# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-25-042779
**Filing Date:** 2025-6
**Character Count:** 356426
**Document Hash:** c2c6ae3c697c7bee4283149b0c2bbbb1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-042779.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001145549-25-042779

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 251079134

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](img60c380891.gif)

#### Quarterly portfolio holdings

## John Hancock

## Multi-Asset Absolute Return Fund

## Alternative
April 30, 2025

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

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Fund's investments

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#### As of 4-30-25 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 90.6%** |  | **$216562487** |
| (Cost $156,927,140) |  |  |
| **Brazil 0.4%** |  | **899955** |
| Ambev SA | &nbsp;&nbsp;139000 | 356859 |
| Cia de Saneamento Basico do Estado de Sao Paulo | &nbsp;&nbsp;4400 | 88300 |
| Cia de Saneamento Basico do Estado de Sao Paulo, ADR | &nbsp;&nbsp;3145 | 63938 |
| CPFL Energia SA | &nbsp;&nbsp;12500 | 84117 |
| M Dias Branco SA | &nbsp;&nbsp;42100 | 188202 |
| TIM SA | &nbsp;&nbsp;35500 | 118539 |
| **Canada 0.2%** |  | **392330** |
| CGI, Inc. | &nbsp;&nbsp;3700 | 392330 |
| **China 2.0%** |  | **4771696** |
| Alibaba Group Holding, Ltd., ADR | &nbsp;&nbsp;5607 | 669644 |
| Baidu, Inc., ADR (A) | &nbsp;&nbsp;1827 | 160447 |
| BYD Company, Ltd., H Shares | &nbsp;&nbsp;4500 | 213733 |
| China Construction Bank Corp., H Shares | &nbsp;&nbsp;609000 | 500250 |
| China Longyuan Power Group Corp., Ltd., H Shares | &nbsp;&nbsp;324000 | 255953 |
| China Railway Group, Ltd., H Shares | &nbsp;&nbsp;47000 | 20223 |
| China Resources Sanjiu Medical & Pharmaceutical Company, Ltd., Class A | &nbsp;&nbsp;17362 | 98337 |
| Contemporary Amperex Technology Company, Ltd., Class A | &nbsp;&nbsp;14400 | 460420 |
| Inner Mongolia Yili Industrial Group Company, Ltd., Class A | &nbsp;&nbsp;34300 | 140545 |
| Midea Group Company, Ltd., Class A | &nbsp;&nbsp;12000 | 121663 |
| NetEase, Inc., ADR | &nbsp;&nbsp;2377 | 254482 |
| Ping An Insurance Group Company of China, Ltd., H Shares | &nbsp;&nbsp;71500 | 427930 |
| Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | &nbsp;&nbsp;57600 | 42397 |
| Shanghai Tunnel Engineering Company, Ltd., Class A | &nbsp;&nbsp;148900 | 121951 |
| Sinopharm Group Company, Ltd., H Shares | &nbsp;&nbsp;121600 | 286581 |
| Tencent Holdings, Ltd. | &nbsp;&nbsp;10700 | 655385 |
| Tianhe Chemicals Group, Ltd. (A)(B)(C) | &nbsp;&nbsp;4848409 | 0 |
| Vipshop Holdings, Ltd., ADR | &nbsp;&nbsp;5281 | 71927 |
| Wuliangye Yibin Company, Ltd., Class A | &nbsp;&nbsp;4900 | 86843 |
| Yum China Holdings, Inc. | &nbsp;&nbsp;4225 | 182985 |
| **Denmark 2.6%** |  | **6310389** |
| Novo Nordisk A/S, Class B | &nbsp;&nbsp;94380 | 6310389 |
| **France 2.7%** |  | **6375481** |
| Capgemini SE | &nbsp;&nbsp;2922 | 466504 |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;1099 | 608768 |
| Sanofi SA | &nbsp;&nbsp;14571 | 1593947 |
| Schneider Electric SE | &nbsp;&nbsp;2230 | 521029 |
| Vinci SA | &nbsp;&nbsp;22676 | 3185233 |
| **Germany 1.0%** |  | **2487646** |
| Deutsche Telekom AG | &nbsp;&nbsp;69260 | 2487646 |
| **Hong Kong 0.1%** |  | **161501** |
| China Metal Recycling Holdings, Ltd. (A)(C) | &nbsp;&nbsp;1799400 | 0 |
| China Resources Land, Ltd. | &nbsp;&nbsp;48000 | 161501 |
| **Hungary 0.0%** |  | **96870** |
| Richter Gedeon NYRT | &nbsp;&nbsp;3194 | 96870 |
| **India 0.1%** |  | **165433** |
| Indus Towers, Ltd. (A) | &nbsp;&nbsp;34472 | 165433 |
| **Indonesia 0.1%** |  | **343199** |
| Telkom Indonesia Persero Tbk PT | &nbsp;&nbsp;2177400 | 343199 |

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2 JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Ireland 1.6%** |  | **$3731901** |
| Accenture PLC, Class A | &nbsp;&nbsp;10860 | 3248769 |
| Medtronic PLC | &nbsp;&nbsp;5700 | 483132 |
| **Japan 1.5%** |  | **3698490** |
| FUJIFILM Holdings Corp. | &nbsp;&nbsp;12700 | 260126 |
| Hoya Corp. | &nbsp;&nbsp;13300 | 1564959 |
| KDDI Corp. | &nbsp;&nbsp;32700 | 579562 |
| Nippon Telegraph & Telephone Corp. | &nbsp;&nbsp;1237800 | 1293843 |
| **Mexico 0.5%** |  | **1116152** |
| Arca Continental SAB de CV | &nbsp;&nbsp;20600 | 216951 |
| Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;10145 | 95648 |
| Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;7300 | 76754 |
| Grupo Financiero Banorte SAB de CV, Series O | &nbsp;&nbsp;32300 | 276956 |
| Kimberly-Clark de Mexico SAB de CV, Class A | &nbsp;&nbsp;255700 | 449843 |
| **Netherlands 0.7%** |  | **1747652** |
| ASML Holding NV | &nbsp;&nbsp;1202 | 804668 |
| Heineken NV | &nbsp;&nbsp;5655 | 506208 |
| Prosus NV (A) | &nbsp;&nbsp;9316 | 436776 |
| **Philippines 0.0%** |  | **22481** |
| PLDT, Inc. | &nbsp;&nbsp;965 | 22481 |
| **South Africa 0.2%** |  | **577016** |
| Naspers, Ltd., N Shares | &nbsp;&nbsp;1591 | 418341 |
| Standard Bank Group, Ltd. | &nbsp;&nbsp;12706 | 158675 |
| **South Korea 1.1%** |  | **2709053** |
| Cheil Worldwide, Inc. | &nbsp;&nbsp;5877 | 76704 |
| DB Insurance Company, Ltd. | &nbsp;&nbsp;1199 | 77246 |
| Hyundai Glovis Company, Ltd. | &nbsp;&nbsp;2799 | 224429 |
| Hyundai Mobis Company, Ltd. | &nbsp;&nbsp;1492 | 280061 |
| LG Corp. | &nbsp;&nbsp;228 | 10677 |
| NongShim Company, Ltd. | &nbsp;&nbsp;558 | 158139 |
| Samsung Electronics Company, Ltd. | &nbsp;&nbsp;12141 | 473712 |
| Samsung Fire & Marine Insurance Company, Ltd. | &nbsp;&nbsp;2043 | 539000 |
| Samsung SDS Company, Ltd. | &nbsp;&nbsp;3443 | 310272 |
| SK Telecom Company, Ltd. | &nbsp;&nbsp;13267 | 506889 |
| SK Telecom Company, Ltd., ADR | &nbsp;&nbsp;2405 | 51924 |
| **Spain 1.3%** |  | **2989422** |
| Iberdrola SA | &nbsp;&nbsp;165841 | 2989422 |
| **Switzerland 0.9%** |  | **2219530** |
| Chubb, Ltd. | &nbsp;&nbsp;2412 | 690025 |
| Nestle SA | &nbsp;&nbsp;14370 | 1529505 |
| **Taiwan 1.4%** |  | **3452790** |
| Hon Hai Precision Industry Company, Ltd. | &nbsp;&nbsp;33000 | 147025 |
| Minth Group, Ltd. (A) | &nbsp;&nbsp;22000 | 52550 |
| Sinbon Electronics Company, Ltd. | &nbsp;&nbsp;8000 | 55738 |
| Taiwan Semiconductor Manufacturing Company, Ltd. | &nbsp;&nbsp;50000 | 1416728 |
| Taiwan Semiconductor Manufacturing Company, Ltd., ADR | &nbsp;&nbsp;10683 | 1780749 |
| **Thailand 0.2%** |  | **381825** |
| Bangkok Bank PCL | &nbsp;&nbsp;23200 | 97169 |
| Thai Beverage PCL | &nbsp;&nbsp;371000 | 142185 |
| Thai Union Group PCL | &nbsp;&nbsp;441000 | 142471 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT 3

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United Kingdom 3.3%** |  | **$7846847** |
| Diageo PLC | &nbsp;&nbsp;87841 | 2466596 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;28756 | 1856090 |
| Rightmove PLC | &nbsp;&nbsp;47037 | 464542 |
| St. James's Place PLC | &nbsp;&nbsp;135520 | 1708267 |
| Unilever PLC | &nbsp;&nbsp;21191 | 1351352 |
| **United States 68.7%** |  | **164064828** |
| Adobe, Inc. (A) | &nbsp;&nbsp;7840 | 2939843 |
| Advanced Micro Devices, Inc. (A) | &nbsp;&nbsp;9486 | 923462 |
| Akamai Technologies, Inc. (A) | &nbsp;&nbsp;19172 | 1544880 |
| Alphabet, Inc., Class A | &nbsp;&nbsp;59457 | 9441772 |
| Amgen, Inc. | &nbsp;&nbsp;4555 | 1325141 |
| Apple, Inc. | &nbsp;&nbsp;6044 | 1284350 |
| Automatic Data Processing, Inc. | &nbsp;&nbsp;20887 | 6278632 |
| AutoZone, Inc. (A) | &nbsp;&nbsp;1529 | 5753015 |
| Baxter International, Inc. | &nbsp;&nbsp;12724 | 396607 |
| Becton, Dickinson and Company | &nbsp;&nbsp;15636 | 3238059 |
| Booking Holdings, Inc. | &nbsp;&nbsp;485 | 2473151 |
| Broadcom, Inc. | &nbsp;&nbsp;4029 | 775462 |
| Cadence Design Systems, Inc. (A) | &nbsp;&nbsp;8517 | 2535852 |
| Centene Corp. (A) | &nbsp;&nbsp;17413 | 1042168 |
| Cisco Systems, Inc. | &nbsp;&nbsp;88373 | 5101773 |
| Colgate-Palmolive Company | &nbsp;&nbsp;31459 | 2900205 |
| Comcast Corp., Class A | &nbsp;&nbsp;58345 | 1995399 |
| Conagra Brands, Inc. | &nbsp;&nbsp;13456 | 332498 |
| Crown Holdings, Inc. | &nbsp;&nbsp;11091 | 1068396 |
| CVS Health Corp. | &nbsp;&nbsp;28278 | 1886425 |
| eBay, Inc. | &nbsp;&nbsp;36404 | 2481297 |
| Elevance Health, Inc. | &nbsp;&nbsp;5288 | 2224027 |
| Emerson Electric Company | &nbsp;&nbsp;3652 | 383862 |
| Eversource Energy | &nbsp;&nbsp;15017 | 893211 |
| Fiserv, Inc. (A) | &nbsp;&nbsp;5774 | 1065707 |
| Fortinet, Inc. (A) | &nbsp;&nbsp;35617 | 3695620 |
| General Mills, Inc. | &nbsp;&nbsp;8806 | 499652 |
| Global Payments, Inc. | &nbsp;&nbsp;20153 | 1537875 |
| Globe Life, Inc. | &nbsp;&nbsp;3774 | 465485 |
| Intuit, Inc. | &nbsp;&nbsp;1104 | 692727 |
| Johnson & Johnson | &nbsp;&nbsp;24228 | 3787079 |
| Kenvue, Inc. | &nbsp;&nbsp;29748 | 702053 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp;12077 | 2910678 |
| Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;16343 | 3684856 |
| Mastercard, Inc., Class A | &nbsp;&nbsp;7852 | 4303367 |
| McDonald's Corp. | &nbsp;&nbsp;7700 | 2461305 |
| McKesson Corp. | &nbsp;&nbsp;2572 | 1833296 |
| Merck & Company, Inc. | &nbsp;&nbsp;8820 | 751464 |
| Meta Platforms, Inc., Class A | &nbsp;&nbsp;3723 | 2043927 |
| Microsoft Corp. | &nbsp;&nbsp;26469 | 10462133 |
| Monster Beverage Corp. (A) | &nbsp;&nbsp;58357 | 3508423 |
| Moody's Corp. | &nbsp;&nbsp;2005 | 908506 |
| MSCI, Inc. | &nbsp;&nbsp;6948 | 3787424 |
| NextEra Energy, Inc. | &nbsp;&nbsp;17273 | 1155218 |
| NIKE, Inc., Class B | &nbsp;&nbsp;41490 | 2340036 |
| NVIDIA Corp. | &nbsp;&nbsp;8161 | 888896 |
| Oracle Corp. | &nbsp;&nbsp;5781 | 813502 |
| Paychex, Inc. | &nbsp;&nbsp;4328 | 636735 |
| PayPal Holdings, Inc. (A) | &nbsp;&nbsp;42005 | 2765609 |
| PepsiCo, Inc. | &nbsp;&nbsp;29160 | 3953513 |

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4 JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United States (continued)** |  |  |
| Pfizer, Inc. | &nbsp;&nbsp;22672 | $553424 |
| Qualcomm, Inc. | &nbsp;&nbsp;6004 | 891354 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;10441 | 1860795 |
| Ross Stores, Inc. | &nbsp;&nbsp;32415 | 4505685 |
| S&P Global, Inc. | &nbsp;&nbsp;2617 | 1308631 |
| Sempra | &nbsp;&nbsp;4998 | 371201 |
| Starbucks Corp. | &nbsp;&nbsp;5039 | 403372 |
| Stryker Corp. | &nbsp;&nbsp;4867 | 1819869 |
| Synopsys, Inc. (A) | &nbsp;&nbsp;3175 | 1457357 |
| Sysco Corp. | &nbsp;&nbsp;28775 | 2054535 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;21352 | 3543578 |
| The Cigna Group | &nbsp;&nbsp;9041 | 3074302 |
| The Coca-Cola Company | &nbsp;&nbsp;75366 | 5467803 |
| The J.M. Smucker Company | &nbsp;&nbsp;4552 | 529261 |
| The Procter & Gamble Company | &nbsp;&nbsp;18118 | 2945443 |
| The TJX Companies, Inc. | &nbsp;&nbsp;13854 | 1782733 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;2429 | 999388 |
| VeriSign, Inc. (A) | &nbsp;&nbsp;2364 | 666932 |
| Verizon Communications, Inc. | &nbsp;&nbsp;26033 | 1147014 |
| Visa, Inc., Class A | &nbsp;&nbsp;16762 | 5791271 |
| W.W. Grainger, Inc. | &nbsp;&nbsp;1516 | 1552854 |
| Waste Management, Inc. | &nbsp;&nbsp;1986 | 463453 |
| **Preferred securities 0.1%** |  | **$165240** |
| (Cost $139,157) |  |  |
| **Brazil 0.1%** |  | **165240** |
| Banco Bradesco SA | 68300 | 165240 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 6.0%** | **U.S. Government and Agency obligations 6.0%** | **U.S. Government and Agency obligations 6.0%** | **U.S. Government and Agency obligations 6.0%** | &nbsp;&nbsp;**$14340997** |
| (Cost $13,894,356) |  |  |  |  |
| **U.S. Government 6.0%** | **U.S. Government 6.0%** |  |  | **14340997** |
| U.S. Treasury |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;1161100 | &nbsp;&nbsp;&nbsp;&nbsp;1198745 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;903900 | &nbsp;&nbsp;&nbsp;&nbsp;772058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;1828300 | &nbsp;&nbsp;&nbsp;&nbsp;1605262 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;1318200 | &nbsp;&nbsp;&nbsp;&nbsp;1231745 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;906400 | &nbsp;&nbsp;&nbsp;&nbsp;865541 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;1314800 | &nbsp;&nbsp;&nbsp;&nbsp;1287888 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;2196500 | &nbsp;&nbsp;&nbsp;&nbsp;2179683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;1429100 | &nbsp;&nbsp;&nbsp;&nbsp;1443168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;1094800 | &nbsp;&nbsp;&nbsp;&nbsp;1103182 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;237800 | &nbsp;&nbsp;&nbsp;&nbsp;242352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;1707300 | &nbsp;&nbsp;&nbsp;&nbsp;1759719 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;628100 | &nbsp;&nbsp;&nbsp;&nbsp;651654 |

---

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| | |
|:---|:---|
| **Total investments (Cost $170,960,653) 96.7%** | **$231068724** |
| **Other assets and liabilities, net 3.3%** | **7821549** |
| **Total net assets 100.0%** | **$238890273** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| (A) | Non-income producing security. |
| (B) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT 5

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The fund had the following portfolio composition as a percentage of net assets on 4-30-25:

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| | |
|:---|:---|
| **Common stocks** | &nbsp;&nbsp;&nbsp;**90.6%** |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;18.3% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;16.0% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;13.9% |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;12.4% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;12.0% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;9.1% |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;5.9% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;2.5% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;0.4% |
| Real estate | &nbsp;&nbsp;&nbsp;&nbsp;0.1% |
| **U.S. Government** | &nbsp;&nbsp;&nbsp;&nbsp;**6.0%** |
| **Preferred securities** | &nbsp;&nbsp;&nbsp;&nbsp;**0.1%** |
| **Other assets and liabilities, net** | &nbsp;&nbsp;&nbsp;&nbsp;**3.3%** |
| **TOTAL** | **100.0%** |

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6 JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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#### DERIVATIVES

#### FUTURES

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;824 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;$91668116 | &nbsp;&nbsp;$92648500 | &nbsp;&nbsp;&nbsp;&nbsp;$980384 |
| ASX SPI 200 Index Futures | &nbsp;&nbsp;32 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(4040055) | &nbsp;&nbsp;&nbsp;&nbsp;(4158959) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118904) |
| Euro STOXX 50 Index Futures | &nbsp;&nbsp;195 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;(11774786) | &nbsp;&nbsp;&nbsp;(11332457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442329 |
| FTSE 100 Index Futures | &nbsp;&nbsp;65 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(7478313) | &nbsp;&nbsp;&nbsp;&nbsp;(7351438) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126875 |
| Mini MSCI Emerging Markets Index Futures | &nbsp;&nbsp;143 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(8051475) | &nbsp;&nbsp;&nbsp;&nbsp;(7930065) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121410 |
| Nikkei 225 Mini Index Futures | &nbsp;&nbsp;190 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(4822000) | &nbsp;&nbsp;&nbsp;&nbsp;(4803154) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18846 |
| S&P 500 E-Mini Index Futures | &nbsp;&nbsp;164 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;(46289123) | &nbsp;&nbsp;&nbsp;(45813400) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475723 |
| S&P Mid 400 E-Mini Index Futures | &nbsp;&nbsp;48 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;(13832119) | &nbsp;&nbsp;&nbsp;(13717440) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114679 |
|  |  |  |  |  |  | &nbsp;&nbsp;**$2161342** |

---

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

#### FORWARD FOREIGN CURRENCY CONTRACTS

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;195000 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175609 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(2540) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;101461 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59000 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1889) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;309092 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171000 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;$4152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;128746 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62000 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(152) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;242000 | JPY | &nbsp;&nbsp;22369023 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1634) |
| AUD | &nbsp;&nbsp;2347000 | JPY | 215419950 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5184) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;530000 | JPY | &nbsp;&nbsp;47458173 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;191000 | JPY | &nbsp;&nbsp;17756133 | JPM | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1999) |
| AUD | &nbsp;&nbsp;1025000 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;6881130 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4786) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;126000 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134380 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;328000 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;2224728 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (20218) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;484918 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308326 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;2329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;988442 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625376 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;7852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;5451217 | USD | &nbsp;&nbsp;&nbsp;&nbsp;3416047 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;76183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;157069 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98961 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87224 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48000 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(662) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;104000 | JPY | &nbsp;&nbsp;11037741 | GSI | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1814) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;208000 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;1573075 | BOA | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(243) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;583899 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704000 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;117000 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825312 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(529) |
| CAD | 13620589 | USD | &nbsp;&nbsp;&nbsp;&nbsp;9646557 | BARC | 5/13/2025 | 239219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;148431 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104125 | BOA | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;491699 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347167 | GSI | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;9707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;2231067 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1554455 | JPM | 5/13/2025 | &nbsp;&nbsp;&nbsp;64847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14947 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10552 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CHF | &nbsp;&nbsp;2187905 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2534266 | BARC | 5/14/2025 | 120580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34175 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38967 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;2502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;482569 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550206 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;35353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CHF | &nbsp;&nbsp;2039407 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2261736 | GSI | 5/14/2025 | 212921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DKK | &nbsp;&nbsp;2295426 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340770 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;7892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DKK | &nbsp;&nbsp;2897225 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421037 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;19034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DKK | 42794653 | USD | &nbsp;&nbsp;&nbsp;&nbsp;6261519 | BOA | 5/14/2025 | 238738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DKK | &nbsp;&nbsp;3624443 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536947 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;13585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;6315000 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9966651 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (74842) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;767000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666180 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (18306) |
| EUR | &nbsp;&nbsp;1208000 | JPY | 195317415 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;601000 | JPY | &nbsp;&nbsp;94679268 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;18241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;4903000 | JPY | 783575982 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;70542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;244000 | JPY | &nbsp;&nbsp;39393009 | JPM | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT 7

------

#### FORWARD FOREIGN CURRENCY CONTRACTS (continued)<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;12186546 | USD | &nbsp;&nbsp;13351010 | BARC | 5/14/2025 | &nbsp;&nbsp;$464851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965067 | USD | &nbsp;&nbsp;&nbsp;&nbsp;4321392 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;173795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;16706039 | USD | &nbsp;&nbsp;18190181 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;749419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5463743 | USD | &nbsp;&nbsp;&nbsp;&nbsp;5943814 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;250420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9445130 | USD | &nbsp;&nbsp;&nbsp;&nbsp;9879270 | JPM | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;828654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151000 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276613 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217000 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403142 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(3408) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175328 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208000 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2141) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711497 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (15396) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883000 | JPY | 166740503 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122000 | JPY | &nbsp;&nbsp;22719803 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189000 | JPY | &nbsp;&nbsp;36121560 | JPM | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1097) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;4566360 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;2684635 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (11414) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;2672678 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3512) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922726 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1192073 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;37690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128835 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165510 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632832 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2133889 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;42269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334136 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1717231 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;60839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;26967042 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;17881243 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196000 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(328) |
| JPY | &nbsp;&nbsp;&nbsp;129156890 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799000 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1241) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;12222016 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77000 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1695) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;36024490 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222000 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;41377730 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256000 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(427) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;15076484 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1028) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;13700151 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161000 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;152465895 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1049166 | BARC | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;18544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;14642185 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98705 | BNP | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;65185484 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443740 | BOA | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;12751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;126016597 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859662 | GSI | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;22825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;295835102 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2049407 | JPM | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;22310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8798125 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57989 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | 5582546119 | USD | &nbsp;&nbsp;36724940 | BOA | 5/14/2025 | 2373879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;74942718 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510000 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;14881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425536 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698000 | GSI | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;14913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6497000 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;6003878 | GSI | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9690073 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907000 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;24439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;19607684 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1743257 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;141493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568924 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384000 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318265 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2828) |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153417 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81000 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(666) |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194000 | JPY | &nbsp;&nbsp;16402352 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | JPY | &nbsp;&nbsp;16934824 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916000 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;5652348 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856000 | SEK | &nbsp;&nbsp;10697723 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4763) |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111000 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627181 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988821 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;41550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246480 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279816 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196000 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9007179 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703000 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4331) |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507797 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;3660000 | GSI | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;11360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;27991405 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2803000 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;95196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;29749685 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2971000 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;109246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581261 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453000 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;21338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

8 JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| SEK | 55733551 | USD | &nbsp;&nbsp;&nbsp;&nbsp;5171754 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$598829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;1019653 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1645044 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(34217) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;159731 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252940 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2311) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;380744 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604701 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6648) |
| USD | 20109186 | AUD | &nbsp;&nbsp;32010117 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(397553) |
| USD | &nbsp;&nbsp;1007711 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1442305 | BARC | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39109) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12286 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16986 | BNP | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42) |
| USD | &nbsp;&nbsp;9175498 | CAD | &nbsp;&nbsp;13079195 | BOA | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(317336) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;176000 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253654 | GSI | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8101) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;851660 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1218280 | JPM | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32564) |
| USD | &nbsp;&nbsp;1081530 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1539783 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36098) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;225902 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195483 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11300) |
| USD | &nbsp;&nbsp;4772591 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;4240684 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(373139) |
| USD | &nbsp;&nbsp;1804298 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;1624267 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(166619) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30770 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201576 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;240645 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;1576147 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;3618863 | DKK | &nbsp;&nbsp;24905495 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(164135) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;739851 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;4855004 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;8599565 | DKK | &nbsp;&nbsp;61501832 | JPM | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(742202) |
| USD | &nbsp;&nbsp;4129271 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3772423 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(147517) |
| USD | &nbsp;&nbsp;4055280 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3773716 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(222974) |
| USD | &nbsp;&nbsp;3677315 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3411928 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(190780) |
| USD | &nbsp;&nbsp;1868314 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1696633 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55155) |
| USD | 97316549 | EUR | &nbsp;&nbsp;93386329 | JPM | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8555329) |
| USD | &nbsp;&nbsp;1079345 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830428 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27409) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;788287 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612596 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28150) |
| USD | 15170778 | GBP | &nbsp;&nbsp;12191212 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1077066) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;380419 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298356 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17215) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;224972 | JPY | &nbsp;&nbsp;33067753 | BARC | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6600) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;262092 | JPY | &nbsp;&nbsp;39124638 | BNP | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11895) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;774887 | JPY | 111528478 | BOA | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6141) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;332913 | JPY | &nbsp;&nbsp;48547621 | GSI | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7064) |
| USD | &nbsp;&nbsp;2740806 | JPY | 400310669 | JPM | 5/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62548) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;118721 | JPY | &nbsp;&nbsp;17899384 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6642) |
| USD | &nbsp;&nbsp;3948670 | JPY | 600236211 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(255241) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;583000 | JPY | &nbsp;&nbsp;85531589 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16043) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;257000 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;2790908 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11271) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;893121 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;9697275 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39011) |
| USD | 10750622 | NZD | &nbsp;&nbsp;19016253 | BARC | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(549154) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71000 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693792 | BNP | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(834) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522128 | BOA | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2061) |
| USD | &nbsp;&nbsp;6595292 | SEK | &nbsp;&nbsp;71327702 | GSI | 5/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(789891) |
|  |  |  |  |  |  | **$7368122** | **$(14606438)** |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | Pound Sterling |
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| SEK | Swedish Krona |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT 9

------

USD U.S. Dollar

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| BARC | Barclays Bank PLC |
| BNP | BNP Paribas |
| BOA | Bank of America, N.A. |
| GSI | Goldman Sachs International |
| JPM | JPMorgan Chase Bank, N.A. |
| OTC | Over-the-counter |

---

10 JOHN HANCOCK MULTI-ASSET ABSOLUTE RETURN FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

Notes to Fund's investments (unaudited)

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

In order to value the securities, the fund uses the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. 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. 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. 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 fund uses a three tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor's assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 4-30-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | **$899955** | $899955 | &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;**392330** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392330 | &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;**4771696** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339485 | $3432211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6310389** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6310389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6375481** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6375481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2487646** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2487646 | &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;**161501** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hungary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**96870** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**165433** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**343199** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3731901** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3731901 | &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;**3698490** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3698490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1116152** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116152 | &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;**1747652** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22481** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22481 | &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;**577016** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577016 | &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;**2709053** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2989422** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

\|<sub>11</sub>

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 4-30-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **(continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Switzerland | **$2219530** | $690025 | $1529505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3452790** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**381825** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381825 | &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;**7846847** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7846847 | &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;**164064828** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164064828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** | **165240** | 165240 |  |  |
| **U.S. Government and Agency obligations** | **14340997** |  | 14340997 |  |
| **Total investments in securities** | **$231068724** | **$174232589** | **$56836135** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Futures | **$2280246** | $2280246 |  |  |
| Forward foreign currency contracts | **7368122** |  | $7368122 |  |
| **Liabilities** |  |  |  |  |
| Futures | **(118904)** | (118904) |  |  |
| Forward foreign currency contracts | **(14606438)** |  | (14606438) |  |
| *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* |

---

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

---

| | |
|:---|:---|
| 12 | \| |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**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:** $239164017.47

**Total Liabilities:** $275184.35

**Net Assets:** $238888833.12

**Cash Not Reported:** $14235137.61

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000107909 | 1.84%                | -2.85%               | -0.49%               |
| Class ID C000107910 | 1.81%                | -2.87%               | -0.61%               |
| Class ID C000107911 | 1.90%                | -2.79%               | -0.48%               |
| Class ID C000107912 | 1.89%                | -2.78%               | -0.48%               |
| Class ID C000107913 | 1.89%                | -2.78%               | -0.48%               |
| Class ID C000113522 | 1.85%                | -2.87%               | -0.49%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3898477.13              | $-774386.73                                |
| Month 2  | $9078205.76              | $-16087659.36                              |
| Month 3  | $579020.02               | $-797185.05                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                              | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |     57600 | NS      | $42397.16     | 0.02%             |  |  |  | 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        |     12141 | NS      | $473711.89    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corporation                                               | MOODY'S CORP COMMON STOCK USD.01                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2005 | NS      | $908505.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire and Marine Insurance Co. Ltd.                        | SAMSUNG FIRE and MARINE INSURANC COMMON STOCK KRW500.0 | CUSIP: 615525904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2043 | NS      | $538999.94    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO plc                                                        | DIAGEO PLC COMMON STOCK GBP.2893518                    | CUSIP: 023740905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     87841 | NS      | $2466596.41   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGEN INC COMMON STOCK USD.0001                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      4555 | NS      | $1325140.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-164091.45   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                                              | Sold NZD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-247328.55   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | ELEVANCE HEALTH INC COMMON STOCK USD.01                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      5288 | NS      | $2224027.04   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                        | APPLE INC COMMON STOCK USD.00001                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6044 | NS      | $1284350.00   | 0.54%             |  |  |  | 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        |      7300 | NS      | $76754.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                                               | CROWN HOLDINGS INC COMMON STOCK USD5.0                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     11091 | NS      | $1068396.03   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                            | SANOFI SA COMMON STOCK EUR2.0                          | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     14571 | NS      | $1593946.54   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corporation                                                  | HOYA CORP COMMON STOCK                                 | CUSIP: 644150005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13300 | NS      | $1564958.90   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $471.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                | ORACLE CORP COMMON STOCK USD.01                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      5781 | NS      | $813502.32    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                | TAIWAN SEMICONDUCTOR MANUFACTU COMMON STOCK TWD10.0    | CUSIP: 688910900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     50000 | NS      | $1416727.56   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1349683.24  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $368.61       | 0.00%             |  |  |  | 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        |      1199 | NS      | $77245.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Limited                                      | CHINA RESOURCES LAND LTD COMMON STOCK HKD.1            | CUSIP: 619376908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     48000 | NS      | $161501.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                               | SK TELECOM CO LTD COMMON STOCK KRW100.0                | CUSIP: 622487908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     13267 | NS      | $506889.13    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Kddi Corporation                                                  | KDDI CORP COMMON STOCK                                 | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32700 | NS      | $579561.97    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SINBON Electronics Co. Ltd.                                       | SINBON ELECTRONICS CO LTD COMMON STOCK TWD10.0         | CUSIP: 634935902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8000 | NS      | $55738.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                     | FUJIFILM HOLDINGS CORP COMMON STOCK                    | CUSIP: 635652001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12700 | NS      | $260126.10    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc.                                                      | NETEASE INC ADR USD.0001                               | CUSIP: 64110W102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2377 | NS      | $254481.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                               | HON HAI PRECISION INDUSTRY CO COMMON STOCK TWD10.0     | CUSIP: 643856909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     33000 | NS      | $147024.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                               | NEXTERA ENERGY INC COMMON STOCK USD.01                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17273 | NS      | $1155218.24   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Company Limited                                               | BYD CO LTD COMMON STOCK CNY1.0                         | CUSIP: 653665901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4500 | NS      | $213732.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp.                                                          | LG CORP COMMON STOCK KRW5000.0                         | CUSIP: 653703009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       228 | NS      | $10676.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc.                                                         | NIKE INC COMMON STOCK                                  | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     41490 | NS      | $2340036.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Nongshim Co. Ltd.                                                 | NONGSHIM CO LTD COMMON STOCK KRW5000.0                 | CUSIP: 663811909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       558 | NS      | $158139.34    | 0.07%             |  |  |  | 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        |   1237800 | NS      | $1293843.21   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                | NVIDIA CORP COMMON STOCK USD.001                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      8161 | NS      | $888896.12    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc.                                                      | PAYCHEX INC COMMON STOCK USD.01                        | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4328 | NS      | $636735.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc.                                              | PAYPAL HOLDINGS INC COMMON STOCK                       | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     42005 | NS      | $2765609.20   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle S.A.                                                       | NESTLE SA COMMON STOCK CHF.1                           | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     14370 | NS      | $1529505.22   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                      | PEPSICO INC COMMON STOCK USD.017                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     29160 | NS      | $3953512.80   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                       | PFIZER INC COMMON STOCK USD.05                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     22672 | NS      | $553423.52    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PLDT Inc.                                                         | PLDT INC COMMON STOCK PHP5.0                           | CUSIP: 718252109<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |       965 | NS      | $22481.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Procter and Gamble Company                                    | PROCTER and GAMBLE CO/THE COMMON STOCK                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     18118 | NS      | $2945443.26   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Incorporated                                             | QUALCOMM INC COMMON STOCK USD.0001                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      6004 | NS      | $891353.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                                    | QUEST DIAGNOSTICS INC COMMON STOCK USD.01              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     10441 | NS      | $1860795.02   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc.                                                  | ROSS STORES INC COMMON STOCK USD.01                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     32415 | NS      | $4505685.00   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-84119.99    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                              | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-2307.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-6532.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $841055.32    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $4084.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $15660.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-19760.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-18163.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $3328.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $5976.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought GBP                                              | Sold SEK /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-11413.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought AUD                                              | Sold SEK /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-20217.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-83.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-143.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1113.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1522.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-62.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $277.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-13431.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $26196.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-23378.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought SEK                                              | Sold AUD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $6946.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $3171.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2608.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-5443.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $7507.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-913.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                                              | Sold USD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $41550.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $101046.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought NZD                                              | Sold NOK /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-120.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought AUD                                              | Sold EUR /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1889.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $9192.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $7587.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $5151.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4960.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $35640.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-6104.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-762.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $15677.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-7669.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-743.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-541.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-724.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought JPY                                              | Sold EUR /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $626.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $740.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought AUD                                              | Sold CAD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2539.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1854.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $3548.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-38151.79    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1693.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-22270.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $16522.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-6798.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-749.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2368.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-599.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $331.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2126.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought AUD                                              | Sold EUR /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $4152.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $12902.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-6771.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $21233.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-60482.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1181.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2266.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $6304.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $9031.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $540.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-7106.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-5878.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1074.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                                              | Sold SEK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-834.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-74.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought EUR                                              | Sold CAD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-78626.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $39822.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $10438.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $270.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $933.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-0.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $3841.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $2.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $599.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $451.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought JPY                                              | Sold EUR /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-426.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-233.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-94.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $118.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $213.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc.                                             | LABCORP HOLDINGS INC COMMON STOCK USD.1                | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12077 | NS      | $2910677.77   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                         | MSCI INC COMMON STOCK USD.01                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      6948 | NS      | $3787424.28   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                 | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     16343 | NS      | $3684856.21   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                                           | MASTERCARD INC COMMON STOCK USD.0001                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7852 | NS      | $4303367.12   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1007.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-154363.56   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                                              | Sold USD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $133687.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-391103.62   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $73674.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2959.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-14011.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2544.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                                              | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $601612.54    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2270.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought CAD                                              | Sold JPY /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1813.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $499.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-121836.58   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-497090.79   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-21821.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2337.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-14050.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $2732.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-201144.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-12592.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $212920.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-16756.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $13441.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $4931.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-5434.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $2869.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1530146.63   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $4084.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $22278.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1299.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                                              | Sold NZD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-301825.20   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-740.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $3605.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-19318.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-586996.55   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1316456.70  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-155205.16   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                                              | Sold SEK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-569846.64   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5617652.53  | -2.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-65526.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $24387.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1777.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $354.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-16337.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2205.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                                              | Sold USD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $7806.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2814.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-15037.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2489.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-18614.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $13321.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1605.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $297.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-5928.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-501.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $16225.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $4305.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $2440.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $462.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought JPY                                              | Sold AUD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $3087.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-54601.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1751.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $7405.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2052.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $54697.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought NZD                                              | Sold AUD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $8137.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought EUR                                              | Sold CAD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $3783.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-3399.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-8101.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $11947.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-156945.19   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $92911.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2155.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-7806.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-105.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1189.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1865.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1088.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $39799.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                                              | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $21338.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought CAD                                              | Sold NOK /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-242.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                                              | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $44449.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $36864.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-3778.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $269316.94    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $4011.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                                              | Sold SEK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-220044.43   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-3448.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-6033.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $2614.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $9852.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $4528.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2045.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-56401.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $3670.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1482.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-492.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $425.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-458.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-4864.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $12544.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $402.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought GBP                                              | Sold NOK /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1473.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-13097.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-3475.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $7966.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $171022.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $13806.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought GBP                                              | Sold JPY /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1096.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $7345.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought NZD                                              | Sold SEK /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-4968.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $12804.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $1219.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-457.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2076.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought AUD                                              | Sold GBP /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-151.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-38.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-463.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-367.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought JPY                                              | Sold GBP /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1027.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $344.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3116.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-937.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $893.17       | 0.00%             |  |  |  | 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        |      1202 | NS      | $804668.23    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Gedeon Richter Plc.                                               | RICHTER GEDEON NYRT COMMON STOCK HUF100.0              | CUSIP: ACI06DSC4<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |      3194 | NS      | $96869.58     | 0.04%             |  |  |  | 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        |     10145 | NS      | $95648.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 0625                                           | SandP500 EMINI FUT 0625                                | CUSIP: ADI2P6BG1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       164 | NC      | $475723.13    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rightmove plc                                                     | RIGHTMOVE PLC COMMON STOCK GBP.001                     | CUSIP: BGDT3G909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     47037 | NS      | $464542.27    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                          | CONTEMPORARY AMPEREX TECHNOLOG COMMON STOCK CNY1.0     | CUSIP: BHQPSY905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14400 | NS      | $460419.88    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                       | PROSUS NV COMMON STOCK EUR.05                          | CUSIP: BJDS7L900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      9316 | NS      | $436776.35    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                      | UNILEVER PLC COMMON STOCK GBP.00031111                 | CUSIP: BLRB26905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     21191 | NS      | $1351351.52   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2459.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1954.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $3045.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2123.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $522.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-16897.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-71806.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-4215.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $5539.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-612.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $6209.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-4280.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $33316.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $17758.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                              | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-36703.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-10008.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $313.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $273.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2350.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-17749.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought JPY                                              | Sold EUR /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1682.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $187.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-6352.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought NZD                                              | Sold EUR /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-666.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought GBP                                              | Sold CAD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3407.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought JPY                                              | Sold EUR /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1694.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $7274.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $13083.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $75783.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $20164.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $91055.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $10064.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $3583.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $23656.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                                              | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $95195.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1662.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                                              | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $40104.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $723.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $9262.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $256.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1942.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1998.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2095.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $565.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1304.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-17842.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-677.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1241.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought NZD                                              | Sold CAD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-2828.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-7026.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-419.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-553.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-310.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-19064.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2378.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $8670.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-967.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought GBP                                              | Sold NOK /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $6065.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1642.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1946.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1552.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $5565.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $701.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $3099.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $624.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought JPY                                              | Sold EUR /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $479.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3052.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-596.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1940.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2147.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $9134.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1487.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-4360.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $4585.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought GBP                                              | Sold EUR /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-15395.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $2181.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-287.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-116.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $13513.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $802.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1493.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-14581.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-15176.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1188.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                                              | Sold SEK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-2060.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-4118.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                 | SYSCO CORP COMMON STOCK USD1.0                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     28775 | NS      | $2054535.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $10237.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $4187.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3736.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-5820.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5290.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $925.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $2619.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $956.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4808.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $8725.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $2019.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $5329.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $5593.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-4641.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1547.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1157.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-342.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1208.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $14852.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3336.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-6235.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $8311.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $25351.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $5565.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-3361.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $8248.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $2612.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1100.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought GBP                                              | Sold JPY /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3896.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1359.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-195.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-925.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-841.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                                              | Sold USD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $24439.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $6951.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-104.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought CAD                                              | Sold GBP /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-661.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2143.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1702.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-42.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2259.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2746.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $606.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $731.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-449.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-204.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-284.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NZD                                              | Sold JPY /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $399.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought CAD                                              | Sold NZD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $5485.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-61.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1532.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-377.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1675.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-402.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $491.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $215.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $178.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-904.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1158.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $193.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                            | TJX COS INC/THE COMMON STOCK USD1.0                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     13854 | NS      | $1782732.72   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                | TAIWAN SEMICONDUCTOR MANUFACTU ADR                     | CUSIP: 874039100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     10683 | NS      | $1780749.27   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $16588.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-1568.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-148.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought JPY                                              | Sold NZD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $283.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-258.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $678.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-6184.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $3242.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2183.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2422.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1219.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse Inc.                                              | TEXAS ROADHOUSE INC COMMON STOCK USD.001               | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21352 | NS      | $3543577.92   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 0625                                          | SandP MID 400 EMINI 0625                               | CUSIP: ADI2S5TR7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        48 | NC      | $114679.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPI 200 FUTURES 0625                                              | SPI 200 FUTURES 0625                                   | CUSIP: ADI2S5VT0<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |        32 | NC      | $-118903.79   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance (Group) Company of China Ltd.                   | PING AN INSURANCE GROUP CO OF COMMON STOCK CNY1.0      | CUSIP: B01FLR903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     71500 | NS      | $427929.79    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc.                                                        | ADOBE INC COMMON STOCK USD.0001                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      7840 | NS      | $2939843.20   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                                       | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      9486 | NS      | $923462.10    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                                          | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     19172 | NS      | $1544879.76   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Limited                                     | ALIBABA GROUP HOLDING LTD ADR USD.000025               | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |      5607 | NS      | $669644.01    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                     | ALPHABET INC COMMON STOCK USD.001                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     59457 | NS      | $9441771.60   | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc.                                    | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     20887 | NS      | $6278632.20   | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc.                                                     | AUTOZONE INC COMMON STOCK USD.01                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1529 | NS      | $5753015.40   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc.                                                        | BAIDU INC ADR USD.00005                                | CUSIP: 056752108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1827 | NS      | $160447.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                                         | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     12724 | NS      | $396607.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Company                                      | BECTON DICKINSON and CO COMMON STOCK USD1.0            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     15636 | NS      | $3238059.24   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| St. James's Place PLC                                             | ST JAMES'S PLACE PLC COMMON STOCK GBP.15               | CUSIP: 076693902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    135520 | NS      | $1708267.09   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                             | BOOKING HOLDINGS INC COMMON STOCK USD.008              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       485 | NS      | $2473150.80   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                     | BROADCOM INC COMMON STOCK                              | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4029 | NS      | $775461.63    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc.                                                          | CGI INC COMMON STOCK                                   | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      3700 | NS      | $392329.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                                   | CIGNA GROUP/THE COMMON STOCK USD.01                    | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9041 | NS      | $3074301.64   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                            | CVS HEALTH CORP COMMON STOCK USD.01                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     28278 | NS      | $1886425.38   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc.                                       | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      8517 | NS      | $2535851.58   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                               | CENTENE CORP COMMON STOCK USD.001                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     17413 | NS      | $1042168.05   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                     | CHUBB LTD COMMON STOCK                                 | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2412 | NS      | $690024.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                                | CISCO SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88373 | NS      | $5101773.29   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                             | COCA-COLA CO/THE COMMON STOCK USD.25                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     75366 | NS      | $5467803.30   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                         | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     31459 | NS      | $2900205.21   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                               | COMCAST CORP COMMON STOCK USD.01                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     58345 | NS      | $1995399.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP    | CIA DE SANEAMENTO BASICO DO ES ADR                     | CUSIP: 20441A102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      3145 | NS      | $63937.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc.                                               | CONAGRA BRANDS INC COMMON STOCK USD5.0                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     13456 | NS      | $332497.76    | 0.14%             |  |  |  | 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        |     32300 | NS      | $276955.97    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly Clark De Mexico S A B De C V                             | KIMBERLY-CLARK DE MEXICO SAB D COMMON STOCK            | CUSIP: 249191008<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    255700 | NS      | $449843.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                         | EBAY INC COMMON STOCK USD.001                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     36404 | NS      | $2481296.64   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental S.A.B. de C.V.                                   | ARCA CONTINENTAL SAB DE CV COMMON STOCK                | CUSIP: 282388909<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     21500 | NS      | $226429.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                              | EMERSON ELECTRIC CO COMMON STOCK USD.5                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3652 | NS      | $383861.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                 | EVERSOURCE ENERGY COMMON STOCK USD5.0                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     15017 | NS      | $893211.16    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                               | META PLATFORMS INC COMMON STOCK USD.000006             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3723 | NS      | $2043927.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                                       | FISERV INC COMMON STOCK USD.01                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      5774 | NS      | $1065707.18   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc.                                                     | FORTINET INC COMMON STOCK USD.001                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     35617 | NS      | $3695619.92   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc.                                                | GENERAL MILLS INC COMMON STOCK USD.1                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      8806 | NS      | $499652.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                              | GLOBAL PAYMENTS INC COMMON STOCK                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     20153 | NS      | $1537875.43   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                                   | GLOBE LIFE INC COMMON STOCK USD1.0                     | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3774 | NS      | $465485.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. Grainger Inc.                                                | WW GRAINGER INC COMMON STOCK USD.5                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1516 | NS      | $1552853.96   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                                  | LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3      | CUSIP: 406141903<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      1099 | NS      | $608767.64    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                      | CAPGEMINI SE COMMON STOCK EUR8.0                       | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2922 | NS      | $466503.71    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                       | INTUIT INC COMMON STOCK USD.01                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1104 | NS      | $692726.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                               | JOHNSON and JOHNSON COMMON STOCK USD1.0                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     24228 | NS      | $3787078.68   | 1.59%             |  |  |  | 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        |      2230 | NS      | $521029.43    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                       | KENVUE INC COMMON STOCK USD.01                         | CUSIP: 49177J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29748 | NS      | $702052.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                            | MCDONALD'S CORP COMMON STOCK USD.01                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      7700 | NS      | $2461305.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                              | MCKESSON CORP COMMON STOCK USD.01                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2572 | NS      | $1833295.88   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                               | DEUTSCHE TELEKOM AG COMMON STOCK                       | CUSIP: 584235907<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     69260 | NS      | $2487645.61   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic Public Limited Company                                  | MEDTRONIC PLC COMMON STOCK USD.1                       | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      5700 | NS      | $483132.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck and Co. Inc.                                                | MERCK and CO INC COMMON STOCK USD.5                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8820 | NS      | $751464.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                             | MICROSOFT CORP COMMON STOCK USD.00000625               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     26469 | NS      | $10462136.94  | 4.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Bank Public Company Limited                               | BANGKOK BANK PCL FOREIGN SH. THB10.0 A                 | CUSIP: 607701000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |     23200 | NS      | $97168.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc.                                              | CHEIL WORLDWIDE INC COMMON STOCK KRW200.0              | CUSIP: 609323902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5877 | NS      | $76703.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corporation                                      | MONSTER BEVERAGE CORP COMMON STOCK USD.005             | CUSIP: 61174X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58357 | NS      | $3508422.84   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                            | HYUNDAI MOBIS CO LTD COMMON STOCK KRW5000.0            | CUSIP: 644954000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1492 | NS      | $280061.23    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                     | HEINEKEN NV COMMON STOCK EUR1.6                        | CUSIP: 779255900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      5655 | NS      | $506207.70    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SandP Global Inc.                                                 | SandP GLOBAL INC COMMON STOCK USD1.0                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2617 | NS      | $1308630.85   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Co. Ltd.                                               | SK TELECOM CO LTD ADR                                  | CUSIP: 78440P306<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2405 | NS      | $51923.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-99985.21    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $777506.54    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-106025.67   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $27456.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-15676.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $16984.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2901.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1360.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2863.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2671.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-4483.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $89695.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought SEK                                              | Sold GBP /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-4331.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $492.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2099.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2352.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2444.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2115.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $469.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1423.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2581.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2466.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $1212.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-25802.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-6734.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2689.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5789.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2214.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought GBP                                              | Sold SEK /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3511.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought GBP                                              | Sold JPY /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $5111.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-404.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-482.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-945.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $64204.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought NZD                                              | Sold NOK /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $587.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $4974.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $814.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $55716.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $839.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3402.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2916.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $291.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought NZD                                              | Sold NOK /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $515.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-303.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought AUD                                              | Sold NOK /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-5329.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-1473.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-295.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $664.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $23803.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $724.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $898.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1350.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1536.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-2388.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $1372.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-44232.79    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1634.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                                              | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $24691.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $4289.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-526.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $462.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $935.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-9826.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-9256.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-102863.31   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $691.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $440.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-306.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-3373.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought NZD                                              | Sold SEK /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $1020.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $136.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought CAD                                              | Sold SEK /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-529.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NZD                                              | Sold JPY /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $3206.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                                              | Sold USD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $6062.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2073.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $173.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $21933.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                              | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-11270.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1801.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought AUD                                              | Sold NZD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $868.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                                              | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-2782.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-4819.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $396.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $152.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1396.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $361.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $83.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-208.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                            | SEMPRA COMMON STOCK                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      4998 | NS      | $371201.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                                         | J M SMUCKER CO/THE COMMON STOCK                        | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      4552 | NS      | $529261.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                             | STARBUCKS CORP COMMON STOCK USD.001                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      5039 | NS      | $403371.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                               | STRYKER CORP COMMON STOCK USD.1                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      4867 | NS      | $1819868.64   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc.                                                     | SYNOPSYS INC COMMON STOCK USD.01                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      3175 | NS      | $1457356.75   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 02/36 4.5               | CUSIP: 912810FT0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1161100 | PA      | $1198745.04   | 0.50%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-4279.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5075.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 08/31 1.25              | CUSIP: 91282CCS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    903900 | PA      | $772057.71    | 0.32%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 02/32 1.875             | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1828300 | PA      | $1605261.68   | 0.67%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 05/32 2.875             | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1318200 | PA      | $1231744.61   | 0.52%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 11/32 4.125             | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1429100 | PA      | $1443167.70   | 0.60%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 05/33 3.375             | CUSIP: 91282CHC8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    906400 | PA      | $865541.19    | 0.36%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 11/33 4.5               | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1707300 | PA      | $1759719.44   | 0.74%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 02/34 4                 | CUSIP: 91282CJZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2196500 | PA      | $2179683.05   | 0.91%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 05/34 4.375             | CUSIP: 91282CKQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    237800 | PA      | $242351.64    | 0.10%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 08/34 3.875             | CUSIP: 91282CLF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1314800 | PA      | $1287887.69   | 0.54%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 11/34 4.25              | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1094800 | PA      | $1103182.06   | 0.46%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | UNITED STATES TREASURY NOTE/BO 02/35 4.625             | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    628100 | PA      | $651653.75    | 0.27%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                   | UNITEDHEALTH GROUP INC COMMON STOCK USD.01             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2429 | NS      | $999387.76    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc.                                                     | VERISIGN INC COMMON STOCK USD.001                      | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      2364 | NS      | $666931.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                       | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     26033 | NS      | $1147013.98   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vipshop Holdings Limited                                          | VIPSHOP HOLDINGS LTD ADR USD.0001                      | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | CN        |      5281 | NS      | $71927.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                         | VISA INC COMMON STOCK USD.0001                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     16762 | NS      | $5791271.00   | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc.                                             | WASTE MANAGEMENT INC COMMON STOCK USD.01               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1986 | NS      | $463452.96    | 0.19%             |  |  |  | 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        |      4225 | NS      | $182984.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 IDX FUT 0625                                             | FTSE 100 IDX FUT 0625                                  | CUSIP: ADI2QMYL9<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        65 | NC      | $126875.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 0625                                                | EURO STOXX 50 0625                                     | CUSIP: ADI2QN018<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |       195 | NC      | $442328.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0625                                             | US 10YR NOTE CBT 0625                                  | CUSIP: ADI2RGJN4<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       824 | NC      | $980383.64    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI EMGMKT 0625                                                  | MSCI EMGMKT 0625                                       | CUSIP: ADI2RGML4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       143 | NC      | $121410.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                               | BANCO BRADESCO SA PREFERENCE                           | CUSIP: B00FM5901<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |     68300 | NS      | $165239.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Bank Group                                               | STANDARD BANK GROUP LTD COMMON STOCK ZAR.1             | CUSIP: B030GJ908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     12706 | NS      | $158674.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Beverage Public Company Limited                              | THAI BEVERAGE PCL COMMON STOCK THB1.0 L                | CUSIP: B15F66900<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    371000 | NS      | $142185.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| M. Dias Branco S.A. Industria e Comercio de Alimentos             | M DIAS BRANCO SA COMMON STOCK                          | CUSIP: B1FRH8907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     42100 | NS      | $188202.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                          | VINCI SA COMMON STOCK EUR2.5                           | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     22676 | NS      | $3185233.29   | 1.33%             |  |  |  | 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        |      4400 | NS      | $88300.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group plc                                       | RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1         | CUSIP: B24CGK904<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     28756 | NS      | $1856090.25   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola S.A.                                                    | IBERDROLA SA COMMON STOCK EUR.75                       | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    165841 | NS      | $2989422.27   | 1.25%             |  |  |  | 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        |     47000 | NS      | $20222.50     | 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        |    121600 | NS      | $286580.52    | 0.12%             |  |  |  | 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        |    324000 | NS      | $255952.98    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Towers Limited                                              | INDUS TOWERS LTD COMMON STOCK INR10.0                  | CUSIP: B92P9G909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     34472 | NS      | $165433.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 MINI 0625                                              | NIKKEI 225 MINI 0625                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |       190 | NC      | $18845.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Telkom Indonesia (Persero) Tbk                                 | TELKOM INDONESIA PERSERO TBK P COMMON STOCK IDR50.0    | CUSIP: BD4T6W908<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   2177400 | NS      | $343198.86    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Sanjiu Medical and Pharmaceutical Company Limited | CHINA RESOURCES SANJIU MEDICAL COMMON STOCK CNY1.0     | CUSIP: BD5CL4909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17362 | NS      | $98336.97     | 0.04%             |  |  |  | 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        |      4900 | NS      | $86843.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                              | MIDEA GROUP CO LTD COMMON STOCK CNY1.0                 | CUSIP: BD5CPP908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12000 | NS      | $121663.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev S.A.                                                        | AMBEV SA COMMON STOCK                                  | CUSIP: BG7ZWY901<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    139000 | NS      | $356859.29    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Limited                                          | TENCENT HOLDINGS LTD COMMON STOCK HKD.00002            | CUSIP: BMMV2K903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10700 | NS      | $655385.08    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Limited                                                   | NASPERS LTD COMMON STOCK ZAR.02                        | CUSIP: BN0VX8908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      1591 | NS      | $418340.92    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM S.A.                                                          | TIM SA/BRAZIL COMMON STOCK                             | CUSIP: BN71RB907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     35500 | NS      | $118538.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tianhe Chemicals Group Limited                                    | TIANHE CHEMICALS GROUP LTD COMMON STOCK USD.000001     | CUSIP: BN7ZDG906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   4848409 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                     | INNER MONGOLIA YILI INDUSTRIAL COMMON STOCK CNY1.0     | CUSIP: BP3R2V902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     34300 | NS      | $140545.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                  | NOVO NORDISK A/S COMMON STOCK DKK.1                    | CUSIP: BP6KMJ909<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     94380 | NS      | $6310389.43   | 2.64%             |  |  |  | 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        |      3443 | NS      | $310271.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Union Group Public Company Limited                           | THAI UNION GROUP PCL FOREIGN SH. THB.25 A              | CUSIP: BYTBHT909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    441000 | NS      | $142471.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Tunnel Engineering Co.Ltd.                               | SHANGHAI TUNNEL ENGINEERING CO COMMON STOCK CNY1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    148900 | NS      | $121951.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture Public Limited Company                                  | ACCENTURE PLC COMMON STOCK USD.0000225                 | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     10860 | NS      | $3248769.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2932.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1001.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1291.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-297.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $25752.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1614.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-262014.92   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $26862.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought NOK                                              | Sold CAD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $14912.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1907.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-261.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $442142.21    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2631.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $3697.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1907.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2217.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-10517.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-925.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $428.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-170.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2033.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1743.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-603.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-32260.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought SEK                                              | Sold NOK /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $11360.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4127.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1955.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1516.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1606.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $147.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1320.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $4749.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $5004.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $28826.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2710.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-730.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1359.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2465.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $2280.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-9429.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $5431.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-602.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $1458.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1140.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1816.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-10257.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $10497.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $11740.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1088.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-15363.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2773.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-861.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-584.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1060.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $8852.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $6484.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1909.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1772.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $143.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $3966.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought EUR                                              | Sold GBP /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-18305.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3967.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1364.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1954.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1847.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-192.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $187.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $843.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $168.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-587.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $910.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-155.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $499.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-166.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $268.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $753.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1703.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-138.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2772.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $554.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $798.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                              | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-266.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-4581.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1729.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $492.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-21.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1824.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-161.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-97.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $128.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                              | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-311515.72   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-164.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-3989.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-351.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $242.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-6542.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-22345.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-5789.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-1372.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-129.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-38.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1649.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2072.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                              | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $25600.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-6680.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $84.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1768.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2513.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought GBP                                              | Sold CAD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $469.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $9022.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-3493.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought NZD                                              | Sold SEK /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $205.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-10020.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-23161.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-935.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1293.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                              | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $938.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought GBP                                              | Sold EUR /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2140.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-958.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $240.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-27294.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $7344.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $2579.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $2568.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1772.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-591.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                              | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $951.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3089.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                              | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1466.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                              | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2804.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought NOK                                              | Sold SEK /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $2915.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                              | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3711.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $902.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                              | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-4574.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-19007.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                              | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-2665.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought GBP                                              | Sold JPY /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3471.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                              | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $225.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                              | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $36.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                              | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-93.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                              | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $688.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought AUD                                              | Sold NOK /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $542.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                              | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $727.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                              | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-182.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPFL Energia S.A.                                                 | CPFL ENERGIA SA COMMON STOCK                           | CUSIP: B031NN909<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     12500 | NS      | $84116.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corporation                               | CHINA CONSTRUCTION BANK CORP COMMON STOCK CNY1.0       | CUSIP: B0LMTQ900<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    609000 | NS      | $500249.58    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Minth Group Limited                                               | MINTH GROUP LTD COMMON STOCK HKD.1                     | CUSIP: B0RJCG901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     22000 | NS      | $52549.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co. Ltd.                                           | HYUNDAI GLOVIS CO LTD COMMON STOCK KRW500.0            | CUSIP: B0V3XR904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2799 | NS      | $224428.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer