# EDGAR Filing Document

**Accession Number:** 0000022370
**File Stem:** 0001193125-25-219565
**Filing Date:** 2025-9
**Character Count:** 128032
**Document Hash:** 0d965227ed35d16851f36f21fa3f0c8e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-219565.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001193125-25-219565

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000022370

**ORGANIZATION NAME:**
- **EIN:** 746035056
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00560
- **FILM NUMBER:** 251346795

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN INVESTMENT TRUST /MA/
- **DATE OF NAME CHANGE:** 19950131

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRANSAMERICA INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19950131

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CRITERION INCOME TRUST
- **DATE OF NAME CHANGE:** 19890820

## Series and Classes Contracts Data

### John Hancock Diversified Macro Fund (Series ID: S000066059)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000213576 | Class R6     | JDJRX           |
| C000213577 | Class NAV    |  |
| C000213578 | Class A      | JDJAX           |
| C000213579 | Class C      | JDJCX           |
| C000213580 | Class I      | JDJIX           |

## Nport-Ex

![](img2b573c1a1.gif)

#### Quarterly portfolio holdings

## John Hancock

## Diversified Macro Fund

## Alternative
July 31, 2025

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

------

Consolidated Fund's investments

#### As of 7-31-25 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 65.9%** |  |  |  | **$848557700** |
| (Cost $848,570,952) |  |  |  |  |
| **U.S. Government 65.9%** |  |  |  | &nbsp;&nbsp;&nbsp;**848557700** |
| U.S. Treasury Bill | &nbsp;&nbsp;4.251 | &nbsp;&nbsp;08-28-25 | 150000000 | &nbsp;&nbsp;&nbsp;&nbsp;149517656 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.260 | &nbsp;&nbsp;08-07-25 | 92000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91934553 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.260 | &nbsp;&nbsp;08-14-25 | 173000000 | &nbsp;&nbsp;&nbsp;&nbsp;172732539 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.260 | &nbsp;&nbsp;09-04-25 | 160000000 | &nbsp;&nbsp;&nbsp;&nbsp;159353698 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.268 | &nbsp;&nbsp;09-11-25 | 129000000 | &nbsp;&nbsp;&nbsp;&nbsp;128370094 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.273 | &nbsp;&nbsp;08-21-25 | 147000000 | &nbsp;&nbsp;&nbsp;&nbsp;146649160 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $848,570,952) 65.9%** | &nbsp;&nbsp;&nbsp;**$848557700** |
| **Other assets and liabilities, net 34.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**438266545** |
| **Total net assets 100.0%** | **$1286824245** |

---

---

| | |
|:---|:---|
| 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** |
| \* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |

---

2 JOHN HANCOCK DIVERSIFIED MACRO FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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 Japanese Government Bond Futures | &nbsp;&nbsp;107 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;$98283101 | &nbsp;&nbsp;&nbsp;&nbsp;$97924867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(358234) |
| 30-Year U.S. Treasury Bond Futures | &nbsp;&nbsp;234 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;26472450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26705250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232800 |
| 3-Month EURIBOR Futures | &nbsp;&nbsp;2885 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2026 | &nbsp;&nbsp;&nbsp;807646631 | &nbsp;&nbsp;&nbsp;&nbsp;806588081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1058550) |
| Australian 10-Year Bond Futures | &nbsp;&nbsp;1447 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;106071194 | &nbsp;&nbsp;&nbsp;&nbsp;105649710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(421484) |
| Brent Crude Futures | &nbsp;&nbsp;407 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;28465157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29149340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684183 |
| CAC40 Index Futures | &nbsp;&nbsp;650 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Aug 2025 | &nbsp;&nbsp;&nbsp;&nbsp;57697442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57688270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9172) |
| Canadian 10-Year Bond Futures | &nbsp;&nbsp;225 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;19686459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19572207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114252) |
| Cocoa Futures | &nbsp;&nbsp;12 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6301) |
| Cocoa Futures | &nbsp;&nbsp;49 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3544282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58857 |
| Coffee 'C' Futures | &nbsp;&nbsp;29 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3073908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132042 |
| Coffee 'C' Futures | &nbsp;&nbsp;118 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;12853020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12721875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(131145) |
| DAX Index Futures | &nbsp;&nbsp;52 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;35017843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35844318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826475 |
| Dow Jones Industrial Average E-Mini Index Futures | &nbsp;&nbsp;468 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;99986127 | &nbsp;&nbsp;&nbsp;&nbsp;103673700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687573 |
| Electrolytic Copper Futures | &nbsp;&nbsp;182 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;43267487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43649652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382165 |
| Euro STOXX 50 Index Futures | &nbsp;&nbsp;1360 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;82406027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82707841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301814 |
| Euro-BOBL Futures | &nbsp;&nbsp;4331 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;583729322 | &nbsp;&nbsp;&nbsp;&nbsp;579463453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4265869) |
| Euro-Bund Futures | &nbsp;&nbsp;2711 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;404018819 | &nbsp;&nbsp;&nbsp;&nbsp;400863056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3155763) |
| Euro-Schatz Futures | &nbsp;&nbsp;4331 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;530855084 | &nbsp;&nbsp;&nbsp;&nbsp;529024827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1830257) |
| FTSE 100 Index Futures | &nbsp;&nbsp;95 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;11043414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11425845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382431 |
| Gas Oil Futures | &nbsp;&nbsp;866 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;60234959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60641650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406691 |
| Gasoline RBOB Futures | &nbsp;&nbsp;450 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;40007562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40988430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980868 |
| Hang Seng Index Futures | &nbsp;&nbsp;390 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Aug 2025 | &nbsp;&nbsp;&nbsp;&nbsp;63501059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61313203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2187856) |
| Long Gilt Futures | &nbsp;&nbsp;1447 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;174829544 | &nbsp;&nbsp;&nbsp;&nbsp;176021091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191547 |
| Nasdaq 100 E-Mini Index Futures | &nbsp;&nbsp;182 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;80213128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85048600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4835472 |
| Nikkei 225 Index Futures | &nbsp;&nbsp;9 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186653 |
| NY Harbor ULSD Futures | &nbsp;&nbsp;650 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;65409367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65287950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(121417) |
| Primary Aluminum Futures | &nbsp;&nbsp;225 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;14068718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14421713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352995 |
| Russell 2000 E-Mini Index Futures | &nbsp;&nbsp;840 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;90363694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93248400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2884706 |
| S&P 500 E-Mini Index Futures | &nbsp;&nbsp;269 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;82413343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85733663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320320 |
| SGX Japanese Government Bond Futures | &nbsp;&nbsp;13 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(828) |
| Silver Futures | &nbsp;&nbsp;191 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;34443452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35115350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671898 |
| Soybean Oil Futures | &nbsp;&nbsp;303 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9737215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9953550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216335 |
| U.S. Dollar Index Futures | &nbsp;&nbsp;61 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6090545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104366 |
| WTI Crude Oil Futures | &nbsp;&nbsp;468 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Aug 2025 | &nbsp;&nbsp;&nbsp;&nbsp;31319834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32380920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061086 |
| Zinc Futures | &nbsp;&nbsp;95 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6574545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6559798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14747) |
| 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;823 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(91469967) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91404438) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65529 |
| 2-Year U.S. Treasury Note Futures | &nbsp;&nbsp;3378 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Oct 2025 | &nbsp;&nbsp;(700788195) | &nbsp;&nbsp;&nbsp;&nbsp;(699298781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489414 |
| 3-Month SOFR Index Futures | &nbsp;&nbsp;5327 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2027 | (1288875619) | &nbsp;&nbsp;(1288135188) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740431 |
| 3-Month SONIA Index Futures | &nbsp;&nbsp;433 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2027 | &nbsp;&nbsp;(137999995) | &nbsp;&nbsp;&nbsp;&nbsp;(137993017) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6978 |
| 5-Year U.S. Treasury Note Futures | &nbsp;&nbsp;4938 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Oct 2025 | &nbsp;&nbsp;(533963993) | &nbsp;&nbsp;&nbsp;&nbsp;(534268453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(304460) |
| Corn Futures | &nbsp;&nbsp;1412 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(31073052) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29210750) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862302 |
| Cotton No. 2 Futures | &nbsp;&nbsp;217 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(7359714) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7293370) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66344 |
| Gold 100 Oz Futures | &nbsp;&nbsp;9 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(3133873) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3009780) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124093 |
| Hard Red Winter Wheat Futures | &nbsp;&nbsp;433 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(12331457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11393313) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938144 |
| Natural Gas Futures | &nbsp;&nbsp;433 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Aug 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(15371545) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13384030) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987515 |
| Soybean Futures | &nbsp;&nbsp;719 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Nov 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(38288802) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35599488) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689314 |
| Soybean Meal Futures | &nbsp;&nbsp;347 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(10350144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9587610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762534 |
| Sugar No. 11 (World) Futures | &nbsp;&nbsp;719 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Oct 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(12892535) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13166328) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(273793) |
| TOPIX Index Futures | &nbsp;&nbsp;69 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(13426417) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13456830) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30413) |
| Wheat Futures | &nbsp;&nbsp;606 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(18029033) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16460475) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568558 |
|  |  |  |  |  |  | &nbsp;&nbsp;**$20917892** |

---

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

SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK DIVERSIFIED MACRO FUND \| QUARTERLY REPORT 3

------

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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;104496000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68444938 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(1232915) |
| CAD | &nbsp;&nbsp;&nbsp;172515000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;126704247 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1921474) |
| CHF | &nbsp;&nbsp;&nbsp;143804000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;177536686 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$519305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;220321000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;257639884 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5443930) |
| GBP | &nbsp;&nbsp;&nbsp;258823000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;349935350 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7967094) |
| JPY | 9468828000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65742462 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2629816) |
| MXN | 1031747000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54328718 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;15239000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9232787 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(240812) |
| USD | &nbsp;&nbsp;&nbsp;227920575 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;349081000 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;224071645 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;304966000 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;10608232 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8452000 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;74318485 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64393000 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;153215694 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;113727000 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;212673395 | JPY | 30907345000 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6666451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9787620 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;184540000 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;73811495 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;123478000 | BOA | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | **$18867782** | **$(19436041)** |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| EUR | Euro |
| GBP | Pound Sterling |
| JPY | Japanese Yen |
| MXN | Mexican Peso |
| NZD | New Zealand Dollar |
| USD | U.S. Dollar |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| BOA | Bank of America, N.A. |
| EURIBOR | Euro Interbank Offered Rate |
| OTC | Over-the-counter |
| RBOB | Reformulated Blendstock for Oxygenate Blending |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average Rate |
| WTI | West Texas Intermediate |

---

4 JOHN HANCOCK DIVERSIFIED MACRO FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

Notes to Consolidated Fund's investments (unaudited)

**Basis of consolidation. The accompanying Consolidated Fund's investments include the accounts of John Hancock Diversified Macro Offshore Subsidiary Fund, Ltd. (the subsidiary), a Cayman Islands exempted company which was incorporated on January 4, 2019, a wholly-owned subsidiary of the fund. The fund and its subsidiary are advised by Graham Capital Management, L.P. (the subadvisor), under the supervision of John Hancock Investment Management LLC (the Advisor). The fund may gain exposure to the commodities markets by investing up to 25% of its total assets in the subsidiary. The subsidiary acts as an investment vehicle for the fund to enable the fund to obtain its commodity exposure by investing in commodity-linked derivative instruments. As of July 31, 2025, the net assets of the subsidiary were $138,808,317 representing 10.8% of the fund's consolidated net assets. Intercompany accounts and transactions, if any, have been eliminated. The Consolidated Fund's investments include positions of the fund and the subsidiary.**

The subsidiary primarily obtains its commodity exposure by investing in commodity-linked derivative instruments, which may include but are not limited to total return swaps, commodity (U.S. or foreign) futures and commodity-linked notes. Neither the fund nor the subsidiary intends to invest directly in physical commodities. The subsidiary may also invest in other instruments, including fixed-income securities, either as investments or to serve as margin or collateral for its swap positions, and foreign currency transactions (including forward contracts).

**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: 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. Foreign equity index futures that trade in the electronic trading market subsequent to the close of regular trading may be valued at the last traded price in the electronic trading market as of 4:00 P.M. ET, or may be fair valued based on fair value adjustment factors provided by an independent pricing vendor in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE. 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.

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.

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 Consolidated Fund's investments as of July 31, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 7-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | **$848557700** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $848557700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$848557700** | **—** | **$848557700** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | **$35202433** | $35202433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**18867782** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $18867782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(14284541)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12096685) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2187856) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(19436041)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19436041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

\|<sub>5</sub>

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Investment Trust

- **b. Investment Company Act file number:** 811-00560

- **c. CIK number of Registrant:** 0000022370

- **d. LEI of Registrant:** 549300WRGYBW55IKGU23

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Diversified Macro Fund

- **b. EDGAR series identifier (if any):** S000066059

- **c. LEI of Series:** 549300Z703V056NXRV10

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

- **a. Date of fiscal year-end:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1350337173.91

**Total Liabilities:** $55823553.42

**Net Assets:** $1294513620.49

**Amount of Assets Invested in Other Investment Companies:** $138925217.95

**Cash Not Reported:** $453417289.36

**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 C000213576 | 1.30%                | 0.12%                | 1.28%                |
| Class ID C000213577 | 0.83%                | 0.12%                | 1.29%                |
| Class ID C000213578 | 0.95%                | 0.00%                | 1.29%                |
| Class ID C000213579 | 0.84%                | 0.00%                | 1.19%                |
| Class ID C000213580 | 0.83%                | 0.12%                | 1.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2962413.79              | $1668553.12                                |
| Month 2  | $620043.48               | $-197383.89                                |
| Month 3  | $171243.00               | $-153858.41                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                             | Title                                     | Identifiers                  | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-172.17      | -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      | $27047.35     | 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      | $-82149.22    | -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      | $-994009.11   | -0.08%            |  |  |  | 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      | $61367.25     | 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      | $344727.53    | 0.03%             |  |  |  | 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      | $218303.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $91723.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $29852.56     | 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      | $39801.99     | 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      | $1025.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO-BOBL FUTURE 0925            | EURO-BOBL FUTURE 0925                     | CUSIP: ADI2TGYP0<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |      4331 | NC      | $-4265869.05  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| TOPIX INDX FUTR 0925             | TOPIX INDX FUTR 0925                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | JP        |        61 | NC      | $-29835.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR INDEX 0925                | DOLLAR INDEX 0925                         | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | US        |        61 | NC      | $104365.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAX INDEX FUTURE 0925            | DAX INDEX FUTURE 0925                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | DE        |        52 | NC      | $826474.37    | 0.06%             |  |  |  | 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      | $4312.14      | 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      | $-3356.22     | -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      | $-17976.14    | -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      | $377516.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $42409.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $161610.46    | 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      | $83378.70     | 0.01%             |  |  |  | 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      | $1113.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $267.80       | 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      | $-53817.17    | -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      | $102633.37    | 0.01%             |  |  |  | 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      | $40652.46     | 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      | $-16444.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $33630.48     | 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      | $1028608.68   | 0.08%             |  |  |  | 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      | $44788.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $200670.46    | 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      | $668.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-15935.52    | -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      | $187804.02    | 0.01%             |  |  |  | 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      | $-6139.50     | -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      | $-34419.39    | -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      | $63793.54     | 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      | $-150.14      | -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      | $117851.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-62328.31    | -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      | $-314694.36   | -0.02%            |  |  |  | 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      | $-112859.10   | -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      | $-2671.82     | -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      | $-17359.80    | -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      | $-23068.43    | -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      | $1635.95      | 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      | $-17437.66    | -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      | $-348944.55   | -0.03%            |  |  |  | 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      | $-5136.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-71.26       | -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      | $229146.94    | 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      | $-70521.83    | -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      | $-16081.34    | -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      | $-241495.51   | -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      | $-11399.87    | -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      | $-22648.72    | -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      | $-150181.75   | -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      | $-701785.24   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $22164.66     | 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      | $152598.84    | 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      | $-69113.99    | -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      | $-186272.46   | -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      | $217836.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $40837.42     | 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      | $167346.08    | 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      | $-388813.78   | -0.03%            |  |  |  | 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      | $-5767.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-26433.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $339.95       | 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      | $-150059.75   | -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      | $-4474.38     | -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      | $1583.75      | 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      | $-7865.91     | -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      | $45524.13     | 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      | $-17634.46    | -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      | $446071.97    | 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      | $-309196.78   | -0.02%            |  |  |  | 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      | $-137638.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $259023.75    | 0.02%             |  |  |  | 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      | $-10461.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-996.98      | -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      | $-12484.36    | -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      | $7166.80      | 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      | $-303722.13   | -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      | $14347.82     | 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      | $-69939.20    | -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      | $-93868.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $6.27         | 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      | $48466.46     | 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      | $-244093.25   | -0.02%            |  |  |  | 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      | $2445.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $3015.28      | 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      | $68857.51     | 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      | $114357.25    | 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      | $7183.45      | 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      | $13617.45     | 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      | $975.40       | 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      | $-533008.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $19879.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $8791.77      | 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      | $-43428.50    | -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      | $-98410.38    | -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      | $-95439.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-42595.81    | -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      | $-187241.52   | -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      | $73869.73     | 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      | $142470.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-19.42       | -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      | $128168.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 08/25 0.00000 | CUSIP: 912797MG9<br>LEI: N/A | Long             | DBT              | UST               | US        |  92000000 | PA      | $91934553.04  | 7.10%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 09/25 0.00000 | CUSIP: 912797MH7<br>LEI: N/A | Long             | DBT              | UST               | US        | 160000000 | PA      | $159353697.60 | 12.31%            | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 08/25 0.00000 | CUSIP: 912797PN1<br>LEI: N/A | Long             | DBT              | UST               | US        | 173000000 | PA      | $172732540.27 | 13.34%            | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 08/25 0.00000 | CUSIP: 912797PP6<br>LEI: N/A | Long             | DBT              | UST               | US        | 147000000 | PA      | $146649159.51 | 11.33%            | 2025-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 08/25 0.00000 | CUSIP: 912797PQ4<br>LEI: N/A | Long             | DBT              | UST               | US        | 150000000 | PA      | $149517655.50 | 11.55%            | 2025-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 09/25 0.00000 | CUSIP: 912797PW1<br>LEI: N/A | Long             | DBT              | UST               | US        | 129000000 | PA      | $128370094.29 | 9.92%             | 2025-09-11      | None          | 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      | $3214263.81   | 0.25%             |  |  |  | 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      | $294638.39    | 0.02%             |  |  |  | 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      | $-782.13      | -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      | $-8892.18     | -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      | $165762.50    | 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      | $-143008.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225  OSE 0925             | NIKKEI 225  OSE 0925                      | CUSIP: ADI2Q0N05<br>LEI: N/A | N/A              | DE               | CORP              | JP        |        17 | NC      | $346517.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 0925          | SandP500 EMINI FUT 0925                   | CUSIP: ADI2QYC37<br>LEI: N/A | N/A              | DE               | CORP              | US        |       286 | NC      | $3347717.93   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 0925               | EURO STOXX 50 0925                        | CUSIP: ADI2RH507<br>LEI: N/A | N/A              | DE               | CORP              | DE        |      1429 | NC      | $268015.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| E-MINI RUSS 2000 0925            | E-MINI RUSS 2000 0925                     | CUSIP: ADI2S5WT9<br>LEI: N/A | N/A              | DE               | CORP              | US        |       901 | NC      | $2697550.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 IDX FUT 0925            | FTSE 100 IDX FUT 0925                     | CUSIP: ADI2S5WX0<br>LEI: N/A | N/A              | DE               | CORP              | GB        |       130 | NC      | $501659.65    | 0.04%             |  |  |  | No            |                  1 | 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      | $6.36         | 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      | $75805.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-12268.37    | -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      | $-44300.18    | -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      | $-124272.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-26049.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $34186.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WTI CRUDE FUTURE 0825            | WTI CRUDE FUTURE 0825                     | CUSIP: ADI2PCPP3<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       372 | NC      | $1091653.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE 0925             | LME ZINC FUTURE 0925                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |        87 | NC      | $-11727.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-186410.06   | -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      | $-228486.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-685.47      | -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      | $-159339.63   | -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      | $-132821.79   | -0.01%            |  |  |  | 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      | $-129486.07   | -0.01%            |  |  |  | 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      | $-59878.31    | -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      | $76886.90     | 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      | $178749.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-16204.80    | -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      | $-20214.03    | -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      | $-62136.99    | -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      | $3031.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-5937999.05  | -0.46%            |  |  |  | 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      | $425821.98    | 0.03%             |  |  |  | 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      | $51210.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-20.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $149741.46    | 0.01%             |  |  |  | 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      | $55234.53     | 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      | $98412.78     | 0.01%             |  |  |  | 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      | $379.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-56499.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLD 100 OZ FUTR 1225            | GOLD 100 OZ FUTR 1225                     | CUSIP: ADI2PC2Z6<br>LEI: N/A | N/A              | DCO              | CORP              | US        |         9 | NC      | $124093.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold CHF /Bought USD             | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-322.47      | -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      | $278.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO-BUND FUTURE 0925            | EURO-BUND FUTURE 0925                     | CUSIP: ADI2VGSY5<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |      2642 | NC      | $-3141670.12  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT 0925             | EURO-SCHATZ FUT 0925                      | CUSIP: ADI2VGT08<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |      4331 | NC      | $-1830257.65  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| JPN 10Y BONDOSE 0925             | JPN 10Y BONDOSE 0925                      | CUSIP: ADI2VQB13<br>LEI: N/A | N/A              | DIR              | CORP              | JP        |       107 | NC      | $-358233.30   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT 0925           | AUST 10Y BOND FUT 0925                    | CUSIP: ADI2VT1T7<br>LEI: N/A | N/A              | DIR              | CORP              | AU        |      1447 | NC      | $-421484.38   | -0.03%            |  |  |  | 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      | $-19344.19    | -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      | $341869.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US 5YR NOTE CBT 0925             | US 5YR NOTE CBT 0925                      | CUSIP: ADI2VWND1<br>LEI: N/A | N/A              | DIR              | CORP              | US        |      4955 | NC      | $-310717.43   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0925            | US 10YR NOTE CBT 0925                     | CUSIP: ADI2VWVH3<br>LEI: N/A | N/A              | DIR              | CORP              | US        |       823 | NC      | $65529.01     | 0.01%             |  |  |  | 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      | $49550.04     | 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      | $-3233.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US LONG BONDCBT 0925             | US LONG BONDCBT 0925                      | CUSIP: ADI2VWY64<br>LEI: N/A | N/A              | DIR              | CORP              | US        |       234 | NC      | $232800.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 0925           | CAN 10YR BOND FUT 0925                    | CUSIP: ADI2VWYP2<br>LEI: N/A | N/A              | DIR              | CORP              | CA        |       225 | NC      | $-114251.59   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 0925            | LONG GILT FUTURE 0925                     | CUSIP: ADI2W1VB3<br>LEI: N/A | N/A              | DIR              | CORP              | GB        |      1447 | NC      | $1191546.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0925             | US 2YR NOTE CBT 0925                      | CUSIP: ADI2W3V11<br>LEI: N/A | N/A              | DIR              | CORP              | US        |      3378 | NC      | $1489413.69   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 3 MONTH SOFR FUT 0327            | 3 MONTH SOFR FUT 0327                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | US        |      5146 | NC      | $727201.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CORN FUTURE 1225                 | CORN FUTURE 1225                          | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |      1412 | NC      | $1862301.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ 100 E-MINI 0925           | NASDAQ 100 E-MINI 0925                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | US        |       208 | NC      | $5381213.14   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DJIA MINI E-CBOT 0925            | DJIA MINI E-CBOT 0925                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | US        |       476 | NC      | $3658630.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HANG SENG IDX FUT 0825           | HANG SENG IDX FUT 0825                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | HK        |       390 | NC      | $-2187856.23  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CAC40 10 EURO FUT 0825           | CAC40 10 EURO FUT 0825                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | FR        |       650 | NC      | $-9172.90     | -0.00%            |  |  |  | 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      | $-17216.65    | -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      | $58631.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3MO EURO EURIBOR 1226            | 3MO EURO EURIBOR 1226                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | GB        |      2885 | NC      | $-1058550.53  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE 3MTH SONIA FU 0327           | ICE 3MTH SONIA FU 0327                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | GB        |       433 | NC      | $6977.50      | 0.00%             |  |  |  | No            |                  1 | 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      | $22190.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $2069.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 10YR MINI JGB FUT 0925           | 10YR MINI JGB FUT 0925                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | SG        |        13 | NC      | $-827.92      | -0.00%            |  |  |  | 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      | $-462255.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $6596.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $37581.28     | 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      | $-353750.94   | -0.03%            |  |  |  | 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      | $22764.39     | 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      | $237225.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $2585.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-428.98      | -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      | $68080.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-12576.66    | -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      | $-28931.95    | -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      | $24318.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-1611.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $80053.72     | 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      | $-2126671.68  | -0.16%            |  |  |  | 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      | $1105.53      | 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      | $-19195.50    | -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      | $-200109.24   | -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      | $9643.52      | 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      | $414954.11    | 0.03%             |  |  |  | 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      | $-54314.31    | -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      | $-19548.75    | -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      | $4605.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $1138.37      | 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      | $-1196.26     | -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      | $495.47       | 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      | $-893.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $11867.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $399.08       | 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      | $302.35       | 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      | $-46933.60    | -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      | $-413135.54   | -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      | $-15415.26    | -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      | $2577.91      | 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      | $61755.14     | 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      | $166955.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $46336.46     | 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      | $-9057.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $9662.16      | 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      | $1960.64      | 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      | $318378.03    | 0.02%             |  |  |  | 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      | $255020.81    | 0.02%             |  |  |  | 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      | $190077.75    | 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      | $-290846.58   | -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      | $437196.97    | 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      | $10982.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2339.37     | -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      | $83591.49     | 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      | $76027.58     | 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      | $956.78       | 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      | $-7173.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-69.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-39297.87    | -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      | $111910.68    | 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      | $47243.51     | 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      | $-451635.30   | -0.03%            |  |  |  | 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      | $56805.71     | 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      | $-189393.55   | -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      | $56049.98     | 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      | $-93445.73    | -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      | $-2209.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-105388.14   | -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      | $45401.42     | 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      | $-905.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $9399.92      | 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      | $28567.31     | 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      | $2076.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $99001.59     | 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      | $364459.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $52598.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-1768.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUGAR #11 WORLD 0925             | SUGAR #11 WORLD 0925                      | CUSIP: ADI2PJ6R5<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       719 | NC      | $-273793.01   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NY HARB ULSD FUT 0825            | NY HARB ULSD FUT 0825                     | CUSIP: ADI2QDJ51<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       650 | NC      | $-121416.92   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COTTON NO.2 FUTR 1225            | COTTON NO.2 FUTR 1225                     | CUSIP: ADI2QMYM7<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       217 | NC      | $66343.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COFFEE 'C' FUTURE 1225           | COFFEE 'C' FUTURE 1225                    | CUSIP: ADI2QNQ36<br>LEI: N/A | N/A              | DCO              | CORP              | US        |        88 | NC      | $-95789.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WHEAT FUTURECBT 1225             | WHEAT FUTURECBT 1225                      | CUSIP: ADI2QYFW0<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       606 | NC      | $1568557.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KC HRW WHEAT FUT 0925            | KC HRW WHEAT FUT 0925                     | CUSIP: ADI2RDMB3<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       433 | NC      | $938144.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LOW SU GASOIL G 0925             | LOW SU GASOIL G 0925                      | CUSIP: ADI2RNR67<br>LEI: N/A | N/A              | DCO              | CORP              | GB        |       866 | NC      | $406690.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN OIL FUTR 1225            | SOYBEAN OIL FUTR 1225                     | CUSIP: ADI2SJ8W9<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       303 | NC      | $216335.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GAS FUTR 0825            | NATURAL GAS FUTR 0825                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       433 | NC      | $1987514.93   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN FUTURE 1125              | SOYBEAN FUTURE 1125                       | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       719 | NC      | $2689314.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GASOLINE RBOB FUT 0825           | GASOLINE RBOB FUT 0825                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       442 | NC      | $986114.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN MEAL FUTR 1225           | SOYBEAN MEAL FUTR 1225                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       347 | NC      | $762534.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COFFEE 'C' FUTURE 0925           | COFFEE 'C' FUTURE 0925                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |        59 | NC      | $200199.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVER FUTURE 0925               | SILVER FUTURE 0925                        | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       199 | NC      | $685938.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LME PRIMARY ALUMINUM FUTURE 0925 | LME PRIMARY ALUMINUM FUTURE 0925          | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       225 | NC      | $352994.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LME COPPER FUTURE 0925           | LME COPPER FUTURE 0925                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       182 | NC      | $382164.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRENT CRUDE FUTR 0825            | BRENT CRUDE FUTR 0825                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       286 | NC      | $757439.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COCOA FUTURE - ICE 0925          | COCOA FUTURE - ICE 0925                   | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |        24 | NC      | $-117434.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COCOA FUTURE - ICE 1225          | COCOA FUTURE - ICE 1225                   | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |        37 | NC      | $57034.75     | 0.00%             |  |  |  | No            |                  1 | 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      | $2588152.44   | 0.20%             |  |  |  | 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      | $2297.24      | 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      | $-38117.30    | -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      | $-10694.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $170.57       | 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      | $74199.41     | 0.01%             |  |  |  | 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      | $132259.65    | 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      | $-74221.50    | -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      | $-42623.19    | -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      | $-90817.34    | -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      | $-296527.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-254.45      | -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      | $1562.25      | 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      | $49544.01     | 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      | $-4866.29     | -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      | $672461.62    | 0.05%             |  |  |  | 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      | $-62610.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-5763.96     | -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      | $214523.02    | 0.02%             |  |  |  | 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      | $-49282.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-241.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-160415.29   | -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      | $11018.49     | 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      | $-87070.68    | -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      | $612442.57    | 0.05%             |  |  |  | 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      | $-107041.07   | -0.01%            |  |  |  | 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      | $29750.20     | 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      | $18263.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $330460.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $21123.34     | 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      | $109251.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-17181.38    | -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      | $7922.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer