# EDGAR Filing Document

**Accession Number:** 0001329954
**File Stem:** 0001145549-23-009571
**Filing Date:** 2023-2
**Character Count:** 48898
**Document Hash:** e6d1103043fe53a82e2a8e8feac1bb93
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009571.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009571

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds III
- **CENTRAL INDEX KEY:** 0001329954
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21777
- **FILM NUMBER:** 23664252

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 6176633000

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

## Series and Classes Contracts Data

### John Hancock Disciplined Value Fund (Series ID: S000023715)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000069762 | Class A      | JVLAX           |
| C000069764 | Class C      | JVLCX           |
| C000069766 | Class I      | JVLIX           |
| C000076626 | Class R4     | JDVFX           |
| C000076627 | Class R5     | JDVVX           |
| C000078799 | Class NAV    | JDVNX           |
| C000104499 | Class R6     | JDVWX           |
| C000111293 | Class R2     | JDVPX           |

## Nport-Ex

## John Hancock

## Disciplined Value Fund
Quarterly portfolio holdings 12/31/2022

![](imge52651ce1.gif)

------

Fund's investments

#### As of 12-31-22 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 97.1%** |  | **$11891493052** |
| (Cost $9,205,938,778) |  |  |
| **Communication services 4.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**516971445** |
| **Entertainment 0.6%** |  |  |
| Activision Blizzard, Inc. | 1019411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78035912 |
| **Interactive media and services 2.2%** |  |  |
| Alphabet, Inc., Class A (A) | 3072507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271087293 |
| **Wireless telecommunication services 1.4%** |  |  |
| T-Mobile US, Inc. (A) | 1198916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167848240 |
| **Consumer discretionary 5.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**661178749** |
| **Distributors 0.9%** |  |  |
| LKQ Corp. | 2030515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108449806 |
| **Hotels, restaurants and leisure 0.6%** |  |  |
| Booking Holdings, Inc. (A) | 36672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73904348 |
| **Household durables 1.6%** |  |  |
| Mohawk Industries, Inc. (A) | 857964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87701080 |
| Sony Group Corp., ADR | 1392670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106232868 |
| **Specialty retail 2.3%** |  |  |
| AutoZone, Inc. (A) | 115519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284890647 |
| **Consumer staples 3.6%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**444358526** |
| **Beverages 2.7%** |  |  |
| Coca-Cola Europacific Partners PLC | 1934035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106990816 |
| Keurig Dr. Pepper, Inc. | 6441839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229715979 |
| **Food and staples retailing 0.9%** |  |  |
| U.S. Foods Holding Corp. (A) | 3164366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107651731 |
| **Energy 12.2%** |  | &nbsp;&nbsp;&nbsp;**1496854022** |
| **Energy equipment and services 2.1%** |  |  |
| Halliburton Company (B) | 1382198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54389491 |
| Schlumberger, Ltd. | 3765530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201305234 |
| **Oil, gas and consumable fuels 10.1%** |  |  |
| Canadian Natural Resources, Ltd. | 2935942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163032859 |
| Cenovus Energy, Inc. | 8627632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167462337 |
| ConocoPhillips | 2602869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307138542 |
| Devon Energy Corp. | 2148575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132158848 |
| EOG Resources, Inc. | 660780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85584226 |
| Marathon Petroleum Corp. | 1956207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227682933 |
| Pioneer Natural Resources Company | 692235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158099552 |
| **Financials 18.8%** |  | &nbsp;&nbsp;&nbsp;**2301948735** |
| **Banks 8.3%** |  |  |
| Bank of America Corp. | 6268331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207607123 |
| JPMorgan Chase & Co. | 3445977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462105517 |
| Truist Financial Corp. | 2190506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94257473 |
| Wells Fargo & Company | 6105792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252108152 |
| **Capital markets 4.4%** |  |  |
| Intercontinental Exchange, Inc. | 722873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74159541 |
| The Charles Schwab Corp. | 3566611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296956032 |
| The Goldman Sachs Group, Inc. | 504946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173388357 |
| **Consumer finance 0.4%** |  |  |
| Capital One Financial Corp. | 499562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46439284 |

---

2 JOHN HANCOCK DISCIPLINED VALUE FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials (continued)** |  |  |
| **Diversified financial services 3.5%** |  |  |
| Berkshire Hathaway, Inc., Class B (A) | 1392622 | &nbsp;&nbsp;&nbsp;$430180936 |
| **Insurance 2.2%** |  |  |
| Chubb, Ltd. | 653739 | &nbsp;&nbsp;&nbsp;&nbsp;144214823 |
| Everest Re Group, Ltd. | 192053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63621397 |
| The Allstate Corp. | 419691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56910100 |
| **Health care 22.4%** |  | **2740929531** |
| **Biotechnology 1.4%** |  |  |
| AbbVie, Inc. | 1060019 | &nbsp;&nbsp;&nbsp;&nbsp;171309671 |
| **Health care equipment and supplies 0.3%** |  |  |
| Envista Holdings Corp. (A) | 1120404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37724003 |
| **Health care providers and services 10.2%** |  |  |
| AmerisourceBergen Corp. | 977444 | &nbsp;&nbsp;&nbsp;&nbsp;161972245 |
| Centene Corp. (A) | 2757960 | &nbsp;&nbsp;&nbsp;&nbsp;226180300 |
| Cigna Corp. (B) | 883545 | &nbsp;&nbsp;&nbsp;&nbsp;292753800 |
| CVS Health Corp. (B) | 3000349 | &nbsp;&nbsp;&nbsp;&nbsp;279602523 |
| McKesson Corp. | 139602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52367502 |
| UnitedHealth Group, Inc. | 441329 | &nbsp;&nbsp;&nbsp;&nbsp;233983809 |
| **Life sciences tools and services 1.5%** |  |  |
| Avantor, Inc. (A) | 3992116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84193726 |
| ICON PLC (A) | 530210 | &nbsp;&nbsp;&nbsp;&nbsp;102993293 |
| **Pharmaceuticals 9.0%** |  |  |
| Bristol-Myers Squibb Company | 4543107 | &nbsp;&nbsp;&nbsp;&nbsp;326876549 |
| Johnson & Johnson | 2601450 | &nbsp;&nbsp;&nbsp;&nbsp;459546143 |
| Sanofi, ADR | 6430435 | &nbsp;&nbsp;&nbsp;&nbsp;311425967 |
| **Industrials 12.5%** |  | **1534384839** |
| **Aerospace and defense 2.3%** |  |  |
| General Dynamics Corp. | 509921 | &nbsp;&nbsp;&nbsp;&nbsp;126516499 |
| Howmet Aerospace, Inc. | 3927809 | &nbsp;&nbsp;&nbsp;&nbsp;154794953 |
| **Building products 1.3%** |  |  |
| Allegion PLC | 634013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66736208 |
| Masco Corp. | 1986594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92714342 |
| **Electrical equipment 1.0%** |  |  |
| Eaton Corp. PLC | 801782 | &nbsp;&nbsp;&nbsp;&nbsp;125839685 |
| **Machinery 4.8%** |  |  |
| Caterpillar, Inc. | 469421 | &nbsp;&nbsp;&nbsp;&nbsp;112454495 |
| Deere & Company | 397476 | &nbsp;&nbsp;&nbsp;&nbsp;170421810 |
| Dover Corp. | 440817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59691030 |
| Fortive Corp. | 1132496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72762868 |
| Otis Worldwide Corp. | 1224613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95899444 |
| Wabtec Corp. | 784165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78267509 |
| **Professional services 0.9%** |  |  |
| Leidos Holdings, Inc. | 1004347 | &nbsp;&nbsp;&nbsp;&nbsp;105647261 |
| **Road and rail 1.1%** |  |  |
| Union Pacific Corp. | 635657 | &nbsp;&nbsp;&nbsp;&nbsp;131625495 |
| **Trading companies and distributors 1.1%** |  |  |
| United Rentals, Inc. (A) | 396751 | &nbsp;&nbsp;&nbsp;&nbsp;141013240 |
| **Information technology 11.4%** |  | **1393524079** |
| **Communications equipment 2.0%** |  |  |
| Cisco Systems, Inc. | 5242669 | &nbsp;&nbsp;&nbsp;&nbsp;249760751 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK DISCIPLINED VALUE FUND 3

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Information technology (continued)** |  |  |
| **IT services 3.4%** |  |  |
| Cognizant Technology Solutions Corp., Class A | 1748971 | $100023651 |
| Fidelity National Information Services, Inc. | 886670 | &nbsp;&nbsp;&nbsp;60160560 |
| FleetCor Technologies, Inc. (A) | 516210 | &nbsp;&nbsp;&nbsp;94817453 |
| Global Payments, Inc. | 594400 | &nbsp;&nbsp;&nbsp;59035808 |
| SS&C Technologies Holdings, Inc. | 1890601 | &nbsp;&nbsp;&nbsp;98424688 |
| **Semiconductors and semiconductor equipment 6.0%** |  |  |
| Advanced Micro Devices, Inc. (A) | 1148272 | &nbsp;&nbsp;&nbsp;74373577 |
| Applied Materials, Inc. | 1260194 | &nbsp;&nbsp;122717692 |
| Lam Research Corp. | 139988 | &nbsp;&nbsp;&nbsp;58836956 |
| Microchip Technology, Inc. | 1564733 | &nbsp;&nbsp;109922493 |
| Micron Technology, Inc. | 1962268 | &nbsp;&nbsp;&nbsp;98074155 |
| NXP Semiconductors NV | 269643 | &nbsp;&nbsp;&nbsp;42611683 |
| Qorvo, Inc. (A) | 388283 | &nbsp;&nbsp;&nbsp;35193971 |
| Qualcomm, Inc. | 1724310 | &nbsp;&nbsp;189570641 |
| **Materials 4.5%** |  | **547685121** |
| **Chemicals 3.5%** |  |  |
| Axalta Coating Systems, Ltd. (A) | 4298722 | &nbsp;&nbsp;109488449 |
| DuPont de Nemours, Inc. | 3193146 | &nbsp;&nbsp;219145610 |
| Olin Corp. | 1850443 | &nbsp;&nbsp;&nbsp;97962452 |
| **Construction materials 1.0%** |  |  |
| CRH PLC, ADR (B) | 3043192 | &nbsp;&nbsp;121088610 |
| **Utilities 2.1%** |  | **253658005** |
| **Electric utilities 1.1%** |  |  |
| FirstEnergy Corp. | 3163554 | &nbsp;&nbsp;132679455 |
| **Multi-utilities 1.0%** |  |  |
| CenterPoint Energy, Inc. | 4033963 | &nbsp;&nbsp;120978550 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Yield (%)** | **Shares** | **Value** |
| **Short-term investments 2.8%** |  |  | **$341541608** |
| (Cost $341,539,984) |  |  |  |
| **Short-term funds 2.8%** |  |  | &nbsp;&nbsp;&nbsp;**341541608** |
| John Hancock Collateral Trust (C) | 4.2988(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4723125 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | 4.0954(D) | 336818483 | &nbsp;&nbsp;&nbsp;336818483 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $9,547,478,762) 99.9%** | **$12233034660** |
| **Other assets and liabilities, net 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12605794** |
| **Total net assets 100.0%** | **$12245640454** |

---

---

| | |
|:---|:---|
| 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. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 12-31-22. The value of securities on loan amounted to $4,623,364. |
| (C) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| (D) | The rate shown is the annualized seven-day yield as of 12-31-22. |

---

The fund had the following country composition as a percentage of net assets on 12-31-22:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;88.6% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.7% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;2.5% |

---

4 JOHN HANCOCK DISCIPLINED VALUE FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | |
|:---|:---|
| Ireland | &nbsp;&nbsp;&nbsp;&nbsp;2.4% |
| Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;1.2% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;2.6% |
| **TOTAL** | **100.0%** |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK DISCIPLINED VALUE FUND 5

------

Notes to Fund's investments (unaudited)

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

In order to value the securities, the fund uses the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day.

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

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.

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.

As of December 31, 2022, all investments are categorized as Level 1 under the hierarchy described above.

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 472511 |  | $213484109 | $(208765705) | $3097 | $1624 | $47535 |  | $4723125 |

---

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.

---

| | |
|:---|:---|
| 6 | \| |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-21777

- **c. CIK number of Registrant:** 0001329954

- **d. LEI of Registrant:** 5493006O6VUD5OVZY109

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

- **a. Name of Series:** Disciplined Value Fund

- **b. EDGAR series identifier (if any):** S000023715

- **c. LEI of Series:** 549300AK6S9T3UX2CU62

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $12258881872.26

**Total Liabilities:** $5332362.61

**Net Assets:** $12253549509.65

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069762 | 11.65%               | 5.59%                | -4.46%               |
| Class ID C000069764 | 11.53%               | 5.52%                | -4.51%               |
| Class ID C000069766 | 11.62%               | 5.68%                | -4.43%               |
| Class ID C000076626 | 11.63%               | 5.64%                | -4.45%               |
| Class ID C000076627 | 11.69%               | 5.62%                | -4.41%               |
| Class ID C000078799 | 11.63%               | 5.66%                | -4.44%               |
| Class ID C000104499 | 11.63%               | 5.66%                | -4.45%               |
| Class ID C000111293 | 11.61%               | 5.56%                | -4.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-142052793.57           | $1441348538.06                             |
| Month 2  | $159713957.57            | $516778454.99                              |
| Month 3  | $40210652.68             | $-628483037.09                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| McKesson Corporation                            | MCKESSON CORP COMMON STOCK USD.01                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |    139602 | NS      | $52367502.24  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated               | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |   1564733 | NS      | $109922493.25 | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                          | MICRON TECHNOLOGY INC COMMON STOCK USD.1             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |   1962268 | NS      | $98074154.64  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                          | MOHAWK INDUSTRIES INC COMMON STOCK USD.01            | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |    857964 | NS      | $87701080.08  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                | OLIN CORP COMMON STOCK USD1.0                        | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |   1850443 | NS      | $97962452.42  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                      | OTIS WORLDWIDE CORP COMMON STOCK USD.01              | CUSIP: 68902V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1224613 | NS      | $95899444.03  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company               | PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |    692235 | NS      | $158099551.65 | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc.                                      | QORVO INC COMMON STOCK USD.0001                      | CUSIP: 74736K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    436273 | NS      | $39543784.72  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                           | QUALCOMM INC COMMON STOCK USD.0001                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |   1724310 | NS      | $189570641.40 | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company             | SSC GOVERNMENT MM GVMXX                              | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        | 335553035 | NS      | $335553034.64 | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SSandC Technologies Holdings Inc.               | SSandC TECHNOLOGIES HOLDINGS INC COMMON STOCK USD.01 | CUSIP: 78467J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1890601 | NS      | $98424688.06  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                          | SANOFI ADR                                           | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |   6430435 | NS      | $311425967.05 | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corporation                          | SONY GROUP CORP ADR                                  | CUSIP: 835699307<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1392670 | NS      | $106232867.60 | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc.                                | T-MOBILE USA INC COMMON STOCK USD.0001               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |   1198916 | NS      | $167848240.00 | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                    | TRUIST FINANCIAL CORP COMMON STOCK USD5.0            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |   2190506 | NS      | $94257473.18  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                       | UNION PACIFIC CORP COMMON STOCK USD2.5               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    635657 | NS      | $131625494.99 | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc.                             | UNITED RENTALS INC COMMON STOCK USD.01               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |    396751 | NS      | $141013240.42 | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                          | US FOODS HOLDING CORP COMMON STOCK USD.01            | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |   3164366 | NS      | $107651731.32 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                 | UNITEDHEALTH GROUP INC COMMON STOCK USD.01           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    441329 | NS      | $233983809.22 | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation | WABTEC CORP COMMON STOCK USD.01                      | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |    784165 | NS      | $78267508.65  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                         | WELLS FARGO and CO COMMON STOCK USD1.666             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   6105792 | NS      | $252108151.68 | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion Public Limited Company                 | ALLEGION PLC COMMON STOCK USD.01                     | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    634013 | NS      | $66736208.38  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                     | AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0       | CUSIP: G0750C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4298722 | NS      | $109488449.34 | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company        | EATON CORP PLC COMMON STOCK USD.01                   | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |    801782 | NS      | $125839684.90 | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                           | EVEREST RE GROUP LTD COMMON STOCK USD.01             | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    192053 | NS      | $63621397.31  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Public Limited Company                     | ICON PLC COMMON STOCK EUR.06                         | CUSIP: G4705A100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    530210 | NS      | $102993292.50 | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                         | NXP SEMICONDUCTORS NV COMMON STOCK                   | CUSIP: N6596X109<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    269643 | NS      | $42611683.29  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                              | EOG RESOURCES INC COMMON STOCK USD.01                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    660780 | NS      | $85584225.60  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                    | ENVISTA HOLDINGS CORP COMMON STOCK                   | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1120404 | NS      | $37724002.68  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc.     | FIDELITY NATIONAL INFORMATION COMMON STOCK USD.01    | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    886670 | NS      | $60160559.50  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                               | FIRSTENERGY CORP COMMON STOCK USD.1                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |   3163554 | NS      | $132679454.76 | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR Technologies Inc.                      | FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001       | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |    516210 | NS      | $94817452.80  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                             | FORTIVE CORP COMMON STOCK USD.01                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |   1132496 | NS      | $72762868.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                    | GENERAL DYNAMICS CORP COMMON STOCK USD1.0            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |    509921 | NS      | $126516499.31 | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                            | GLOBAL PAYMENTS INC COMMON STOCK                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |    594400 | NS      | $59035808.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group Inc.                    | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    504946 | NS      | $173388357.48 | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                             | HALLIBURTON CO COMMON STOCK USD2.5                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |   1382198 | NS      | $54389491.30  | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Howmet Aerospace Inc.                           | HOWMET AEROSPACE INC COMMON STOCK                    | CUSIP: 443201108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3927809 | NS      | $154794952.69 | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc.                  | INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    722873 | NS      | $74159541.07  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase and Co.                          | JPMORGAN CHASE and CO COMMON STOCK USD1.0            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   3445977 | NS      | $462105515.70 | 3.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                             | JOHNSON + JOHNSON COMMON STOCK USD1.0                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |   2601450 | NS      | $459546142.50 | 3.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                           | KEURIG DR PEPPER INC COMMON STOCK USD.01             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   6441839 | NS      | $229715978.74 | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                 | LKQ CORP COMMON STOCK USD.01                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |   2030515 | NS      | $108449806.15 | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                        | LAM RESEARCH CORP COMMON STOCK USD.001               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    139988 | NS      | $58836956.40  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc.                            | LEIDOS HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |   1004347 | NS      | $105647260.93 | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                  | MARATHON PETROLEUM CORP COMMON STOCK USD.01          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |   1956207 | NS      | $227682932.73 | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                               | MASCO CORP COMMON STOCK USD1.0                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |   1986594 | NS      | $92714341.98  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                            | SCHLUMBERGER LTD COMMON STOCK USD.01                 | CUSIP: 806857108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3765530 | NS      | $201305233.80 | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                  | CHARLES SCHWAB CORP/THE COMMON STOCK USD.01          | CUSIP: 808513105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3566611 | NS      | $296956031.86 | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                     | BANK OF AMERICA CORP COMMON STOCK USD.01             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   6268331 | NS      | $207607122.72 | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                         | BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |   1392622 | NS      | $430180935.80 | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                           | BOOKING HOLDINGS INC COMMON STOCK USD.008            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     36672 | NS      | $73904348.16  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                    | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |   4543107 | NS      | $326876548.65 | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                               | CIGNA CORP COMMON STOCK USD.01                       | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    883545 | NS      | $292753800.30 | 2.39%             |  |  |  | No            |                  1 | On Loan: —       |
| CRH Public Limited Company                      | CRH PLC ADR                                          | CUSIP: 12626K203<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |   3043192 | NS      | $121088609.68 | 0.99%             |  |  |  | No            |                  1 | On Loan: —       |
| CVS Health Corporation                          | CVS HEALTH CORP COMMON STOCK USD.01                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |   3000349 | NS      | $279602523.31 | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Limited              | CANADIAN NATURAL RESOURCES LTD COMMON STOCK          | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |   2935942 | NS      | $163032859.26 | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation               | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    499562 | NS      | $46439283.52  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                | CATERPILLAR INC COMMON STOCK USD1.0                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    469421 | NS      | $112454494.76 | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                             | CENTENE CORP COMMON STOCK USD.001                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |   2757960 | NS      | $226180299.60 | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc.                             | CENOVUS ENERGY INC COMMON STOCK                      | CUSIP: 15135U109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   8627632 | NS      | $167462337.12 | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                         | CENTERPOINT ENERGY INC COMMON STOCK USD.01           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   4033963 | NS      | $120978550.37 | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                   | CHUBB LTD COMMON STOCK                               | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |    653739 | NS      | $144214823.40 | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                              | CISCO SYSTEMS INC COMMON STOCK USD.001               | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5242669 | NS      | $249760751.16 | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc              | COCA-COLA EUROPEAN PARTNERS PL COMMON STOCK EUR.01   | CUSIP: 19122T109<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |   1934035 | NS      | $106990816.20 | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation      | COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01   | CUSIP: 192446102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1748971 | NS      | $100023651.49 | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                  | CONOCOPHILLIPS COMMON STOCK USD.01                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |   2602869 | NS      | $307138542.00 | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere and Company                               | DEERE and CO COMMON STOCK USD1.0                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |    397476 | NS      | $170421809.76 | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                        | DEVON ENERGY CORP COMMON STOCK USD.1                 | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |   2148575 | NS      | $132158848.25 | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                               | DOVER CORP COMMON STOCK USD1.0                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |    440817 | NS      | $59691029.97  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc.                          | DUPONT DE NEMOURS INC COMMON STOCK USD.01            | CUSIP: 26614N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3193146 | NS      | $219145609.98 | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                   | JH COLLATERAL                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    384463 | NS      | $3843015.01   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                     | ABBVIE INC COMMON STOCK USD.01                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |   1060019 | NS      | $171309670.59 | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc.                        | ACTIVISION BLIZZARD INC COMMON STOCK USD.000001      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |   1019411 | NS      | $78035912.05  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                     | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |   1148272 | NS      | $74373577.44  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                        | ALLSTATE CORP/THE COMMON STOCK USD.01                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    419691 | NS      | $56910099.60  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                   | ALPHABET INC COMMON STOCK USD.001                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   3072507 | NS      | $271087292.61 | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                   | AMERISOURCEBERGEN CORP COMMON STOCK USD.01           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    977444 | NS      | $161972245.24 | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                          | APPLIED MATERIALS INC COMMON STOCK USD.01            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |   1260194 | NS      | $122717691.72 | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc.                                   | AUTOZONE INC COMMON STOCK USD.01                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |    115519 | NS      | $284890647.42 | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                    | AVANTOR INC COMMON STOCK USD.01                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3992116 | NS      | $84193726.44  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer