                              | DAR AL ARKAN REAL ESTATE DEVEL COMMON STOCK SAR10.0        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |    106235 | NS      | $392245.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rabigh Refining and Petrochemical Company                                 | RABIGH REFINING and PETROCHEMICA COMMON STOCK SAR10.       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     81519 | NS      | $223445.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile Telecommunications Company Saudi Arabia                            | MOBILE TELECOMMUNICATIONS CO S COMMON STOCK SAR10.         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     86039 | NS      | $256795.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Masraf Al Rayan (Q.P.S.C.)                                                | MASRAF AL RAYAN QSC COMMON STOCK QAR1.0                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    898918 | NS      | $878114.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corporation                                                           | KIA MOTORS CORP COMMON STOCK KRW5000.0                     | CUSIP: 649092905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     52408 | NS      | $2760010.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Huadong Medicine Co.Ltd                                                   | HUADONG MEDICINE CO LTD-A                                  | CUSIP: BD5CM9907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20200 | NS      | $117244.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Operadora de Sites Mexicanos S.A.B. de C.V.                               | OPERADORA DE SITES MEXICANOS S REIT                        | CUSIP: ACI24C0Q3<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    254600 | NS      | $282654.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alleima AB                                                                | ALLEIMA AB COMMON STOCK                                    | CUSIP: ACI24LL72<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     25144 | NS      | $98526.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                                      | STRAUMANN HOLDING AG COMMON STOCK CHF.01                   | CUSIP: ACI24VB55<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     16276 | NS      | $1899594.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                                | BOLIDEN AB COMMON STOCK SEK2.11                            | CUSIP: ACI24VD38<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     32299 | NS      | $1220039.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                                         | BACHEM HOLDING AG COMMON STOCK CHF.01                      | CUSIP: ACI25B472<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4501 | NS      | $441000.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Dusit Medical Services Public Company Limited                     | BANGKOK DUSIT MEDICAL SERVICES NVDR THB.1                  | CUSIP: B013SV904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1950900 | NS      | $1680637.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Luzhou Laojiao CO.LTD                                                     | LUZHOU LAOJIAO CO LTD COMMON STOCK CNY1.0                  | CUSIP: BD5CMM908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16900 | NS      | $446647.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Inovance Technology Co.Ltd                                       | SHENZHEN INOVANCE TECHNOLOGY C COMMON STOCK CNY1.0         | CUSIP: BD5CMN906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     29900 | NS      | $297316.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bumrungrad Hospital Public Company Limited                                | BUMRUNGRAD HOSPITAL PCL NVDR THB1.0                        | CUSIP: B0166J908<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     90100 | NS      | $582804.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Larsen and Toubro Limited                                                 | LARSEN and TOUBRO LTD COMMON STOCK INR2.                   | CUSIP: B0166K905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    102723 | NS      | $2631128.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Minor International Public Company Limited                                | MINOR INTERNATIONAL PCL-NVDR NVDR THB1.0                   | CUSIP: B018C2904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    577200 | NS      | $508118.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Company Limited                                     | TECHTRONIC INDUSTRIES CO LTD COMMON STOCK                  | CUSIP: B0190C903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    226500 | NS      | $2761071.37   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                           | J SAINSBURY PLC COMMON STOCK GBP.285714                    | CUSIP: B019KW907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    433747 | NS      | $1169934.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Companhia Siderurgica Nacional                                            | CIA SIDERURGICA NACIONAL SA COMMON STOCK                   | CUSIP: B019KX905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    131300 | NS      | $367382.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                                     | ASAHI INTECC CO LTD COMMON STOCK                           | CUSIP: B019MQ908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28200 | NS      | $504803.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Mengniu Dairy Company Limited                                       | CHINA MENGNIU DAIRY CO LTD COMMON STOCK HKD.1              | CUSIP: B01B1L907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    604253 | NS      | $2717734.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna S.p.A.                                                              | TERNA - RETE ELETTRICA NAZIONA COMMON STOCK EUR.22         | CUSIP: B01BN5908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    172666 | NS      | $1322617.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Central Asia Tbk                                                  | BANK CENTRAL ASIA TBK PT COMMON STOCK IDR62.5              | CUSIP: B01C1P906<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |  10269150 | NS      | $6100683.56   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Gamesa Renewable Energy S.A.                                      | SIEMENS GAMESA RENEWABLE ENERG COMMON STOCK EUR.17         | CUSIP: B01CP2901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     30188 | NS      | $568853.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA.                           | ACS ACTIVIDADES DE CONSTRUCCIO COMMON STOCK EUR.5          | CUSIP: B01FLQ905<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     31003 | NS      | $879943.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tcl Zhonghuan Renewable Energy Technology Co.ltd.                         | TIANJIN ZHONGHUAN SEMICOND-A                               | CUSIP: BD5CMT903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     36400 | NS      | $214515.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Tinci Materials Technology Co.Ltd                               | GUANGZHOU TINCI MATERIALS TECH COMMON STOCK CNY1.0         | CUSIP: BD5LR6908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     21700 | NS      | $138894.49    | 0.00%             |  |  |  | No            |                  2 | 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        |   1213410 | NS      | $7491603.23   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Limited                                                  | ULTRATECH CEMENT LTD COMMON STOCK INR10.                   | CUSIP: B01GZF902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     14986 | NS      | $1306621.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Ning Company Limited                                                   | LI NING CO LTD COMMON STOCK HKD.1                          | CUSIP: B01JCK900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    448500 | NS      | $3604369.18   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Albilad                                                              | BANK ALBILAD COMMON STOCK SAR10.                           | CUSIP: B12LZP906<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     98254 | NS      | $1361508.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank AlJazira                                                             | BANK AL-JAZIRA COMMON STOCK SAR10.                         | CUSIP: B12LZQ904<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     81540 | NS      | $462376.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                                                       | BANQUE SAUDI FRANSI COMMON STOCK SAR10.                    | CUSIP: B12LZT908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    118689 | NS      | $1360662.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LB Group Co.Ltd.                                                          | LB GROUP CO LTD-A                                          | CUSIP: BD5LS7905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     28200 | NS      | $71179.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Eastern Shenghong Co. Ltd.                                        | JIANGSU EASTERN SHENGHONG -A                               | CUSIP: BD5LSB906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     44200 | NS      | $82994.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Bank                                                                | RIYAD BANK COMMON STOCK SAR10.                             | CUSIP: B12LZW901<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    270509 | NS      | $2505462.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| The Saudi Investment Bank                                                 | SAUDI INVESTMENT BANK/THE COMMON STOCK SAR10.0             | CUSIP: B12M7M902<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     98558 | NS      | $494956.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinoma Science and Technology Co. Ltd.                                    | SINOMA SCIENCEandTECHNOLOGY -A                             | CUSIP: BD5LVM908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19400 | NS      | $64062.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apeloa Company Limited                                                    | APELOA PHARMACEUTICAL CO LTD COMMON STOCK CNY1.0           | CUSIP: BD5LY1901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12700 | NS      | $36910.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Company                                                     | SAUDI TELECOM CO COMMON STOCK SAR10.                       | CUSIP: B12M7Q903<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    300220 | NS      | $3086256.80   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                                                              | HUSQVARNA AB COMMON STOCK SEK2.0                           | CUSIP: B12PJ2906<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |     49497 | NS      | $388583.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Company                                              | SABIC AGRI-NUTRIENTS CO COMMON STOCK SAR10.0               | CUSIP: B1323K903<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     42742 | NS      | $1654788.44   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Limited                                                          | BRAMBLES LTD COMMON STOCK                                  | CUSIP: B1FJ0C904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    297188 | NS      | $2458290.17   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS S.A.                                                    | GALP ENERGIA SGPS SA COMMON STOCK EUR1.                    | CUSIP: B1FW75903<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |     60932 | NS      | $750787.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial and Commercial Bank of China Limited                           | INDUSTRIAL and COMMERCIAL BANK O COMMON STOCK CNY1.0       | CUSIP: B1G1QD902<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |  10812423 | NS      | $5419175.39   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre S.A.                                                               | MAPFRE SA COMMON STOCK EUR.1                               | CUSIP: B1G40S901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     16854 | NS      | $32050.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Limited                                                    | KUMBA IRON ORE LTD COMMON STOCK ZAR.0001                   | CUSIP: B1G426907<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     10576 | NS      | $298784.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co. Ltd.                                                         | MONOTARO CO LTD COMMON STOCK                               | CUSIP: B1GHR8907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32200 | NS      | $557069.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhaojin Mining Industry Company Limited                                   | ZHAOJIN MINING INDUSTRY CO LTD COMMON STOCK CNY1.0         | CUSIP: B1H508901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    211000 | NS      | $235922.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Weixing New Building Materials Co. Ltd.                          | ZHEJIANG WEIXING NEW BUILDING COMMON STOCK CNY1.0          | CUSIP: BD5LYB909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16400 | NS      | $50069.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAURA Technology Group Co.Ltd.                                            | NAURA TECHNOLOGY GROUP CO-A                                | CUSIP: BD5LYF900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6000 | NS      | $190883.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingboard Laminates Holdings Limited                                      | KINGBOARD LAMINATES HOLDINGS L COMMON STOCK HKD.1          | CUSIP: B1HHFV908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    179000 | NS      | $189001.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Communications Services Corporation Limited                         | CHINA COMMUNICATIONS SERVICES COMMON STOCK CNY1.0          | CUSIP: B1HVJ1909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    478400 | NS      | $164919.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                | SYMRISE AG COMMON STOCK                                    | CUSIP: B1JB4K905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     21069 | NS      | $2416387.22   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Coal Energy Company Limited                                         | CHINA COAL ENERGY CO LTD COMMON STOCK CNY1.0               | CUSIP: B1JNK8908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    388000 | NS      | $360757.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangxi Zhengbang Technology Co.Ltd.                                      | JIANGXI ZHENGBANG TECHNOLOGY C COMMON STOCK CNY1.0         | CUSIP: BD5LZ8905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     26600 | NS      | $15222.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CECEP Solar Energy Co.Ltd.                                                | CECEP SOLAR ENERGY CO LT-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     33800 | NS      | $35663.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                             | WHITBREAD PLC COMMON STOCK GBP.767974                      | CUSIP: B1KJJ4906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     50287 | NS      | $1588036.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Haitian International Holdings Limited                                    | HAITIAN INTERNATIONAL HOLDINGS COMMON STOCK HKD.1          | CUSIP: B1L2RC905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    120600 | NS      | $314379.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment                                                     | UBISOFT ENTERTAINMENT SA COMMON STOCK EUR.0775             | CUSIP: B1L3CS904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     17132 | NS      | $476583.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhuzhou CRRC Times Electric Company                                       | ZHUZHOU CRRC TIMES ELECTRIC CO COMMON STOCK CNY1.0         | CUSIP: B1L3XL906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    103800 | NS      | $482279.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Pacific Investments Corporation                                     | METRO PACIFIC INVESTMENTS CORP COMMON STOCK PHP1.          | CUSIP: B1L883903<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |   1876200 | NS      | $114958.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                               | AKER BP ASA COMMON STOCK NOK1.0                            | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     51410 | NS      | $1788568.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Petrochemical Company                                            | ADVANCED PETROCHEMICAL CO COMMON STOCK SAR10.              | CUSIP: B1P6WF909<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     25540 | NS      | $284556.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF Aktiebolaget                                                          | SKF AB COMMON STOCK SEK2.5                                 | CUSIP: B1Q3J3907<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     45262 | NS      | $753650.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS S.A.                                                                  | JBS SA COMMON STOCK                                        | CUSIP: B1V74X902<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    159500 | NS      | $677729.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Page Industries Limited                                                   | PAGE INDUSTRIES LTD COMMON STOCK INR10.                    | CUSIP: B1VJS6909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       901 | NS      | $527427.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                   | COUNTRY GARDEN HOLDINGS CO LTD COMMON STOCK HKD.1          | CUSIP: B1VKYN902<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | CN        |   1567467 | NS      | $613039.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                | SANDVIK AB COMMON STOCK SEK1.2                             | CUSIP: B1VQ25903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    125721 | NS      | $2309709.61   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Corporation Limited                                                | KEPPEL CORP LTD COMMON STOCK                               | CUSIP: B1VQ5C905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    186031 | NS      | $1038337.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                 | ORKLA ASA COMMON STOCK NOK1.25                             | CUSIP: B1VQF4902<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    125229 | NS      | $892931.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northeast Securities Co.Ltd.                                              | NORTHEAST SECURITIES CO LT-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     50700 | NS      | $50080.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongling Nonferrous Metals Group Co.Ltd.                                  | TONGLING NONFERROUS METALS-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    111400 | NS      | $46303.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Limited                                                        | CHINA MOLYBDENUM CO LTD COMMON STOCK CNY.2                 | CUSIP: B1VRCG906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    667600 | NS      | $312757.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Industrivarden                                                         | INDUSTRIVARDEN AB COMMON STOCK SEK2.5                      | CUSIP: B1VSK1908<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     19894 | NS      | $513426.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Yuan Xing Energy Co. Ltd                                   | INNER MONGOLIA YUAN XING-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     44000 | NS      | $50580.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aecc Aero-Engine Control Co.Ltd.                                          | AECC AERO-ENGINE CONTROL-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     15100 | NS      | $57521.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia - Potash International Investment (Guangzhou) Co. Ltd.               | ASIA - POTASH INTERNATIONAL IN COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7000 | NS      | $27868.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huafon Chemical Co. Ltd.                                                  | HUAFON CHEMICAL CO LTD -A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     56700 | NS      | $57967.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNNC Huayuan Titanium Dioxide Co. Ltd.                                    | CNNC HUA YUAN TITANIUM -A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     34355 | NS      | $33800.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YOUNGY Co.Ltd.                                                            | YOUNGY CO LTD-A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      2800 | NS      | $48841.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Capchem Technology Co. Ltd.                                      | SHENZHEN CAPCHEM TECHNOLOG-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7940 | NS      | $44854.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yantai Jereh Oilfield Services Group Co. Ltd.                             | YANTAI JEREH OILFIELD-A                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     10900 | NS      | $48130.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Industrivarden                                                         | INDUSTRIVARDEN AB COMMON STOCK SEK2.5                      | CUSIP: B1VSK5909<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     13620 | NS      | $348898.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                        | SVENSKA CELLULOSA AB SCA COMMON STOCK SEK3.33              | CUSIP: B1VVGZ901<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     71080 | NS      | $966456.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Dabeinong Technology Group Co.Ltd.                                | BEIJING DABEINONG TECHNOLO-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     47700 | NS      | $62373.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zibo Qixiang Tengda Chemical Co. Ltd.                                     | ZIBO QIXIANG TENGDA CHEMIC-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     31500 | NS      | $33001.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Berhad                                                            | GENTING BHD COMMON STOCK MYR.1                             | CUSIP: B1VXJL905<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    634400 | NS      | $635094.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Malaysia Berhad                                                   | GENTING MALAYSIA BHD COMMON STOCK MYR.1                    | CUSIP: B1VXKN909<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    871800 | NS      | $525945.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown plc                                                   | HARGREAVES LANSDOWN PLC COMMON STOCK GBP.004               | CUSIP: B1VZ0M908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     89326 | NS      | $920372.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China CITIC Bank Corporation Limited                                      | CHINA CITIC BANK CORP LTD COMMON STOCK CNY1.0              | CUSIP: B1W0JF909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1720400 | NS      | $764997.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sichuan Yahua Industrial Group Co.Ltd                                     | SICHUAN YAHUA INDUSTRIAL-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     12700 | NS      | $49209.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Songcheng Performance Development Co.Ltd                                  | SONGCHENG PERFORMANCE DEVE-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     32800 | NS      | $66173.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                           | PRYSMIAN SPA COMMON STOCK EUR.1                            | CUSIP: B1W4V6907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     31895 | NS      | $1124010.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SalMar ASA                                                                | SALMAR ASA COMMON STOCK NOK.25                             | CUSIP: B1W5NW906<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      9653 | NS      | $340261.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan Wind Energy (Suzhou) Co. Ltd.                                       | TITAN WIND ENERGY SUZHOU-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     20900 | NS      | $41838.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 37 Interactive Entertainment Network Technology Group Co.Ltd.             | 37 INTERACTIVE ENTERTAINME-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     25500 | NS      | $64080.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                                | GEBERIT AG COMMON STOCK CHF.1                              | CUSIP: B1WGG9901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5165 | NS      | $2475862.19   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                   | DSV A/S COMMON STOCK DKK1.0                                | CUSIP: B1WT5G909<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     35968 | NS      | $5754639.15   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Kayan Petrochemical Company                                         | SAUDI KAYAN PETROCHEMICAL CO COMMON STOCK SAR10.           | CUSIP: B1Z8F6903<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    147080 | NS      | $460451.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Innovation Co. Ltd.                                                    | SK INNOVATION CO LTD COMMON STOCK KRW5000.                 | CUSIP: B232R0909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10982 | NS      | $1519473.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Grid Corporation of India Limited                                   | POWER GRID CORP OF INDIA LTD COMMON STOCK INR10.0          | CUSIP: B233HS907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    465009 | NS      | $1280149.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Diasorin S.P.A.                                                           | DIASORIN SPA COMMON STOCK EUR1.0                           | CUSIP: B234WN909<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      3163 | NS      | $421968.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chacha Food Company Limited                                               | CHACHA FOOD CO LTD-A                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5800 | NS      | $38046.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Company Limited                                                       | BYD CO LTD -A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     20800 | NS      | $778348.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Limited                                                          | COCHLEAR LTD COMMON STOCK                                  | CUSIP: 621179902<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |     13607 | NS      | $2001292.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MRF Limited                                                               | MRF LTD COMMON STOCK INR10.                                | CUSIP: 621412907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       278 | NS      | $322230.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Limited                                                     | ORIGIN ENERGY LTD COMMON STOCK                             | CUSIP: 621486901<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |    362570 | NS      | $1950101.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | COMMONWEALTH BANK OF AUSTRALIA COMMON STOCK                | CUSIP: 621503002<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |    354198 | NS      | $26103344.75  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Limited                                                      | LENOVO GROUP LTD COMMON STOCK                              | CUSIP: 621808906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1381764 | NS      | $1180090.83   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lingyi iTech (Guangdong) Company                                          | LINGYI ITECH GUANGDONG CO -A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     71700 | NS      | $49789.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzhou Yangjie Electronic Technology Co.Ltd.                            | YANGZHOU YANGJIE ELECTRONI-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5700 | NS      | $45895.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                         | RIO TINTO LTD COMMON STOCK                                 | CUSIP: 622010007<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     77281 | NS      | $5769375.66   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent Inc.                                                           | CYBERAGENT INC COMMON STOCK                                | CUSIP: 622050904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54800 | NS      | $498811.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Changchun High-Tech Industries (Group) Inc.                               | CHANGCHUN HIGH and NEW TECH-A                              | CUSIP: BD5CDB902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4600 | NS      | $109469.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mango Excellent Media Co. Ltd.                                            | MANGO EXCELLENT MEDIA CO L-A                               | CUSIP: BD5CDT903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20700 | NS      | $73680.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Overseas Chinese Town Co.Ltd.                                    | SHENZHEN OVERSEAS CHINESE TOWN COMMON STOCK CNY1.0         | CUSIP: BD5CP5902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     97700 | NS      | $80612.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henan Shuanghui Investment and Development Co.Ltd.                        | HENAN SHUANGHUI INVESTMENT and D COMMON STOCK CNY1.0       | CUSIP: BD5CP8906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     40100 | NS      | $142616.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| East Money Information Co.Ltd.                                            | EAST MONEY INFORMATION CO LTD COMMON STOCK CNY1.0          | CUSIP: BD5CPC907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    153180 | NS      | $402974.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Yanghe Brewery Joint-Stock Co. Ltd.                               | JIANGSU YANGHE BREWERY JOINT-S COMMON STOCK CNY1.0         | CUSIP: BD5CPF900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17300 | NS      | $346316.75    | 0.01%             |  |  |  | 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        |     44600 | NS      | $992286.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOE Technology Group Co. Ltd.                                             | BOE TECHNOLOGY GROUP CO LTD COMMON STOCK CNY1.0            | CUSIP: BD5CPL907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    433800 | NS      | $219068.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Shekou Industrial Zone Holdings Co.Ltd                    | CHINA MERCHANTS SHEKOU INDUSTR COMMON STOCK CNY1.0         | CUSIP: BD5CPM905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     92700 | NS      | $199720.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gree Electric Appliances Inc. of Zhuhai                                   | GREE ELECTRIC APPLIANCES INC O COMMON STOCK CNY1.0         | CUSIP: BD5CPN903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     37600 | NS      | $170863.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar The Economic City                                                   | EMAAR ECONOMIC CITY COMMON STOCK SAR10.0                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     74715 | NS      | $170859.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                                       | SK TELECOM CO LTD COMMON STOCK KRW500.                     | CUSIP: 622487908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5119 | NS      | $195165.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compal Electronics Inc.                                                   | COMPAL ELECTRONICS INC COMMON STOCK TWD10.                 | CUSIP: 622574903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    461000 | NS      | $324635.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guosen Securities Co.Ltd.                                                 | GUOSEN SECURITIES CO LTD COMMON STOCK CNY1.0               | CUSIP: BD5CPR904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     88400 | NS      | $113565.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Bank Co. Ltd.                                                     | PING AN BANK CO LTD COMMON STOCK CNY1.0                    | CUSIP: BD5CPS902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    220400 | NS      | $405728.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Company Limited                                                | PETROCHINA CO LTD COMMON STOCK CNY1.0                      | CUSIP: 622657906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   4043939 | NS      | $1840122.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                        | RAKUTEN INC COMMON STOCK                                   | CUSIP: 622959906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    110242 | NS      | $529665.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Berli Jucker Public Company Limited                                       | BERLI JUCKER PCL NVDR THB1.0                               | CUSIP: 636016909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    223700 | NS      | $218646.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank Public Company Limited                                    | KRUNG THAI BANK PCL NVDR THB5.15                           | CUSIP: 636146904<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |    702200 | NS      | $352389.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RATCH Group Public Company Limited                                        | RATCH GROUP PCL NVDR THB10.0                               | CUSIP: 636277907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    231700 | NS      | $270289.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| True Corporation Public Company Limited                                   | TRUE CORP PCL NVDR THB4.0                                  | CUSIP: 636392904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   2181800 | NS      | $281837.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The GPT Group                                                             | GPT GROUP/THE REIT                                         | CUSIP: 636586000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    401617 | NS      | $1238159.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Gudang Garam Tbk                                                       | GUDANG GARAM TBK PT COMMON STOCK IDR500.                   | CUSIP: 636699902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |     93682 | NS      | $118799.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wens Foodstuff Group Co. Ltd.                                             | WENS FOODSTUFFS GROUP CO LTD COMMON STOCK CNY1.0           | CUSIP: BD5CPT900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     73400 | NS      | $185303.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoomlion Heavy Industry Science and Technology Co.Ltd                     | ZOOMLION HEAVY INDUSTRY S-A                                | CUSIP: BD5CPZ906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     77000 | NS      | $63322.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricity Generating Public Company Limited                             | ELECTRICITY GENERATING PCL NVDR THB10.0                    | CUSIP: 636855900<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     51400 | NS      | $250967.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Holdings Company (Japan) Ltd.                                  | MCDONALD'S HOLDINGS CO JAPAN L COMMON STOCK                | CUSIP: 637186909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $385194.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinjiang Goldwind Science and Technology Co. Ltd.                         | XINJIANG GOLDWIND SCIENCE and TE COMMON STOCK CNY1.0       | CUSIP: BD5CQ5901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     41700 | NS      | $67866.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yadea Group Holdings Ltd.                                                 | YADEA GROUP HOLDINGS LTD COMMON STOCK USD.00001            | CUSIP: BZ04KX900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    224000 | NS      | $424971.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Giant Manufacturing Co. Ltd.                                              | GIANT MANUFACTURING CO LTD COMMON STOCK TWD10.             | CUSIP: 637216904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     33000 | NS      | $247949.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc.                                                             | MEDIATEK INC COMMON STOCK TWD10.                           | CUSIP: 637248907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    169000 | NS      | $4083683.84   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Merdeka Copper Gold Tbk                                                | MERDEKA COPPER GOLD TBK PT COMMON STOCK IDR20.0            | CUSIP: BZ0W5W907<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   2226300 | NS      | $592614.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China International Capital Corporation Limited                           | CHINA INTERNATIONAL CAPITAL CO COMMON STOCK CNY1.0         | CUSIP: BZ169C903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    299800 | NS      | $565501.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen N.V.                                                                | ADYEN NV COMMON STOCK EUR.01                               | CUSIP: BZ1HM4902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      2724 | NS      | $4291186.53   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Investment Aktiebolaget Latour                                            | INVESTMENT AB LATOUR COMMON STOCK                          | CUSIP: BZ404X902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     17001 | NS      | $336395.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                       | JOHNSON MATTHEY PLC COMMON STOCK GBP1.109245               | CUSIP: BZ4BQC900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     46607 | NS      | $1183133.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Vanke Co. Ltd.                                                      | CHINA VANKE CO LTD -A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    117100 | NS      | $308867.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRF Limited                                                               | SRF LTD COMMON STOCK INR10.                                | CUSIP: 637494907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     22016 | NS      | $644157.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Balkrishna Industries Limited                                             | BALKRISHNA INDUSTRIES LTD COMMON STOCK INR2.               | CUSIP: 638878900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     11173 | NS      | $282367.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| North Industries Group Red Arrow Co. Ltd                                  | NORTH INDUSTRIES GROUP RED-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     16500 | NS      | $49980.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Livzon Pharmaceutical Group Inc.                                          | LIVZON PHARMACEUTICAL GROU-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7700 | NS      | $41179.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GF Securities Co. Ltd.                                                    | GF SECURITIES CO LTD-A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     71500 | NS      | $162112.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Changan Automobile Company Limited                              | CHONGQING CHANGAN AUTOMOB-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     94210 | NS      | $179869.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTE Corporation                                                           | ZTE CORP-A                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     46500 | NS      | $161417.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chifeng Jilong Gold Mining Co.Ltd.                                        | CHIFENG JILONG GOLD MINING-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     14300 | NS      | $39895.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                                            | NOMURA RESEARCH INSTITUTE LTD COMMON STOCK                 | CUSIP: 639092907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43200 | NS      | $957258.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc.                                                 | NIPPON BUILDING FUND INC REIT                              | CUSIP: 639680909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       193 | NS      | $900254.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co. Ltd.                                                    | WEICHAI POWER CO LTD-A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     84400 | NS      | $127902.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TongFu Microelectronics Co. Ltd.                                          | TONGFU MICROELECTRONIC CO-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     11300 | NS      | $27763.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                          | SHINHAN FINANCIAL GROUP CO LTD COMMON STOCK KRW5000.       | CUSIP: 639750900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     92359 | NS      | $2677499.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Intouch Holdings Public Company Limited                                   | INTOUCH HOLDINGS PCL NVDR THB1.0                           | CUSIP: 639755909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    210200 | NS      | $442004.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai RAAS Blood Products Co. Ltd.                                     | SHANGHAI RAAS BLOOD PRODUC-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     73300 | NS      | $57205.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everbright Securities Company Limited                                     | EVERBRIGHT SECURITIE CO -A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     46800 | NS      | $106403.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corporation                                  | JAPAN REAL ESTATE INVESTMENT C REIT                        | CUSIP: 639758903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       155 | NS      | $686761.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HMM Company Limited                                                       | HMM CO LTD COMMON STOCK KRW5000.0                          | CUSIP: 640586905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     53343 | NS      | $919319.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzhou Dongshan Precision Manufacturing Co. Ltd                           | SUZHOU DONGSHAN PRECISION-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     20700 | NS      | $75784.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CECEP Wind-power Corporation Co.Ltd.                                      | CECEP WIND POWER CORP-A                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     52800 | NS      | $30127.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics K.K.                                                  | HAMAMATSU PHOTONICS KK COMMON STOCK                        | CUSIP: 640587002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $945198.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Oil Corporation                                                         | S-OIL CORP COMMON STOCK KRW2500.0                          | CUSIP: 640605903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8846 | NS      | $585676.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Solutions Corporation                                              | HANWHA SOLUTIONS CORP COMMON STOCK KRW5000.0               | CUSIP: 640776902<br>LEI: 549300M2V0ZS71BRNR68 | Long             | EC               | CORP              | KR        |     22821 | NS      | $903302.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Securities Co.Ltd                                                  | MERITZ SECURITIES CO LTD COMMON STOCK KRW1000.0            | CUSIP: 640829909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     57419 | NS      | $258280.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                      | SCHINDLER HOLDING AG COMMON STOCK CHF.1                    | CUSIP: B11TCY906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      6552 | NS      | $1242068.33   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                      | SCHINDLER HOLDING AG COMMON STOCK CHF.1                    | CUSIP: B11WWH904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2661 | NS      | $479129.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai MandG Stationery Inc.                                            | SHANGHAI MandG STATIONERY IN-A                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      9700 | NS      | $65097.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Securities Company Limited                                         | ORIENT SECURITIES CO LTD/CHINA COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     97000 | NS      | $122068.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand                                                                   | LEGRAND SA COMMON STOCK EUR4.0                             | CUSIP: B11ZRK906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     49009 | NS      | $3993313.89   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanbu National Petrochemical Company                                      | YANBU NATIONAL PETROCHEMICAL C COMMON STOCK SAR10.         | CUSIP: B128CF902<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     50719 | NS      | $570265.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenwan Hongyuan Group Co. Ltd.                                           | SHENWAN HONGYUAN GROUP CO LTD COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    275000 | NS      | $159937.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jarir Marketing Company                                                   | JARIR MARKETING CO COMMON STOCK SAR10.0                    | CUSIP: B128FM904<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     11562 | NS      | $510379.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equatorial Energia S.A.                                                   | EQUATORIAL ENERGIA SA COMMON STOCK                         | CUSIP: B128R9900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    192200 | NS      | $1020380.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Life Insurance Co. Ltd.                                           | SAMSUNG LIFE INSURANCE CO LTD COMMON STOCK KRW500.         | CUSIP: B12C0T906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     16668 | NS      | $935709.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Company                                                   | ETIHAD ETISALAT CO COMMON STOCK SAR10.                     | CUSIP: B12LR5909<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     75551 | NS      | $736924.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Saudi British Bank                                                    | SAUDI BRITISH BANK/THE COMMON STOCK SAR10.                 | CUSIP: B12LSY905<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    184617 | NS      | $2021180.16   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Banking and Investment Corporation                               | AL RAJHI BANK COMMON STOCK SAR10.                          | CUSIP: B12LZH904<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    392368 | NS      | $8448671.51   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                            | CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK                  | CUSIP: 619640006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     87000 | NS      | $2316862.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Limited                                                 | CITY DEVELOPMENTS LTD COMMON STOCK                         | CUSIP: 619792005<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     50600 | NS      | $310866.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                             | REA GROUP LTD COMMON STOCK                                 | CUSIP: 619857907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10892 | NS      | $928026.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ ENM Co. Ltd.                                                           | CJ ENM CO LTD COMMON STOCK KRW5000.0                       | CUSIP: 619975907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2038 | NS      | $131577.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Techno-Solutions Corporation                                       | ITOCHU TECHNO-SOLUTIONS CORP COMMON STOCK                  | CUSIP: 620019901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11800 | NS      | $290492.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                          | Transurban Group STAPLED SECURITY                          | CUSIP: 620088906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    635582 | NS      | $6213850.43   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantech Co. Ltd.                                                        | ADVANTECH CO LTD COMMON STOCK TWD10.                       | CUSIP: 620267906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     46265 | NS      | $503609.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Limited                                                           | INFOSYS LTD COMMON STOCK INR5.                             | CUSIP: 620512905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    499801 | NS      | $10184076.20  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Wipro Limited                                                             | WIPRO LTD COMMON STOCK INR2.                               | CUSIP: 620605907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    203888 | NS      | $1034869.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Capital International Airport Company Limited                     | BEIJING CAPITAL INTERNATIONAL COMMON STOCK CNY1.0          | CUSIP: 620842906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    339111 | NS      | $220000.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Elxsi Limited                                                        | TATA ELXSI LTD COMMON STOCK INR10.                         | CUSIP: 621120906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5037 | NS      | $438252.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corporation                                        | SAUDI BASIC INDUSTRIES CORP COMMON STOCK SAR10.            | CUSIP: B1324D908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    180386 | NS      | $4017186.68   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Electricity Company                                                 | SAUDI ELECTRICITY GLOBAL SUKUK COMMON STOCK SAR10.         | CUSIP: B132NM907<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    165681 | NS      | $1098625.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aier Eye Hospital Group Co.Ltd.                                           | AIER EYE HOSPITAL GROUP CO LTD COMMON STOCK CNY1.0         | CUSIP: BD5CLQ900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     80063 | NS      | $306934.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chaozhou Three-Circle (Group) Co.Ltd.                                     | CHAOZHOU THREE-CIRCLE GROU-A                               | CUSIP: BD5CLT904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     21700 | NS      | $92330.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Industrial Investment Group Company                                 | SAUDI INDUSTRIAL INVESTMENT GR COMMON STOCK SAR10.         | CUSIP: B132Y6900<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     74597 | NS      | $409164.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Savola Group Company                                                      | SAVOLA GROUP/THE COMMON STOCK SAR10.                       | CUSIP: B133RS908<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     52076 | NS      | $398541.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                                 | LAND SECURITIES GROUP PLC REIT GBP.1066667                 | CUSIP: BYW0PQ906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    175103 | NS      | $1306517.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Jiangsu Co.Ltd.                                                   | BANK OF JIANGSU CO LTD COMMON STOCK CNY1.0                 | CUSIP: BYW5MY901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    178400 | NS      | $186045.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Hangzhou Co. Ltd.                                                 | BANK OF HANGZHOU CO LTD-A                                  | CUSIP: BYW5MZ908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     67800 | NS      | $126130.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HelloFresh SE                                                             | HELLOFRESH SE COMMON STOCK                                 | CUSIP: BYWH8S904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     26096 | NS      | $646270.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Limited                                                       | COLES GROUP LTD COMMON STOCK                               | CUSIP: BYWR0T908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    275800 | NS      | $3185356.45   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearl Abyss Corp.                                                         | PEARL ABYSS CORP COMMON STOCK KRW500.0                     | CUSIP: BYX56S901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5838 | NS      | $196627.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YTO Express Group Co.Ltd.                                                 | YTO EXPRESS GROUP CO LTD-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     40700 | NS      | $111052.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co. Ltd                                           | CHINA GALAXY SECURITIES CO-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     56800 | NS      | $79205.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Buchang Pharmaceuticals Co.Ltd                                   | SHANDONG BUCHANG PHARMACEU-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     14800 | NS      | $47159.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jason Furniture (Hangzhou) Co. Ltd.                                       | JASON FURNITURE HANGZHOU CO LT COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      8830 | NS      | $44612.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Linglong Tyre Co. Ltd.                                           | SHANDONG LINGLONG TYRE CO -A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     16600 | NS      | $46947.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Salubris Pharmaceuticals Co. Ltd.                                | SHENZHEN SALUBRIS PHARMACEUTIC COMMON STOCK CNY1.0         | CUSIP: BD5CM0906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10300 | NS      | $50504.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Haige Communications Group Incorporated Company                 | GUANGZHOU HAIGE COMMUNICATIONS COMMON STOCK CNY1.0         | CUSIP: BD5CM7901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     27200 | NS      | $33167.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Bobcat Inc.                                                        | DOOSAN BOBCAT INC COMMON STOCK KRW500.0                    | CUSIP: BYX9GP908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10059 | NS      | $275334.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qiagen N.V.                                                               | QIAGEN NV COMMON STOCK EUR.01                              | CUSIP: BYXS69903<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     36690 | NS      | $1831764.98   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rumo S.A.                                                                 | RUMO SA COMMON STOCK                                       | CUSIP: BYXZ2W900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    246100 | NS      | $922872.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Petro Rio S.A.                                                            | PETRO RIO SA COMMON STOCK                                  | CUSIP: BYY014909<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    131300 | NS      | $912130.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols S.A.                                                              | GRIFOLS SA COMMON STOCK EUR.25                             | CUSIP: BYY3DX906<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     38137 | NS      | $408600.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Overseas Property Holdings Limited                                  | CHINA OVERSEAS PROPERTY HOLDIN COMMON STOCK HKD.001        | CUSIP: BYYMZN902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    245000 | NS      | $273128.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Jago Tbk                                                          | BANK JAGO TBK PT COMMON STOCK IDR100.0                     | CUSIP: BYZ0ZJ908<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    767400 | NS      | $225323.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dong-E-E-Jiao Co.Ltd.                                                     | DONG-E-E-JIAO CO LTD COMMON STOCK CNY1.0                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7700 | NS      | $42131.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enn Natural Gas Co.Ltd.                                                   | ENN NATURAL GAS CO LTD-A                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     27300 | NS      | $71223.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XCMG Construction Machinery Co. Ltd.                                      | XCMG CONSTRUCTION MACHIN-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     99200 | NS      | $73669.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Topchoice Medical Co. Inc.                                                | TOPCHOICE MEDICAL CORPORAT-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      3600 | NS      | $64137.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAW Jiefang Group Co.Ltd                                                  | FAW JIEFANG GROUP CO LTD-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     28300 | NS      | $32214.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanxi Taigang Stainless Steel Co. Ltd.                                   | SHANXI TAIGANG STAINLESS-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     65200 | NS      | $41473.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lepu Medical Technology (Beijing) Co. Ltd.                                | LEPU MEDICAL TECHNOLOGY BEIJIN COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     20300 | NS      | $64737.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Semir Garment Co. Ltd.                                           | ZHEJIANG SEMIR GARMENT CO-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     25800 | NS      | $18376.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Rio Group Co. Ltd.                                               | SHANGHAI BAIRUN INVESTMENT-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     11520 | NS      | $59200.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yifeng Pharmacy Chain Co. Ltd.                                            | YIFENG PHARMACY CHAIN CO L-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7900 | NS      | $72355.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toly Bread Co. Ltd.                                                       | TOLY BREAD CO LTD COMMON STOCK CNY1.0                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     14340 | NS      | $26360.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                                                        | ARAB NATIONAL BANK COMMON STOCK SAR10.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |    120617 | NS      | $1115228.65   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Limited                                                    | TRIP.COM GROUP LTD ADR USD.01                              | CUSIP: 89677Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    103800 | NS      | $3316410.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PI Industries Limited                                                     | PI INDUSTRIES LTD COMMON STOCK INR1.0                      | CUSIP: 922DBM908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10966 | NS      | $473313.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vipshop Holdings Limited                                                  | VIPSHOP HOLDINGS LTD ADR USD.0001                          | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | CN        |     86400 | NS      | $963360.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Volvo                                                        | VOLVO AB COMMON STOCK SEK1.2                               | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     11006 | NS      | $209607.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                        | VOLVO AB COMMON STOCK SEK1.2                               | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    191314 | NS      | $3514752.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global Inc.                                                           | WSP GLOBAL INC COMMON STOCK                                | CUSIP: 92938W202<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     27068 | NS      | $3246791.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avenue Supermarts Limited                                                 | AVENUE SUPERMARTS LTD COMMON STOCK INR10.0                 | CUSIP: 931CTV900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     23985 | NS      | $1194564.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sime Darby Plantation Berhad                                              | SIME DARBY PLANTATION BHD COMMON STOCK                     | CUSIP: 932GJZ902<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    620100 | NS      | $594799.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Limited                                                 | GENTING SINGAPORE LTD COMMON STOCK USD.1                   | CUSIP: 933GHH903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    775200 | NS      | $505953.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Ruyi Holdings Limited                                               | HENGTEN NETWORKS GROUP LTD COMMON STOCK HKD.02             | CUSIP: 935MWW908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    876000 | NS      | $195556.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New World Development Company Limited                                     | NEW WORLD DEVELOPMENT CO LTD COMMON STOCK                  | CUSIP: 935NIG907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    246314 | NS      | $586063.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Berkeley Group Holdings plc                                           | BERKELEY GROUP HOLDINGS PLC COMMON STOCK GBP.05414         | CUSIP: BLJNXL901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     28089 | NS      | $1302594.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Limited                                                          | WH GROUP LTD COMMON STOCK USD.0001                         | CUSIP: BLLHKZ904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1380270 | NS      | $808722.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf Energy Development Public Company Limited                            | GULF ENERGY DEVELOPMENT PCL COMMON STOCK THB1.0 L          | CUSIP: BLR5MP904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     15000 | NS      | $22687.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group Limited                                                     | SCENTRE GROUP REIT                                         | CUSIP: BLZH0Z901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1080548 | NS      | $2203978.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes                                                         | DASSAULT SYSTEMES SE COMMON STOCK EUR.1                    | CUSIP: BM8H5Y907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    122287 | NS      | $4559770.74   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Natwest Group plc                                                         | NATWEST GROUP PLC COMMON STOCK GBP1.0769                   | CUSIP: BM8PJY904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1308441 | NS      | $4161265.84   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion Plc                                                     | JD SPORTS FASHION PLC COMMON STOCK GBP.0025                | CUSIP: BM8Q5M903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    643989 | NS      | $992597.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACWA Power Company                                                        | ACWA POWER CO COMMON STOCK SAR10.0                         | CUSIP: BM8SKZ903<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     16112 | NS      | $605897.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ampol Limited                                                             | AMPOL LTD COMMON STOCK                                     | CUSIP: BM9120908<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |     48981 | NS      | $954877.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc.                                                              | NETEASE INC COMMON STOCK USD.0001                          | CUSIP: BM93SF903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    395900 | NS      | $5724174.33   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegro.eu SA                                                             | ALLEGRO.EU SA COMMON STOCK PLN.01                          | CUSIP: BMBQDF905<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     62026 | NS      | $317205.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCG Packaging Public Company Limited                                      | SCG PACKAGING PCL NVDR THB1.0                              | CUSIP: BMC0T5906<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    258700 | NS      | $407706.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ming Yuan Cloud Group Holdings Limited                                    | Ming Yuan Cloud Group Holding COMMON STOCK HKD.0001        | CUSIP: BMC5QM901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    121000 | NS      | $95948.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                         | EPIROC AB COMMON STOCK SEK.412413                          | CUSIP: BMD58R909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     77189 | NS      | $1486350.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                         | EPIROC AB COMMON STOCK SEK.412413                          | CUSIP: BMD58W908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     45915 | NS      | $767095.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | STELLANTIS NV COMMON STOCK EUR.01                          | CUSIP: BMD8KX906<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    278023 | NS      | $4385962.13   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBRACER GROUP AB COMMON STOCK SEK.0013                                   | EMBRACER GROUP AB COMMON STOCK SEK.0013                    | CUSIP: BMDTR7900<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     73771 | NS      | $316915.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monde Nissin Corp.                                                        | MONDE NISSIN CORP COMMON STOCK PHP.5                       | CUSIP: BMDTTT900<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |   1156900 | NS      | $259083.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK IE Technology Co. Ltd                                                  | SK IE TECHNOLOGY CO LTD COMMON STOCK KRW1000.0             | CUSIP: BMDXML905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4928 | NS      | $252256.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co. Ltd.                                                        | SK SQUARE CO LTD COMMON STOCK KRW500.0                     | CUSIP: BMG3GS900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     19826 | NS      | $574411.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guolian Securities Co. Ltd.                                               | GUOLIAN SECURITIES CO LTD-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     29000 | NS      | $45039.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CanSino Biologics Inc.                                                    | CANSINO BIOLOGICS INC-A                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      1316 | NS      | $41493.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro S.A                                                   | PETROLEO BRASILEIRO SA PREFERENCE                          | CUSIP: 268453008<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    917400 | NS      | $4713092.01   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                   | SOCIEDAD QUIMICA Y MINERA DE C PREFERENCE                  | CUSIP: 271830903<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EP               | CORP              | CL        |     27726 | NS      | $2764979.42   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Falabella S.A.                                                            | SACI FALABELLA COMMON STOCK                                | CUSIP: 277167904<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |    148713 | NS      | $266029.63    | 0.01%             |  |  |  | No            |                  2 | 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        |     89542 | NS      | $745332.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCR S.A.                                                                  | CCR SA COMMON STOCK                                        | CUSIP: 284097904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    228900 | NS      | $520934.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PT. Indah Kiat Pulp and Paper Tbk                                         | INDAH KIAT PULP and PAPER CORP T COMMON STOCK IDR1000.     | CUSIP: 646242008<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    525500 | NS      | $335911.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                  | INDUSTRIAL BANK OF KOREA COMMON STOCK KRW5000.             | CUSIP: 646297903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     54570 | NS      | $467100.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Limited                                        | GALAXY ENTERTAINMENT GROUP LTD COMMON STOCK                | CUSIP: 646587006<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    359000 | NS      | $2182526.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JG Summit Holdings Inc.                                                   | JG SUMMIT HOLDINGS INC COMMON STOCK PHP1.                  | CUSIP: 646645903<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    544792 | NS      | $478133.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Limited                                                      | ISUZU MOTORS LTD COMMON STOCK                              | CUSIP: 646710004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     75500 | NS      | $989281.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                                        | ITOCHU CORP COMMON STOCK                                   | CUSIP: 646780007<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |    154137 | NS      | $4840993.45   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JSR Corporation                                                           | JSR CORP COMMON STOCK                                      | CUSIP: 647098003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23600 | NS      | $500878.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Limited                                         | JARDINE MATHESON HOLDINGS LTD COMMON STOCK USD.25          | CUSIP: 647211002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     35332 | NS      | $1712507.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jollibee Foods Corporation                                                | JOLLIBEE FOODS CORP COMMON STOCK PHP1.0                    | CUSIP: 647449909<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     78560 | NS      | $341626.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                        | JAPAN TOBACCO INC COMMON STOCK                             | CUSIP: 647453901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    156100 | NS      | $3193712.01   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON Co.Ltd.                                                              | AEON CO LTD COMMON STOCK                                   | CUSIP: 648004000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     83700 | NS      | $1727376.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corporation                                                        | KAJIMA CORP COMMON STOCK                                   | CUSIP: 648132009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     55400 | NS      | $626871.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Kansai Electric Power Company Incorporated                            | KANSAI ELECTRIC POWER CO INC/T COMMON STOCK                | CUSIP: 648348001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88300 | NS      | $749489.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corporation                                                           | KAO CORP COMMON STOCK                                      | CUSIP: 648380004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     61600 | NS      | $2465385.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Keio Corporation                                                          | KEIO CORP COMMON STOCK                                     | CUSIP: 648736007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12920 | NS      | $484018.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keisei Electric Railway Co. Ltd.                                          | KEISEI ELECTRIC RAILWAY CO LTD COMMON STOCK                | CUSIP: 648742005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17435 | NS      | $499485.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corporation                                                       | KEYENCE CORP COMMON STOCK                                  | CUSIP: 649099009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25206 | NS      | $10665464.75  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingboard Holdings Limited                                                | KINGBOARD HOLDINGS LTD COMMON STOCK HKD.1                  | CUSIP: 649131901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    128800 | NS      | $426385.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co.Ltd.                                           | KINTETSU GROUP HOLDINGS CO LTD COMMON STOCK                | CUSIP: 649296001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21600 | NS      | $772009.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Zinc Company Ltd.                                                   | KOREA ZINC CO LTD COMMON STOCK KRW5000.                    | CUSIP: 649542909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1665 | NS      | $804942.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Bank and Trust Company                                       | METROPOLITAN BANK and TRUST CO COMMON STOCK PHP20.         | CUSIP: 651444903<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |    349029 | NS      | $355654.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lite-On Technology Corporation                                            | LITE-ON TECHNOLOGY CORP COMMON STOCK TWD10.                | CUSIP: 651948903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    221000 | NS      | $471647.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                       | LG ELECTRONICS INC COMMON STOCK KRW5000.                   | CUSIP: 652073909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     21185 | NS      | $1598612.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SinoPac Financial Holdings Co. Ltd.                                       | SINOPAC FINANCIAL HOLDINGS CO COMMON STOCK TWD10.          | CUSIP: 652587908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1128777 | NS      | $669211.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co. Ltd.                                           | CTBC FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.          | CUSIP: 652766908<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |   1946000 | NS      | $1461832.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Limited                                         | GEELY AUTOMOBILE HOLDINGS LTD COMMON STOCK HKD.02          | CUSIP: 653182907<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |   1149300 | NS      | $1717529.11   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc.                                                      | MINEBEA MITSUMI INC COMMON STOCK                           | CUSIP: 664240009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47300 | NS      | $785343.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                  | NIPPON STEEL CORP COMMON STOCK                             | CUSIP: 664256005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    105478 | NS      | $1689894.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | NISSAN MOTOR CO LTD COMMON STOCK                           | CUSIP: 664286002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    301425 | NS      | $1087538.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                      | NOMURA HOLDINGS INC COMMON STOCK                           | CUSIP: 664310000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    387300 | NS      | $1413475.65   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SECOM Co. Ltd.                                                            | SECOM CO LTD COMMON STOCK                                  | CUSIP: 679159004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27094 | NS      | $1675089.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                 | SEKISUI CHEMICAL CO LTD COMMON STOCK                       | CUSIP: 679382002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48600 | NS      | $687364.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                              | EXPERIAN PLC COMMON STOCK USD.1                            | CUSIP: B19NLV907<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    230724 | NS      | $8163336.86   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepkor Holdings Limited                                                   | PEPKOR HOLDINGS LTD COMMON STOCK                           | CUSIP: BFXG36909<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    276242 | NS      | $355559.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huizhou Desay Sv Automotive Co. Ltd.                                      | HUIZHOU DESAY SV AUTOMOTIV-A                               | CUSIP: BFY8GX903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6200 | NS      | $96891.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jafron Biomedical Co. Ltd.                                                | JAFRON BIOMEDICAL CO LTD COMMON STOCK CNY1.0               | CUSIP: BFY8H0904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8000 | NS      | $35811.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BGI Genomics Co.Ltd.                                                      | BGI GENOMICS CO LTD COMMON STOCK CNY1.0                    | CUSIP: BFY8H5903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4500 | NS      | $38210.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubei Xingfa Chemicals Group Co.Ltd                                       | HUBEI XINGFA CHEMICALS GROUP C COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     12800 | NS      | $55401.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Yeast Co. Ltd                                                       | ANGEL YEAST CO LTD COMMON STOCK CNY1.0                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      9400 | NS      | $57656.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sichuan New Energy Power Company Limited                                  | SICHUAN NEW ENERGY POWER CO                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     15800 | NS      | $46704.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia ERDOS Resources Co. Ltd.                                   | INNER MONGOLIA ERDOS RESOURCES COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     13400 | NS      | $30525.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Yangnong Chemical Co. Ltd.                                        | JIANGSU YANGNONG CHEMICAL CO L COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      3200 | NS      | $47636.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Yoke Technology Co. Ltd.                                          | JIANGSU YOKE TECHNOLOGY-A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5100 | NS      | $38702.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hangzhou Oxygen Plant Group Co.Ltd.                                       | HANGZHOU OXYGEN PLANT GROU-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     10800 | NS      | $62891.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Wolwo Bio-Pharmaceutical Company Limited                         | ZHEJIANG WOLWO BIO-PHARMAC-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5300 | NS      | $37850.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shennan Circuits Co. Ltd.                                                 | SHENNAN CIRCUITS CO LTD COMMON STOCK CNY1.0                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5600 | NS      | $59799.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weihai Guangwei Composites Co. Ltd.                                       | WEIHAI GUANGWEI COMPOSITES-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5800 | NS      | $58058.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhuzhou Hongda Electronics Corp.Ltd.                                      | ZHUZHOU HONGDA ELECTRONICS-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      4100 | NS      | $25769.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                            | RHEINMETALL AG COMMON STOCK                                | CUSIP: 533458907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6930 | NS      | $1416325.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The People's Insurance Company (Group) of China Limited                   | PEOPLE'S INSURANCE CO GROUP OF COMMON STOCK CNY1.0         | CUSIP: B8RZJZ909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1674100 | NS      | $564965.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Fosun Pharmaceutical (Group) Co. Ltd.                            | SHANGHAI FOSUN PHARMACEUTICAL COMMON STOCK CNY1.0          | CUSIP: B8XBQ9905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     94100 | NS      | $314507.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFI Holdings (Group) Co. Ltd.                                            | CIFI HOLDINGS GROUP CO LTD COMMON STOCK HKD.1              | CUSIP: B8Z00N904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    789848 | NS      | $122164.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co. Ltd                                           | CHINA GALAXY SECURITIES CO LTD COMMON STOCK CNY1.0         | CUSIP: B92NYF908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    722600 | NS      | $359917.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Towers Ltd                                                          | INDUS TOWERS LTD COMMON STOCK INR10.0                      | CUSIP: B92P9G909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    100070 | NS      | $246885.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltronic Power Technology Corp.                                          | VOLTRONIC POWER TECHNOLOGY COR COMMON STOCK TWD10.0        | CUSIP: B96HCH907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7000 | NS      | $397280.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                  | TELE2 AB COMMON STOCK SEK1.25                              | CUSIP: B97C73904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     65684 | NS      | $583488.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                          | COCA-COLA HBC AG COMMON STOCK CHF6.7                       | CUSIP: B9895B904<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     50199 | NS      | $1227917.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT Inc.                                                 | NIPPON PROLOGIS REIT INC REIT                              | CUSIP: B98BC6902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       266 | NS      | $654250.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                         | LEG IMMOBILIEN SE COMMON STOCK                             | CUSIP: B9G6L8900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     11543 | NS      | $740641.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Absolute Public Limited Company                                    | ENERGY ABSOLUTE PCL NVDR THB.1                             | CUSIP: B9L4K9908<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    315900 | NS      | $869953.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Limited                                    | AUCKLAND INTERNATIONAL AIRPORT COMMON STOCK                | CUSIP: BKX3XG902<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    284760 | NS      | $1451260.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| StarPower Semiconductor Ltd.                                              | STARPOWER SEMICONDUCTOR LTD COMMON STOCK CNY1.0            | CUSIP: BL58R3906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1900 | NS      | $90985.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzhou Maxwell Technologies Co.Ltd.                                       | SUZHOU MAXWELL TECHNOLOGIES CO COMMON STOCK CNY1.0         | CUSIP: BL61W9901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1940 | NS      | $117484.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Railway Catering and Tourism Corporation Limited                   | INDIAN RAILWAY CATERING and TOUR COMMON STOCK INR2.0       | CUSIP: BL6C48900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     34930 | NS      | $317497.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                                  | LIFCO AB COMMON STOCK SEK.2                                | CUSIP: BL6K7K902<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |     27106 | NS      | $469532.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiumaojiu International Holdings Limited                                  | JIUMAOJIU INTERNATIONAL HOLDIN COMMON STOCK USD.0000001    | CUSIP: BLBFH6907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    137000 | NS      | $351785.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                                       | KUAISHOU TECHNOLOGY COMMON STOCK USD.0000053               | CUSIP: BLC90T908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    332800 | NS      | $2507413.86   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Haier Smart Home Co. Ltd.                                                 | HAIER SMART HOME CO LTD COMMON STOCK CNY1.0                | CUSIP: BLD4QD905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    437040 | NS      | $1454537.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | ATLAS COPCO AB COMMON STOCK SEK.639                        | CUSIP: BLDBN4902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    312062 | NS      | $3889823.23   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | ATLAS COPCO AB COMMON STOCK SEK.639                        | CUSIP: BLDBN5909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    189193 | NS      | $2147948.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilibili Inc.                                                             | BILIBILI INC COMMON STOCK USD.0001                         | CUSIP: BLF853909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     34860 | NS      | $602058.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer N.V.                                                       | WOLTERS KLUWER NV COMMON STOCK EUR.12                      | CUSIP: 567151907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     32804 | NS      | $3615358.63   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                    | SANOFI COMMON STOCK EUR2.0                                 | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    208863 | NS      | $18866530.25  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| NEPI Rockcastle N.V.                                                      | NEPI ROCKCASTLE NV COMMON STOCK                            | CUSIP: BLF9GQ904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     75894 | NS      | $448899.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Sulaiman Al Habib Medical Services Group Company                      | DR SULAIMAN AL HABIB MEDICAL S COMMON STOCK SAR10.0        | CUSIP: BLGM73905<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     17398 | NS      | $1078144.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                 | TESCO PLC SPONSORED ADR COMMON STOCK GBP.0633333           | CUSIP: BLGZ98903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1908705 | NS      | $5258981.11   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Postal Savings Bank of China Co. Ltd.                                     | POSTAL SAVINGS BANK OF CHI-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    319900 | NS      | $200992.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC International (China) Co. Ltd.                                        | BOC INTERNATIONAL CHINA CO-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     34500 | NS      | $54545.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing-Shanghai High Speed Railway Co.Ltd.                               | BEIJING-SHANGHAI HIGH SPE-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    450300 | NS      | $312521.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Junshi Biosciences Co. Ltd.                                      | SHANGHAI JUNSHI BIOSCIENCE-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7679 | NS      | $71552.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zomato Limited                                                            | ZOMATO LTD COMMON STOCK INR1.0                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |    235401 | NS      | $193341.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H and M Hennes and Mauritz AB                                             | HENNES and MAURITZ AB COMMON STOCK                         | CUSIP: 568743900<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     86164 | NS      | $966106.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Corporation                                                         | ELISA OYJ COMMON STOCK                                     | CUSIP: 570151902<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     17727 | NS      | $922113.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | BANCO SANTANDER SA COMMON STOCK EUR.5                      | CUSIP: 570594903<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |   2213719 | NS      | $6605403.70   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                | SIEMENS AG COMMON STOCK NPV                                | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |    121575 | NS      | $16860680.71  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0            | CUSIP: 575602909<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     52896 | NS      | $4802909.33   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG PREFERENCE                     | CUSIP: 575603907<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      9013 | NS      | $782097.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Polski Koncern Naftowy ORLEN S.A.                                         | POLSKI KONCERN NAFTOWY ORLEN S COMMON STOCK PLN1.25        | CUSIP: 581006905<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     97956 | NS      | $1441833.99   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                       | DEUTSCHE TELEKOM AG COMMON STOCK                           | CUSIP: 584235907<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    514244 | NS      | $10461181.65  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                                              | SARTORIUS AG PREFERENCE                                    | CUSIP: 584332902<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |      3867 | NS      | $1453831.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Expressway and Metro Public Company Limited                       | BANGKOK EXPRESSWAY and METRO PCL NVDR THB1.0               | CUSIP: 976LYS907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1368400 | NS      | $364072.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yonyou Network Technology Co.Ltd.                                         | YONYOU NETWORK TECHNOLOGY CO L COMMON STOCK CNY1.0         | CUSIP: 978VRA900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     37900 | NS      | $122596.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Display Co. Ltd.                                                       | LG DISPLAY CO LTD COMMON STOCK KRW5000.                    | CUSIP: B01VZN902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     45796 | NS      | $511082.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enterprises Water Group Limited                                   | BEIJING ENTERPRISES WATER GROU COMMON STOCK HKD.1          | CUSIP: B01YCG906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    778200 | NS      | $207822.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Vale Indonesia Tbk                                                     | VALE INDONESIA TBK PT COMMON STOCK IDR25.                  | CUSIP: B0217K904<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    454200 | NS      | $215168.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano S.A.                                                               | SUZANO SA COMMON STOCK NPV                                 | CUSIP: B02GKC904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    142127 | NS      | $1455683.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group plc                                                         | ADMIRAL GROUP PLC COMMON STOCK GBP.001                     | CUSIP: B02J63904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     45668 | NS      | $1116494.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M3 Inc.                                                                   | M3 INC COMMON STOCK                                        | CUSIP: B02K2M903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     57200 | NS      | $1793950.87   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                  | MOWI ASA COMMON STOCK NOK7.5                               | CUSIP: B02L48900<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     68698 | NS      | $1076559.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Limited                                      | SINGAPORE TELECOMMUNICATIONS L COMMON STOCK                | CUSIP: B02PY2901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   1046248 | NS      | $2103400.73   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Power International Development Limited                             | CHINA POWER INTERNATIONAL DEVE COMMON STOCK                | CUSIP: B02ZKQ901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1027900 | NS      | $399890.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Muangthai Capital Public Company Limited                                  | MUANGTHAI CAPITAL PCL NVDR THB1.0                          | CUSIP: BSNLDQ906<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    141100 | NS      | $149675.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alteogen Inc.                                                             | ALTEOGEN INC COMMON STOCK KRW500.0                         | CUSIP: BSTJWN901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6567 | NS      | $186777.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Limited                                                        | ICICI BANK LTD COMMON STOCK INR2.0                         | CUSIP: BSZ2BY900<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |    765601 | NS      | $8966490.03   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Nien Made Enterprise Co. Ltd.                                             | NIEN MADE ENTERPRISE CO LTD COMMON STOCK TWD10.0           | CUSIP: BSZLN1907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     19000 | NS      | $180374.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chengtun Mining Group Co.Ltd                                              | CHENGTUN MINING GROUP CO LTD COMMON STOCK CNY1.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     26800 | NS      | $23016.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Limited                                                 | SPARK NEW ZEALAND LTD COMMON STOCK                         | CUSIP: 688143007<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    423700 | NS      | $1381312.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corporation                                                        | SYSMEX CORP COMMON STOCK                                   | CUSIP: 688380906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21700 | NS      | $1333163.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corporation                                                        | TERUMO CORP COMMON STOCK                                   | CUSIP: 688507003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     83746 | NS      | $2488903.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SEEK Limited                                                              | SEEK LTD COMMON STOCK                                      | CUSIP: B0767Y908<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |     69504 | NS      | $1066024.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem S.A.                                                              | BRASKEM SA PREFERENCE                                      | CUSIP: B0774N903<br>LEI: 549300RPMQUFGBB7EY44 | Long             | EP               | CORP              | BR        |     36800 | NS      | $199553.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recordati  Industria  Chimica e Farmaceutica S.p.A                        | RECORDATI SPA COMMON STOCK EUR.125                         | CUSIP: B07DRZ908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     12823 | NS      | $548704.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Enterprises Limited                                        | DOMINO'S PIZZA ENTERPRISES LTD COMMON STOCK                | CUSIP: B07SFG900<br>LEI: 54930034RFI409JZ3179 | Long             | EC               | CORP              | AU        |     12443 | NS      | $569882.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                                      | RENTOKIL INITIAL PLC COMMON STOCK GBP.01                   | CUSIP: B082RF905<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    464597 | NS      | $3060663.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                                       | SWISS PRIME SITE AG COMMON STOCK                           | CUSIP: B083BH906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     10771 | NS      | $898575.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car S.A.                                                  | LOCALIZA RENT A CAR SA COMMON STOCK                        | CUSIP: B08K3S903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    140645 | NS      | $1628867.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ALL Public Company Limited                                             | CP ALL PCL NVDR THB1.0                                     | CUSIP: B08YDH906<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1099100 | NS      | $2034917.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aspen Pharmacare Holdings Ltd                                             | ASPEN PHARMACARE HOLDINGS LTD COMMON STOCK ZAR.1390607     | CUSIP: B09C0Z907<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     65380 | NS      | $542551.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                       | MTU AERO ENGINES AG COMMON STOCK                           | CUSIP: B09DHL908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      8469 | NS      | $1785808.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hygeia Healthcare Holdings Co. Limited                                    | HYGEIA HEALTHCARE HOLDINGS CO COMMON STOCK USD.00001       | CUSIP: BMX09H909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     64800 | NS      | $415319.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                | HALEON PLC COMMON STOCK GBP1.25                            | CUSIP: BMX86B908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1271792 | NS      | $4420068.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hopson Development Holdings Limited                                       | HOPSON DEVELOPMENT HOLDINGS LT COMMON STOCK HKD.1          | CUSIP: BMXJW5908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    158306 | NS      | $180318.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Wantai Biological Pharmacy Enterprise Co. Ltd.                    | BEIJING WANTAI BIOLOGICAL PHAR COMMON STOCK CNY1.0         | CUSIP: BMXTWX905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6335 | NS      | $145127.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | WORLDLINE SA/FRANCE COMMON STOCK EUR.68                    | CUSIP: BNFWR4906<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |     43702 | NS      | $2070225.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                             | NN GROUP NV COMMON STOCK                                   | CUSIP: BNG8PQ901<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     37785 | NS      | $1614803.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Finecobank Banca Fineco S.P.A.                                            | FINECOBANK BANCA FINECO SPA COMMON STOCK EUR.33            | CUSIP: BNGN9Z906<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     74349 | NS      | $1207559.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin                            | CIE GENERALE DES ETABLISSEMENT COMMON STOCK EUR.5          | CUSIP: BPBPJ0907<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    124268 | NS      | $3500943.56   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Steel Limited                                                        | TATA STEEL LTD COMMON STOCK INR1.0                         | CUSIP: BPQWCZ906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |   1091101 | NS      | $1459137.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                 | AVIVA PLC COMMON STOCK GBP.3289474                         | CUSIP: BPQY8M906<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    728140 | NS      | $3931436.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Pictures Group Limited                                            | ALIBABA PICTURES GROUP LTD COMMON STOCK HKD.25             | CUSIP: BPYM74904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   2206100 | NS      | $122371.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | RECRUIT HOLDINGS CO LTD COMMON STOCK                       | CUSIP: BQRRZ0906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    186800 | NS      | $6043963.29   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                                | ZALANDO SE COMMON STOCK                                    | CUSIP: BQV0SV900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     35187 | NS      | $1106735.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                                        | BARRY CALLEBAUT AG COMMON STOCK CHF.02                     | CUSIP: 547692905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       506 | NS      | $1033457.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                             | VOLKSWAGEN AG COMMON STOCK                                 | CUSIP: 549710903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4617 | NS      | $891305.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                             | VOLKSWAGEN AG PREFERENCE                                   | CUSIP: 549716900<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     29624 | NS      | $4375801.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lufax Holding Ltd                                                         | LUFAX HOLDING LTD ADR USD.00001                            | CUSIP: 54975P102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    162000 | NS      | $301320.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria Sociedad Anonima                          | BANCO BILBAO VIZCAYA ARGENTARI COMMON STOCK EUR.49         | CUSIP: 550190904<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    852087 | NS      | $5021406.94   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Mining Corporation                                                 | LUNDIN MINING CORP COMMON STOCK                            | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |    155917 | NS      | $959738.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering                                                                    | KERING SA COMMON STOCK EUR4.0                              | CUSIP: 550507909<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |     13738 | NS      | $8254336.42   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                    | DAIMLER AG COMMON STOCK                                    | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    127535 | NS      | $8665176.99   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongtai Securities Co. Ltd.                                              | ZHONGTAI SECURITIES CO LTD-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     66100 | NS      | $63993.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Three Gorges Renewables (Group) Co.Ltd.                             | CHINA THREE GORGES RENEWAB-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    325300 | NS      | $265426.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                               | SWISSCOM AG COMMON STOCK CHF1.0                            | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      3702 | NS      | $1996348.48   | 0.05%             |  |  |  | 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        |    227380 | NS      | $2392944.39   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Oil Public Company Limited                                           | THAI OIL PCL NVDR THB10.0                                  | CUSIP: B030K6901<br>LEI: 549300HG5527UPZLTT69 | Long             | EC               | CORP              | TH        |    203000 | NS      | $320844.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CPFL Energia S.A.                                                         | CPFL ENERGIA SA COMMON STOCK                               | CUSIP: B031NN909<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     43300 | NS      | $291206.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                                     | DEXUS REIT                                                 | CUSIP: B033YN903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    225120 | NS      | $1235928.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Limited                                                              | NTPC LTD COMMON STOCK INR10.0                              | CUSIP: B037HF900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    578349 | NS      | $1226138.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asmedia Technology Inc.                                                   | ASMEDIA TECHNOLOGY INC COMMON STOCK TWD10.0                | CUSIP: B6ZZQ6900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $73723.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haitong Securities Co. Ltd.                                               | HAITONG SECURITIES CO LTD COMMON STOCK CNY1.0              | CUSIP: B71SXC900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    578000 | NS      | $357570.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group NV/SA                                                          | ELIA GROUP SA/NV COMMON STOCK                              | CUSIP: B09M9F900<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      2684 | NS      | $382440.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Kalbe Farma Tbk.                                                       | KALBE FARMA TBK PT COMMON STOCK IDR10.                     | CUSIP: B7311V900<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   3955910 | NS      | $522176.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                               | PROSUS NV COMMON STOCK EUR.05                              | CUSIP: BJDS7L900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    104351 | NS      | $6828630.27   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International Public Limited Company                                | CRODA INTERNATIONAL PLC COMMON STOCK GBP.1060976           | CUSIP: BJFFLV908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     34941 | NS      | $2889465.76   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CanSino Biologics Inc.                                                    | CANSINO BIOLOGICS INC COMMON STOCK CNY1.0                  | CUSIP: BJKDJS907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17800 | NS      | $228675.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Topsports International Holdings Limited                                  | TOPSPORTS INTERNATIONAL HOLDIN COMMON STOCK HKD.000001     | CUSIP: BJRFW2907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    344000 | NS      | $220896.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Natura and Co Holding S.A.                                                | NATURA and CO HOLDING SA COMMON STOCK                      | CUSIP: BJRFY3903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    171500 | NS      | $386997.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Montage Technology Co. Ltd.                                               | MONTAGE TECHNOLOGY CO LTD-A                                | CUSIP: BK71F7905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12911 | NS      | $122860.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                 | SHELL PLC COMMON STOCK EUR.07                              | CUSIP: BP6MXD906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1905907 | NS      | $55778106.03  | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloomage Biotechnology Corporation Limited                                | BLOOMAGE BIOTECHNOLOGY CORP LT COMMON STOCK CNY1.0         | CUSIP: BP91NT905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3537 | NS      | $54150.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Microelectronics Limited                                  | CHINA RESOURCES MICROELECT-A                               | CUSIP: BP91NW908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11988 | NS      | $89994.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trina Solar Co. Ltd.                                                      | TRINA SOLAR CO LTD COMMON STOCK CNY1.0                     | CUSIP: BP91P0906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     24881 | NS      | $227113.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                                             | SCHRODERS PLC COMMON STOCK GBP.2                           | CUSIP: BP9LHF908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    194617 | NS      | $1050479.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd.                                                        | ARC RESOURCES LTD COMMON STOCK                             | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |    157119 | NS      | $2333745.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                           | ANTOFAGASTA PLC COMMON STOCK GBP.05                        | CUSIP: 004561908<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |     97042 | NS      | $1679081.55   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibra Energia S.A                                                         | VIBRA ENERGIA SA COMMON STOCK                              | CUSIP: BPBLV8905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    222400 | NS      | $708426.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X Public Company Limited                                              | SCB X PCL-NVDR                                             | CUSIP: BPH072905<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    161600 | NS      | $485200.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Company Limited                                      | CHINA SHENHUA ENERGY CO LTD COMMON STOCK CNY1.0            | CUSIP: B09N7M905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    646900 | NS      | $2005036.84   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambuja Cements Limited                                                    | AMBUJA CEMENTS LTD COMMON STOCK INR2.0                     | CUSIP: B09QQ1903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     87179 | NS      | $615734.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flat Glass Group Co. Ltd.                                                 | FLAT GLASS GROUP CO LTD-A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     18800 | NS      | $93337.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Superconducting Technologies Co. Ltd.                             | WESTERN SUPERCONDUCTING TE-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5216 | NS      | $71978.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co. Ltd.                                          | COSCO SHIPPING HOLDINGS CO LTD COMMON STOCK CNY1.0         | CUSIP: B0B8Z1900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    610389 | NS      | $667580.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co. Ltd.                                           | BANK OF COMMUNICATIONS CO LTD COMMON STOCK CNY1.0          | CUSIP: B0B8Z2908<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |   1643876 | NS      | $931423.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytron Technology Co.Ltd.                                                | RAYTRON TECHNOLOGY CO LTD-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      4026 | NS      | $22969.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Rural Commercial Bank Co. Ltd.                                  | CHONGQING RURAL COMMERCIAL-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    147400 | NS      | $74916.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China State Construction International Holdings Limited                   | CHINA STATE CONSTRUCTION INTER COMMON STOCK HKD.025        | CUSIP: B0BM5T901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    387400 | NS      | $467798.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Forge Limited                                                      | BHARAT FORGE LTD COMMON STOCK INR2.                        | CUSIP: B0C1DM902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     36878 | NS      | $390601.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                                         | ASHTEAD GROUP PLC COMMON STOCK GBP.1                       | CUSIP: 005367008<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    111486 | NS      | $6804538.57   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Developments P L C                                                | BARRATT DEVELOPMENTS PLC COMMON STOCK GBP.1                | CUSIP: 008118002<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    258188 | NS      | $1248543.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hangzhou Lion Electronics Co.Ltd                                          | HANGZHOU LION ELECTRONICS -A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7500 | NS      | $49230.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNGR Advanced Material Co.Ltd.                                            | CNGR ADVANCED MATERIAL CO -A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      4600 | NS      | $49254.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Limited                                                | AGNICO EAGLE MINES LTD COMMON STOCK                        | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |    104208 | NS      | $5248553.69   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                                | AIR CANADA COMMON STOCK                                    | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |     43826 | NS      | $628482.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                                  | ENGIE SA COMMON STOCK EUR1.0                               | CUSIP: B0C2CQ902<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    335485 | NS      | $5099995.12   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Celltrion Inc.                                                            | CELLTRION INC COMMON STOCK KRW1000.0                       | CUSIP: B0C5YV900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     19586 | NS      | $2655173.98   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Company Public Limited Company(The)                          | BRITISH LAND CO PLC/THE REIT GBP.25                        | CUSIP: 013670005<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |    218027 | NS      | $1045534.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power and Utilities Corp.                                       | ALGONQUIN POWER and UTILITIES CO COMMON STOCK              | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |    160742 | NS      | $1214094.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yunnan Botanee Bio-Technology Group Co. LTD                               | YUNNAN BOTANEE BIO-TECHNOL-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      3200 | NS      | $57327.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ningbo Deye Technology Co. Ltd.                                           | NINGBO DEYE TECHNOLOGY CO  A COMMON STOCK CNY1.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      2300 | NS      | $117657.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                             | ALIMENTATION COUCHE-TARD INC COMMON STOCK                  | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |    193265 | NS      | $8804430.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd.                                                              | ALTAGAS LTD COMMON STOCK                                   | CUSIP: 021361100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     65143 | NS      | $1093021.23   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innolux Corporation                                                       | INNOLUX CORP COMMON STOCK TWD10.0                          | CUSIP: B0CC0M902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1004550 | NS      | $409237.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Astra International Tbk                                                | ASTRA INTERNATIONAL TBK PT COMMON STOCK IDR50.             | CUSIP: B800MQ901<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   3814408 | NS      | $1475790.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Asset World Corp Public Company Limited                                   | ASSET WORLD CORP PCL FOREIGN SH. THB1.0 A                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     96000 | NS      | $17290.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo                                                                    | DIAGEO PLC COMMON STOCK GBP.2893518                        | CUSIP: 023740905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    580008 | NS      | $26786037.70  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC Public Limited Company                                                | DCC PLC COMMON STOCK EUR.25                                | CUSIP: 024249906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     24558 | NS      | $1307777.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXON Co. Ltd.                                                            | NEXON CO LTD COMMON STOCK                                  | CUSIP: B63QM7907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64000 | NS      | $1356303.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group                                                             | VODACOM GROUP LTD COMMON STOCK                             | CUSIP: B65B4D905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    106157 | NS      | $773131.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JMT Network Services Public Company Limited                               | JMT NETWORK SERVICES PCL NVDR THB.5                        | CUSIP: B810VB903<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    120900 | NS      | $231380.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHH Healthcare Berhad                                                     | IHH HEALTHCARE BHD COMMON STOCK MYR1.0                     | CUSIP: B83X6P906<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    523000 | NS      | $684155.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                           | BAE SYSTEMS PLC COMMON STOCK GBP.025                       | CUSIP: 026349902<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    788400 | NS      | $7808134.52   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt and Spruengli AG                                  | CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF100.0     | CUSIP: 596230904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        15 | NS      | $1544831.87   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fibra Uno Administracion S.A. de C.V.                                     | FIBRA UNO ADMINISTRACION SA DE REIT                        | CUSIP: B671GT907<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    643600 | NS      | $796244.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroPort Scientific Corporation                                          | MICROPORT SCIENTIFIC CORP COMMON STOCK USD.00001           | CUSIP: B676TW905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    117800 | NS      | $283086.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                   | STMICROELECTRONICS NV COMMON STOCK EUR1.04                 | CUSIP: 596233908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    125553 | NS      | $4859789.37   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | SOCIETE GENERALE SA COMMON STOCK EUR1.25                   | CUSIP: 596651901<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |    147509 | NS      | $3712675.30   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AAC Technologies Holdings Inc.                                            | AAC TECHNOLOGIES HOLDINGS INC COMMON STOCK USD.01          | CUSIP: B85LKS908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    137200 | NS      | $320822.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                               | AGEAS COMMON STOCK                                         | CUSIP: B86S2N903<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     15978 | NS      | $646982.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Company AB                                                          | TELIA CO AB COMMON STOCK SEK3.2                            | CUSIP: 597838903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    310024 | NS      | $847210.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                               | GIVAUDAN SA COMMON STOCK CHF10.0                           | CUSIP: 598061901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1342 | NS      | $4536867.25   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Limited                                                 | ANGLOGOLD ASHANTI LTD COMMON STOCK ZAR.25                  | CUSIP: 656565900<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     68038 | NS      | $1241880.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corporation                                                      | MARUBENI CORP COMMON STOCK                                 | CUSIP: 656946001<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |    202800 | NS      | $2294150.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Limited                                                  | AURIZON HOLDINGS LT SPN ADR COMMON STOCK                   | CUSIP: B87CVM907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    383999 | NS      | $998040.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                                                   | JAPAN AIRLINES CO LTD COMMON STOCK                         | CUSIP: B8BRV4909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18200 | NS      | $363802.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co. Ltd.                                        | KOREA INVESTMENT HOLDINGS CO L COMMON STOCK KRW5000.       | CUSIP: 665458907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8954 | NS      | $398021.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas (International) Limited                                   | ORIENT OVERSEAS INTERNATIONAL COMMON STOCK USD.1           | CUSIP: 665911905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     25500 | NS      | $484534.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sage Group Plc.                                                       | SAGE GROUP PLC/THE COMMON STOCK GBP.01051948               | CUSIP: B8C3BL905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    253062 | NS      | $2454577.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                                   | WPP PLC COMMON STOCK GBP.1                                 | CUSIP: B8KF9B904<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |    285686 | NS      | $3002480.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Limited                                                              | XERO LTD COMMON STOCK                                      | CUSIP: B8P4LP909<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     27826 | NS      | $1382818.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-Reit                                                                | GLP J-REIT REIT                                            | CUSIP: B8RBZV903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       530 | NS      | $595571.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seegene Inc.                                                              | SEEGENE INC COMMON STOCK KRW500.                           | CUSIP: B679Q3906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7338 | NS      | $171765.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Limited                                                  | SWIRE PROPERTIES LTD COMMON STOCK                          | CUSIP: B67C2G906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    188800 | NS      | $425224.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev S.A.                                                                | AMBEV SA COMMON STOCK                                      | CUSIP: BG7ZWY901<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    905200 | NS      | $2776992.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                                      | WUXI APPTEC CO LTD COMMON STOCK CNY1.0                     | CUSIP: BGHH0L903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     66929 | NS      | $674870.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc.                                                | WOORI FINANCIAL GROUP INC COMMON STOCK KRW5000.0           | CUSIP: BGHWH9909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    102367 | NS      | $1022640.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongcheng Travel Holdings Limited                                         | TONGCHENG-ELONG HOLDINGS LTD COMMON STOCK USD.0005         | CUSIP: BGM5R2906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    231600 | NS      | $504266.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMRON Corporation                                                         | OMRON CORP COMMON STOCK                                    | CUSIP: 665942009<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |     24067 | NS      | $1251754.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                               | ONO PHARMACEUTICAL CO LTD COMMON STOCK                     | CUSIP: 666010004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48100 | NS      | $1232714.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corporation                                                          | ORIX CORP COMMON STOCK                                     | CUSIP: 666114004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    157000 | NS      | $2543740.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                                        | OSAKA GAS CO LTD COMMON STOCK                              | CUSIP: 666176003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47700 | NS      | $737275.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northland Power Inc.                                                      | NORTHLAND POWER INC COMMON STOCK                           | CUSIP: 666511100<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        |     52941 | NS      | $1499499.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMOREPACIFIC Group                                                        | AMOREPACIFIC GROUP COMMON STOCK KRW500.0                   | CUSIP: 666593900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5582 | NS      | $135685.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                                        | SEKISUI HOUSE LTD COMMON STOCK                             | CUSIP: 679390005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     79900 | NS      | $1496022.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Semen Indonesia (Persero) Tbk                                          | SEMEN INDONESIA PERSERO TBK PT COMMON STOCK IDR100.        | CUSIP: 679523001<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    569792 | NS      | $276547.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haidilao International Holding Ltd.                                       | HAIDILAO INTERNATIONAL HOLDING COMMON STOCK USD.000005     | CUSIP: BGN971901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    211000 | NS      | $528977.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Solar Holdings Limited                                              | XINYI SOLAR HOLDINGS LTD COMMON STOCK HKD.1                | CUSIP: BGQYNN907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    933000 | NS      | $1094762.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Lujiazui Finance and Trade Zone Development Co. Ltd.             | SHANGHAI LUJIAZUI FINANCE and TR COMMON STOCK CNY1.0       | CUSIP: 679866905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    183580 | NS      | $147590.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                                 | STOCKLAND REIT NPV                                         | CUSIP: 685085003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    496371 | NS      | $1295959.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corporation                                                          | SCSK CORP COMMON STOCK                                     | CUSIP: 685847006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19200 | NS      | $310947.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Company Limited                                         | SUMITOMO CHEMICAL CO LTD COMMON STOCK                      | CUSIP: 685856007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    194500 | NS      | $709114.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ningbo Ronbay New Energy Technology Co. Ltd.                              | NINGBO RONBAY NEW ENERGY T-A                               | CUSIP: BK71FC904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5141 | NS      | $56047.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang HangKe Technology Incorporated Company                           | ZHEJIANG HANGKE TECHNOLOGY-A                               | CUSIP: BK71FG905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4294 | NS      | $27828.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovent Biologics Inc.                                                   | INNOVENT BIOLOGICS INC COMMON STOCK USD.00001              | CUSIP: BGR6KX908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    195500 | NS      | $789492.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Osotspa Public Company Limited                                            | OSOTSPA PCL NVDR THB1.0                                    | CUSIP: BGR9X3904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    260000 | NS      | $209299.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                | PHOENIX GROUP HOLDINGS PLC COMMON STOCK GBP.1              | CUSIP: BGXQNP901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    188621 | NS      | $1351700.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Cinda Asset Management Co. Ltd.                                     | CHINA CINDA ASSET MANAGEMENT C COMMON STOCK CNY1.0         | CUSIP: BGY6SV906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1879300 | NS      | $247235.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmaron Beijing Co. Ltd.                                                | PHARMARON BEIJING CO LTD COMMON STOCK CNY1.0               | CUSIP: BK72QD908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     37950 | NS      | $219571.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Will Semiconductor Co.Ltd. Shanghai                                       | WILL SEMICONDUCTOR CO LTD-A                                | CUSIP: BK947V903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     13245 | NS      | $152551.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Lingang Holdings Co.Ltd.                                         | SHANGHAI LINGANG HOLDINGS-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     17100 | NS      | $30363.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Joinn Laboratories (China) Co. Ltd.                                       | JOINN LABORATORIES CHINA C-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5040 | NS      | $41501.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                         | SUMITOMO ELECTRIC INDUSTRIES L COMMON STOCK                | CUSIP: 685870008<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     93100 | NS      | $1093296.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                                            | SUMITOMO METAL MINING CO LTD COMMON STOCK                  | CUSIP: 685884009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32200 | NS      | $1086062.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty and Development Co. Ltd.                                  | SUMITOMO REALTY and DEVELOPMENT COMMON STOCK               | CUSIP: 685890006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39983 | NS      | $1088870.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE Oyj                                                                  | KONE OYJ COMMON STOCK                                      | CUSIP: B09M9D905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     43249 | NS      | $2162913.39   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Meidong Auto Holdings Limited                                       | CHINA MEIDONG AUTO HOLDINGS LT COMMON STOCK HKD.1          | CUSIP: BH0VXF905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    106000 | NS      | $201755.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logan Group Company Limited                                               | LOGAN PROPERTY HOLDINGS CO LTD COMMON STOCK HKD.1          | CUSIP: BH6X93909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    246500 | NS      | $29858.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Sagax                                                                  | SAGAX AB COMMON STOCK SEK1.75                              | CUSIP: B9M3PK909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     22250 | NS      | $494733.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes S.A.                                          | BB SEGURIDADE PARTICIPACOES SA COMMON STOCK                | CUSIP: B9N3SQ902<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    137400 | NS      | $829269.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tianjin 712 Communication and Broadcasting Co. Ltd.                       | TIANJIN712 COMMUNICATION and-A                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7900 | NS      | $41299.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Changsha Co. Ltd.                                                 | BANK OF CHANGSHA CO LTD-A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     53200 | NS      | $51688.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                         | INTERCONTINENTAL HOTELS GROUP COMMON STOCK GBP.2085213     | CUSIP: BHJYC0905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     46186 | NS      | $2688184.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ESR Group Limited                                                         | ESR CAYMAN LTD COMMON STOCK USD.001                        | CUSIP: BHNCRK908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    328200 | NS      | $744980.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co. Ltd.                         | SHENZHEN MINDRAY BIO-MEDICAL E COMMON STOCK CNY1.0         | CUSIP: BHQK86909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     13800 | NS      | $633509.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sangfor Technologies Inc.                                                 | SANGFOR TECHNOLOGIES INC-A                                 | CUSIP: BHQPS7904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4200 | NS      | $66696.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovctek China Inc.                                                         | OVCTEK CHINA INC COMMON STOCK CNY1.0                       | CUSIP: BHQPSJ908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9200 | NS      | $41172.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Micro Corp.                                                            | SG MICRO CORP-A                                            | CUSIP: BHQPSR900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3800 | NS      | $95116.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                             | KION GROUP AG COMMON STOCK                                 | CUSIP: BB22L9907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     11432 | NS      | $327021.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVEVA Group plc                                                           | AVEVA GROUP PLC COMMON STOCK GBP.0355556                   | CUSIP: BBG9VN905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     29865 | NS      | $1158949.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Limited                               | CONTEMPORARY AMPEREX TECHNOLOG COMMON STOCK CNY1.0         | CUSIP: BHQPSY905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     26700 | NS      | $1462713.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GigaDevice Semiconductor Inc.                                             | GIGADEVICE SEMICONDUCTOR B-A                               | CUSIP: BHWLWF903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7400 | NS      | $105487.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | VONOVIA SE COMMON STOCK                                    | CUSIP: BBJPFY900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    110844 | NS      | $2753257.03   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chinasoft International Limited                                           | CHINASOFT INTERNATIONAL LTD COMMON STOCK HKD.05            | CUSIP: BC9S4J908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    528000 | NS      | $456206.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Lesso Group Holdings Limited                                        | CHINA LESSO GROUP HOLDINGS LTD COMMON STOCK HKD.05         | CUSIP: BCDBKF900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    201000 | NS      | $246417.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Sarana Menara Nusantara Tbk.                                           | SARANA MENARA NUSANTARA TBK PT COMMON STOCK IDR50.         | CUSIP: BCDBLX900<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   4238300 | NS      | $305484.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MultiChoice Group                                                         | MULTICHOICE GROUP LTD COMMON STOCK                         | CUSIP: BHZSKR902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     60892 | NS      | $421997.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Klabin S.A.                                                               | KLABIN SA UNIT                                             | CUSIP: BJ0K6Z901<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    142200 | NS      | $539824.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Huishan Dairy Holdings Company Limited                              | CHINA HUISHAN DAIRY HOLDINGS C COMMON STOCK HKD.1          | CUSIP: BCRX1C905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    175000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                           | KONINKLIJKE AHOLD DELHAIZE NV COMMON STOCK EUR.01          | CUSIP: BD0Q39902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    131070 | NS      | $3819672.66   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel N.V.                                                           | AKZO NOBEL NV COMMON STOCK EUR.5                           | CUSIP: BJ2KSG907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     22822 | NS      | $1642041.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopro BM Co.Ltd                                                          | ECOPRO BM CO LTD COMMON STOCK KRW500.0                     | CUSIP: BJ321P905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      9616 | NS      | $852066.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dino Polska Spolka Akcyjna                                                | DINO POLSKA SA COMMON STOCK PLN.1                          | CUSIP: BD0YVN903<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |      8350 | NS      | $686273.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR N.V.                                                                 | EXOR NV COMMON STOCK EUR.01                                | CUSIP: BMJ182907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     13817 | NS      | $1084639.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ming Yang Smart Energy Group. Ltd.                                        | MING YANG SMART ENERGY GROUP L COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     23900 | NS      | $90203.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Shangji Automation Co.Ltd                                            | WUXI SHANGJI AUTOMATION CO LTD COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      4360 | NS      | $71969.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Zheshang Bank Co. Ltd.                                              | CHINA ZHESHANG BANK CO LTD-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    207300 | NS      | $85855.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                                               | INFORMA PLC COMMON STOCK GBP.001                           | CUSIP: BMJ6DW904<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |    373284 | NS      | $2799378.86   | 0.07%             |  |  |  | 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        |   1192612 | NS      | $45100191.96  | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano N.V.                                                | DAVIDE CAMPARI-MILANO NV COMMON STOCK EUR.05               | CUSIP: BMQ5W1905<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     64600 | NS      | $680841.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginlong Technologies Co. Ltd.                                             | GINLONG TECHNOLOGIES CO LTD COMMON STOCK CNY1.0            | CUSIP: BMQBTQ901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4200 | NS      | $118051.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HK Electric Investments and HK Electric Investments Limited               | HK ELECTRIC INVESTMENTS and HK E STAPLED SECURITY HKD.0005 | CUSIP: BJ3WDZ904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    372500 | NS      | $275330.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                                    | EQT AB COMMON STOCK SEK.1                                  | CUSIP: BJ7W9K908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     35506 | NS      | $814969.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation                                                         | DASSAULT AVIATION SA COMMON STOCK EUR.8                    | CUSIP: BMT9L1906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4548 | NS      | $722941.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAJAJ FINSERV LTD COMMON STOCK INR1.0                                     | BAJAJ FINSERV LTD COMMON STOCK INR1.0                      | CUSIP: BMTWGK909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     57380 | NS      | $1160104.72   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jinxin Fertility Group Limited                                            | JINXIN FERTILITY GROUP LTD COMMON STOCK USD.00001          | CUSIP: BJ9JY5900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    288000 | NS      | $227336.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cholamandalam Investment and Finance Company Limited                      | CHOLAMANDALAM INVESTMENT AND F COMMON STOCK INR2.0         | CUSIP: BJ9K2H906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     60970 | NS      | $541987.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                       | INVESTOR AB COMMON STOCK SEK6.25                           | CUSIP: BMV7PN905<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     53289 | NS      | $1026062.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                       | INVESTOR AB COMMON STOCK SEK6.25                           | CUSIP: BMV7PQ908<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |    221780 | NS      | $4127517.66   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JA Solar Technology Co. Ltd.                                              | JA SOLAR TECHNOLOGY CO LTD-A                               | CUSIP: BMVB50908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     25420 | NS      | $210120.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seazen Group Limited                                                      | SEAZEN GROUP LTD COMMON STOCK HKD.001                      | CUSIP: BMWYQP909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    374800 | NS      | $170596.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hua Hong Semiconductor Limited                                            | HUA HONG SEMICONDUCTOR LTD COMMON STOCK                    | CUSIP: BRB385903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    111100 | NS      | $391905.64    | 0.01%             |  |  |  | No            |                  2 | 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        |      6837 | NS      | $668058.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Limited                                                           | SOUTH32 LTD COMMON STOCK                                   | CUSIP: BWSW5D906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    965241 | NS      | $2680982.37   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                              | PADDY POWER BETFAIR PLC COMMON STOCK EUR.09                | CUSIP: BWT6H8900<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     27228 | NS      | $4090307.58   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGi Green Energy Technology Co.Ltd.                                     | LONGI GREEN ENERGY TECHNOLOGY COMMON STOCK CNY1.0          | CUSIP: BRTL41907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     86540 | NS      | $561384.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Private Limited                                                  | MEDIBANK PVT LTD COMMON STOCK                              | CUSIP: BRTNNQ907<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    577450 | NS      | $1152116.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Huatai Securities Co. Ltd.                                                | HUATAI SECURITIES CO LTD COMMON STOCK                      | CUSIP: BWVFT0901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    301000 | NS      | $349770.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Power Synergy Public Company Limited                               | GLOBAL POWER SYNERGY PCL NVDR THB10.0                      | CUSIP: BWX43V904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    133700 | NS      | $265716.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                      | DR.CELLNEX TELECOM RTS COMMON STOCK EUR.25                 | CUSIP: BX90C0905<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     69142 | NS      | $2377702.92   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                  | TRYG A/S COMMON STOCK DKK5.0                               | CUSIP: BXDZ97902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     69426 | NS      | $1615272.26   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Senior Technology Material Co. Ltd.                              | SHENZHEN SENIOR TECHNOLOGY MAT COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     14485 | NS      | $46926.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                                      | WUXI APPTEC CO LTD-A                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     30000 | NS      | $332785.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                  | SVENSKA HANDELSBANKEN AB COMMON STOCK SEK1.55              | CUSIP: BXDZ9Q900<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    168886 | NS      | $1715518.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Limited                                                          | VICINITY CENTRES REIT                                      | CUSIP: BY7QXS904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    805365 | NS      | $1121296.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tianshan Aluminum Group Co.Ltd                                            | TIANSHAN ALUMINUM GROUP CO-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     42600 | NS      | $43088.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Honglu Steel Construction (Group) Co. Ltd                           | ANHUI HONGLU STEEL CONSTRU-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5840 | NS      | $27651.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaxi Securities Co. Ltd.                                                 | HUAXI SECURITIES CO LTD-A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     42100 | NS      | $50701.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinotrans Limited                                                         | SINOTRANS LIMITED-A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     51000 | NS      | $28709.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Jiuzhou Pharmaceutical Co.Ltd..                                  | ZHEJIANG JIUZHOU PHARMACEU-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      8900 | NS      | $49451.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YongXing Special Materials Technology Co. Ltd.                            | YONGXING SPECIAL MATERIALS-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      4500 | NS      | $67231.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SuZhou TAandA Ultra Clean Technology Co. LTD.                             | SUZHOU TAandA ULTRA CLEAN TE-A                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      6500 | NS      | $56203.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intco Medical Technology Co.Ltd.                                          | INTCO MEDICAL TECHNOLOGY C-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7660 | NS      | $26626.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyue Heavy Industry Co. Ltd.                                             | RIYUE HEAVY INDUSTRY CO LT-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     11000 | NS      | $30743.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yihai Kerry Arawana Holdings Co. Ltd                                      | YIHAI KERRY ARAWANA HOLDIN-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     17000 | NS      | $98867.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powerchip Semiconductor Manufacturing Corporation                         | POWERCHIP SEMICONDUCTOR MANUFA COMMON STOCK TWD10.0        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    293000 | NS      | $321314.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Electricity and Water Company Q.P.S.C.                              | QATAR ELECTRICITY and WATER CO Q COMMON STOCK QAR1.0       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |     71803 | NS      | $333950.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar International Islamic Bank (Q.P.S.C.)                               | QATAR INTERNATIONAL ISLAMIC BA COMMON STOCK QAR10.         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    112087 | NS      | $339338.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange Polska Spolka Akcyjna                                              | ORANGE POLSKA SA COMMON STOCK PLN3.0                       | CUSIP: 555255900<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |    114327 | NS      | $163167.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                              | SECURITAS AB COMMON STOCK SEK1.                            | CUSIP: 555404904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     37493 | NS      | $307550.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona S.A.                                                              | ACCIONA SA COMMON STOCK EUR1.                              | CUSIP: 557910908<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      3122 | NS      | $610682.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                | FORTUM OYJ COMMON STOCK EUR3.4                             | CUSIP: 557955903<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     56114 | NS      | $894233.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc.                                                  | MAGNA INTERNATIONAL INC COMMON STOCK                       | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     65919 | NS      | $4059079.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                                    | UCB SA COMMON STOCK                                        | CUSIP: 559699905<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     11169 | NS      | $901526.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ a. s.                                                                 | CEZ AS COMMON STOCK CZK100.                                | CUSIP: 562403907<br>LEI: N/A                  | Long             | EC               | CORP              | CZ        |     24043 | NS      | $825183.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                                             | NEMETSCHEK SE COMMON STOCK                                 | CUSIP: 563396902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      9073 | NS      | $453449.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GDS Holdings Limited                                                      | GDS HOLDINGS LTD COMMON STOCK USD.00005                    | CUSIP: BMG40P901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    164500 | NS      | $315466.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nongfu Spring Co Ltd                                                      | NONGFU SPRING CO LTD COMMON STOCK CNY.1                    | CUSIP: BMGWW3903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    336200 | NS      | $1962227.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Srisawad Corporation Public Company Limited                               | SRISAWAD CORP PCL NVDR                                     | CUSIP: BMHS7D907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    133600 | NS      | $173361.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Health Information Technology Limited                             | ALIBABA HEALTH INFORMATION TEC COMMON STOCK HKD.01         | CUSIP: BRXVS6903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    894200 | NS      | $754840.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Globalwafers Co. Ltd.                                                     | GLOBALWAFERS CO LTD COMMON STOCK TWD10.0                   | CUSIP: BS7JP3907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     24000 | NS      | $372709.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CGN Power Co. Ltd.                                                        | CGN POWER CO LTD COMMON STOCK CNY1.0                       | CUSIP: BSBMM0904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   2024000 | NS      | $492529.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Saudi National Bank                                                   | SAUDI NATIONAL BANK/THE COMMON STOCK SAR10.0               | CUSIP: BSHYYN909<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    438568 | NS      | $6038598.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Carabao Group Public Company Limited                                      | CARABAO GROUP PCL NVDR THB1.0                              | CUSIP: BSM67Z907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     55100 | NS      | $149919.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaibei Mining Holdings Co.Ltd.                                           | HUAIBEI MINING HOLDINGS CO LTD COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     26600 | NS      | $53969.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                  | BAYER AG COMMON STOCK                                      | CUSIP: 506921907<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    156191 | NS      | $9064880.26   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                            | STORA ENSO OYJ COMMON STOCK EUR1.7                         | CUSIP: 507267904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     71273 | NS      | $1048512.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG and Co. KGaA                                                    | HENKEL AG and CO KGAA PREFERENCE                           | CUSIP: 507670909<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     29679 | NS      | $2122838.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                                             | BEIERSDORF AG COMMON STOCK                                 | CUSIP: 510740905<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |     15957 | NS      | $1735384.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                                       | HEIDELBERGCEMENT AG COMMON STOCK                           | CUSIP: 512067901<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     23141 | NS      | $1268797.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG and Co. KGaA                                    | FRESENIUS MEDICAL CARE AG and CO COMMON STOCK              | CUSIP: 512907908<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     32531 | NS      | $1017468.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                          | DEUTSCHE BANK AG COMMON STOCK                              | CUSIP: 575035902<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    332430 | NS      | $3533192.77   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corporation                                          | KOREA ELECTRIC POWER CORP COMMON STOCK KRW5000.            | CUSIP: 649573904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     49346 | NS      | $782395.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koito Manufacturing Co. Ltd.                                              | KOITO MANUFACTURING CO LTD COMMON STOCK                    | CUSIP: 649632007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26752 | NS      | $427070.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                              | KOMATSU LTD COMMON STOCK                                   | CUSIP: 649658002<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    120300 | NS      | $2794873.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corporation                                                  | KONAMI HOLDINGS CORP COMMON STOCK                          | CUSIP: 649668001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12100 | NS      | $569780.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korean Air Lines Co. Ltd.                                                 | KOREAN AIR LINES CO LTD COMMON STOCK KRW5000.              | CUSIP: 649676004<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     34293 | NS      | $672792.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ Logistics Corporation                                                  | CJ LOGISTICS CORP COMMON STOCK KRW5000.0                   | CUSIP: 649711900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1686 | NS      | $114389.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuala Lumpur Kepong Berhad                                                | KUALA LUMPUR KEPONG BHD COMMON STOCK MYR1.                 | CUSIP: 649744000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    129000 | NS      | $607223.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                        | KUBOTA CORP COMMON STOCK                                   | CUSIP: 649750007<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |    132700 | NS      | $1973072.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd.                                              | KURITA WATER INDUSTRIES LTD COMMON STOCK                   | CUSIP: 649796000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13389 | NS      | $600413.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corporation                                                       | KYOCERA CORP COMMON STOCK                                  | CUSIP: 649926003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41600 | NS      | $2125036.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumho Petrochemical Co. Ltd.                                              | KUMHO PETROCHEMICAL CO LTD COMMON STOCK KRW5000.0          | CUSIP: 649932001<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3661 | NS      | $421119.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                                      | KYOWA KIRIN CO LTD COMMON STOCK                            | CUSIP: 649955002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34528 | NS      | $802128.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corporation                                                      | LASERTEC CORP COMMON STOCK                                 | CUSIP: 650626906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9800 | NS      | $1847319.58   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corporation Limited                                             | LENDLEASE GROUP STAPLED SECURITY                           | CUSIP: 651200008<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    141805 | NS      | $740349.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc.                                                | TOKIO MARINE HOLDINGS INC COMMON STOCK                     | CUSIP: 651312902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    248142 | NS      | $5118865.74   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                             | NIPPON YUSEN KK COMMON STOCK                               | CUSIP: 664396009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     63300 | NS      | $1409023.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                                  | NITORI HOLDINGS CO LTD COMMON STOCK NPV                    | CUSIP: 664480902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $1191398.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                                 | NICE LTD COMMON STOCK ILS1.0                               | CUSIP: 664713906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9944 | NS      | $1926541.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co. Ltd.                                                    | ORIENTAL LAND CO LTD/JAPAN COMMON STOCK                    | CUSIP: 664889904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25900 | NS      | $3743857.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk                                             | BANK MANDIRI PERSERO TBK PT COMMON STOCK IDR250.0          | CUSIP: 665104907<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |   3485556 | NS      | $2351223.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Odakyu Electric Railway Co. Ltd.                                          | ODAKYU ELECTRIC RAILWAY CO LTD COMMON STOCK                | CUSIP: 665610002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36600 | NS      | $483135.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Limited                                                    | TECK RESOURCES LTD COMMON STOCK                            | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |    108775 | NS      | $4031908.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica S.A.                                                           | TELEFONICA SA COMMON STOCK EUR1.                           | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    688572 | NS      | $2570228.75   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                         | TELUS CORP COMMON STOCK                                    | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |    109403 | NS      | $2329332.73   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Music Entertainment Group                                         | TENCENT MUSIC SPON ADR ADR USD.000083                      | CUSIP: 88034P109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    135900 | NS      | $952659.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| D'Ieteren Group                                                           | D'IETEREN GROUP COMMON STOCK                               | CUSIP: ACI00DRF4<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |      2196 | NS      | $418234.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iljin Materials Co.Ltd.                                                   | ILJIN MATERIALS CO LTD COMMON STOCK KRW500.                | CUSIP: ACI00HB39<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4559 | NS      | $218640.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                              | CARREFOUR SA COMMON STOCK EUR2.5                           | CUSIP: 564156909<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |    113330 | NS      | $1940042.87   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                   | NATURGY ENERGY GROUP SA COMMON STOCK EUR1.0                | CUSIP: 565042900<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     17864 | NS      | $502270.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol S.A.                                                               | REPSOL SA COMMON STOCK EUR1.                               | CUSIP: 566935904<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    185937 | NS      | $2870941.47   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                | ITAU UNIBANCO HOLDING SA PREFERENCE                        | CUSIP: B037HR904<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    925000 | NS      | $4634491.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapletree Pan Asia Commercial Trust                                       | MAPLETREE COMMERCIAL TRUST REIT                            | CUSIP: ACI00LNQ6<br>LEI: 549300BF18K4IC5LZ208 | Long             | EC               | CORP              | SG        |    289100 | NS      | $365799.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E-MART Inc.                                                               | E-MART INC COMMON STOCK KRW5000.0                          | CUSIP: ACI00M683<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4283 | NS      | $302962.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial S.A.                                                            | FERROVIAL SA COMMON STOCK EUR.2                            | CUSIP: B03851902<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     61442 | NS      | $1652323.87   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The SPAR Group Ltd                                                        | SPAR GROUP LTD/THE COMMON STOCK                            | CUSIP: B038WK900<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     30902 | NS      | $239189.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                               | SWISS RE AG COMMON STOCK CHF.1                             | CUSIP: ACI00MQT5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     45248 | NS      | $4055439.26   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Aerospace Industries Ltd.                                           | KOREA AEROSPACE INDUSTRIES LTD COMMON STOCK KRW5000.       | CUSIP: ACI00OXJ5<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     14538 | NS      | $539903.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                             | GOODMAN GROUP REIT                                         | CUSIP: B03FYZ909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    349673 | NS      | $4626144.01   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank Turk A.S.                                                          | AKBANK T.A.S. COMMON STOCK TRY1.                           | CUSIP: B03MN7908<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    390439 | NS      | $365213.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASELSAN Elektronik Sanayi ve Ticaret Anonim Sirketi                       | ASELSAN ELEKTRONIK SANAYI VE T COMMON STOCK TRY1.          | CUSIP: B03MP4903<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     85168 | NS      | $222869.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eregli Demir ve Celik Fabrikalari Turk Anonim Sirketi                     | EREGLI DEMIR VE CELIK FABRIKAL COMMON STOCK TRY1.          | CUSIP: B03MS9909<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    169478 | NS      | $387334.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi A.S.                                                 | FORD OTOMOTIV SANAYI AS COMMON STOCK TRY1.                 | CUSIP: B03MSR909<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |      8059 | NS      | $192402.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koc Holding A.S.                                                          | KOC HOLDING AS COMMON STOCK TRY1.                          | CUSIP: B03MVJ903<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     96618 | NS      | $367927.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Limited                                                       | TATA MOTORS LTD COMMON STOCK INR2.                         | CUSIP: ACI00US24<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    246322 | NS      | $1342628.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Global Chemical Public Company Limited                                | PTT GLOBAL CHEMICAL PCL NVDR THB10.0                       | CUSIP: ACI00X0N2<br>LEI: 5493007X3230PPPZFF40 | Long             | EC               | CORP              | TH        |    443400 | NS      | $607414.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Sise ve Cam Fabrikalari A.S.                                      | TURKIYE SISE VE CAM FABRIKALAR COMMON STOCK TRY1.          | CUSIP: B03MXR903<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    169585 | NS      | $357676.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari Anonim Ortakligi                                        | TURK HAVA YOLLARI AO COMMON STOCK TRY1.                    | CUSIP: B03MYK907<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     70418 | NS      | $455474.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri Anonim Sirketi                               | TURKCELL ILETISIM HIZMETLERI A COMMON STOCK TRY1.          | CUSIP: B03MYN901<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    148062 | NS      | $270379.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi Anonim Sirketi                                         | TURKIYE IS BANKASI AS COMMON STOCK TRY1.                   | CUSIP: B03MYS900<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    470794 | NS      | $264954.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Limited                                                  | EVOLUTION MINING LTD COMMON STOCK                          | CUSIP: ACI014TH7<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    375028 | NS      | $698972.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Cooperative Financial Holding Co. Ltd.                             | TAIWAN COOPERATIVE FINANCIAL H COMMON STOCK TWD10.0        | CUSIP: ACI016NW5<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1056840 | NS      | $917686.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Petrol Rafinerileri A.S.                                          | TUPRAS TURKIYE PETROL RAFINERI COMMON STOCK TRY1.          | CUSIP: B03MYT908<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     14020 | NS      | $362249.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haci Omer Sabanci Holding A.S.                                            | HACI OMER SABANCI HOLDING AS COMMON STOCK TRY1.            | CUSIP: B03N0C900<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    126386 | NS      | $287458.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                   | POWSZECHNA KASA OSZCZEDNOSCI B COMMON STOCK PLN1.          | CUSIP: B03NGS908<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |    154860 | NS      | $999339.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan High Speed Rail Corporation                                        | TAIWAN HIGH SPEED RAIL CORP COMMON STOCK TWD10.            | CUSIP: B04BGQ907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    179000 | NS      | $168327.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire and Technology Co. Ltd.                                      | HANKOOK TIRE and TECHNOLOGY CO L COMMON STOCK KRW500.0     | CUSIP: ACI02DOT5<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     14811 | NS      | $386818.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                         | ASML HOLDING NV COMMON STOCK EUR.09                        | CUSIP: ACI02GTQ9<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     51098 | NS      | $31196490.36  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | COLOPLAST A/S COMMON STOCK DKK1.                           | CUSIP: ACI04G724<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     22233 | NS      | $2628317.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                      | EVONIK INDUSTRIES AG COMMON STOCK                          | CUSIP: ACI0559Y5<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     32768 | NS      | $645924.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air China Limited                                                         | AIR CHINA LTD COMMON STOCK CNY1.0                          | CUSIP: B04KNF903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    328266 | NS      | $264216.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tianshui Huatian Technology Co. Ltd.                                      | TIANSHUI HUATIAN TECHNOLOGY CO COMMON STOCK CNY1.0         | CUSIP: BD5C9M903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     27800 | NS      | $34631.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank Aktiengesellschaft                                            | COMMERZBANK AG COMMON STOCK                                | CUSIP: ACI05RX61<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |    165518 | NS      | $1386402.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury NZ Limited                                                        | MERCURY NZ LTD COMMON STOCK                                | CUSIP: ACI05YT61<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    151111 | NS      | $526063.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Growthpoint Properties Limited                                            | GROWTHPOINT PROPERTIES LTD REIT                            | CUSIP: ACI065395<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    573544 | NS      | $470234.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage and Food Limited                                         | SUNTORY BEVERAGE and FOOD LTD COMMON STOCK                 | CUSIP: ACI0690K5<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     17800 | NS      | $606584.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                                              | GANFENG LITHIUM CO LTD-A                                   | CUSIP: BD5CB1906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     18360 | NS      | $211971.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Foshan Haitian Flavouring and Food Company Ltd.                           | FOSHAN HAITIAN FLAVOURING and FO COMMON STOCK CNY1.0       | CUSIP: BTFRHX901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     44070 | NS      | $435200.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gedeon Richter Plc.                                                       | RICHTER GEDEON NYRT COMMON STOCK HUF100.                   | CUSIP: ACI06DSC4<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |     27145 | NS      | $583953.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT. Sumber Alfaria Trijaya. Tbk                                           | SUMBER ALFARIA TRIJAYA TBK PT COMMON STOCK IDR10.          | CUSIP: ACI06G6Q0<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   3093100 | NS      | $609852.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu King's Luck Brewery Joint-Stock Co.Ltd.                           | JIANGSU KING'S LUCK BREWERY JS COMMON STOCK CNY1.0         | CUSIP: BTFRHZ906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14200 | NS      | $84006.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME S.A.                                                             | AENA SME SA COMMON STOCK                                   | CUSIP: BVRZ8L901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      9455 | NS      | $1220017.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                                  | ACCOR SA COMMON STOCK EUR3.0                               | CUSIP: 585284904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     30757 | NS      | $810148.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                                     | AUTO TRADER GROUP PLC COMMON STOCK GBP.01                  | CUSIP: BVYVFW900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    235596 | NS      | $1626398.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico S.A.B. de C.V.                                         | WAL-MART DE MEXICO SAB DE CV COMMON STOCK                  | CUSIP: BW1YVH903<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |   1055500 | NS      | $4171342.13   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                                  | INFINEON TECHNOLOGIES AG COMMON STOCK                      | CUSIP: 588950907<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    207793 | NS      | $6979889.92   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                 | NOKIA OYJ COMMON STOCK                                     | CUSIP: 590294906<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    694661 | NS      | $3422545.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GF Securities Co. Ltd.                                                    | GF SECURITIES CO LTD COMMON STOCK CNY1.0                   | CUSIP: BW4NKK909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    222800 | NS      | $325051.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Zhenhua (Group) Science and Technology Co. Ltd                      | CHINA ZHENHUA GROUP SCIENC-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5600 | NS      | $90164.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Aluminium Co.Ltd.                                                  | YUNNAN ALUMINIUM CO LTD-A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     37700 | NS      | $57042.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Shunxin Agriculture Co. Ltd                                       | BEIJING SHUNXIN AGRICULT-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      9200 | NS      | $37773.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Limited                                                      | ASIAN PAINTS LTD COMMON STOCK INR1.                        | CUSIP: ACI06HHK9<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     56854 | NS      | $2224935.30   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont SA                                         | CIE FINANCIERE RICHEMONT SA COMMON STOCK CHF1.0            | CUSIP: ACI06R7K8<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     76246 | NS      | $10107780.03  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Yuexiu Financial Holdings Group Co. Ltd.                        | GUANGZHOU YUEXIU FINANCIAL-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     49545 | NS      | $44796.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinjiang Zhongtai Chemical Co. Ltd.                                       | XINJIANG ZHONGTAI CHEMICAL-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     32400 | NS      | $29774.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RATIONAL AG                                                               | RATIONAL AG COMMON STOCK                                   | CUSIP: 591060900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       800 | NS      | $502645.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc.                                                                | METRO INC/CN COMMON STOCK                                  | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |     56221 | NS      | $3233287.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| China Conch Venture Holdings Limited                                      | CHINA CONCH VENTURE HOLDINGS L COMMON STOCK HKD.01         | CUSIP: ACI07F6S7<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    320200 | NS      | $732761.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                          | NOVO NORDISK A/S COMMON STOCK DKK.2                        | CUSIP: ACI07GG13<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    315898 | NS      | $39625654.39  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Sunlord Electronics Co. Ltd.                                     | SHENZHEN SUNLORD ELECTRONI-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      8500 | NS      | $30381.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Do-Fluoride New Materials Co. Ltd.                                        | DO-FLUORIDE NEW MATERIALS -A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      8400 | NS      | $45318.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                                     | CARL ZEISS MEDITEC AG COMMON STOCK                         | CUSIP: 592296909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6386 | NS      | $870638.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon N.V.                                                                | AEGON NV COMMON STOCK EUR.12                               | CUSIP: 592737902<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |    245147 | NS      | $1201830.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                     | VODAFONE GROUP PLC COMMON STOCK USD.2095                   | CUSIP: ACI07KLY6<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   6754489 | NS      | $7481728.23   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bancolombia S.A.                                                          | BANCOLOMBIA SA PREFERENCE                                  | CUSIP: ACI07NCB0<br>LEI: 54930052NWJRPNMP1W58 | Long             | EP               | CORP              | CO        |    166816 | NS      | $1105311.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wus Printed Circuit (Kunshan) Co. Ltd.                                    | WUS PRINTED CIRCUIT KUNSHA-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     21600 | NS      | $38833.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuang-Chi Technologies Co. Ltd.                                           | KUANG-CHI TECHNOLOGIES CO-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     24400 | NS      | $60436.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle Aktiengesellschaft                                                | BECHTLE AG COMMON STOCK                                    | CUSIP: 593240906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     12871 | NS      | $469364.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                      | KONINKLIJKE KPN NV COMMON STOCK EUR.04                     | CUSIP: 595607904<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    411356 | NS      | $1265458.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bancolombia S.A.                                                          | BANCOLOMBIA SA COMMON STOCK COP500.0                       | CUSIP: ACI07NCC8<br>LEI: 54930052NWJRPNMP1W58 | Long             | EC               | CORP              | CO        |     92258 | NS      | $764357.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD N.V.                                                                 | IMCD NV COMMON STOCK EUR.16                                | CUSIP: ACI08PVG2<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      7091 | NS      | $1048793.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | TELEFONAKTIEBOLAGET LM ERICSSO COMMON STOCK SEK5.0         | CUSIP: 595937905<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    343744 | NS      | $2169596.26   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt and Spruengli AG                                  | CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF10.0      | CUSIP: 596228908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       158 | NS      | $1662052.72   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial N.V.                                                       | CNH INDUSTRIAL NV COMMON STOCK EUR.01                      | CUSIP: ACI06WQZ3<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    129633 | NS      | $2089285.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Iida Group Holdings Co.Ltd.                                               | IIDA GROUP HOLDINGS CO LTD COMMON STOCK                    | CUSIP: ACI06XDV4<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19500 | NS      | $312871.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                             | INDUSTRIA DE DISENO TEXTIL SA COMMON STOCK EUR.03          | CUSIP: ACI08XL68<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    139515 | NS      | $3641888.53   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Limited                                                         | AXIS BANK LTD COMMON STOCK INR2.0                          | CUSIP: ACI08ZVY1<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |    338020 | NS      | $3750205.18   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Havells India Limited                                                     | HAVELLS INDIA LTD COMMON STOCK INR1.0                      | CUSIP: ACI096XH9<br>LEI: 549300U1LOGHTTNT7D47 | Long             | EC               | CORP              | IN        |     36912 | NS      | $573161.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS GROUP AG COMMON STOCK CHF.1                            | CUSIP: ACI09N1W4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    516203 | NS      | $9525333.31   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Godrej Properties Limited                                                 | GODREJ PROPERTIES LTD COMMON STOCK INR5.0                  | CUSIP: ACI0793V7<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     18524 | NS      | $299552.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler S.p.A.                                                            | MONCLER SPA COMMON STOCK NPV                               | CUSIP: ACI07BQ96<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     25854 | NS      | $1347620.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Silergy Corp.                                                             | SILERGY CORP COMMON STOCK TWD10.0                          | CUSIP: ACI07DFN3<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     36000 | NS      | $540106.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mr Price Group Limited                                                    | MR PRICE GROUP LTD COMMON STOCK ZAR.00025                  | CUSIP: ACI0HD305<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     42390 | NS      | $414310.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                                                       | STATE BANK OF INDIA COMMON STOCK INR1.0                    | CUSIP: ACI09YH11<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |    267688 | NS      | $1991308.57   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung CandT Corporation                                                 | SAMSUNG CandT CORP COMMON STOCK KRW100.0                   | CUSIP: ACI0B34K8<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     16840 | NS      | $1579722.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                    | SAP SE COMMON STOCK                                        | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    165756 | NS      | $18391808.92  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                        | POSTE ITALIANE SPA COMMON STOCK EUR1.0                     | CUSIP: ACI0HG9S1<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     68687 | NS      | $675995.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| InterGlobe Aviation Limited                                               | INTERGLOBE AVIATION LTD COMMON STOCK INR10.0               | CUSIP: ACI0HQYF9<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     14298 | NS      | $340974.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari N V                                                               | FERRARI NV COMMON STOCK EUR.01                             | CUSIP: ACI0JKHV4<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |     15821 | NS      | $3531292.13   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd.                                            | CONCORDIA FINANCIAL GROUP LTD COMMON STOCK                 | CUSIP: ACI0L13V8<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    141200 | NS      | $490820.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Berger Paints India Limited                                               | BERGER PAINTS INDIA LTD COMMON STOCK INR1.0                | CUSIP: ACI0BDC43<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     33747 | NS      | $258339.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                                             | ASSA ABLOY AB COMMON STOCK SEK1.0                          | CUSIP: ACI0CQYQ0<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |    118461 | NS      | $2716238.64   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Transmission Limited                                                | ADANI TRANSMISSION LTD COMMON STOCK                        | CUSIP: ACI0CTDM6<br>LEI: 549300PLH866JQ6LXE52 | Long             | EC               | CORP              | IN        |     40712 | NS      | $1488320.42   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane S.p.A.                                   | INFRASTRUTTURE WIRELESS ITALIA COMMON STOCK NPV            | CUSIP: ACI0CV4K5<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     40174 | NS      | $400688.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                               | SWEDBANK AB COMMON STOCK SEK22.0                           | CUSIP: 484652904<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |    105192 | NS      | $1711824.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Limited                                                           | KANZHUN LTD ADR USD.0001                                   | CUSIP: 48553T106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16200 | NS      | $304884.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seazen Holdings Co. Ltd.                                                  | SEAZEN HOLDINGS CO LTD COMMON STOCK CNY1.0                 | CUSIP: ACI0NKKT0<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     28500 | NS      | $91918.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE Brasil Energia S.A.                                                 | ENGIE BRASIL ENERGIA SA COMMON STOCK                       | CUSIP: ACI0NT451<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     35425 | NS      | $269646.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Real Estate Master Fund. Inc.                                      | NOMURA REAL ESTATE MASTER FUND REIT                        | CUSIP: ACI0GQTT6<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       529 | NS      | $663320.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hangzhou First Applied Material Co. Ltd.                                  | HANGZHOU FIRST APPLIED MAT-A                               | CUSIP: ACI0NKKG8<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15020 | NS      | $126979.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp.                                                              | KEYERA CORP COMMON STOCK                                   | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     51661 | NS      | $1203624.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE COMMON STOCK                                       | CUSIP: 494290901<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    355021 | NS      | $3403796.98   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Uniper SE                                                                 | UNIPER SE COMMON STOCK                                     | CUSIP: ACI0PJNK7<br>LEI: 549300UXRTWGIBZQ4J67 | Long             | EC               | CORP              | DE        |     13885 | NS      | $63790.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                                | UMICORE SA COMMON STOCK                                    | CUSIP: ACI0Y2NL2<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     18027 | NS      | $650585.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bgf Retail Co. Ltd.                                                       | BGF RETAIL CO LTD COMMON STOCK KRW1000.0                   | CUSIP: ACI0YH8H5<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1472 | NS      | $231012.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Life Insurance Company Ltd.                                          | HDFC LIFE INSURANCE CO LTD COMMON STOCK INR10.0            | CUSIP: ACI0YH8N2<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    146500 | NS      | $1065689.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                                            | VOESTALPINE AG COMMON STOCK                                | CUSIP: 494340904<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     26261 | NS      | $722346.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corporation                                                  | KINROSS GOLD CORP COMMON STOCK                             | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |    290537 | NS      | $1200896.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinet Investments S.C.A.                                                 | REINET INVESTMENTS SCA COMMON STOCK                        | CUSIP: ACI0YJJJ5<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     24182 | NS      | $431650.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandhan Bank Limited                                                      | BANDHAN BANK LTD COMMON STOCK INR10.0                      | CUSIP: ACI11FK06<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     97870 | NS      | $287547.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Green Energy Limited                                                | ADANI GREEN ENERGY LTD COMMON STOCK INR10.0                | CUSIP: ACI11WSG6<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     46165 | NS      | $1214331.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ase Technology Holding Co. Ltd.                                           | ASE TECHNOLOGY HOLDING CO LTD COMMON STOCK TWD10.0         | CUSIP: ACI126S98<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    372000 | NS      | $1189748.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Company Limited                                            | KIRIN HOLDINGS CO LTD COMMON STOCK                         | CUSIP: 497350108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    106527 | NS      | $1681593.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG and Co. KGaA                                                    | HENKEL AG and CO KGAA COMMON STOCK                         | CUSIP: 500246905<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |     14680 | NS      | $976654.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Auto Inc.                                                              | LI AUTO INC ADR USD.0001                                   | CUSIP: 50202M102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    104400 | NS      | $2296800.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                                           | UPM-KYMMENE OYJ COMMON STOCK                               | CUSIP: 505125906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     68370 | NS      | $2509968.15   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                                   | PUMA SE COMMON STOCK                                       | CUSIP: 506472901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     16574 | NS      | $857768.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Limited                                                             | SASOL LTD COMMON STOCK                                     | CUSIP: 803866102<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     95065 | NS      | $1652796.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sea Limited                                                               | SEA LTD ADR                                                | CUSIP: 81141R100<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     45200 | NS      | $2638324.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shaw Communications Inc.                                                  | SHAW COMMUNICATIONS INC COMMON STOCK                       | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |    110149 | NS      | $3006036.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                                   | SIKA AG COMMON STOCK CHF.01                                | CUSIP: ACI136GD1<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |     21196 | NS      | $5416864.87   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Country Garden Services Holdings Company Limited                          | COUNTRY GARDEN SERVICES HOLDIN COMMON STOCK USD.0001       | CUSIP: ACI1374F7<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    384400 | NS      | $961181.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Spirits Limited                                                    | UNITED SPIRITS LTD COMMON STOCK INR2.0                     | CUSIP: ACI13BQ64<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     43530 | NS      | $499669.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                                                   | MEITUAN COMMON STOCK USD.00001                             | CUSIP: ACI14YZ22<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    782100 | NS      | $16859780.94  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse Aktiengesellschaft                                           | KNORR-BREMSE AG COMMON STOCK                               | CUSIP: ACI159PM3<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     11156 | NS      | $635945.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Britannia Industries Limited                                              | BRITANNIA INDUSTRIES LTD COMMON STOCK INR1.0               | CUSIP: ACI16NCF0<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     15893 | NS      | $854637.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc.                                                              | SHOPIFY INC COMMON STOCK                                   | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |    259230 | NS      | $10649406.98  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                 | SMARTCENTRES REAL ESTATE INVES REIT                        | CUSIP: 83179X108<br>LEI: 549300HKEP2IYWZ14H97 | Long             | EC               | CORP              | CA        |      2374 | NS      | $48533.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                                               | SOUTHERN COPPER CORP COMMON STOCK USD.01                   | CUSIP: 84265V105<br>LEI: N/A                  | Long             | EC               | CORP              | PE        |     25000 | NS      | $1525500.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc.                                                   | SUN LIFE FINANCIAL INC COMMON STOCK                        | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |    140845 | NS      | $6673947.37   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Adevinta ASA                                                              | ADEVINTA ASA COMMON STOCK NOK.2                            | CUSIP: ACI1984W2<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     48459 | NS      | $387750.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Inc.                                                                | ALCON INC COMMON STOCK CHF.04                              | CUSIP: ACI198PY5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     73060 | NS      | $5038190.84   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                | ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK                    | CUSIP: ACI0PX3F9<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     76257 | NS      | $4497304.30   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Prudential Life Insurance Company Limited                           | ICICI PRUDENTIAL LIFE INSURANC COMMON STOCK INR10.0        | CUSIP: ACI0PYNT5<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     56510 | NS      | $331272.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                        | SUNCOR ENERGY INC COMMON STOCK                             | CUSIP: 867224107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    326619 | NS      | $10739589.17  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc.                                                    | TFI INTERNATIONAL INC COMMON STOCK                         | CUSIP: 87241L109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     19135 | NS      | $2076876.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grasim Industries Limited                                                 | GRASIM INDUSTRIES LTD COMMON STOCK INR2.0                  | CUSIP: ACI0Q5T95<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     38939 | NS      | $844485.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co.Ltd.                                                 | SAMSUNG BIOLOGICS CO LTD COMMON STOCK KRW2500.0            | CUSIP: ACI0Q6P48<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3493 | NS      | $2375723.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Limited                                                         | TMX GROUP LTD COMMON STOCK                                 | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     13451 | NS      | $1410347.57   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TAL Education Group                                                       | TAL EDUCATION GROUP ADR                                    | CUSIP: 874080104<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     80362 | NS      | $479761.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Electronics Limited                                                | BHARAT ELECTRONICS LTD COMMON STOCK INR1.0                 | CUSIP: ACI0T1NN6<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    542922 | NS      | $706449.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Co.Ltd.                                                        | HYUNDAI HEAVY INDUSTRIES HOLDI COMMON STOCK KRW5000.0      | CUSIP: ACI0TCVM5<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      9067 | NS      | $448317.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                        | ARCELORMITTAL COMMON STOCK                                 | CUSIP: ACI0V4RB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |    112466 | NS      | $3083731.03   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity Aktiebolag                                                         | ESSITY AB COMMON STOCK SEK3.35                             | CUSIP: ACI0V9407<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     71644 | NS      | $1754331.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi Spa                                                                  | NEXI SPA COMMON STOCK                                      | CUSIP: ACI19ZTM7<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     65621 | NS      | $582110.99    | 0.01%             |  |  |  | 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        |    107368 | NS      | $733779.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corporation                                                     | TC ENERGY CORP COMMON STOCK                                | CUSIP: 87807B107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    224253 | NS      | $9936050.85   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Parade Technologies Ltd.                                                  | PARADE TECHNOLOGIES LTD COMMON STOCK TWD10.                | CUSIP: B6RV67908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8255 | NS      | $216645.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Securities Company Limited                                          | CITIC SECURITIES CO LTD COMMON STOCK CNY1.0                | CUSIP: B6SPB4901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    405300 | NS      | $816168.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Medical System Holdings Limited                                     | CHINA MEDICAL SYSTEM HOLDINGS COMMON STOCK USD.005         | CUSIP: B6WY99909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    257800 | NS      | $377584.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| B.Grimm Power Public Company Limited                                      | B GRIMM POWER PCL NVDR THB2.0                              | CUSIP: ACI0W0HQ4<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    170400 | NS      | $182691.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AU Small Finance Bank Limited                                             | AU SMALL FINANCE BANK LTD COMMON STOCK INR10.0             | CUSIP: ACI0W0Q01<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     23263 | NS      | $184128.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celltrion Healthcare Co. Ltd.                                             | CELLTRION HEALTHCARE CO LTD COMMON STOCK KRW1000.0         | CUSIP: ACI0W8R78<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     16920 | NS      | $849293.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                             | AROUNDTOWN SA COMMON STOCK EUR.01                          | CUSIP: ACI0XQVJ6<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    156802 | NS      | $380085.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Brasil S.A.                                                    | TELEFONICA BRASIL SA COMMON STOCK                          | CUSIP: B6XFBX903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     96300 | NS      | $706102.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Tata Power Company Limited                                            | TATA POWER CO LTD/THE COMMON STOCK INR1.                   | CUSIP: B6Z1L7908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    212762 | NS      | $590835.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansoh Pharmaceutical Group Company Limited                               | HANSOH PHARMACEUTICAL GROUP CO COMMON STOCK HKD.00001      | CUSIP: ACI1CBBP8<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    224000 | NS      | $425239.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                    | ORBIA ADVANCE CORP SAB DE CV COMMON STOCK                  | CUSIP: ACI1FD115<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | EC               | CORP              | MX        |    205215 | NS      | $402048.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sibanye Stillwater Limited                                                | SIBANYE STILLWATER LTD COMMON STOCK                        | CUSIP: ACI1HBHB8<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    468204 | NS      | $1302739.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw Comm. VA                                               | WAREHOUSES DE PAUW CVA REIT                                | CUSIP: ACI1HPHT8<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     12816 | NS      | $342447.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Kangtai Biological Products Co.Ltd.                              | SHENZHEN KANGTAI BIOLOGICA-A                               | CUSIP: BFY8HT901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12320 | NS      | $59935.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | UNIBAIL-RODAMCO-WESTFIELD REIT EUR.5                       | CUSIP: BFYM46904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4627 | NS      | $249400.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Retail Corporation Public Company Limited                         | CENTRAL RETAIL CORP PCL NVDR THB1.0 A                      | CUSIP: ACI1J14Y2<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    328733 | NS      | $404094.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Cards and Payment Services Limited                                    | SBI CARDS + PAYMENT SERVICES COMMON STOCK INR10.0          | CUSIP: ACI1KJR75<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     34886 | NS      | $354809.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                      | SUMITOMO CORP COMMON STOCK                                 | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    147355 | NS      | $2415777.06   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Kingmed Diagnostics Group Co. Ltd.                              | GUANGZHOU KINGMED DIAGNOST-A                               | CUSIP: BFYX68904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5100 | NS      | $49057.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tower Corporation Limited                                           | CHINA TOWER CORP LTD COMMON STOCK CNY1.0                   | CUSIP: BFZ2PK903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   8480400 | NS      | $917177.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yes Bank Limited                                                          | YES BANK LTD COMMON STOCK INR2.0                           | CUSIP: ACI1L16R2<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |   1639729 | NS      | $346641.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                      | FASTIGHETS AB BALDER COMMON STOCK SEK1.0                   | CUSIP: ACI25V2C9<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |     74710 | NS      | $335859.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc.                                             | SHIZUOKA FINANCIAL GROUP INC COMMON STOCK                  | CUSIP: ACI27ZXH3<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54600 | NS      | $400051.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                    | CREDIT SUISSE GROUP AG RIGHT                               | CUSIP: ACI2B5K05<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    389450 | NS      | $36218.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MINI MSCI EAFE 1222                                                       | MINI MSCI EAFE 1222                                        | CUSIP: ADI1VV5K9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1419 | NC      | $12158146.93  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MINI MSCI EMG MKT 1222                                                    | MINI MSCI EMG MKT 1222                                     | CUSIP: ADI22VYC5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1231 | NC      | $2046933.91   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| La Francaise des Jeux                                                     | LA FRANCAISE DES JEUX SAEM COMMON STOCK                    | CUSIP: BG0SC1908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     18693 | NS      | $749521.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corporation                                                        | XIAOMI CORP COMMON STOCK USD.0000025                       | CUSIP: BG0ZMJ902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   2918700 | NS      | $3954719.63   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Lombard General Insurance Company Limited                           | ICICI LOMBARD GENERAL INSURANC COMMON STOCK INR10.0        | CUSIP: ACI0XRJ33<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     37271 | NS      | $556941.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Godrej Consumer Products Limited                                          | GODREJ CONSUMER PRODUCTS LTD COMMON STOCK INR1.            | CUSIP: B1BDGY906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     60799 | NS      | $662047.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Rare Earth Resources and Technology Co. Ltd.                        | CHINA MINMETALS RARE EARTH-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     10700 | NS      | $49534.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenghe Resources Holding Co. Ltd                                         | SHENGHE RESOURCES HOLDINGS-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     18800 | NS      | $38686.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                               | SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK SEK.55            | CUSIP: B1CC9H902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     19981 | NS      | $432272.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi plc                                                                 | MONDI PLC COMMON STOCK EUR.2                               | CUSIP: B1CRLC906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    121743 | NS      | $2300210.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Chengdu Co. Ltd.                                                  | BANK OF CHENGDU CO LTD-A                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     43600 | NS      | $94237.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoshine Silicon Industry Co. Ltd.                                         | HOSHINE SILICON INDUSTRY C-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5500 | NS      | $69665.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Company Limited                               | SITC INTERNATIONAL HOLDINGS CO COMMON STOCK HKD.1          | CUSIP: B61X7R907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    220000 | NS      | $488038.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                                                   | EDENRED COMMON STOCK EUR2.0                                | CUSIP: B62G1B904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     45394 | NS      | $2493911.07   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties P.J.S.C                                                  | EMAAR PROPERTIES PJSC COMMON STOCK AED1.0                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    775718 | NS      | $1289716.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus                                                                  | PROXIMUS COMMON STOCK                                      | CUSIP: B00D9P907<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     12724 | NS      | $133104.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Limited                                           | SUN HUNG KAI PROPERTIES LTD COMMON STOCK                   | CUSIP: 685992000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    240000 | NS      | $2895185.44   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corporation                                                  | SUZUKI MOTOR CORP COMMON STOCK                             | CUSIP: 686550005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47700 | NS      | $1720727.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Caitong Securities Co.Ltd                                                 | CAITONG SECURITIES CO LTD-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     66600 | NS      | $71066.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Limited                                                     | SWIRE PACIFIC LTD COMMON STOCK                             | CUSIP: 686774001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     83500 | NS      | $656259.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Malaysia Berhad                                                   | TELEKOM MALAYSIA BHD COMMON STOCK MYR.7                    | CUSIP: 686839002<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    332400 | NS      | $420157.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synnex Technology International Corporation                               | SYNNEX TECHNOLOGY INTERNATIONA COMMON STOCK TWD10.         | CUSIP: 686843905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    154000 | NS      | $292851.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corporation                                                           | TDK CORP COMMON STOCK                                      | CUSIP: 686930009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50600 | NS      | $1823895.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Cement Corporation                                                 | TAIWAN CEMENT CORP COMMON STOCK TWD10.                     | CUSIP: 686993908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    670442 | NS      | $739059.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corporation                                                        | TAISEI CORP COMMON STOCK                                   | CUSIP: 687010009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25000 | NS      | $759979.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc.                                                       | SOMPO HOLDINGS INC COMMON STOCK                            | CUSIP: B62G7K908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41660 | NS      | $1837579.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Limited                                         | ZHONGSHENG GROUP HOLDINGS LTD COMMON STOCK HKD.0001        | CUSIP: B633D9904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    114100 | NS      | $588620.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen Spolka Akcyjna                              | POWSZECHNY ZAKLAD UBEZPIECZEN COMMON STOCK PLN.1           | CUSIP: B63DG2904<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |    110293 | NS      | $789554.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Horizon Limited                                                  | FAR EAST HORIZON LTD COMMON STOCK                          | CUSIP: B63DLB908<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | EC               | CORP              | HK        |    291100 | NS      | $221519.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | ROLLS-ROYCE HOLDINGS PLC COMMON STOCK GBP.2                | CUSIP: B63H84900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   2089511 | NS      | $2315289.85   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Tiantan Biological Products Corporation Limited                   | BEIJING TIANTAN BIOLOGICAL PRO COMMON STOCK CNY1.0         | CUSIP: BP3R9J902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17580 | NS      | $54918.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco S.A.                                                       | BANCO BRADESCO SA PREFERENCE                               | CUSIP: B00FM5901<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |   1040887 | NS      | $3125057.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                                       | BANCO BRADESCO SA COMMON STOCK                             | CUSIP: B00FM8905<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    281138 | NS      | $745461.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                     | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK                  | CUSIP: 687044008<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |    194624 | NS      | $5722574.57   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corporation                                                     | ADVANTEST CORP COMMON STOCK                                | CUSIP: 687049007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24600 | NS      | $1674342.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QL Resources Berhad                                                       | QL RESOURCES BHD COMMON STOCK MYR.25                       | CUSIP: B00G23906<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    320050 | NS      | $400671.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronet LNG Limited                                                      | PETRONET LNG LTD COMMON STOCK INR10.0                      | CUSIP: B00KT6901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    106759 | NS      | $280071.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanon Systems                                                             | HANON SYSTEMS COMMON STOCK KRW100.0                        | CUSIP: B00LR0904<br>LEI: 5493004WIDNO4WOEYG91 | Long             | EC               | CORP              | KR        |     35047 | NS      | $234548.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dialog Group Berhad                                                       | DIALOG GROUP BHD COMMON STOCK MYR.1                        | CUSIP: B00MRS901<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   1079300 | NS      | $554387.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Huahai Pharmaceutical Co. Ltd.                                   | ZHEJIANG HUAHAI PHARMACEUTICAL COMMON STOCK CNY1.0         | CUSIP: BP3RBR901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16000 | NS      | $45627.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shengyi Technology Co.Ltd.                                                | SHENGYI TECHNOLOGY CO LTD COMMON STOCK CNY1.0              | CUSIP: BP3RC3903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     24900 | NS      | $52912.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencosud S.A.                                                             | CENCOSUD SA COMMON STOCK                                   | CUSIP: B00R3L901<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |    277395 | NS      | $413585.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Limited                                            | SINO BIOPHARMACEUTICAL LTD COMMON STOCK HKD.025            | CUSIP: B00XSF904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1977875 | NS      | $1170877.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongwei Co.Ltd                                                            | TONGWEI CO LTD COMMON STOCK CNY1.0                         | CUSIP: BP3RCK905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     51400 | NS      | $313986.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengli Hydraulic Co. Ltd.                                         | JIANGSU HENGLI HYDRAULIC CO LT COMMON STOCK CNY1.0         | CUSIP: BP3RFJ905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14100 | NS      | $130545.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Limited                                                             | CIPLA LTD/INDIA COMMON STOCK INR2.                         | CUSIP: B01110905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     72169 | NS      | $1018217.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Bank Berhad                                                        | PUBLIC BANK BHD COMMON STOCK MYR1.                         | CUSIP: B012W4901<br>LEI: 549300L2RSQCVMOHGM20 | Long             | EC               | CORP              | MY        |   4323700 | NS      | $4384965.44   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Pattana Public Company Limited                                    | CENTRAL PATTANA PCL NVDR THB.5                             | CUSIP: B013L1907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    381800 | NS      | $789844.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Limited                                         | TATA CONSULTANCY SERVICES LTD COMMON STOCK INR1.           | CUSIP: B01NPJ900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    137187 | NS      | $5778566.85   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp.                                                         | GS HOLDINGS CORP COMMON STOCK KRW5000.                     | CUSIP: B01RJV901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      9505 | NS      | $353291.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Enterprises Limited                                                 | ADANI ENTERPRISES LTD COMMON STOCK INR1.                   | CUSIP: B01VRK907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     40574 | NS      | $1965843.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTE Corporation                                                           | ZTE CORP COMMON STOCK CNY1.0                               | CUSIP: B04KP8907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    143215 | NS      | $313752.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Piramal Enterprises Limited                                               | PIRAMAL ENTERPRISES LTD RIGHTS COMMON STOCK INR2.          | CUSIP: B058J5906<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     18043 | NS      | $183565.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealand Securities Co. Ltd.                                               | SEALAND SECURITIES CO LTD -A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     87800 | NS      | $43159.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jonjee Hi-Tech Industrial and Commercial Holding Co.Ltd                   | JONJEE HI-TECH INDUSTRIAL AND COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     10000 | NS      | $52042.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuchan Zhongda Group Co.Ltd.                                              | WUCHAN ZHONGDA GROUP CO LTD COMMON STOCK CNY1.0            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     62600 | NS      | $40029.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Joincare Pharmaceutical Group Industry Co. Ltd                            | JOINCARE PHARMACEUTICAL GROUP COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     22200 | NS      | $38012.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran                                                                    | SAFRAN SA COMMON STOCK EUR.2                               | CUSIP: B058TZ909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     62681 | NS      | $7746507.72   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Top Glove Corporation Bhd                                                 | TOP GLOVE CORP BHD COMMON STOCK MYR.5                      | CUSIP: B05L89901<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   1587900 | NS      | $312580.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hakuhodo DY Holdings Incorporated                                         | HAKUHODO DY HOLDINGS INC COMMON STOCK                      | CUSIP: B05LZ0900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29600 | NS      | $289628.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Limited                                              | XINYI GLASS HOLDINGS LTD COMMON STOCK HKD.1                | CUSIP: B05NXN908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    294000 | NS      | $569343.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Investments Corporation                                                | SM INVESTMENTS CORP COMMON STOCK PHP10.                    | CUSIP: B068DB908<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     44655 | NS      | $745735.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway Inc.                                                  | GMO PAYMENT GATEWAY INC COMMON STOCK                       | CUSIP: B06CMQ906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $497965.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Energy Transportation Co. Ltd.                             | COSCO SHIPPING ENERGY TRAN-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     37200 | NS      | $80382.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sichuan Road and Bridge Group Co.Ltd.                                     | SICHUAN ROAD and BRIDGE CO LTD COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     53700 | NS      | $88355.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Holdings Limited                                               | WOOLWORTHS HOLDINGS LTD/SOUTH COMMON STOCK                 | CUSIP: B06KZ9902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    162535 | NS      | $618923.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                 | NESTE OYJ COMMON STOCK                                     | CUSIP: B06YV4907<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     53791 | NS      | $2776520.02   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                                                 | BUNZL PLC COMMON STOCK GBP.3214286                         | CUSIP: B0744B906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     84187 | NS      | $3113500.51   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sahara International Petrochemical Company                                | SAHARA INTERNATIONAL PETROCHEM COMMON STOCK SAR10.0        | CUSIP: B1C1NH900<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     72155 | NS      | $698944.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc.                                          | NOMURA REAL ESTATE HOLDINGS IN COMMON STOCK                | CUSIP: B1CWJM906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $363336.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon MandA Center Holdings Inc.                                          | NIHON MandA CENTER INC COMMON STOCK                        | CUSIP: B1DN46906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39300 | NS      | $538043.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co. Ltd.                                             | CHINA MERCHANTS BANK CO LTD COMMON STOCK CNY1.0            | CUSIP: B1DYPZ905<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |    744874 | NS      | $3783252.06   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co.Ltd.                                                    | IDEMITSU KOSAN CO LTD COMMON STOCK                         | CUSIP: B1FF8P905<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     26225 | NS      | $615858.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hengtong Optic-Electric Co.LTD                                            | HENGTONG OPTIC-ELECTRIC CO LTD COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     29100 | NS      | $67323.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Shiji Information Technology Co. Ltd.                             | BEIJING SHIJI INFORMATION -A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     17900 | NS      | $37305.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Limited                                          | IMPALA PLATINUM HOLDINGS LTD COMMON STOCK NPV              | CUSIP: B1FFT7902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    141296 | NS      | $1717252.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent Plc                                                          | SEVERN TRENT PLC COMMON STOCK GBP.9789                     | CUSIP: B1FH8J905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     61283 | NS      | $2016969.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongkun Group Co.Ltd.                                                     | TONGKUN GROUP CO LTD COMMON STOCK CNY1.0                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     30700 | NS      | $61086.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sailun Group Co.Ltd.                                                      | SAILUN GROUP CO LTD COMMON STOCK CNY1.0                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     33900 | NS      | $45735.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Kappa Group Public Limited Company                                | SMURFIT KAPPA GROUP PLC COMMON STOCK EUR.001               | CUSIP: B1RR82907<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     32176 | NS      | $1168909.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Kappa Group Public Limited Company                                | SMURFIT KAPPA GROUP PLC COMMON STOCK EUR.001               | CUSIP: B1RR84903<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8098 | NS      | $292665.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhuzhou Kibing Group Co. Ltd                                              | ZHUZHOU KIBING GROUP CO LTD COMMON STOCK CNY1.0            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     30600 | NS      | $42709.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Tech Co. Ltd.                                                      | KUNLUN TECH CO LTD COMMON STOCK CNY1.0                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     13600 | NS      | $27083.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marico Limited                                                            | MARICO LTD COMMON STOCK INR1.                              | CUSIP: B1S34K903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     74419 | NS      | $464717.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hangzhou Tigermed Consulting Co. Ltd                                      | HANGZHOU TIGERMED CONSULTI-A                               | CUSIP: BD5CCK903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4400 | NS      | $55412.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                                    | CHECK POINT SOFTWARE TECH COMMON STOCK USD.01              | CUSIP: M22465104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     16300 | NS      | $2165129.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd.                                                    | CYBERARK SOFTWARE LTD COMMON STOCK ILS.01                  | CUSIP: M2682V108<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6300 | NS      | $939141.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kornit Digital Ltd.                                                       | KORNIT DIGITAL LTD COMMON STOCK ILS.01                     | CUSIP: M6372Q113<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8000 | NS      | $205120.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd.                                                              | WIX.COM LTD COMMON STOCK ILS.01                            | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |      9000 | NS      | $814410.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                                      | ZIM INTEGRATED SHIPPING SERVIC COMMON STOCK                | CUSIP: M9T951109<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     13400 | NS      | $281668.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3SBio Inc.                                                                | 3SBIO INC COMMON STOCK USD.00001                           | CUSIP: BY9D3L909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    284900 | NS      | $302225.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Chile S.A.                                                           | ENEL CHILE SA COMMON STOCK                                 | CUSIP: BYMLZD909<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |   5415264 | NS      | $246297.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                          | UNICREDIT SPA COMMON STOCK NPV                             | CUSIP: BYMXPS901<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    264930 | NS      | $3618410.37   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Unisplendour Corporation Limited                                          | UNISPLENDOUR CORP LTD-A                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     32300 | NS      | $86253.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huagong Tech Company Limited                                              | HUAGONG TECH CO LTD COMMON STOCK CNY1.0                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     10700 | NS      | $26214.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Sun Paper Industry Joint Stock Co.Ltd.                           | SHANDONG SUN PAPER INDUSTR-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     28500 | NS      | $44084.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangxi Special Electric Motor Co. Ltd.                                   | JIANGXI SPECIAL ELECTRIC -A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     18600 | NS      | $53830.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Yongtai Technology Co.Ltd.                                       | ZHEJIANG YONGTAI TECH-A                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     10000 | NS      | $36575.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunwoda Electronic Co.Ltd                                                 | SUNWODA ELECTRONIC CO LTD-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     20000 | NS      | $69127.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad N.V.                                                             | RANDSTAD NV COMMON STOCK EUR.1                             | CUSIP: 522865906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     15030 | NS      | $870592.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE COMMON STOCK                                    | CUSIP: 523148906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     65602 | NS      | $14003561.25  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Legend Biotech Corporation                                                | LEGEND BIOTECH CORP ADR                                    | CUSIP: 52490G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9314 | NS      | $479764.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                                      | HERMES INTERNATIONAL COMMON STOCK                          | CUSIP: 525397907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5809 | NS      | $9441283.46   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| KGHM Polska Miedz S.A.                                                    | KGHM POLSKA MIEDZ SA COMMON STOCK PLN10.                   | CUSIP: 526325907<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |     24286 | NS      | $642890.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                                 | ENDESA SA COMMON STOCK EUR1.2                              | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     39832 | NS      | $737084.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                                     | DEUTSCHE LUFTHANSA AG COMMON STOCK                         | CUSIP: 528748908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     93306 | NS      | $752242.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                       | ERSTE GROUP BANK AG COMMON STOCK                           | CUSIP: 528983901<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     77756 | NS      | $2434659.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | MUENCHENER RUECKVERSICHERUNGS- COMMON STOCK                | CUSIP: 529412900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     22672 | NS      | $7161125.35   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightspeed Commerce Inc.                                                  | LIGHTSPEED COMMERCE INC COMMON STOCK                       | CUSIP: 53229C107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     30996 | NS      | $508554.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Metropolitan Fund Investment Corporation                            | JAPAN METROPOLITAN FUND INVEST REIT                        | CUSIP: 651334906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       879 | NS      | $705120.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HLB Inc.                                                                  | HLB INC COMMON STOCK KRW500.                               | CUSIP: 651740904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     19090 | NS      | $480674.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Limited                                    | TEVA PHARMACEUTICAL INDUSTRIES ADR                         | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    175036 | NS      | $1535065.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corporation                                               | THOMSON REUTERS CORP COMMON STOCK                          | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |     39509 | NS      | $4652143.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 360 DigiTech Inc.                                                         | 360 DIGITECH INC ADR USD.00001                             | CUSIP: 88557W101<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17000 | NS      | $266730.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toppan Inc.                                                               | TOPPAN PRINTING CO LTD COMMON STOCK                        | CUSIP: 890747108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34300 | NS      | $534261.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd.                                                  | TOROMONT INDUSTRIES LTD COMMON STOCK                       | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |     19369 | NS      | $1474183.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                                 | TORONTO-DOMINION BANK/THE COMMON STOCK                     | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |    415258 | NS      | $27638589.56  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp.                                                      | TOURMALINE OIL CORP COMMON STOCK                           | CUSIP: 89156V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     71496 | NS      | $4351468.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Corporation of India Limited                                    | CONTAINER CORP OF INDIA LTD COMMON STOCK INR5.0            | CUSIP: BG0ZVG908<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     40597 | NS      | $387494.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Foxconn Industrial Internet Co. Ltd.                                      | FOXCONN INDUSTRIAL INTERNET CO COMMON STOCK CNY1.0         | CUSIP: BG20N9908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    118000 | NS      | $151955.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 S.A. - Brasil Bolsa Balcao                                             | B3 SA - BRASIL BOLSA BALCAO COMMON STOCK                   | CUSIP: BG36ZK906<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |   1179160 | NS      | $2892598.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Baosight Software Co. Ltd.                                       | SHANGHAI BAOSIGHT SOFTWARE CO COMMON STOCK CNY1.0          | CUSIP: BP3RCN909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16150 | NS      | $89509.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hangzhou Silan Microelectronics Co. Ltd                                   | HANGZHOU SILAN MICROELECTRONIC COMMON STOCK CNY1.0         | CUSIP: BP3RCV901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15400 | NS      | $79681.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Brewery Co. Ltd                                                 | CHONGQING BREWERY CO LTD COMMON STOCK CNY1.0               | CUSIP: BP3RCZ902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5400 | NS      | $84059.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaxin Cement Co. Ltd.                                                    | HUAXIN CEMENT CO LTD COMMON STOCK CNY1.0                   | CUSIP: BP3RD3902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16000 | NS      | $34954.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Hualu-Hengsheng Chemical Co. Ltd                                 | SHANDONG HUALU HENGSHENG CHEMI COMMON STOCK CNY1.0         | CUSIP: BP3RDC902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     23600 | NS      | $110546.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Jushi Co. Ltd                                                       | CHINA JUSHI CO LTD COMMON STOCK CNY1.0                     | CUSIP: BP3RDW908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     46600 | NS      | $94237.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ningbo Shanshan Co.Ltd.                                                   | NINGBO SHANSHAN CO LTD COMMON STOCK CNY1.0                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     24300 | NS      | $66295.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Jinjiang International Hotels Co.Ltd.                            | SHANGHAI JINJIANG INTERNATIONA COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     10700 | NS      | $83731.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiamen Faratronic Co. Ltd.                                                | XIAMEN FARATRONIC CO LTD COMMON STOCK CNY1.0               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      2500 | NS      | $55785.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JCET Group Co. Ltd.                                                       | JCET GROUP CO LTD COMMON STOCK CNY1.0                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     18400 | NS      | $65041.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sichuan Hebang Biotechnology Co. Ltd.                                     | SICHUAN HEBANG BIOTECHNOLOGY C COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    102900 | NS      | $46048.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanjing Securities Co. Ltd.                                               | NANJING SECURITIES CO LTD COMMON STOCK CNY1.0              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     48500 | NS      | $58359.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Fuel Company Q.P.S.C. (WOQOD)                                       | QATAR FUEL QSC COMMON STOCK QAR1.0                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |     75310 | NS      | $375456.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International N.V.                                                    | ASM INTERNATIONAL NV COMMON STOCK EUR.04                   | CUSIP: 516529906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      5898 | NS      | $1635468.10   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                 | ORANGE SA COMMON STOCK EUR4.0                              | CUSIP: 517617908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    365451 | NS      | $3713421.13   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | KONGSBERG GRUPPEN ASA COMMON STOCK NOK1.25                 | CUSIP: 520824905<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     14649 | NS      | $607534.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                 | SAMPO OYJ COMMON STOCK                                     | CUSIP: 522603901<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     66031 | NS      | $3344035.79   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Limited                                      | ZHEN DING TECHNOLOGY HOLDING L COMMON STOCK TWD10.         | CUSIP: B734XQ900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     77000 | NS      | $301568.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GT Capital Holdings Inc.                                                  | GT CAPITAL HOLDINGS INC COMMON STOCK PHP10.                | CUSIP: B77H11907<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     16403 | NS      | $127834.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novozymes A/S                                                             | NOVOZYMES A/S COMMON STOCK DKK2.0                          | CUSIP: B798FW902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     38283 | NS      | $2226082.88   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health plc                                                            | NMC HEALTH PLC COMMON STOCK GBP.1                          | CUSIP: B7FC07907<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |      5577 | NS      | $111.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil S.A.                                                        | RAIA DROGASIL SA COMMON STOCK                              | CUSIP: B7FQV6904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    203800 | NS      | $905236.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Shanghai Commercial and Savings Bank Ltd.                             | SHANGHAI COMMERCIAL and SAVINGS COMMON STOCK TWD10.0       | CUSIP: B7LV1N902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    385000 | NS      | $636185.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                                         | TELEFONICA DEUTSCHLAND HOLDING COMMON STOCK                | CUSIP: B7VG6L903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    154009 | NS      | $368352.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen International Holdings Limited                                   | SHENZHEN INTERNATIONAL HOLDING COMMON STOCK HKD1.0         | CUSIP: BJVBTY905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    245500 | NS      | $227437.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson PLC                                                              | FERGUSON PLC COMMON STOCK GBP.1                            | CUSIP: BJVNSS903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     54755 | NS      | $6207652.54   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                              | EVOLUTION GAMING GROUP AB COMMON STOCK SEK.003             | CUSIP: BJXSCH901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     21544 | NS      | $2219117.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Commercial Asset Management Public Company Limited                | BANGKOK COMMERCIAL ASSET MANAG NVDR THB5.0                 | CUSIP: BJYF90909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    332300 | NS      | $142109.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| momo.com Inc.                                                             | MOMO.COM INC COMMON STOCK TWD10.0                          | CUSIP: BJYP11903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7200 | NS      | $142044.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Feihe Limited                                                       | CHINA FEIHE LTD COMMON STOCK USD.000000025                 | CUSIP: BK0SBL906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    680000 | NS      | $556107.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wingtech Technology Co.Ltd                                                | WINGTECH TECHNOLOGY CO LTD-A                               | CUSIP: BK4PZC902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14100 | NS      | $110016.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ningxia Baofeng Energy Group Co. Ltd.                                     | NINGXIA BAOFENG ENERGY GRO-A                               | CUSIP: BK4XS9900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     69800 | NS      | $130193.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BTG Hotels (Group) Co. Ltd.                                               | BTG HOTELS GROUP CO LTD COMMON STOCK CNY1.0                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     13600 | NS      | $46698.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qingdao Rural Commercial Bank Corporation                                 | QINGDAO RURAL COMMERCIAL B-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     80700 | NS      | $34025.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxscend Microelectronics Company Limited                                 | MAXSCEND MICROELECTRONICS -A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5800 | NS      | $94610.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | SAUDI ARABIAN OIL CO COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |    482782 | NS      | $4318791.49   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SHANGHAI COMMERCIAL and SAVINGS BANK LTD/THE - RTS                        | SHANGHAI COMMERCIAL and SAVINGS BANK LTD/THE - RTS         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     28220 | NS      | $12600.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Companies Limited                                                  | LOBLAW COS LTD COMMON STOCK                                | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     38647 | NS      | $3487897.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki Spolka Akcyjna                                    | BANK POLSKA KASA OPIEKI SA COMMON STOCK PLN1.0             | CUSIP: 547311902<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |     31479 | NS      | $602135.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Limited                                                   | BLUESCOPE STEEL LTD COMMON STOCK                           | CUSIP: 653323907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    102620 | NS      | $1236869.21   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Gas Group Limited                                         | CHINA RESOURCES GAS GROUP LTD COMMON STOCK HKD.1           | CUSIP: 653551903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    175400 | NS      | $622781.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong (Holdings) Limited                                          | BOC HONG KONG HOLDINGS LTD COMMON STOCK                    | CUSIP: 653611905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    611000 | NS      | $1950309.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Company Limited                                                       | BYD CO LTD COMMON STOCK CNY1.0                             | CUSIP: 653665901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    157194 | NS      | $4002125.86   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp.                                                                  | LG CORP COMMON STOCK KRW5000.                              | CUSIP: 653703009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     18997 | NS      | $1225125.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Investment and Securities Co.Ltd.                                      | NH INVESTMENT and SECURITIES CO COMMON STOCK KRW5000.0     | CUSIP: 653708008<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | EC               | CORP              | KR        |     34062 | NS      | $251395.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Engineering and Construction Corp.                                     | GS ENGINEERING and CONSTRUCTION COMMON STOCK KRW5000.      | CUSIP: 653709907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     13011 | NS      | $235317.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings Inc.                                                         | JFE HOLDINGS INC COMMON STOCK                              | CUSIP: 654379908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64800 | NS      | $722923.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corporation                                                        | MAKITA CORP COMMON STOCK                                   | CUSIP: 655580009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29000 | NS      | $668031.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Malayan Banking Berhad                                                    | MALAYAN BANKING BHD COMMON STOCK MYR1.                     | CUSIP: 655632008<br>LEI: 5493004OT3TOY404V310 | Long             | EC               | CORP              | MY        |   1408300 | NS      | $2737310.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                               | NORTHERN STAR RESOURCES LTD COMMON STOCK                   | CUSIP: 671745909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    239111 | NS      | $1750706.71   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Company Limited                                          | GREAT WALL MOTOR CO LTD COMMON STOCK CNY1.0                | CUSIP: 671825909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    593650 | NS      | $881579.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Petrochemical Corporation                                         | FORMOSA PETROCHEMICAL CORP COMMON STOCK TWD10.0            | CUSIP: 671871903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    117000 | NS      | $322398.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Life Insurance Company Limited                                      | CHINA LIFE INSURANCE CO LTD COMMON STOCK CNY1.0            | CUSIP: 671897908<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |   1464276 | NS      | $2244666.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Company Limited                                        | ZIJIN MINING GROUP CO LTD COMMON STOCK CNY.1               | CUSIP: 672529906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1085529 | NS      | $1440784.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jindal Steel and Power Limited                                            | JINDAL STEEL and POWER LTD COMMON STOCK INR1.              | CUSIP: 672681905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     60614 | NS      | $403199.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Negara Indonesia (Persero) Tbk                                    | BANK NEGARA INDONESIA PERSERO COMMON STOCK IDR7500.        | CUSIP: 672712908<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |   1432953 | NS      | $907762.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MMG Limited                                                               | MMG LTD COMMON STOCK                                       | CUSIP: 672879905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    552000 | NS      | $145275.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reece Limited                                                             | REECE LTD COMMON STOCK                                     | CUSIP: 672880002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     46510 | NS      | $491581.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Company Ltd.                                                        | RICOH CO LTD COMMON STOCK                                  | CUSIP: 673822003<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     74000 | NS      | $587816.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airports of Thailand Public Company Limited                               | AIRPORTS OF THAILAND PCL NVDR THB1.0                       | CUSIP: 674120902<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    805000 | NS      | $1719220.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Minor International Public Company Limited                                | MINOR INTERNATIONAL PCL WARRANTS CALL EXP 15FEB24          | CUSIP: 942SRY007<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      5503 | NS      | $491.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minor International Public Company Limited                                | MINOR INTERNATIONAL PCL WARRANTS CALL EXP 05MAY23          | CUSIP: 942SSA008<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      6072 | NS      | $519.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BTS Group Holdings Public Company Limited                                 | BTS GROUP HLDGS PCL WARRANT                                | CUSIP: 943AZE901<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    100920 | NS      | $897.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HLB Inc.                                                                  | HLB INC RIGHT                                              | CUSIP: 943PSK902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1709 | NS      | $2397.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica S.A.B. de C.V.                                       | SITIOS LATINOAMERICA SAB DE CV COMMON STOCK                | CUSIP: 944XLD907<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    284990 | NS      | $127029.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weibo Corporation                                                         | WEIBO CORP ADR USD.00025                                   | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | CN        |     13380 | NS      | $213277.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                               | WEST FRASER TIMBER CO LTD COMMON STOCK                     | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     14213 | NS      | $1111765.87   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Limited                                                     | GEORGE WESTON LTD COMMON STOCK                             | CUSIP: 961148509<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     17169 | NS      | $2150033.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp.                                             | WHEATON PRECIOUS METALS CORP COMMON STOCK                  | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |    103452 | NS      | $4037638.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Total Gas Limited                                                   | ADANI TOTAL GAS LTD COMMON STOCK INR1.0                    | CUSIP: 963GRS901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     40725 | NS      | $1839886.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics (Cayman) Inc.                                              | WUXI BIOLOGICS CAYMAN INC COMMON STOCK USD.00001           | CUSIP: 967JXD907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    685100 | NS      | $4489964.46   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank P.J.S.C.                                        | ABU DHABI COMMERCIAL BANK PJSC COMMON STOCK AED1.          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    528973 | NS      | $1411452.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Momentum Metropolitan Holdings Ltd                                        | MOMENTUM METROPOLITAN HOLDINGS COMMON STOCK ZAR.000001     | CUSIP: BK9S75907<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     35628 | NS      | $37574.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avary Holding (Shenzhen) Co. Limited                                      | AVARY HOLDING SHENZHEN CO -A                               | CUSIP: BKDQ80906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     22400 | NS      | $91751.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Company APAC Limited                                    | BUDWEISER BREWING CO APAC LTD COMMON STOCK USD.00001       | CUSIP: BKDXJH902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    284000 | NS      | $823850.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MandG PLC                                                                 | MandG PLC COMMON STOCK GBP.05                              | CUSIP: BKFB1C908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    642971 | NS      | $1502421.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Proya Cosmetics Co. Ltd.                                                  | PROYA COSMETICS CO LTD COMMON STOCK CNY1.0                 | CUSIP: BKM3FN909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1460 | NS      | $34801.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinch AB                                                                  | SINCH AB COMMON STOCK SEK.1                                | CUSIP: BKP8Q1901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     65426 | NS      | $212723.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc.                                                               | JD.COM INC COMMON STOCK USD.00002                          | CUSIP: BKPQZT900<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |    382937 | NS      | $10931997.51  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Piramal Pharma Limited                                                    | PIRAMAL PHARMA LTD COMMON STOCK                            | CUSIP: BKS9DQ905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     72172 | NS      | $118888.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smoore International Holdings Limited                                     | SMOORE INTERNATIONAL HOLDINGS COMMON STOCK USD.01          | CUSIP: BKWGSQ908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    343000 | NS      | $537333.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACEN Corp                                                                 | AC ENERGY CORP COMMON STOCK PHP1.0                         | CUSIP: BMBZPW905<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |   1346160 | NS      | $169893.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pangang Group Vanadium Titanium and Resources Co. Ltd.                    | PANGANG GROUP VANADIUM TIT-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     98900 | NS      | $75660.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ningbo Orient Wires and Cables Co. Ltd.                                   | NINGBO ORIENT WIRES and CABL-A                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7900 | NS      | $79262.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S.C New Energy Technology Corporation                                     | SHENZHEN SC NEW ENERGY TEC-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      4000 | NS      | $73007.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Great Wall Securities Co.Ltd.                                       | CHINA GREAT WALL SECURITIE-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     38700 | NS      | $47686.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith and Nephew plc                                                      | SMITH and NEPHEW PLC COMMON STOCK USD.2                    | CUSIP: 092232909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    220193 | NS      | $2902419.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackBerry Limited                                                        | BLACKBERRY LTD COMMON STOCK                                | CUSIP: 09228F103<br>LEI: 549300HJD8NEGT71RF07 | Long             | EC               | CORP              | CA        |    125327 | NS      | $607465.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                           | ASTRAZENECA PLC COMMON STOCK USD.25                        | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    388095 | NS      | $52525245.32  | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Inc.                                          | BROOKFIELD ASSET MANAGEMENT IN COMMON STOCK                | CUSIP: 112585104<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    323072 | NS      | $15231926.73  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corporation                                          | BROOKFIELD RENEWABLE CORP COMMON STOCK USD.01              | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29881 | NS      | $973412.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd.                                                   | BROTHER INDUSTRIES LTD COMMON STOCK                        | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     30300 | NS      | $492107.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAE Inc.                                                                  | CAE INC COMMON STOCK                                       | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |     73563 | NS      | $1590861.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL Industries Inc.                                                       | CCL INDUSTRIES INC COMMON STOCK                            | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     35906 | NS      | $1706746.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc.                                                                  | CGI INC COMMON STOCK                                       | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |     50629 | NS      | $4420228.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CI Financial Corp.                                                        | CI FINANCIAL CORP COMMON STOCK                             | CUSIP: 125491100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3481 | NS      | $36824.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corporation                                                        | CAMECO CORP COMMON STOCK                                   | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     90893 | NS      | $2214298.49   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Apartment Properties Real Estate Investment Trust                | CANADIAN APARTMENT PROPERTIES REIT                         | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |     22029 | NS      | $715657.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | CANADIAN IMPERIAL BANK OF COMM COMMON STOCK                | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |    207430 | NS      | $9990997.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Company                                         | CANADIAN NATIONAL RAILWAY CO COMMON STOCK                  | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |    135489 | NS      | $17394041.86  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Limited                                        | CANADIAN NATURAL RESOURCES LTD COMMON STOCK                | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    268136 | NS      | $16008625.18  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Limited                                          | CANADIAN PACIFIC RAILWAY LTD COMMON STOCK                  | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    211802 | NS      | $17340634.32  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corporation Limited                                         | CANADIAN TIRE CORP LTD COMMON STOCK                        | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |     13430 | NS      | $1520965.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Limited                                                | CANADIAN UTILITIES LTD COMMON STOCK                        | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |     31761 | NS      | $868666.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc.                                                       | CENOVUS ENERGY INC COMMON STOCK                            | CUSIP: 15135U109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    318419 | NS      | $6332162.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                        | COCA-COLA EUROPEAN PARTNERS PL COMMON STOCK EUR.01         | CUSIP: 19122T109<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     25878 | NS      | $1373863.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander Chile                                                     | BANCO SANTANDER CHILE COMMON STOCK                         | CUSIP: 200025906<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |  12342817 | NS      | $480572.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRF S.A                                                                   | BRF SA COMMON STOCK                                        | CUSIP: 203699905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    114600 | NS      | $208028.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corporation                                                   | SEIKO EPSON CORP COMMON STOCK                              | CUSIP: 661650903<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     35969 | NS      | $566020.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd.                                                       | NGK INSULATORS LTD COMMON STOCK                            | CUSIP: 661950006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31400 | NS      | $416764.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                       | POSCO COMMON STOCK KRW5000.                                | CUSIP: 669323008<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     15678 | NS      | $3588696.74   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS Dagangan Berhad                                                  | PETRONAS DAGANGAN BHD COMMON STOCK MYR1.                   | CUSIP: 669593907<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     84400 | NS      | $452291.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pou Chen Corporation                                                      | POU CHEN CORP COMMON STOCK TWD10.                          | CUSIP: 669615908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    256000 | NS      | $269631.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uni-President Enterprises Corp.                                           | UNI-PRESIDENT ENTERPRISES CORP COMMON STOCK TWD10.         | CUSIP: 670039007<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    532000 | NS      | $1141838.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Press Metal Aluminium Holdings Berhad                                     | PRESS METAL ALUMINIUM HOLDINGS COMMON STOCK                | CUSIP: 670113901<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   1072100 | NS      | $1177953.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurobindo Pharma Limited                                                  | AUROBINDO PHARMA LTD COMMON STOCK INR1.                    | CUSIP: 670263904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     40259 | NS      | $233535.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Company Limited                                                  | SHISEIDO CO LTD COMMON STOCK                               | CUSIP: 680526001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51900 | NS      | $2216647.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co.Ltd.                                                             | HULIC CO LTD COMMON STOCK                                  | CUSIP: 680531902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48100 | NS      | $406180.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Company Limited                                                 | SINO LAND CO LTD COMMON STOCK                              | CUSIP: 681042008<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    555075 | NS      | $694233.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Limited                                                | SINGAPORE AIRLINES LTD COMMON STOCK                        | CUSIP: 681173001<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    166040 | NS      | $673634.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Prime Holdings Inc.                                                    | SM PRIME HOLDINGS INC COMMON STOCK PHP1.0                  | CUSIP: 681884904<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |   2115500 | NS      | $1371374.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Limited                                                  | SONIC HEALTHCARE LTD COMMON STOCK                          | CUSIP: 682112909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     94430 | NS      | $2085870.52   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corporation                                                    | SONY CORP COMMON STOCK                                     | CUSIP: 682150008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    163400 | NS      | $13536084.48  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H. Soul Pattinson and Company Limited                          | WASHINGTON H SOUL PATTINSON and COMMON STOCK               | CUSIP: 682180005<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     44014 | NS      | $852019.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Onex Corporation                                                          | ONEX CORP COMMON STOCK                                     | CUSIP: 68272K103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     19441 | NS      | $1024549.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Baosight Software Co. Ltd.                                       | SHANGHAI BAOSIGHT SOFTWARE CO COMMON STOCK CNY1.           | CUSIP: 683542906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     93623 | NS      | $282621.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                     | OPEN TEXT CORP COMMON STOCK                                | CUSIP: 683715106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     64103 | NS      | $1882368.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ayala Corporation                                                         | AYALA CORP COMMON STOCK PHP50.                             | CUSIP: B09JBT904<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     45540 | NS      | $565463.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Limited                                             | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0              | CUSIP: BW9P81905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    445472 | NS      | $2589629.40   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Limited                                                   | MERIDIAN ENERGY LTD COMMON STOCK                           | CUSIP: BWFD05904<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    289892 | NS      | $899764.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tech Mahindra Limited                                                     | TECH MAHINDRA LTD COMMON STOCK INR5.0                      | CUSIP: BWFGD6901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     86949 | NS      | $1162478.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering plc                                              | SPIRAX-SARCO ENGINEERING PLC COMMON STOCK GBP.269231       | CUSIP: BWFGQN900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18405 | NS      | $2513607.93   | 0.06%             |  |  |  | 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        |    114000 | NS      | $505486.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                               | TELENOR ASA COMMON STOCK NOK6.                             | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |    114830 | NS      | $1114131.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                                         | REMY COINTREAU SA COMMON STOCK EUR1.6                      | CUSIP: 474171006<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |      4212 | NS      | $728976.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                | MERCK KGAA COMMON STOCK                                    | CUSIP: 474184900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     20574 | NS      | $3769482.93   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE Aktiengesellschaft                                                    | RWE AG COMMON STOCK                                        | CUSIP: 476896907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    101526 | NS      | $4469294.05   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Seb S.A.                                                                  | SEB SA COMMON STOCK EUR1.0                                 | CUSIP: 479213001<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4464 | NS      | $352507.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                          | SKANDINAVISKA ENSKILDA BANKEN COMMON STOCK SEK10.0         | CUSIP: 481334902<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |    191786 | NS      | $2211437.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                                 | SOFINA SA COMMON STOCK                                     | CUSIP: 482030004<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      1401 | NS      | $304961.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                                 | SOLVAY SA COMMON STOCK EUR15.0                             | CUSIP: 482110004<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |      6604 | NS      | $655086.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                                    | SGS SA COMMON STOCK CHF1.0                                 | CUSIP: 482477007<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       904 | NS      | $2123924.07   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc.                                                          | KE HOLDINGS INC ADR USD.00002                              | CUSIP: 482497104<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     59900 | NS      | $1013508.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                     | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                  | CUSIP: 483410007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     97799 | NS      | $14442455.04  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                                                | VIVENDI SA COMMON STOCK EUR5.5                             | CUSIP: 483477907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    130936 | NS      | $1178487.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hapvida Participacoes e Investimentos S.A.                                | HAPVIDA PARTICIPACOES E INVEST COMMON STOCK                | CUSIP: BF4J7N904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    886109 | NS      | $887927.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiwynn Corporation                                                        | WIWYNN CORP COMMON STOCK TWD10.0                           | CUSIP: BF4QXG904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     10000 | NS      | $288579.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                            | SOFTBANK CORP COMMON STOCK                                 | CUSIP: BF5M0K909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    369700 | NS      | $4022207.14   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Atacadao S.A                                                              | ATACADAO SA COMMON STOCK                                   | CUSIP: BF7LBH904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     94700 | NS      | $291435.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abrdn PLC                                                                 | STANDARD LIFE ABERDEEN PLC COMMON STOCK GBP.122222         | CUSIP: BF8Q6K901<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |    580997 | NS      | $1376967.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hengli Petrochemical Co.Ltd.                                              | HENGLI PETROCHEMICAL CO L-A                                | CUSIP: BFB4HL902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     67600 | NS      | $159861.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sichuan Swellfun Co. Ltd                                                  | SICHUAN SWELLFUN CO LTD COMMON STOCK CNY1.0                | CUSIP: BFB4JK902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5200 | NS      | $45804.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Satellite Chemical Co. Ltd.                                               | SATELLITE CHEMICAL CO LTD-A                                | CUSIP: BFCCQG904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     38143 | NS      | $78332.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yealink Network Technology Corporation Limited                            | YEALINK NETWORK TECHNOLOGY COR COMMON STOCK CNY1.0         | CUSIP: BFCCR0908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9700 | NS      | $86880.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Energy New Material Co. Ltd.                                       | YUNNAN ENERGY NEW MATERIAL-A                               | CUSIP: BFCCR3902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10200 | NS      | $179857.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Shiyuan Electronic Technology Company Limited                   | GUANGZHOU SHIYUAN ELECTRONIC T COMMON STOCK CNY1.0         | CUSIP: BFCCR4900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7100 | NS      | $61390.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Gold Mining Co. Ltd.                                             | SHANDONG GOLD MINING CO LTD COMMON STOCK CNY1.0            | CUSIP: BFD209909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    131000 | NS      | $257966.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oppein Home Group Inc.                                                    | OPPEIN HOME GROUP INC COMMON STOCK CNY1.0                  | CUSIP: BFF1YZ904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5700 | NS      | $87334.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Huayou Cobalt Co. Ltd                                            | ZHEJIANG HUAYOU COBALT CO -A                               | CUSIP: BFF5BV909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17910 | NS      | $158469.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                                      | SG HOLDINGS CO LTD COMMON STOCK                            | CUSIP: BFFY88901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36700 | NS      | $572237.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf Energy Development Public Company Limited                            | GULF ENERGY DEVELOPMENT PCL NVDR THB5.0                    | CUSIP: BFN4H3909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    532100 | NS      | $804796.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| A-Living Smart City Services Co. Ltd.                                     | A-LIVING SERVICES CO LTD COMMON STOCK CNY1.0               | CUSIP: BFWK4M905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    121500 | NS      | $142705.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Absa Group Limited                                                        | ABSA GROUP LTD COMMON STOCK ZAR2.0                         | CUSIP: BFX05H908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    136588 | NS      | $1637857.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanxi Meijin Energy Co.Ltd.                                              | SHANXI MEIJIN ENERGY CO LT-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     48000 | NS      | $66787.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tibet Summit Resources Co. Ltd.                                           | TIBET SUMMIT RESOURCES CO-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      9600 | NS      | $31252.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heilongjiang Agriculture Company Limited                                  | HEILONGJIANG AGRICULTURE-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     19700 | NS      | $40512.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chengxin Lithium Group Co. Ltd.                                           | CHENGXIN LITHIUM GROUP CO-A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      9600 | NS      | $57816.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Fuling Zhacai Group Co.Ltd.                                     | CHONGQING FULING ZHACAI-A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     10800 | NS      | $38524.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co. Ltd.                                                | ZHONGJI INNOLIGHT CO LTD-A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      9200 | NS      | $37309.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Kedali Industry Co. Ltd.                                         | SHENZHEN KEDALI INDUSTRY CO LT COMMON STOCK CNY1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      2500 | NS      | $34028.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zheshang Securities Co. Ltd.                                              | ZHESHANG SECURITIES CO LTD-A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     51600 | NS      | $77859.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Juewei Food Co. Ltd.                                                      | JUEWEI FOOD CO LTD COMMON STOCK CNY1.0                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7300 | NS      | $58864.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Reinsurance Partners Ltd.                     | BROOKFIELD ASSET MANAGEMENT RE COMMON STOCK USD40.0        | CUSIP: G16169909<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1027 | NS      | $48458.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                                            | CREDICORP LTD COMMON STOCK USD5.0                          | CUSIP: G2519Y108<br>LEI: N/A                  | Long             | EC               | CORP              | PE        |     21153 | NS      | $3248043.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Limited                                                     | GRAB HOLDINGS LTD   CL A COMMON STOCK USD.000001           | CUSIP: G4124C109<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    136200 | NS      | $411324.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer