# EDGAR Filing Document

**Accession Number:** 0000022370
**File Stem:** 0001145549-23-020526
**Filing Date:** 2023-3
**Character Count:** 696936
**Document Hash:** 16e2e6686ee50150ea0107f2546085bf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-020526.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001145549-23-020526

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000022370
- **IRS NUMBER:** 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:** 23779551

**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 Seaport Long/Short Fund (Series ID: S000043449)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000134715 | Class A      | JSFBX           |
| C000134716 | Class I      | JSFDX           |
| C000134717 | Class NAV    |  |
| C000134718 | Class R6     | JSFRX           |
| C000141695 | Class C      | JSFTX           |

## Nport-Ex

## John Hancock

## Seaport Long/Short Fund
Quarterly portfolio holdings 1/31/2023

![](img246262281.gif)

------

Fund's investments

#### As of 1-31-23 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 68.5%** |  | **$553740573** |
| (Cost $494,025,671) |  |  |
| **Communication services 3.4%** |  | &nbsp;&nbsp;&nbsp;**27797670** |
| **Entertainment 1.0%** |  |  |
| Activision Blizzard, Inc. | 52713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4036234 |
| Netflix, Inc. (A) | 6911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445526 |
| Spotify Technology SA (A) | 2716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306148 |
| Take-Two Interactive Software, Inc. (A) | 10863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230017 |
| Ubisoft Entertainment SA (A) | 10122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209592 |
| **Interactive media and services 1.6%** |  |  |
| Alphabet, Inc., Class A (A) | 20991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2074750 |
| Alphabet, Inc., Class C (A) | 8511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849994 |
| Baidu, Inc., Class A (A) | 82757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391148 |
| Bumble, Inc., Class A (A) | 44884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155763 |
| CarGurus, Inc. (A) | 81899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445517 |
| Meta Platforms, Inc., Class A (A) | 9055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348923 |
| Pinterest, Inc., Class A (A) | 41958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103076 |
| Tencent Holdings, Ltd. | 44900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2187928 |
| ZoomInfo Technologies, Inc. (A) | 41397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168637 |
| **Media 0.3%** |  |  |
| Charter Communications, Inc., Class A (A) | 2110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810894 |
| DISH Network Corp., Class A (A) | 13380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192538 |
| Nippon Television Holdings, Inc. | 1504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12159 |
| Publicis Groupe SA | 26552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872968 |
| **Wireless telecommunication services 0.5%** |  |  |
| Bharti Airtel, Ltd. | 189284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785189 |
| T-Mobile US, Inc. (A) | 14538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170669 |
| **Consumer discretionary 3.4%** |  | &nbsp;&nbsp;&nbsp;**27654515** |
| **Automobiles 0.1%** |  |  |
| Thor Industries, Inc. | 11578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103731 |
| XPeng, Inc., A Shares (A) | 4255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22394 |
| **Diversified consumer services 0.0%** |  |  |
| Hope Education Group Company, Ltd. (B) | 118474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12122 |
| **Hotels, restaurants and leisure 0.4%** |  |  |
| Airbnb, Inc., Class A (A) | 11285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253876 |
| Domino's Pizza, Inc. | 4721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666513 |
| **Household durables 0.2%** |  |  |
| Panasonic Holdings Corp. | 30576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283543 |
| Skyline Champion Corp. (A) | 25959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530283 |
| **Internet and direct marketing retail 1.6%** |  |  |
| Alibaba Group Holding, Ltd. (A) | 268155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3686772 |
| Amazon.com, Inc. (A) | 47270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4874955 |
| Chewy, Inc., Class A (A) | 11581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521840 |
| Coupang, Inc. (A) | 77404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307354 |
| Etsy, Inc. (A) | 13115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804362 |
| JD.com, Inc., ADR | 16246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967124 |
| Meituan, Class B (A)(B) | 4490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100378 |
| **Multiline retail 0.0%** |  |  |
| Seria Company, Ltd. | 681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14965 |
| **Specialty retail 0.4%** |  |  |
| The TJX Companies, Inc. | 13401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097006 |

---

2 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Consumer discretionary (continued)** |  |  |
| **Specialty retail (continued)** |  |  |
| Ulta Beauty, Inc. (A) | 4070 | &nbsp;&nbsp;&nbsp;$2091817 |
| **Textiles, apparel and luxury goods 0.7%** |  |  |
| Cie Financiere Richemont SA, A Shares | 13349 | &nbsp;&nbsp;&nbsp;&nbsp;2057845 |
| Li Ning Company, Ltd. | 151500 | &nbsp;&nbsp;&nbsp;&nbsp;1497678 |
| Lululemon Athletica, Inc. (A) | 5735 | &nbsp;&nbsp;&nbsp;&nbsp;1759957 |
| **Consumer staples 1.6%** |  | &nbsp;&nbsp;**12989691** |
| **Food products 0.9%** |  |  |
| Calbee, Inc. | 642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14499 |
| Cranswick PLC | 66966 | &nbsp;&nbsp;&nbsp;&nbsp;2634425 |
| Nomad Foods, Ltd. (A) | 253769 | &nbsp;&nbsp;&nbsp;&nbsp;4514551 |
| **Personal products 0.4%** |  |  |
| Haleon PLC (A) | 703957 | &nbsp;&nbsp;&nbsp;&nbsp;2821023 |
| Unilever PLC | 12533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637918 |
| **Tobacco 0.3%** |  |  |
| British American Tobacco PLC | 28294 | &nbsp;&nbsp;&nbsp;&nbsp;1084616 |
| Imperial Brands PLC | 51130 | &nbsp;&nbsp;&nbsp;&nbsp;1282659 |
| **Energy 4.5%** |  | &nbsp;&nbsp;**36517619** |
| **Energy equipment and services 1.2%** |  |  |
| Cactus, Inc., Class A | 39900 | &nbsp;&nbsp;&nbsp;&nbsp;2158989 |
| China Oilfield Services, Ltd., H Shares | 14566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17654 |
| Diamond Offshore Drilling, Inc. (A) | 69589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797490 |
| John Wood Group PLC (A) | 431995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757328 |
| Noble Corp. PLC (A) | 22995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935667 |
| ProFrac Holding Corp., Class A (A)(C) | 37605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846113 |
| Schlumberger, Ltd. | 20897 | &nbsp;&nbsp;&nbsp;&nbsp;1190711 |
| Subsea 7 SA | 91033 | &nbsp;&nbsp;&nbsp;&nbsp;1134460 |
| Technip Energies NV | 50897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986755 |
| Vallourec SA (A) | 45720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667373 |
| **Oil, gas and consumable fuels 3.3%** |  |  |
| ARC Resources, Ltd. | 147223 | &nbsp;&nbsp;&nbsp;&nbsp;1710622 |
| Canadian Natural Resources, Ltd. | 26124 | &nbsp;&nbsp;&nbsp;&nbsp;1605059 |
| Cenovus Energy, Inc. | 136086 | &nbsp;&nbsp;&nbsp;&nbsp;2718998 |
| Cheniere Energy, Inc. | 17860 | &nbsp;&nbsp;&nbsp;&nbsp;2728829 |
| Chesapeake Energy Corp. | 11278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978028 |
| ConocoPhillips | 19120 | &nbsp;&nbsp;&nbsp;&nbsp;2330154 |
| Cosan SA | 148043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487032 |
| Diamondback Energy, Inc. | 68189 | &nbsp;&nbsp;&nbsp;&nbsp;9963775 |
| Shell PLC | 90097 | &nbsp;&nbsp;&nbsp;&nbsp;2645046 |
| Targa Resources Corp. | 14172 | &nbsp;&nbsp;&nbsp;&nbsp;1063183 |
| Viper Energy Partners LP | 25019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794353 |
| **Financials 16.4%** |  | **132262788** |
| **Banks 7.2%** |  |  |
| AIB Group PLC | 1839800 | &nbsp;&nbsp;&nbsp;&nbsp;7728246 |
| Amerant Bancorp, Inc. | 31936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889098 |
| Ameris Bancorp | 54510 | &nbsp;&nbsp;&nbsp;&nbsp;2570692 |
| Axis Bank, Ltd. | 252138 | &nbsp;&nbsp;&nbsp;&nbsp;2694936 |
| Banco Bradesco SA, ADR | 4687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13077 |
| Banner Corp. | 7369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477732 |
| BAWAG Group AG (A)(B) | 118869 | &nbsp;&nbsp;&nbsp;&nbsp;7363319 |
| BNP Paribas SA | 13935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957082 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 3

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials (continued)** |  |  |
| **Banks (continued)** |  |  |
| Cadence Bank | 2902 | &nbsp;&nbsp;&nbsp;$74233 |
| Commerzbank AG (A) | 319550 | 3652914 |
| Concordia Financial Group, Ltd. | 33100 | &nbsp;&nbsp;&nbsp;145453 |
| Enterprise Financial Services Corp. | 12254 | &nbsp;&nbsp;&nbsp;653383 |
| Erste Group Bank AG | 65702 | 2493005 |
| FinecoBank Banca Fineco SpA | 288489 | 5178911 |
| Heritage Financial Corp. | 40993 | 1169530 |
| Home BancShares, Inc. | 33011 | &nbsp;&nbsp;&nbsp;787973 |
| International Bancshares Corp. | 5682 | &nbsp;&nbsp;&nbsp;266315 |
| Kasikornbank PCL | 89872 | &nbsp;&nbsp;&nbsp;396375 |
| KB Financial Group, Inc. | 395 | &nbsp;&nbsp;&nbsp;&nbsp;18001 |
| KBC Group NV | 41433 | 3068829 |
| National Bank Holdings Corp., Class A | 25929 | 1094982 |
| Security Bank Corp. | 8964 | &nbsp;&nbsp;&nbsp;&nbsp;15128 |
| SouthState Corp. | 5658 | &nbsp;&nbsp;&nbsp;450377 |
| SVB Financial Group (A) | 2573 | &nbsp;&nbsp;&nbsp;778178 |
| Sydbank A/S | 50718 | 2312654 |
| Synovus Financial Corp. | 120022 | 5034923 |
| The Chiba Bank, Ltd. | 214000 | 1619210 |
| The Shiga Bank, Ltd. | 65100 | 1355042 |
| UniCredit SpA | 116170 | 2268932 |
| United Community Banks, Inc. | 11894 | &nbsp;&nbsp;&nbsp;387031 |
| Western Alliance Bancorp | 31022 | 2338128 |
| **Capital markets 4.4%** |  |  |
| Ares Management Corp., Class A | 91541 | 7596988 |
| Banca Generali SpA | 9321 | &nbsp;&nbsp;&nbsp;343866 |
| BlackRock, Inc. | 2479 | 1882082 |
| Julius Baer Group, Ltd. | 17089 | 1096162 |
| Raymond James Financial, Inc. | 7979 | &nbsp;&nbsp;&nbsp;899792 |
| S&P Global, Inc. | 8353 | 3131874 |
| Schroders PLC | 153144 | &nbsp;&nbsp;&nbsp;905661 |
| The Charles Schwab Corp. | 93159 | 7212370 |
| The Goldman Sachs Group, Inc. | 15022 | 5495198 |
| Tradeweb Markets, Inc., Class A | 88401 | 6589411 |
| **Consumer finance 0.6%** |  |  |
| American Express Company | 25202 | 4408586 |
| Capital One Financial Corp. | 4175 | &nbsp;&nbsp;&nbsp;496825 |
| **Diversified financial services 1.8%** |  |  |
| Apollo Global Management, Inc. | 77398 | 5478230 |
| BFF Bank SpA (B) | 205378 | 1899363 |
| EXOR NV (A) | 70406 | 5596476 |
| Hypoport SE (A) | 10624 | 1447374 |
| **Insurance 2.4%** |  |  |
| AIA Group, Ltd. | 282665 | 3196275 |
| ASR Nederland NV | 33228 | 1572731 |
| Beazley PLC | 149623 | 1231307 |
| Enstar Group, Ltd. (A) | 3471 | &nbsp;&nbsp;&nbsp;841023 |
| Intact Financial Corp. | 4648 | &nbsp;&nbsp;&nbsp;674310 |
| Ping An Insurance Group Company of China, Ltd., H Shares | 183278 | 1423649 |
| T&D Holdings, Inc. | 180600 | 2890728 |
| Talanx AG | 23089 | 1142230 |
| The Progressive Corp. | 11288 | 1539119 |

---

4 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials (continued)** |  |  |
| **Insurance (continued)** |  |  |
| Tokio Marine Holdings, Inc. | 39600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$829410 |
| Trupanion, Inc. (A) | 70960 | &nbsp;&nbsp;&nbsp;&nbsp;4188059 |
| **Health care 17.8%** |  | **143696166** |
| **Biotechnology 7.2%** |  |  |
| 2seventy bio, Inc. (A) | 40172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546339 |
| Abcam PLC, ADR (A) | 37914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525867 |
| Akero Therapeutics, Inc. (A) | 13470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666765 |
| Alkermes PLC (A) | 77087 | &nbsp;&nbsp;&nbsp;&nbsp;2207772 |
| Alnylam Pharmaceuticals, Inc. (A) | 12156 | &nbsp;&nbsp;&nbsp;&nbsp;2752118 |
| Amoy Diagnostics Company, Ltd., Class A | 83317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355692 |
| Apellis Pharmaceuticals, Inc. (A) | 27102 | &nbsp;&nbsp;&nbsp;&nbsp;1429088 |
| Argenx SE, ADR (A) | 6822 | &nbsp;&nbsp;&nbsp;&nbsp;2607710 |
| Ascendis Pharma A/S, ADR (A) | 17274 | &nbsp;&nbsp;&nbsp;&nbsp;2143358 |
| Biogen, Inc. (A) | 14509 | &nbsp;&nbsp;&nbsp;&nbsp;4220668 |
| Blueprint Medicines Corp. (A) | 12054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563404 |
| Celldex Therapeutics, Inc. (A) | 4771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210210 |
| Clementia Pharmaceuticals, Inc. (A)(D) | 9185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Crinetics Pharmaceuticals, Inc. (A) | 35951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704999 |
| CTI BioPharma Corp. (A) | 15745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87070 |
| Cytokinetics, Inc. (A) | 43176 | &nbsp;&nbsp;&nbsp;&nbsp;1834116 |
| Denali Therapeutics, Inc. (A) | 21651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655376 |
| Everest Medicines, Ltd. (A)(B) | 91528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292439 |
| Exact Sciences Corp. (A) | 32531 | &nbsp;&nbsp;&nbsp;&nbsp;2196493 |
| Genmab A/S (A) | 4601 | &nbsp;&nbsp;&nbsp;&nbsp;1803116 |
| Genus PLC | 18825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675195 |
| Geron Corp. (A) | 294938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973295 |
| Grifols SA (A) | 30907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409148 |
| Immunocore Holdings PLC, ADR (A) | 4512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276450 |
| ImmunoGen, Inc. (A) | 143640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660744 |
| Incyte Corp. (A) | 15559 | &nbsp;&nbsp;&nbsp;&nbsp;1324693 |
| Innovent Biologics, Inc. (A)(B) | 89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484734 |
| Intellia Therapeutics, Inc. (A) | 836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35480 |
| Ironwood Pharmaceuticals, Inc. (A) | 77425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891936 |
| Karuna Therapeutics, Inc. (A) | 7671 | &nbsp;&nbsp;&nbsp;&nbsp;1529521 |
| Kymera Therapeutics, Inc. (A) | 18590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694894 |
| Legend Biotech Corp., ADR (A) | 19400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979700 |
| Merus NV (A) | 58574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913754 |
| Mirati Therapeutics, Inc. (A) | 10516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561660 |
| Moderna, Inc. (A) | 14266 | &nbsp;&nbsp;&nbsp;&nbsp;2511672 |
| Nuvalent, Inc., Class A (A) | 25106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759457 |
| Prothena Corp. PLC (A) | 18685 | &nbsp;&nbsp;&nbsp;&nbsp;1056637 |
| Regeneron Pharmaceuticals, Inc. (A) | 1845 | &nbsp;&nbsp;&nbsp;&nbsp;1399377 |
| Remegen Company, Ltd., H Shares (A)(B) | 100491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812580 |
| Sage Therapeutics, Inc. (A) | 9352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414668 |
| Seagen, Inc. (A) | 14884 | &nbsp;&nbsp;&nbsp;&nbsp;2076020 |
| United Therapeutics Corp. (A) | 5218 | &nbsp;&nbsp;&nbsp;&nbsp;1373221 |
| Veracyte, Inc. (A) | 15106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379614 |
| Vertex Pharmaceuticals, Inc. (A) | 24965 | &nbsp;&nbsp;&nbsp;&nbsp;8066192 |
| Zai Lab, Ltd. (A) | 320000 | &nbsp;&nbsp;&nbsp;&nbsp;1338498 |
| Zealand Pharma A/S (A) | 23530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734868 |
| Zentalis Pharmaceuticals, Inc. (A) | 27417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647041 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 5

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Health care (continued)** |  |  |
| **Health care equipment and supplies 2.7%** |  |  |
| Abbott Laboratories | 26251 | $2902048 |
| Alcon, Inc. | 23017 | &nbsp;&nbsp;1736828 |
| AtriCure, Inc. (A) | 26538 | &nbsp;&nbsp;1148565 |
| Baxter International, Inc. | 3702 | &nbsp;&nbsp;&nbsp;&nbsp;169144 |
| Becton, Dickinson and Company | 6864 | &nbsp;&nbsp;1731238 |
| Boston Scientific Corp. (A) | 13749 | &nbsp;&nbsp;&nbsp;&nbsp;635891 |
| DexCom, Inc. (A) | 14264 | &nbsp;&nbsp;1527532 |
| DiaSorin SpA | 14380 | &nbsp;&nbsp;1871985 |
| Edwards Lifesciences Corp. (A) | 18517 | &nbsp;&nbsp;1420254 |
| Glaukos Corp. (A) | 5966 | &nbsp;&nbsp;&nbsp;&nbsp;292632 |
| Hologic, Inc. (A) | 26188 | &nbsp;&nbsp;2130918 |
| IDEXX Laboratories, Inc. (A) | 59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28350 |
| Inari Medical, Inc. (A) | 3287 | &nbsp;&nbsp;&nbsp;&nbsp;187523 |
| Insulet Corp. (A) | 12053 | &nbsp;&nbsp;3463068 |
| Intuitive Surgical, Inc. (A) | 4116 | &nbsp;&nbsp;1011260 |
| Lifetech Scientific Corp. (A) | 33641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13416 |
| QuidelOrtho Corp. (A) | 4148 | &nbsp;&nbsp;&nbsp;&nbsp;355110 |
| Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 145843 | &nbsp;&nbsp;&nbsp;&nbsp;242446 |
| Smith & Nephew PLC | 21313 | &nbsp;&nbsp;&nbsp;&nbsp;294340 |
| Stryker Corp. | 1033 | &nbsp;&nbsp;&nbsp;&nbsp;262186 |
| Teleflex, Inc. | 91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22151 |
| Venus MedTech Hangzhou, Inc., H Shares (A)(B) | 193500 | &nbsp;&nbsp;&nbsp;&nbsp;377622 |
| **Health care providers and services 2.2%** |  |  |
| AdaptHealth Corp. (A) | 39955 | &nbsp;&nbsp;&nbsp;&nbsp;856236 |
| Addus HomeCare Corp. (A) | 9702 | &nbsp;&nbsp;1043159 |
| agilon health, Inc. (A) | 38153 | &nbsp;&nbsp;&nbsp;&nbsp;830209 |
| AmerisourceBergen Corp. | 5300 | &nbsp;&nbsp;&nbsp;&nbsp;895488 |
| Centene Corp. (A) | 32960 | &nbsp;&nbsp;2512870 |
| Elevance Health, Inc. | 845 | &nbsp;&nbsp;&nbsp;&nbsp;422492 |
| Encompass Health Corp. | 9695 | &nbsp;&nbsp;&nbsp;&nbsp;605453 |
| Hapvida Participacoes e Investimentos S/A (A)(B) | 747919 | &nbsp;&nbsp;&nbsp;&nbsp;758778 |
| HCA Healthcare, Inc. | 5373 | &nbsp;&nbsp;1370491 |
| Humana, Inc. | 6876 | &nbsp;&nbsp;3518449 |
| Laboratory Corp. of America Holdings | 1502 | &nbsp;&nbsp;&nbsp;&nbsp;378684 |
| Molina Healthcare, Inc. (A) | 1190 | &nbsp;&nbsp;&nbsp;&nbsp;371078 |
| Owens & Minor, Inc. (A) | 25746 | &nbsp;&nbsp;&nbsp;&nbsp;508226 |
| Surgery Partners, Inc. (A) | 36500 | &nbsp;&nbsp;1211800 |
| UnitedHealth Group, Inc. | 4255 | &nbsp;&nbsp;2124053 |
| **Health care technology 0.3%** |  |  |
| Health Catalyst, Inc. (A) | 28455 | &nbsp;&nbsp;&nbsp;&nbsp;395525 |
| Veeva Systems, Inc., Class A (A) | 12769 | &nbsp;&nbsp;2177753 |
| **Life sciences tools and services 1.3%** |  |  |
| Agilent Technologies, Inc. | 2767 | &nbsp;&nbsp;&nbsp;&nbsp;420805 |
| Avantor, Inc. (A) | 11402 | &nbsp;&nbsp;&nbsp;&nbsp;272508 |
| Bio-Techne Corp. | 10129 | &nbsp;&nbsp;&nbsp;&nbsp;806876 |
| Danaher Corp. | 12113 | &nbsp;&nbsp;3202435 |
| ICON PLC (A) | 5457 | &nbsp;&nbsp;1258984 |
| Illumina, Inc. (A) | 2832 | &nbsp;&nbsp;&nbsp;&nbsp;606614 |
| Lonza Group AG | 790 | &nbsp;&nbsp;&nbsp;&nbsp;450649 |
| NanoString Technologies, Inc. (A) | 73532 | &nbsp;&nbsp;&nbsp;&nbsp;777969 |
| Repligen Corp. (A) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92650 |
| Syneos Health, Inc. (A) | 10984 | &nbsp;&nbsp;&nbsp;&nbsp;394545 |

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6 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Health care (continued)** |  |  |
| **Life sciences tools and services (continued)** |  |  |
| Tecan Group AG | 2218 | &nbsp;&nbsp;&nbsp;&nbsp;$930837 |
| Thermo Fisher Scientific, Inc. | 469 | &nbsp;&nbsp;&nbsp;&nbsp;267485 |
| Waters Corp. (A) | 99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32529 |
| WuXi AppTec Company, Ltd., H Shares (B) | 99900 | &nbsp;&nbsp;&nbsp;1298104 |
| **Pharmaceuticals 4.1%** |  |  |
| Aclaris Therapeutics, Inc. (A) | 93882 | &nbsp;&nbsp;&nbsp;1586606 |
| Astellas Pharma, Inc. | 28143 | &nbsp;&nbsp;&nbsp;&nbsp;414269 |
| AstraZeneca PLC | 37599 | &nbsp;&nbsp;&nbsp;4925937 |
| Bayer AG | 3831 | &nbsp;&nbsp;&nbsp;&nbsp;238460 |
| Chugai Pharmaceutical Company, Ltd. | 82100 | &nbsp;&nbsp;&nbsp;2128449 |
| CSPC Pharmaceutical Group, Ltd. | 686233 | &nbsp;&nbsp;&nbsp;&nbsp;782445 |
| Daiichi Sankyo Company, Ltd. | 54998 | &nbsp;&nbsp;&nbsp;1727318 |
| Eisai Company, Ltd. | 22703 | &nbsp;&nbsp;&nbsp;1404633 |
| Elanco Animal Health, Inc. (A) | 55220 | &nbsp;&nbsp;&nbsp;&nbsp;758171 |
| Eli Lilly & Company | 20041 | &nbsp;&nbsp;&nbsp;6897110 |
| Hikma Pharmaceuticals PLC | 24451 | &nbsp;&nbsp;&nbsp;&nbsp;517239 |
| Intra-Cellular Therapies, Inc. (A) | 35507 | &nbsp;&nbsp;&nbsp;1701495 |
| Merck & Company, Inc. | 27542 | &nbsp;&nbsp;&nbsp;2958286 |
| Novartis AG | 20891 | &nbsp;&nbsp;&nbsp;1888735 |
| Ono Pharmaceutical Company, Ltd. | 40476 | &nbsp;&nbsp;&nbsp;&nbsp;878276 |
| UCB SA | 30800 | &nbsp;&nbsp;&nbsp;2528822 |
| Verona Pharma PLC, ADR (A) | 35611 | &nbsp;&nbsp;&nbsp;&nbsp;784866 |
| Zoetis, Inc. | 7089 | &nbsp;&nbsp;&nbsp;1173159 |
| **Industrials 4.4%** |  | **35568368** |
| **Aerospace and defense 0.8%** |  |  |
| Babcock International Group PLC (A) | 144747 | &nbsp;&nbsp;&nbsp;&nbsp;546863 |
| BWX Technologies, Inc. (E) | 47112 | &nbsp;&nbsp;&nbsp;2867236 |
| Dassault Aviation SA | 8882 | &nbsp;&nbsp;&nbsp;1516719 |
| Hensoldt AG | 20877 | &nbsp;&nbsp;&nbsp;&nbsp;605291 |
| Rheinmetall AG | 3530 | &nbsp;&nbsp;&nbsp;&nbsp;824811 |
| **Building products 1.0%** |  |  |
| Builders FirstSource, Inc. (A) | 42523 | &nbsp;&nbsp;&nbsp;3389083 |
| Johnson Controls International PLC | 49369 | &nbsp;&nbsp;&nbsp;3434601 |
| The AZEK Company, Inc. (A) | 44813 | &nbsp;&nbsp;&nbsp;1081338 |
| **Commercial services and supplies 0.0%** |  |  |
| Serco Group PLC | 182954 | &nbsp;&nbsp;&nbsp;&nbsp;329526 |
| **Construction and engineering 0.1%** |  |  |
| China Railway Group, Ltd., Class A | 26900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22746 |
| MasTec, Inc. (A) | 8827 | &nbsp;&nbsp;&nbsp;&nbsp;867076 |
| **Electrical equipment 0.4%** |  |  |
| Contemporary Amperex Technology Company, Ltd., Class A | 17788 | &nbsp;&nbsp;&nbsp;1233875 |
| Schneider Electric SE | 6267 | &nbsp;&nbsp;&nbsp;1016605 |
| Shoals Technologies Group, Inc., Class A (A) | 18632 | &nbsp;&nbsp;&nbsp;&nbsp;519646 |
| Zhejiang HangKe Technology, Inc., Company, Class A | 2106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15788 |
| **Machinery 0.5%** |  |  |
| CNH Industrial NV | 165874 | &nbsp;&nbsp;&nbsp;2934535 |
| IMI PLC | 24271 | &nbsp;&nbsp;&nbsp;&nbsp;434574 |
| Sany Heavy Industry Company, Ltd., Class A | 5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15349 |
| The Japan Steel Works, Ltd. | 37100 | &nbsp;&nbsp;&nbsp;&nbsp;790373 |
| Wuxi Lead Intelligent Equipment Company, Ltd., Class A | 2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14437 |
| Zoomlion Heavy Industry Science and Technology Company, Ltd., Class A | 15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13119 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 7

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Industrials (continued)** |  |  |
| **Marine 0.5%** |  |  |
| Irish Continental Group PLC | 830872 | $3898712 |
| **Road and rail 1.0%** |  |  |
| ALD SA (B) | 292684 | &nbsp;&nbsp;&nbsp;3679549 |
| Uber Technologies, Inc. (A) | 144578 | &nbsp;&nbsp;&nbsp;4471798 |
| **Trading companies and distributors 0.1%** |  |  |
| Applied Industrial Technologies, Inc. | 7174 | &nbsp;&nbsp;&nbsp;1027389 |
| **Transportation infrastructure 0.0%** |  |  |
| Malaysia Airports Holdings BHD (A) | 10454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17329 |
| **Information technology 11.6%** |  | **93483189** |
| **Communications equipment 0.1%** |  |  |
| Ciena Corp. (A) | 4866 | &nbsp;&nbsp;&nbsp;&nbsp;253129 |
| **Electronic equipment, instruments and components 0.1%** |  |  |
| Flex, Ltd. (A) | 42260 | &nbsp;&nbsp;&nbsp;&nbsp;986771 |
| **IT services 3.3%** |  |  |
| Accenture PLC, Class A | 3015 | &nbsp;&nbsp;&nbsp;&nbsp;841336 |
| Block, Inc. (A) | 62205 | &nbsp;&nbsp;&nbsp;5083393 |
| FleetCor Technologies, Inc. (A) | 6007 | &nbsp;&nbsp;&nbsp;1254322 |
| Gartner, Inc. (A) | 2856 | &nbsp;&nbsp;&nbsp;&nbsp;965728 |
| GoDaddy, Inc., Class A (A) | 26052 | &nbsp;&nbsp;&nbsp;2139651 |
| Mastercard, Inc., Class A | 3867 | &nbsp;&nbsp;&nbsp;1433110 |
| MongoDB, Inc. (A) | 7363 | &nbsp;&nbsp;&nbsp;1577228 |
| Nomura Research Institute, Ltd. | 27500 | &nbsp;&nbsp;&nbsp;&nbsp;660208 |
| Okta, Inc. (A) | 21679 | &nbsp;&nbsp;&nbsp;1595791 |
| Snowflake, Inc., Class A (A) | 15872 | &nbsp;&nbsp;&nbsp;2483016 |
| Squarespace, Inc., Class A (A) | 31509 | &nbsp;&nbsp;&nbsp;&nbsp;747393 |
| VeriSign, Inc. (A) | 16507 | &nbsp;&nbsp;&nbsp;3599351 |
| WEX, Inc. (A) | 16521 | &nbsp;&nbsp;&nbsp;3055889 |
| Wise PLC, Class A (A) | 190573 | &nbsp;&nbsp;&nbsp;1277528 |
| **Semiconductors and semiconductor equipment 4.1%** |  |  |
| Advanced Micro Devices, Inc. (A) | 44958 | &nbsp;&nbsp;&nbsp;3378594 |
| ASML Holding NV, NYRS | 1909 | &nbsp;&nbsp;&nbsp;1261544 |
| Intel Corp. (E) | 69618 | &nbsp;&nbsp;&nbsp;1967405 |
| KLA Corp. | 6147 | &nbsp;&nbsp;&nbsp;2412575 |
| Lam Research Corp. | 3841 | &nbsp;&nbsp;&nbsp;1920884 |
| Marvell Technology, Inc. | 116240 | &nbsp;&nbsp;&nbsp;5015756 |
| Nova, Ltd. (A) | 13993 | &nbsp;&nbsp;&nbsp;1269165 |
| NVIDIA Corp. | 21769 | &nbsp;&nbsp;&nbsp;4253010 |
| ON Semiconductor Corp. (A) | 45229 | &nbsp;&nbsp;&nbsp;3322070 |
| Rohm Company, Ltd. | 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25241 |
| Sanken Electric Company, Ltd. | 42900 | &nbsp;&nbsp;&nbsp;2436205 |
| SiTime Corp. (A) | 7993 | &nbsp;&nbsp;&nbsp;&nbsp;921033 |
| SolarEdge Technologies, Inc. (A) | 4567 | &nbsp;&nbsp;&nbsp;1457467 |
| STMicroelectronics NV | 379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17846 |
| Taiwan Semiconductor Manufacturing Company, Ltd. | 151000 | &nbsp;&nbsp;&nbsp;2664664 |
| Ulvac, Inc. | 19400 | &nbsp;&nbsp;&nbsp;&nbsp;907570 |
| **Software 4.0%** |  |  |
| Atlassian Corp., Class A (A) | 19401 | &nbsp;&nbsp;&nbsp;3135590 |
| Ceridian HCM Holding, Inc. (A) | 52017 | &nbsp;&nbsp;&nbsp;3759789 |
| Datadog, Inc., Class A (A) | 9200 | &nbsp;&nbsp;&nbsp;&nbsp;688252 |
| Dynatrace, Inc. (A) | 66038 | &nbsp;&nbsp;&nbsp;2537840 |
| Five9, Inc. (A) | 12638 | &nbsp;&nbsp;&nbsp;&nbsp;995622 |

---

8 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Information technology (continued)** |  |  |
| **Software (continued)** |  |  |
| HubSpot, Inc. (A) | 14579 | $5059059 |
| Intuit, Inc. | 6374 | &nbsp;&nbsp;&nbsp;2694099 |
| Microsoft Corp. | 14208 | &nbsp;&nbsp;&nbsp;3520884 |
| Palo Alto Networks, Inc. (A) | 4798 | &nbsp;&nbsp;&nbsp;&nbsp;761155 |
| Paycom Software, Inc. (A) | 4765 | &nbsp;&nbsp;&nbsp;1543574 |
| salesforce.com, Inc. (A) | 13495 | &nbsp;&nbsp;&nbsp;2266755 |
| ServiceNow, Inc. (A) | 7067 | &nbsp;&nbsp;&nbsp;3216404 |
| Workday, Inc., Class A (A) | 11591 | &nbsp;&nbsp;&nbsp;2102955 |
| **Technology hardware, storage and peripherals 0.0%** |  |  |
| Samsung Electronics Company, Ltd. | 328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16338 |
| **Materials 2.3%** |  | **18813927** |
| **Chemicals 0.4%** |  |  |
| Cabot Corp. | 25375 | &nbsp;&nbsp;&nbsp;1911499 |
| Guangzhou Tinci Materials Technology Company, Ltd., Class A | 2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20324 |
| Sinoma Science & Technology Company, Ltd., Class A | 350800 | &nbsp;&nbsp;&nbsp;1293708 |
| Yunnan Energy New Material Company, Ltd., Class A | 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20899 |
| **Construction materials 0.0%** |  |  |
| Anhui Conch Cement Company, Ltd., H Shares | 4691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17809 |
| China National Building Material Company, Ltd., H Shares | 24244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22245 |
| **Metals and mining 1.9%** |  |  |
| Angang Steel Company, Ltd., H Shares | 43581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13488 |
| Anglo American PLC | 51345 | &nbsp;&nbsp;&nbsp;2214529 |
| Baoshan Iron & Steel Company, Ltd., Class A | 26600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24382 |
| Barrick Gold Corp. | 244980 | &nbsp;&nbsp;&nbsp;4789359 |
| Endeavour Mining PLC | 73491 | &nbsp;&nbsp;&nbsp;1731572 |
| Fresnillo PLC | 114682 | &nbsp;&nbsp;&nbsp;1164923 |
| Ganfeng Lithium Group Company, Ltd., Class A | 14760 | &nbsp;&nbsp;&nbsp;&nbsp;173578 |
| Ganfeng Lithium Group Company, Ltd., H Shares (B) | 8862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80938 |
| Glencore PLC | 578633 | &nbsp;&nbsp;&nbsp;3875037 |
| Vale SA, ADR | 78139 | &nbsp;&nbsp;&nbsp;1459637 |
| **Real estate 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**17618** |
| **Real estate management and development 0.0%** |  |  |
| Country Garden Holdings Company, Ltd. | 46952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17618 |
| **Utilities 3.1%** |  | **24939022** |
| **Electric utilities 2.3%** |  |  |
| American Electric Power Company, Inc. (E) | 39712 | &nbsp;&nbsp;&nbsp;3731340 |
| Exelon Corp. | 105869 | &nbsp;&nbsp;&nbsp;4466613 |
| NextEra Energy, Inc. | 44298 | &nbsp;&nbsp;&nbsp;3305960 |
| PG&E Corp. (A) | 342668 | &nbsp;&nbsp;&nbsp;5448421 |
| Public Power Corp. SA (A) | 232412 | &nbsp;&nbsp;&nbsp;1851580 |
| **Gas utilities 0.4%** |  |  |
| Atmos Energy Corp. | 25399 | &nbsp;&nbsp;&nbsp;2985398 |
| **Independent power and renewable electricity producers 0.4%** |  |  |
| RWE AG | 70750 | &nbsp;&nbsp;&nbsp;3149710 |
| **Preferred securities 0.1%** |  | **$1079249** |
| (Cost $669,311) |  |  |
| **Industrials 0.1%** |  | &nbsp;&nbsp;**1079249** |
| **Construction and engineering 0.1%** |  |  |
| Fluor Corp., 6.500% | &nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;1079249 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 9

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Exchange-traded funds 0.8%** |  | **$6468356** |
| (Cost $4,986,897) |  |  |
| VanEck Gold Miners ETF | 175997 | &nbsp;&nbsp;&nbsp;&nbsp;5635424 |
| VanEck Semiconductor ETF | 3513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832932 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Corporate bonds 1.8%** | **Corporate bonds 1.8%** | **Corporate bonds 1.8%** |  | **$14340127** |
| (Cost $13,780,623) |  |  |  |  |
| **Financials 1.8%** | **Financials 1.8%** | **Financials 1.8%** |  | &nbsp;&nbsp;**14340127** |
| **Banks 1.0%** | **Banks 1.0%** | **Banks 1.0%** |  |  |
| HSBC Holdings PLC (8.113% to 11-3-32, then SOFR + 4.250%) | &nbsp;&nbsp;8.113 | &nbsp;&nbsp;11-03-33 | 6960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7984307 |
| **Capital markets 0.8%** | **Capital markets 0.8%** | **Capital markets 0.8%** |  |  |
| Credit Suisse Group AG (7.250% to 9-12-25, then 5 Year ICE Swap Rate + 4.332%) (B)(F) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;09-12-25 | 7751000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6355820 |

---

---

| | | |
|:---|:---|:---|
|  | **Contracts/Notional amount** | **Value** |
| **Purchased options 0.2%** |  | **$1363629** |
| (Cost $2,377,930) |  |  |
| **Calls 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**829382** |
| Exchange Traded Option on Advanced Micro Devices, Inc. (Expiration Date: 3-17-23; Strike Price: $75.00; Notional Amount: 9,500) (A) | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53438 |
| Exchange Traded Option on Bill.com Holdings, Inc. (Expiration Date: 2-17-23; Strike Price: $125.00; Notional Amount: 11,800) (A) | &nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101480 |
| Exchange Traded Option on Block, Inc. (Expiration Date: 3-17-23; Strike Price: $82.50; Notional Amount: 38,100) (A) | &nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286700 |
| Exchange Traded Option on Block, Inc. (Expiration Date: 3-17-23; Strike Price: $90.00; Notional Amount: 12,000) (A) | &nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53700 |
| Exchange Traded Option on Etsy, Inc. (Expiration Date: 6-16-23; Strike Price: $150.00; Notional Amount: 9,600) (A) | &nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134400 |
| Exchange Traded Option on NVIDIA Corp. (Expiration Date: 2-17-23; Strike Price: $205.00; Notional Amount: 10,300) (A) | &nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52788 |
| Exchange Traded Option on Squarespace, Inc., Class A (Expiration Date: 2-17-23; Strike Price: $22.50; Notional Amount: 31,100) (A) | &nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55203 |
| Exchange Traded Option on VanEck Semiconductor ETF (Expiration Date: 3-17-23; Strike Price: $250.00; Notional Amount: 5,700) (A) | &nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31350 |
| Over the Counter Option on Alibaba Group Holding, Ltd. (Expiration Date: 3-30-23; Strike Price: HKD 134.45; Counterparty: Goldman Sachs International) (A)(G) | 6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1421 |
| Over the Counter Option on Baidu, Inc., Class A (Expiration Date: 3-30-23; Strike Price: HKD 158.40; Counterparty: Morgan Stanley & Company International PLC) (A)(G) | 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| Over the Counter Option on Contemporary Amperex Technology Company, Ltd., Class A (Expiration Date: 3-30-23; Strike Price: CNY 492.38; Counterparty: Morgan Stanley & Company International PLC) (A)(G) | 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3292 |
| Over the Counter Option on DAX Index (Expiration Date: 3-17-23; Strike Price: EUR 16,000.00; Counterparty: Goldman Sachs International) (A)(G) | 1208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53361 |
| Over the Counter Option on Sony Group Corp. (Expiration Date: 3-10-23; Strike Price: JPY 12,193.50; Counterparty: JPMorgan Chase Bank, N.A.) (A)(G) | 1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054 |
| **Puts 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**534247** |
| Exchange Traded Option on ARK Innovation ETF (Expiration Date: 2-17-23; Strike Price: $33.00; Notional Amount: 111,800) (A) | 1118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16211 |
| Exchange Traded Option on ARK Innovation ETF (Expiration Date: 2-17-23; Strike Price: $34.00; Notional Amount: 89,900) (A) | &nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20677 |
| Exchange Traded Option on HubSpot, Inc. (Expiration Date: 2-17-23; Strike Price: $310.00; Notional Amount: 4,200) (A) | &nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34860 |
| Exchange Traded Option on iShares MSCI EAFE ETF (Expiration Date: 2-17-23; Strike Price: $61.00; Notional Amount: 356,500) (A) | 3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8913 |

---

10 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Contracts/Notional amount** | **Value** |
| **Puts (continued)** |  |  |
| Exchange Traded Option on iShares Russell 2000 ETF (Expiration Date: 2-17-23; Strike Price: $177.00; Notional Amount: 432,900) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4329 | $235931 |
| Exchange Traded Option on S&P 500 E-Mini Index (Expiration Date: 1-31-23; Strike Price: $397.00; Notional Amount: 400) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| Exchange Traded Option on S&P 500 E-Mini Index (Expiration Date: 2-28-23; Strike Price: $395.00; Notional Amount: 800) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3354 |
| Exchange Traded Option on SPDR S&P Regional Banking ETF (Expiration Date: 3-17-23; Strike Price: $56.00; Notional Amount: 132,400) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 | &nbsp;&nbsp;&nbsp;&nbsp;48326 |
| Over the Counter Option on EURO STOXX 50 Index (Expiration Date: 2-17-23; Strike Price: EUR 3,975.00; Counterparty: BNP Paribas SA) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3292 | &nbsp;&nbsp;&nbsp;&nbsp;44963 |
| Over the Counter Option on FTSE 100 Index (Expiration Date: 2-17-23; Strike Price: GBP 7,575.00; Counterparty: Goldman Sachs International) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
| Over the Counter Option on KOSPI 200 Index (Expiration Date: 2-9-23; Strike Price: KRW 304.77; Counterparty: BNP Paribas SA) (A)(G) | 1146778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| Over the Counter Option on Nikkei 225 Index (Expiration Date: 2-10-23; Strike Price: JPY 25,363.34; Counterparty: Goldman Sachs International) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| Over the Counter Option on NSE NIFTY 50 Index (Expiration Date: 2-23-23; Strike Price: $17,298.40; Counterparty: Morgan Stanley & Company International PLC) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;118224 |
| Over the Counter Option on Taiwan Weighted Index (Expiration Date: 2-15-23; Strike Price: TWD 15,024.90; Counterparty: Morgan Stanley & Company International PLC) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 27.5%** |  |  |  | **$222710480** |
| (Cost $222,719,900) |  |  |  |  |
| **U.S. Government 20.7%** |  |  |  | &nbsp;&nbsp;&nbsp;**167945888** |
| U.S. Treasury Bill | &nbsp;&nbsp;3.933 | &nbsp;&nbsp;02-07-23 | 13260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13250828 |
| U.S. Treasury Bill (E) | &nbsp;&nbsp;3.945 | &nbsp;&nbsp;04-06-23 | 660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654749 |
| U.S. Treasury Bill (E) | &nbsp;&nbsp;3.991 | &nbsp;&nbsp;02-21-23 | 19540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19492032 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.007 | &nbsp;&nbsp;02-16-23 | 1030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028156 |
| U.S. Treasury Bill (E) | &nbsp;&nbsp;4.007 | &nbsp;&nbsp;02-23-23 | 30790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30706221 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.012 | &nbsp;&nbsp;02-02-23 | 21685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21682595 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.020 | &nbsp;&nbsp;02-14-23 | 8190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8177320 |
| U.S. Treasury Bill (E) | &nbsp;&nbsp;4.140 | &nbsp;&nbsp;03-07-23 | 10463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10418444 |
| U.S. Treasury Bill (E) | &nbsp;&nbsp;4.197 | &nbsp;&nbsp;03-09-23 | 11565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11513333 |
| U.S. Treasury Bill (E) | &nbsp;&nbsp;4.261 | &nbsp;&nbsp;02-28-23 | 16605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16549643 |
| U.S. Treasury Bill (E) | &nbsp;&nbsp;4.465 | &nbsp;&nbsp;03-14-23 | 7432000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7394377 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.503 | &nbsp;&nbsp;03-28-23 | 26100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25920164 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.505 | &nbsp;&nbsp;03-21-23 | 1165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158026 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term funds 6.8%** |  |  | **54764592** |
| John Hancock Collateral Trust (H) | &nbsp;&nbsp;4.3787(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79792 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | &nbsp;&nbsp;4.1717(I) | 54684800 | 54684800 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $738,560,332) 98.9%** | **$799702414** |
| **Other assets and liabilities, net 1.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**9121672** |
| **Total net assets 100.0%** | **$808824086** |

---

---

| | |
|:---|:---|
| 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. |
| **Currency Abbreviations** | **Currency Abbreviations** |
| CNY | Chinese Yuan Renminbi |
| EUR | Euro |
| GBP | Pound Sterling |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 11

------

---

| | |
|:---|:---|
| HKD | Hong Kong Dollar |
| JPY | Japanese Yen |
| KRW | Korean Won |
| TWD | New Taiwan Dollar |

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| ICE | Intercontinental Exchange |
| NYRS | New York Registry Shares |
| SOFR | Secured Overnight Financing Rate |
| (A) | Non-income producing security. |
| (B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (C) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $66,061. |
| (D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (E) | All or a portion of this security is segregated at the custodian as collateral for certain derivatives. |
| (F) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (G) | For this type of option, notional amounts are equivalent to number of contracts. |
| (H) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| (I) | The rate shown is the annualized seven-day yield as of 1-31-23. |
| \* | 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. |

---

The fund had the following country composition as a percentage of net assets on 1-31-23:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;72.1% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;5.5% |
| China | &nbsp;&nbsp;&nbsp;&nbsp;2.5% |
| Japan | &nbsp;&nbsp;&nbsp;&nbsp;2.3% |
| Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;2.3% |
| Ireland | &nbsp;&nbsp;&nbsp;&nbsp;2.1% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;1.6% |
| Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;1.5% |
| Italy | &nbsp;&nbsp;&nbsp;&nbsp;1.4% |
| Germany | &nbsp;&nbsp;&nbsp;&nbsp;1.4% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;7.3% |
| **TOTAL** | **100.0%** |

---

12 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO 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)** |
| SGX FTSE Taiwan Index Futures | &nbsp;&nbsp;20 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Feb 2023 | &nbsp;&nbsp;$(1048076) | &nbsp;&nbsp;$(1069800) | &nbsp;&nbsp;&nbsp;$(21724) |
| SGX Nifty 50 Index Futures | &nbsp;&nbsp;91 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Feb 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(3216369) | &nbsp;&nbsp;&nbsp;&nbsp;(3254069) | &nbsp;&nbsp;&nbsp;&nbsp;(37700) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$(59424)** |

---

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

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;10315000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;7334109 | MSI | 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(45659) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;13240000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;9926526 | GSI | 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;$26052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2276021 | MSI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;54543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6435000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;7026442 | JPM | 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;22216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1896530 | MSI | 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(603) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;10973000 | USD | &nbsp;&nbsp;11710408 | BNP | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;250272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1587000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1678618 | DB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;51228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6312000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;6757554 | MSI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;122589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7382000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;7993158 | SSB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;53295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8166000 | USD | &nbsp;&nbsp;10145112 | JPM | 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71933) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4415000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;5465648 | BNP | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17673) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5165000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;6381611 | NWM | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8159) |
| HKD | &nbsp;&nbsp;&nbsp;&nbsp;15665000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2003658 | GSI | 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2937) |
| JPY | 1849600000 | USD | &nbsp;&nbsp;14291840 | JPM | 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32009) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7024031 | CNY | &nbsp;&nbsp;48725000 | BNP | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(207290) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;14357458 | EUR | &nbsp;&nbsp;13139000 | JPM | 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;49249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;28609855 | EUR | &nbsp;&nbsp;27025000 | DB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(847664) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219792 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1142000 | SSB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25000) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;11703730 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;9580000 | BNP | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117697) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081553 | INR | 251370000 | JPM | 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;12069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | **$641513** | **$(1376624)** |

---

#### WRITTEN OPTIONS

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| **Calls** | **Calls** |  |  |  |  |  |  |  |
| GSI | Alibaba Group Holding, Ltd. | HKD | 156.86 | Mar 2023 | 6500 | 6500 | $1246 | $(452) |
| MSI | Baidu, Inc., Class A | HKD | 184.80 | Mar 2023 | 3000 | 3000 | 583 | (73) |
| MSI | Contemporary Amperex Technology Company, Ltd., Class A | CNY | 535.20 | Mar 2023 | 1500 | 1500 | 1139 | (915) |
| JPM | Sony Group Corp. | JPY | 13302.00 | Mar 2023 | 1460 | 1460 | 354 | (280) |
|  |  |  |  |  |  |  | **$3322** | **$(1720)** |
| Exchange-traded | Activision Blizzard, Inc. | USD | 80.00 | Mar 2023 | 406 | 40600 | 126824 | (94801) |
| Exchange-traded | Activision Blizzard, Inc. | USD | 82.50 | Mar 2023 | 198 | 19800 | 33742 | (24255) |
| Exchange-traded | Advanced Micro Devices, Inc. | USD | 90.00 | Mar 2023 | 95 | 9500 | 6320 | (10830) |
| Exchange-traded | Bill.com Holdings, Inc. | USD | 150.00 | Feb 2023 | 118 | 11800 | 27108 | (32450) |
| Exchange-traded | Block, Inc. | USD | 95.00 | Mar 2023 | 381 | 38100 | 111894 | (115822) |
| Exchange-traded | Block, Inc. | USD | 105.00 | Mar 2023 | 120 | 12000 | 21427 | (15900) |
| Exchange-traded | Etsy, Inc. | USD | 190.00 | Jun 2023 | 96 | 9600 | 44596 | (38880) |
|  |  |  |  |  |  |  | **$371911** | **$(332938)** |
| **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** |
| Exchange-traded | ARK Innovation ETF | USD | 31.00 | Feb 2023 | 899 | 89900 | $18152 | $(4945) |
| Exchange-traded | Bill.com Holdings, Inc. | USD | 90.00 | Feb 2023 | 118 | 11800 | 36513 | (38055) |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 13

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** | **Options on securities (continued)** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| **Puts (continued)** | **Puts (continued)** | **Puts (continued)** | **Puts (continued)** | **Puts (continued)** | **Puts (continued)** | **Puts (continued)** | **Puts (continued)** | **Puts (continued)** |
| Exchange-traded | Etsy, Inc. | USD | 110.00 | Jun 2023 | 96 | 9600 | $62176 | $(64560) |
| Exchange-traded | SPDR S&P Regional Banking ETF | USD | 49.00 | Mar 2023 | 1324 | 132400 | 31095 | (9268) |
|  |  |  |  |  |  |  | **$147936** | **$(116828)** |
|  |  |  |  |  |  |  | **$523169** | **$(451486)** |

---

#### SWAPS

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | EURO STOXX 50 Index | 1-Month EUR ESTR Compounded OIS - 0.40% | Monthly | EUR | 6682478 | May 2023 | GSI |  | $(74367) | $(74367) |
| Pay | EURO STOXX 600 Automobiles & Parts Index | 1-Month EUR ESTR Compounded OIS - 0.40% | Monthly | EUR | &nbsp;&nbsp;&nbsp;469607 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(15857) | &nbsp;&nbsp;&nbsp;(15857) |
| Pay | EURO STOXX 600 Automobiles & Parts Index | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;792354 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(26678) | &nbsp;&nbsp;&nbsp;(26678) |
| Pay | FTSE China A50 Total Return Index | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;48684 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 1597814 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;7999 | &nbsp;&nbsp;&nbsp;&nbsp;7999 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;510733 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2588 | &nbsp;&nbsp;&nbsp;&nbsp;2588 |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;65299 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(2699) | &nbsp;&nbsp;&nbsp;&nbsp;(2699) |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;431370 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(17806) | &nbsp;&nbsp;&nbsp;(17806) |
| Pay | iShares EUR High Yield Corporate Bond UCITS ETF | 1-Month EUR ESTR Compounded OIS - 0.35% | Monthly | EUR | &nbsp;&nbsp;&nbsp;185612 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(227) | &nbsp;&nbsp;&nbsp;&nbsp;(227) |
| Pay | iShares MSCI EAFE ETF | 1-Month USD OBFR | Monthly | USD | 3443772 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(22989) | &nbsp;&nbsp;&nbsp;(22989) |
| Pay | iShares Russell 2000 ETF | 1-Month USD OBFR - 0.70% | Monthly | USD | 1022901 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(34777) | &nbsp;&nbsp;&nbsp;(34777) |
| Pay | iShares Russell 2000 ETF | 1-Month USD OBFR | Monthly | USD | 3195368 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(57876) | &nbsp;&nbsp;&nbsp;(57876) |
| Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.75% | Monthly | USD | 1038282 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(33396) | &nbsp;&nbsp;&nbsp;(33396) |
| Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;524772 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(16879) | &nbsp;&nbsp;&nbsp;(16879) |
| Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1044617 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(33490) | &nbsp;&nbsp;&nbsp;(33490) |
| Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.75% | Monthly | USD | 1766399 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(56816) | &nbsp;&nbsp;&nbsp;(56816) |
| Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 4036629 | May 2023 | GSI |  | (129412) | (129412) |
| Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR | Monthly | USD | 1433181 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(45859) | &nbsp;&nbsp;&nbsp;(45859) |
| Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;789180 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(36444) | &nbsp;&nbsp;&nbsp;(36444) |
| Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;255992 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(11821) | &nbsp;&nbsp;&nbsp;(11821) |
| Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;674292 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(31138) | &nbsp;&nbsp;&nbsp;(31138) |
| Pay | iShares Semiconductor ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;80190 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(3698) | &nbsp;&nbsp;&nbsp;&nbsp;(3698) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;188835 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(5736) | &nbsp;&nbsp;&nbsp;&nbsp;(5736) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2705048 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(82171) | &nbsp;&nbsp;&nbsp;(82171) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1161512 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(35283) | &nbsp;&nbsp;&nbsp;(35283) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;618760 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(18796) | &nbsp;&nbsp;&nbsp;(18796) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;766424 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(23281) | &nbsp;&nbsp;&nbsp;(23281) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;572838 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(17401) | &nbsp;&nbsp;&nbsp;(17401) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;462388 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(14046) | &nbsp;&nbsp;&nbsp;(14046) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;217338 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(6602) | &nbsp;&nbsp;&nbsp;&nbsp;(6602) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1332136 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(40466) | &nbsp;&nbsp;&nbsp;(40466) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;696353 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(21153) | &nbsp;&nbsp;&nbsp;(21153) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;978219 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(29715) | &nbsp;&nbsp;&nbsp;(29715) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;666662 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(20251) | &nbsp;&nbsp;&nbsp;(20251) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;775529 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(23558) | &nbsp;&nbsp;&nbsp;(23558) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;247821 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(7513) | &nbsp;&nbsp;&nbsp;&nbsp;(7513) |
| Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;463686 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(8262) | &nbsp;&nbsp;&nbsp;&nbsp;(8262) |

---

14 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;801717 | May 2023 | GSI |  | $(14286) | $(14286) |
| Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1002210 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(17858) | &nbsp;&nbsp;&nbsp;(17858) |
| Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;363205 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(6450) | &nbsp;&nbsp;&nbsp;&nbsp;(6450) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;231788 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(8372) | &nbsp;&nbsp;&nbsp;&nbsp;(8372) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;787888 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(30221) | &nbsp;&nbsp;&nbsp;(30221) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;4863067 | May 2023 | GSI |  | (186535) | (186535) |
| Pay | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3904338 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(642) | &nbsp;&nbsp;&nbsp;&nbsp;(642) |
| Pay | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | 196256900 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(32283) | &nbsp;&nbsp;&nbsp;(32283) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;943942 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(7476) | &nbsp;&nbsp;&nbsp;&nbsp;(7476) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2561615 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(20287) | &nbsp;&nbsp;&nbsp;(20287) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;319664 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(8092) | &nbsp;&nbsp;&nbsp;&nbsp;(8092) |
| Pay | iShares Expanded Tech Sector ETF | 1-Month USD OBFR - 3.96% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1015330 | May 2023 | JPM |  | (140587) | (140587) |
| Pay | iShares Expanded Tech Sector ETF | 1-Month USD OBFR - 1.70% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;287019 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(39327) | &nbsp;&nbsp;&nbsp;(39327) |
| Pay | iShares Expanded Tech Sector ETF | 1-Month USD OBFR - 1.70% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;286743 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(39289) | &nbsp;&nbsp;&nbsp;(39289) |
| Pay | iShares MSCI Eurozone ETF | 1-Month USD OBFR - 0.82% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93592 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(7237) | &nbsp;&nbsp;&nbsp;&nbsp;(7237) |
| Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.95% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2697158 | May 2023 | JPM |  | (254496) | (254496) |
| Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 1.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;4896623 | May 2023 | JPM |  | (779601) | (779601) |
| Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 0.96% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;806895 | May 2023 | JPM |  | (128715) | (128715) |
| Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 1.07% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;180005 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(28727) | &nbsp;&nbsp;&nbsp;(28727) |
| Pay | S&P Oil & Gas Equipment Select Industry Index | 1-Month USD OBFR - 0.05% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1100374 | May 2023 | JPM |  | (151693) | (151693) |
| Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.32% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2288610 | May 2023 | JPM |  | (172514) | (172514) |
| Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.07% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2747256 | May 2023 | JPM |  | (206699) | (206699) |
| Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.07% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;3718929 | May 2023 | JPM |  | (279806) | (279806) |
| Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.07% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1669545 | May 2023 | JPM |  | (125614) | (125614) |
| Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 0.82% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2025701 | May 2023 | JPM |  | (152087) | (152087) |
| Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 0.82% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1770467 | May 2023 | JPM |  | (132924) | (132924) |
| Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 0.82% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2056316 | May 2023 | JPM |  | (154385) | (154385) |
| Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 0.82% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2087343 | May 2023 | JPM |  | (156715) | (156715) |
| Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 0.82% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2051282 | May 2023 | JPM |  | (154007) | (154007) |
| Pay | ARK Innovation ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;630013 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(48173) | &nbsp;&nbsp;&nbsp;(48173) |
| Pay | ARK Innovation ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;258489 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(24602) | &nbsp;&nbsp;&nbsp;(24602) |
| Pay | ARK Innovation ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;397846 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(40332) | &nbsp;&nbsp;&nbsp;(40332) |
| Pay | Consumer Discretionary Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;617357 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(33058) | &nbsp;&nbsp;&nbsp;(33058) |
| Pay | Consumer Discretionary Select Sector SPDR Fund | 1-Month USD OBFR - 0.23% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;5276332 | May 2023 | MSI |  | (323742) | (323742) |
| Pay | Energy Select Sector SPDR Fund | 1-Month USD OBFR - 0.23% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1837414 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp;6998 |
| Pay | Energy Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;261226 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp;1016 |
| Pay | Energy Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;283130 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1101 | &nbsp;&nbsp;&nbsp;&nbsp;1101 |
| Pay | EURO STOXX 50 Index | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3620331 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(20138) | &nbsp;&nbsp;&nbsp;(20138) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37889 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(663) | &nbsp;&nbsp;&nbsp;&nbsp;(663) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;141475 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(2475) | &nbsp;&nbsp;&nbsp;&nbsp;(2475) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;122351 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(2140) | &nbsp;&nbsp;&nbsp;&nbsp;(2140) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;324032 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(5668) | &nbsp;&nbsp;&nbsp;&nbsp;(5668) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;217863 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(3811) | &nbsp;&nbsp;&nbsp;&nbsp;(3811) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;312622 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(5468) | &nbsp;&nbsp;&nbsp;&nbsp;(5468) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;335334 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(5865) | &nbsp;&nbsp;&nbsp;&nbsp;(5865) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1062120 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(18578) | &nbsp;&nbsp;&nbsp;(18578) |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 15

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.23% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;185787 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;$(3236) | &nbsp;&nbsp;&nbsp;$(3236) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;570564 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(9980) | &nbsp;&nbsp;&nbsp;&nbsp;(9980) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;709419 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(12409) | &nbsp;&nbsp;&nbsp;(12409) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;581794 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(10176) | &nbsp;&nbsp;&nbsp;(10176) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;348467 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(6095) | &nbsp;&nbsp;&nbsp;&nbsp;(6095) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;225578 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(3946) | &nbsp;&nbsp;&nbsp;&nbsp;(3946) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;445845 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(7798) | &nbsp;&nbsp;&nbsp;&nbsp;(7798) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;650181 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(11373) | &nbsp;&nbsp;&nbsp;(11373) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;782686 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(13690) | &nbsp;&nbsp;&nbsp;(13690) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;854949 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(14954) | &nbsp;&nbsp;&nbsp;(14954) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;953009 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(16669) | &nbsp;&nbsp;&nbsp;(16669) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;1191216 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(20836) | &nbsp;&nbsp;&nbsp;(20836) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;9661766 | May 2023 | MSI |  | (168038) | (168038) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;904068 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(15797) | &nbsp;&nbsp;&nbsp;(15797) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;2276048 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(39585) | &nbsp;&nbsp;&nbsp;(39585) |
| Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;2925619 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(55447) | &nbsp;&nbsp;&nbsp;(55447) |
| Pay | FTSE MIB Index | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;3626186 | May 2023 | MSI |  | (103152) | (103152) |
| Pay | FTSE MIB Index | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;500851 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Pay | FTSE MIB Index | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;290258 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;946302 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;11630 | &nbsp;&nbsp;&nbsp;11630 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.54% | Monthly | USD | &nbsp;&nbsp;&nbsp;2981949 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;36363 | &nbsp;&nbsp;&nbsp;36363 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.54% | Monthly | USD | &nbsp;&nbsp;&nbsp;1601796 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;19533 | &nbsp;&nbsp;&nbsp;19533 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;5647205 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;69404 | &nbsp;&nbsp;&nbsp;69404 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;2425142 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;29805 | &nbsp;&nbsp;&nbsp;29805 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;1850809 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;22746 | &nbsp;&nbsp;&nbsp;22746 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;3036686 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;37321 | &nbsp;&nbsp;&nbsp;37321 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;1594247 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;19593 | &nbsp;&nbsp;&nbsp;19593 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;962210 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;11826 | &nbsp;&nbsp;&nbsp;11826 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;452456 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;5561 | &nbsp;&nbsp;&nbsp;&nbsp;5561 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;919472 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;11392 | &nbsp;&nbsp;&nbsp;11392 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;3657262 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;45311 | &nbsp;&nbsp;&nbsp;45311 |
| Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;1539644 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;19075 | &nbsp;&nbsp;&nbsp;19075 |
| Pay | Industrial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;1300250 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1428) | &nbsp;&nbsp;&nbsp;&nbsp;(1428) |
| Pay | Industrial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;936355 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1029) | &nbsp;&nbsp;&nbsp;&nbsp;(1029) |
| Pay | Industrial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;2328138 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(2558) | &nbsp;&nbsp;&nbsp;&nbsp;(2558) |
| Pay | Industrial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;2328036 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(2558) | &nbsp;&nbsp;&nbsp;&nbsp;(2558) |
| Pay | Industrial Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;44496 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(5582) | &nbsp;&nbsp;&nbsp;&nbsp;(5582) |
| Pay | Industrial Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;3308278 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(3306) | &nbsp;&nbsp;&nbsp;&nbsp;(3306) |
| Pay | Industrial Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;1603395 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1602) | &nbsp;&nbsp;&nbsp;&nbsp;(1602) |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;5449770 | May 2023 | MSI |  | (244403) | (244403) |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;138518 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(6233) | &nbsp;&nbsp;&nbsp;&nbsp;(6233) |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;145556 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(6550) | &nbsp;&nbsp;&nbsp;&nbsp;(6550) |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;123033 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(5536) | &nbsp;&nbsp;&nbsp;&nbsp;(5536) |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;152876 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(6879) | &nbsp;&nbsp;&nbsp;&nbsp;(6879) |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;759313 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(34168) | &nbsp;&nbsp;&nbsp;(34168) |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;81365 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(3661) | &nbsp;&nbsp;&nbsp;&nbsp;(3661) |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;336722 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(15152) | &nbsp;&nbsp;&nbsp;(15152) |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR | Monthly | USD | 14736367 | May 2023 | MSI |  | (607719) | (607719) |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;246348 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(11061) | &nbsp;&nbsp;&nbsp;(11061) |
| Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;7977323 | May 2023 | MSI |  | (432608) | (432608) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.10% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;421378 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(345) | &nbsp;&nbsp;&nbsp;&nbsp;(345) |

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16 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.18% | Monthly | USD | &nbsp;&nbsp;&nbsp;2643151 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;$(2240) | &nbsp;&nbsp;&nbsp;&nbsp;$(2240) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;1836237 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(956) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(956) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.50% | Monthly | USD | &nbsp;&nbsp;&nbsp;1270538 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1223) | &nbsp;&nbsp;&nbsp;&nbsp;(1223) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.49% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;933518 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(896) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(896) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.49% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;527131 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(506) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(506) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.32% | Monthly | USD | &nbsp;&nbsp;&nbsp;1001522 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(899) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(899) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.32% | Monthly | USD | &nbsp;&nbsp;&nbsp;1069389 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(960) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(960) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 2.18% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;470166 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(568) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(568) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 2.18% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;737002 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(891) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(891) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.53% | Monthly | USD | &nbsp;&nbsp;&nbsp;2344152 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(2283) | &nbsp;&nbsp;&nbsp;&nbsp;(2283) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;742999 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(313) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(313) |
| Pay | iShares Biotechnology ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;429963 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181) |
| Pay | iShares EUR High Yield Corporate Bond UCITS ETF | 1-Month EUR ESTR Compounded OIS - 3.38% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;896789 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(2898) | &nbsp;&nbsp;&nbsp;&nbsp;(2898) |
| Pay | iShares EUR High Yield Corporate Bond UCITS ETF | 1-Month EUR ESTR Compounded OIS - 3.38% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;526747 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1702) | &nbsp;&nbsp;&nbsp;&nbsp;(1702) |
| Pay | iShares EUR High Yield Corporate Bond UCITS ETF | 1-Month EUR ESTR Compounded OIS - 2.63% | Monthly | EUR | &nbsp;&nbsp;&nbsp;1066506 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(3447) | &nbsp;&nbsp;&nbsp;&nbsp;(3447) |
| Pay | iShares EUR High Yield Corporate Bond UCITS ETF | 1-Month EUR ESTR Compounded OIS - 2.63% | Monthly | EUR | &nbsp;&nbsp;&nbsp;2201559 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(7115) | &nbsp;&nbsp;&nbsp;&nbsp;(7115) |
| Pay | iShares EUR High Yield Corporate Bond UCITS ETF | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;1431875 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(3476) | &nbsp;&nbsp;&nbsp;&nbsp;(3476) |
| Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD OBFR - 1.18% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;551744 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(30462) | &nbsp;&nbsp;&nbsp;&nbsp;(30462) |
| Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD OBFR - 1.63% | Monthly | USD | &nbsp;&nbsp;&nbsp;3416704 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(189193) | &nbsp;&nbsp;&nbsp;(189193) |
| Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD OBFR - 1.88% | Monthly | USD | &nbsp;&nbsp;&nbsp;2322291 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(128802) | &nbsp;&nbsp;&nbsp;(128802) |
| Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD OBFR - 1.63% | Monthly | USD | &nbsp;&nbsp;&nbsp;5982702 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(329269) | &nbsp;&nbsp;&nbsp;(329269) |
| Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD OBFR - 1.68% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;240237 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(13307) | &nbsp;&nbsp;&nbsp;&nbsp;(13307) |
| Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD OBFR | Monthly | USD | 19192267 | May 2023 | MSI |  | (1051436) | (1051436) |
| Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;934255 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(51183) | &nbsp;&nbsp;&nbsp;&nbsp;(51183) |
| Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;168165 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(976) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(976) |
| Pay | iShares iBoxx High Yield Corporate Bond ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;3129365 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6930 |
| Pay | iShares MSCI EAFE ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;4823947 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(54546) | &nbsp;&nbsp;&nbsp;&nbsp;(54546) |
| Pay | iShares MSCI Eurozone ETF | 1-Month USD OBFR - 1.23% | Monthly | USD | &nbsp;&nbsp;&nbsp;2965381 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(30618) | &nbsp;&nbsp;&nbsp;&nbsp;(30618) |
| Pay | iShares MSCI Eurozone ETF | 1-Month USD OBFR - 1.38% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;143883 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1488) | &nbsp;&nbsp;&nbsp;&nbsp;(1488) |
| Pay | iShares MSCI Eurozone ETF | 1-Month USD OBFR - 1.73% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;219200 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(2295) | &nbsp;&nbsp;&nbsp;&nbsp;(2295) |
| Pay | iShares MSCI Eurozone ETF | 1-Month USD OBFR - 1.13% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;715162 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(7333) | &nbsp;&nbsp;&nbsp;&nbsp;(7333) |
| Pay | iShares MSCI Eurozone ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;226653 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(2231) | &nbsp;&nbsp;&nbsp;&nbsp;(2231) |
| Pay | iShares MSCI Eurozone ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;131169 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1291) | &nbsp;&nbsp;&nbsp;&nbsp;(1291) |
| Pay | iShares Russell 1000 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;1448875 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(31158) | &nbsp;&nbsp;&nbsp;&nbsp;(31158) |
| Pay | iShares Russell 1000 ETF | 1-Month USD OBFR - 1.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;428166 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(9363) | &nbsp;&nbsp;&nbsp;&nbsp;(9363) |
| Pay | iShares Russell 1000 ETF | 1-Month USD OBFR - 1.33% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;428166 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(9371) | &nbsp;&nbsp;&nbsp;&nbsp;(9371) |
| Pay | iShares Russell 2000 ETF | 1-Month USD OBFR - 1.33% | Monthly | USD | 10045311 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(239722) | &nbsp;&nbsp;&nbsp;(239722) |
| Pay | iShares Russell 2000 ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;1379105 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(32249) | &nbsp;&nbsp;&nbsp;&nbsp;(32249) |
| Pay | iShares Russell 2000 ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;8040172 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(200552) | &nbsp;&nbsp;&nbsp;(200552) |
| Pay | iShares Russell 2000 ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;2981347 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(39169) | &nbsp;&nbsp;&nbsp;&nbsp;(39169) |
| Pay | iShares Russell 3000 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;419588 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(9171) | &nbsp;&nbsp;&nbsp;&nbsp;(9171) |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 17

------

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| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | iShares Russell 3000 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;1071079 | May 2023 | MSI |  | $(23411) | $(23411) |
| Pay | iShares Russell 3000 ETF | 1-Month USD OBFR - 0.63% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;440545 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(9686) | &nbsp;&nbsp;&nbsp;&nbsp;(9686) |
| Pay | iShares Russell 3000 ETF | 1-Month USD OBFR - 0.68% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;440545 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(9694) | &nbsp;&nbsp;&nbsp;&nbsp;(9694) |
| Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 1.18% | Monthly | USD | &nbsp;&nbsp;&nbsp;2652603 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(72168) | &nbsp;&nbsp;&nbsp;(72168) |
| Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.98% | Monthly | USD | &nbsp;&nbsp;&nbsp;2503695 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(69835) | &nbsp;&nbsp;&nbsp;(69835) |
| Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.88% | Monthly | USD | &nbsp;&nbsp;&nbsp;3830262 | May 2023 | MSI |  | (106698) | (106698) |
| Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;843103 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(23218) | &nbsp;&nbsp;&nbsp;(23218) |
| Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;135980 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1595) | &nbsp;&nbsp;&nbsp;&nbsp;(1595) |
| Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 1.05% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;133008 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(5713) | &nbsp;&nbsp;&nbsp;&nbsp;(5713) |
| Pay | iShares Semiconductor ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;7078402 | May 2023 | MSI |  | (300726) | (300726) |
| Pay | iShares Semiconductor ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;570695 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(24246) | &nbsp;&nbsp;&nbsp;(24246) |
| Pay | iShares Semiconductor ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;100156 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1278 | &nbsp;&nbsp;&nbsp;&nbsp;1278 |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;6745781 | May 2023 | MSI |  | (170935) | (170935) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR | Monthly | USD | 15452171 | May 2023 | MSI |  | (383454) | (383454) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;645978 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(13137) | &nbsp;&nbsp;&nbsp;(13137) |
| Pay | SPDR S&P 500 ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;6130976 | May 2023 | MSI |  | (104541) | (104541) |
| Pay | SPDR S&P Oil & Gas Exploration & Production ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;2828400 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(24692) | &nbsp;&nbsp;&nbsp;(24692) |
| Pay | SPDR S&P Oil & Gas Exploration & Production ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;4765409 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;48601 | &nbsp;&nbsp;&nbsp;48601 |
| Pay | SPDR S&P Oil & Gas Exploration & Production ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;4729212 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(18517) | &nbsp;&nbsp;&nbsp;(18517) |
| Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 1.07% | Monthly | USD | &nbsp;&nbsp;&nbsp;1106488 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(23143) | &nbsp;&nbsp;&nbsp;(23143) |
| Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 1.82% | Monthly | USD | &nbsp;&nbsp;&nbsp;1586989 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(33966) | &nbsp;&nbsp;&nbsp;(33966) |
| Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 4.07% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;522792 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(11614) | &nbsp;&nbsp;&nbsp;(11614) |
| Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 2.73% | Monthly | USD | &nbsp;&nbsp;&nbsp;1141966 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(24817) | &nbsp;&nbsp;&nbsp;(24817) |
| Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;209415 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(4344) | &nbsp;&nbsp;&nbsp;&nbsp;(4344) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.83% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;40843 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1223) | &nbsp;&nbsp;&nbsp;&nbsp;(1223) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.83% | Monthly | USD | &nbsp;&nbsp;&nbsp;1722864 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(51597) | &nbsp;&nbsp;&nbsp;(51597) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.83% | Monthly | USD | &nbsp;&nbsp;&nbsp;3709700 | May 2023 | MSI |  | (111099) | (111099) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 1.38% | Monthly | USD | &nbsp;&nbsp;&nbsp;3540486 | May 2023 | MSI |  | (106734) | (106734) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 2.03% | Monthly | USD | &nbsp;&nbsp;&nbsp;1719972 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(52255) | &nbsp;&nbsp;&nbsp;(52255) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;2436106 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(72469) | &nbsp;&nbsp;&nbsp;(72469) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 1.73% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;549208 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(16626) | &nbsp;&nbsp;&nbsp;(16626) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 1.73% | Monthly | USD | &nbsp;&nbsp;&nbsp;1286425 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(38944) | &nbsp;&nbsp;&nbsp;(38944) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 1.73% | Monthly | USD | &nbsp;&nbsp;&nbsp;4432218 | May 2023 | MSI |  | (134178) | (134178) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 1.73% | Monthly | USD | &nbsp;&nbsp;&nbsp;2842726 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(86058) | &nbsp;&nbsp;&nbsp;(86058) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 1.98% | Monthly | USD | &nbsp;&nbsp;&nbsp;1646419 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(49991) | &nbsp;&nbsp;&nbsp;(49991) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 1.98% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;739085 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(22441) | &nbsp;&nbsp;&nbsp;(22441) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;3877287 | May 2023 | MSI |  | (115341) | (115341) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;1407749 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(41738) | &nbsp;&nbsp;&nbsp;(41738) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;7013382 | May 2023 | MSI |  | (207936) | (207936) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;935828 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(27746) | &nbsp;&nbsp;&nbsp;(27746) |
| Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;711675 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(21100) | &nbsp;&nbsp;&nbsp;(21100) |
| Pay | SPDR S&P Retail ETF | 1-Month USD OBFR - 4.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;328979 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(22318) | &nbsp;&nbsp;&nbsp;(22318) |
| Pay | SPDR S&P Retail ETF | 1-Month USD OBFR - 4.58% | Monthly | USD | &nbsp;&nbsp;&nbsp;1576600 | May 2023 | MSI |  | (106978) | (106978) |
| Pay | SPDR S&P Retail ETF | 1-Month USD OBFR - 4.58% | Monthly | USD | &nbsp;&nbsp;&nbsp;1055492 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(71619) | &nbsp;&nbsp;&nbsp;(71619) |
| Pay | SPDR S&P Retail ETF | 1-Month USD OBFR - 4.88% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;417057 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(28299) | &nbsp;&nbsp;&nbsp;(28299) |
| Pay | SPDR S&P Retail ETF | 1-Month USD OBFR - 3.38% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;998373 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(67404) | &nbsp;&nbsp;&nbsp;(67404) |
| Pay | SPDR S&P Retail ETF | 1-Month USD OBFR - 3.38% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;998307 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(67400) | &nbsp;&nbsp;&nbsp;(67400) |
| Pay | Utilities Select Sector SPDR Fund | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;3251313 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;36176 | &nbsp;&nbsp;&nbsp;36176 |
| Pay | VanEck Oil Services ETF | 1-Month USD OBFR - 2.33% | Monthly | USD | &nbsp;&nbsp;&nbsp;2121488 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;4881 | &nbsp;&nbsp;&nbsp;&nbsp;4881 |

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18 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;711022 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;$(8568) | &nbsp;&nbsp;&nbsp;$(8568) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;2537836 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(30580) | &nbsp;&nbsp;&nbsp;(30580) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;1500696 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(18002) | &nbsp;&nbsp;&nbsp;(18002) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;3023831 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(36437) | &nbsp;&nbsp;&nbsp;(36437) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;7021728 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(84611) | &nbsp;&nbsp;&nbsp;(84611) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;5741274 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(69181) | &nbsp;&nbsp;&nbsp;(69181) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;3805377 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(45854) | &nbsp;&nbsp;&nbsp;(45854) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;5016662 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(60450) | &nbsp;&nbsp;&nbsp;(60450) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;454661 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(5479) | &nbsp;&nbsp;&nbsp;&nbsp;(5479) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;2440312 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(29405) | &nbsp;&nbsp;&nbsp;(29405) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;1857155 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(22378) | &nbsp;&nbsp;&nbsp;(22378) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;5834012 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(70299) | &nbsp;&nbsp;&nbsp;(70299) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;394972 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(4759) | &nbsp;&nbsp;&nbsp;&nbsp;(4759) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;7464063 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(89941) | &nbsp;&nbsp;&nbsp;(89941) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | &nbsp;&nbsp;&nbsp;3114086 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(37524) | &nbsp;&nbsp;&nbsp;(37524) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.78% | Monthly | USD | &nbsp;&nbsp;&nbsp;1217199 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(14889) | &nbsp;&nbsp;&nbsp;(14889) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.58% | Monthly | USD | 10534624 | May 2023 | MSI |  | (128101) | (128101) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.58% | Monthly | USD | &nbsp;&nbsp;&nbsp;4737906 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(57613) | &nbsp;&nbsp;&nbsp;(57613) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.58% | Monthly | USD | &nbsp;&nbsp;&nbsp;4509537 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(54836) | &nbsp;&nbsp;&nbsp;(54836) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR | Monthly | USD | 14700840 | May 2023 | MSI |  | (175683) | (175683) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;9299591 | May 2023 | MSI |  | (111135) | (111135) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.68% | Monthly | USD | &nbsp;&nbsp;&nbsp;1664906 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(20305) | &nbsp;&nbsp;&nbsp;(20305) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR | Monthly | USD | 10217851 | May 2023 | MSI |  | (122109) | (122109) |
| Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;2979215 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(9839) | &nbsp;&nbsp;&nbsp;&nbsp;(9839) |
| Pay | Vanguard FTSE Europe ETF | 1-Month USD OBFR | Monthly | USD | 12909698 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(57499) | &nbsp;&nbsp;&nbsp;(57499) |
| Pay | Morgan Stanley US Momentum Custom Index | Fixed (0.48%) | Monthly | USD | &nbsp;&nbsp;&nbsp;1680372 | Jan 2024 | MSI |  | &nbsp;&nbsp;212517 | &nbsp;&nbsp;212517 |
| Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.40% | Monthly | JPY | &nbsp;&nbsp;&nbsp;6027755 | May 2023 | CITI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| Receive | Agilent Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;238714 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(5774) | &nbsp;&nbsp;&nbsp;&nbsp;(5774) |
| Receive | Agilent Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;59561 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1441) | &nbsp;&nbsp;&nbsp;&nbsp;(1441) |
| Receive | Agilent Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;689946 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(16689) | &nbsp;&nbsp;&nbsp;(16689) |
| Receive | Agilent Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;507831 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(12284) | &nbsp;&nbsp;&nbsp;(12284) |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 19

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | Alcon, Inc. | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | &nbsp;&nbsp;&nbsp;&nbsp;158307 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;$969 | &nbsp;&nbsp;&nbsp;&nbsp;$969 |
| Receive | Alcon, Inc. | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | &nbsp;&nbsp;&nbsp;&nbsp;254940 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;1560 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;109907 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2304 | &nbsp;&nbsp;&nbsp;&nbsp;2304 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65602 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1375 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70195 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;1475 |
| Receive | Amerant Bancorp, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;137150 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;1918 |
| Receive | Amerant Bancorp, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;187539 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2623 | &nbsp;&nbsp;&nbsp;&nbsp;2623 |
| Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11770 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(323) | &nbsp;&nbsp;&nbsp;&nbsp;(323) |
| Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;193450 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(5297) | &nbsp;&nbsp;&nbsp;(5297) |
| Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62) |
| Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9415 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(258) | &nbsp;&nbsp;&nbsp;&nbsp;(258) |
| Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;154754 | May 2023 | GSI | $(29765) | &nbsp;&nbsp;&nbsp;25530 | &nbsp;&nbsp;&nbsp;(4235) |
| Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794 | May 2023 | GSI | (1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50) |
| Receive | Apollo Global Management, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;364928 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;19820 | &nbsp;&nbsp;&nbsp;19820 |
| Receive | AstraZeneca PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1064000 | May 2023 | GSI |  | &nbsp;&nbsp;(68157) | &nbsp;&nbsp;(68157) |
| Receive | Avantor, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;863595 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;32146 | &nbsp;&nbsp;&nbsp;32146 |
| Receive | BAWAG Group AG | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;324759 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;29592 | &nbsp;&nbsp;&nbsp;29592 |
| Receive | Bayer AG | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1627979 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;26404 | &nbsp;&nbsp;&nbsp;26404 |
| Receive | Bayer AG | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;803614 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;13034 | &nbsp;&nbsp;&nbsp;13034 |
| Receive | BlackRock, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2254798 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;50504 | &nbsp;&nbsp;&nbsp;50504 |
| Receive | BNP Paribas SA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1650694 | May 2023 | GSI |  | 105321 | 105321 |
| Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71897 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;921 | &nbsp;&nbsp;&nbsp;&nbsp;921 |
| Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;812218 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;10401 | &nbsp;&nbsp;&nbsp;10401 |
| Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;319340 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;4089 | &nbsp;&nbsp;&nbsp;&nbsp;4089 |
| Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2114396 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;27075 | &nbsp;&nbsp;&nbsp;27075 |
| Receive | Bristol-Myers Squibb Company | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1662517 | May 2023 | GSI |  | &nbsp;&nbsp;(22521) | &nbsp;&nbsp;(22521) |
| Receive | Commerzbank AG | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;222154 | May 2023 | GSI | (94468) | 117379 | &nbsp;&nbsp;&nbsp;22911 |
| Receive | Commerzbank AG | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;159629 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;16294 | &nbsp;&nbsp;&nbsp;16294 |
| Receive | Commerzbank AG | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;450480 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;46473 | &nbsp;&nbsp;&nbsp;46473 |
| Receive | Commerzbank AG | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;941510 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;97130 | &nbsp;&nbsp;&nbsp;97130 |
| Receive | Commerzbank AG | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;468998 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;48384 | &nbsp;&nbsp;&nbsp;48384 |
| Receive | Commerzbank AG | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;464582 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;47928 | &nbsp;&nbsp;&nbsp;47928 |
| Receive | Commerzbank AG | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;365242 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;37680 | &nbsp;&nbsp;&nbsp;37680 |
| Receive | Commerzbank AG | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;715306 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;73794 | &nbsp;&nbsp;&nbsp;73794 |
| Receive | Constellation Energy Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;757458 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;20777 | &nbsp;&nbsp;&nbsp;20777 |
| Receive | CSPC Pharmaceutical Group, Ltd. | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;187000 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(1055) | &nbsp;&nbsp;&nbsp;(1055) |
| Receive | CTI BioPharma Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;758995 | May 2023 | GSI |  | &nbsp;&nbsp;(37340) | &nbsp;&nbsp;(37340) |
| Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 224341104 | May 2023 | GSI |  | &nbsp;&nbsp;(49187) | &nbsp;&nbsp;(49187) |
| Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | &nbsp;&nbsp;&nbsp;50916800 | May 2023 | GSI |  | &nbsp;&nbsp;(11164) | &nbsp;&nbsp;(11164) |

---

20 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 59501120 | May 2023 | GSI |  | $(13046) | $(13046) |
| Receive | DISH Network Corp., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;87501 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2997 | &nbsp;&nbsp;&nbsp;&nbsp;2997 |
| Receive | Edwards Lifesciences Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;153664 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(5174) | &nbsp;&nbsp;&nbsp;&nbsp;(5174) |
| Receive | Edwards Lifesciences Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;379165 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(12766) | &nbsp;&nbsp;&nbsp;(12766) |
| Receive | Edwards Lifesciences Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;237870 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(8009) | &nbsp;&nbsp;&nbsp;&nbsp;(8009) |
| Receive | Edwards Lifesciences Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;184587 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(6215) | &nbsp;&nbsp;&nbsp;&nbsp;(6215) |
| Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 28573176 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(8710) | &nbsp;&nbsp;&nbsp;&nbsp;(8710) |
| Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 58758000 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(17911) | &nbsp;&nbsp;&nbsp;(17911) |
| Receive | Elanco Animal Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4943 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| Receive | Elevance Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;98775 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;4127 | &nbsp;&nbsp;&nbsp;&nbsp;4127 |
| Receive | Elevance Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;596486 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;24903 | &nbsp;&nbsp;&nbsp;24903 |
| Receive | Elevance Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;710125 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;29647 | &nbsp;&nbsp;&nbsp;29647 |
| Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;60925 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(285) | &nbsp;&nbsp;&nbsp;&nbsp;(285) |
| Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;281182 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(1314) | &nbsp;&nbsp;&nbsp;&nbsp;(1314) |
| Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;206844 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(967) | &nbsp;&nbsp;&nbsp;&nbsp;(967) |
| Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;169299 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(791) | &nbsp;&nbsp;&nbsp;&nbsp;(791) |
| Receive | Erste Group Bank AG | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;574153 | May 2023 | GSI | $(90765) | &nbsp;&nbsp;125268 | &nbsp;&nbsp;&nbsp;34503 |
| Receive | Erste Group Bank AG | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;391364 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;23531 | &nbsp;&nbsp;&nbsp;23531 |
| Receive | Fluor Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;185915 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3161 | &nbsp;&nbsp;&nbsp;&nbsp;3161 |
| Receive | Ganfeng Lithium Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;1733403 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;8450 |
| Receive | Ganfeng Lithium Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;1046386 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;5101 | &nbsp;&nbsp;&nbsp;&nbsp;5101 |
| Receive | Genmab A/S | 1-Month DKK CIBOR + 0.20% | Monthly | DKK | &nbsp;&nbsp;&nbsp;3594880 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(11487) | &nbsp;&nbsp;&nbsp;(11487) |
| Receive | Genpact, Ltd. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;1684322 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(19095) | &nbsp;&nbsp;&nbsp;(19095) |
| Receive | Glaukos Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;261722 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2541 | &nbsp;&nbsp;&nbsp;&nbsp;2541 |
| Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;108694 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
| Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;393133 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2344 | &nbsp;&nbsp;&nbsp;&nbsp;2344 |
| Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;667050 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3978 | &nbsp;&nbsp;&nbsp;&nbsp;3978 |
| Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;777647 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;4638 | &nbsp;&nbsp;&nbsp;&nbsp;4638 |
| Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;541678 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;3230 |
| Receive | GSK PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;138485 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;2045 |
| Receive | GSK PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;214861 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3173 | &nbsp;&nbsp;&nbsp;&nbsp;3173 |
| Receive | GSK PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;193393 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2856 | &nbsp;&nbsp;&nbsp;&nbsp;2856 |
| Receive | GSK PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;490706 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;7247 | &nbsp;&nbsp;&nbsp;&nbsp;7247 |
| Receive | GSK PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;492380 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;7271 | &nbsp;&nbsp;&nbsp;&nbsp;7271 |
| Receive | Hikma Pharmaceuticals PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;19102 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| Receive | Hikma Pharmaceuticals PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;22382 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| Receive | Hikma Pharmaceuticals PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;32817 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
| Receive | Hikma Pharmaceuticals PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;10112 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
| Receive | Home BancShares, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;313235 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;19795 | &nbsp;&nbsp;&nbsp;19795 |
| Receive | Humana, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;168585 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;4712 | &nbsp;&nbsp;&nbsp;&nbsp;4712 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 21

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | Humana, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;365516 | May 2023 | GSI |  | $10217 | $10217 |
| Receive | IDEXX Laboratories, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;205818 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(3735) | &nbsp;&nbsp;&nbsp;(3735) |
| Receive | IMI PLC | 1-Month GBP SONIA Compounded OIS | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;379553 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;8966 | &nbsp;&nbsp;&nbsp;&nbsp;8966 |
| Receive | IMI PLC | 1-Month GBP SONIA Compounded OIS | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;235843 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;5571 | &nbsp;&nbsp;&nbsp;&nbsp;5571 |
| Receive | IMI PLC | 1-Month GBP SONIA Compounded OIS | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;160143 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3783 | &nbsp;&nbsp;&nbsp;&nbsp;3783 |
| Receive | IMI PLC | 1-Month GBP SONIA Compounded OIS | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;99267 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp;&nbsp;&nbsp;2345 |
| Receive | IMI PLC | 1-Month GBP SONIA Compounded OIS | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;84614 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1999 | &nbsp;&nbsp;&nbsp;&nbsp;1999 |
| Receive | Immatics NV | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;696304 | May 2023 | GSI |  | &nbsp;&nbsp;(48665) | &nbsp;&nbsp;(48665) |
| Receive | Inari Medical, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;139941 | May 2023 | GSI |  | &nbsp;&nbsp;(12118) | &nbsp;&nbsp;(12118) |
| Receive | Intel Corp. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;418898 | May 2023 | GSI |  | &nbsp;&nbsp;(14165) | &nbsp;&nbsp;(14165) |
| Receive | Ironwood Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;28103 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;243 |
| Receive | Julius Baer Group, Ltd. | 1-Month CHF SARON Compounded OIS | Monthly | CHF | &nbsp;&nbsp;&nbsp;1250777 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;18012 | &nbsp;&nbsp;&nbsp;18012 |
| Receive | Julius Baer Group, Ltd. | 1-Month CHF SARON Compounded OIS | Monthly | CHF | &nbsp;&nbsp;&nbsp;&nbsp;391346 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;5636 | &nbsp;&nbsp;&nbsp;&nbsp;5636 |
| Receive | Mirati Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;56755 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;9576 | &nbsp;&nbsp;&nbsp;&nbsp;9576 |
| Receive | Mirati Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9132 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1541 | &nbsp;&nbsp;&nbsp;&nbsp;1541 |
| Receive | Mirati Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;38994 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;6579 | &nbsp;&nbsp;&nbsp;&nbsp;6579 |
| Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | 49974079 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;6487 | &nbsp;&nbsp;&nbsp;&nbsp;6487 |
| Receive | Molina Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;123442 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;5844 | &nbsp;&nbsp;&nbsp;&nbsp;5844 |
| Receive | Molina Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;370920 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;17559 | &nbsp;&nbsp;&nbsp;17559 |
| Receive | Morgan Stanley | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;2438722 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;44918 | &nbsp;&nbsp;&nbsp;44918 |
| Receive | Morgan Stanley | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;1551774 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;30071 | &nbsp;&nbsp;&nbsp;30071 |
| Receive | Morgan Stanley | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;1547828 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;29995 | &nbsp;&nbsp;&nbsp;29995 |
| Receive | MVB Financial Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;20952 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;445 |
| Receive | MVB Financial Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;68170 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1446 | &nbsp;&nbsp;&nbsp;&nbsp;1446 |
| Receive | MVB Financial Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;67392 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1430 |
| Receive | MVB Financial Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;166882 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3541 | &nbsp;&nbsp;&nbsp;&nbsp;3541 |
| Receive | NanoString Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;46003 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;482 |
| Receive | NanoString Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;37646 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;394 |
| Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 16878870 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;171 |
| Receive | Novartis AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | &nbsp;&nbsp;&nbsp;&nbsp;160090 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(3585) | &nbsp;&nbsp;&nbsp;(3585) |
| Receive | Novartis AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | &nbsp;&nbsp;&nbsp;&nbsp;701184 | May 2023 | GSI |  | &nbsp;&nbsp;(15540) | &nbsp;&nbsp;(15540) |
| Receive | PayPal Holdings, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;955328 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;28030 | &nbsp;&nbsp;&nbsp;28030 |
| Receive | Ping An Insurance Group Company of China, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;5283434 | May 2023 | GSI |  | &nbsp;&nbsp;(13754) | &nbsp;&nbsp;(13754) |
| Receive | PTC Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;135916 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(5403) | &nbsp;&nbsp;&nbsp;(5403) |
| Receive | PTC Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;68746 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(2733) | &nbsp;&nbsp;&nbsp;(2733) |
| Receive | PTC Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;1598144 | May 2023 | GSI |  | &nbsp;&nbsp;(63536) | &nbsp;&nbsp;(63536) |
| Receive | Remegen Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;2418157 | May 2023 | GSI |  | &nbsp;&nbsp;(12484) | &nbsp;&nbsp;(12484) |
| Receive | Remegen Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;1501845 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(7753) | &nbsp;&nbsp;&nbsp;(7753) |
| Receive | Remegen Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;2519874 | May 2023 | GSI |  | &nbsp;&nbsp;(13009) | &nbsp;&nbsp;(13009) |
| Receive | REVOLUTION Medicines, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;1040751 | May 2023 | GSI |  | &nbsp;&nbsp;(30543) | &nbsp;&nbsp;(30543) |
| Receive | Rheinmetall AG | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;548800 | May 2023 | GSI |  | &nbsp;&nbsp;(24446) | &nbsp;&nbsp;(24446) |

---

22 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

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| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | Rohm Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | &nbsp;&nbsp;&nbsp;169489 | May 2023 | GSI | $(180) | &nbsp;&nbsp;&nbsp;&nbsp;$240 | &nbsp;&nbsp;&nbsp;&nbsp;$60 |
| Receive | Sage Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;290293 | May 2023 | GSI |  | &nbsp;&nbsp;11814 | &nbsp;&nbsp;11814 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;616448 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(5348) | &nbsp;&nbsp;&nbsp;(5348) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;93778 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(814) | &nbsp;&nbsp;&nbsp;&nbsp;(814) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;107702 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(934) | &nbsp;&nbsp;&nbsp;&nbsp;(934) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;72039 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(625) | &nbsp;&nbsp;&nbsp;&nbsp;(625) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;52062 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(452) | &nbsp;&nbsp;&nbsp;&nbsp;(452) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;51586 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(448) | &nbsp;&nbsp;&nbsp;&nbsp;(448) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;63777 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(553) | &nbsp;&nbsp;&nbsp;&nbsp;(553) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;100754 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(874) | &nbsp;&nbsp;&nbsp;&nbsp;(874) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;49168 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(427) | &nbsp;&nbsp;&nbsp;&nbsp;(427) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;97748 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(848) | &nbsp;&nbsp;&nbsp;&nbsp;(848) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;386827 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(3356) | &nbsp;&nbsp;&nbsp;(3356) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;103871 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(901) | &nbsp;&nbsp;&nbsp;&nbsp;(901) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;171982 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(1492) | &nbsp;&nbsp;&nbsp;(1492) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;17335 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(150) | &nbsp;&nbsp;&nbsp;&nbsp;(150) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;121934 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(1058) | &nbsp;&nbsp;&nbsp;(1058) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;147140 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(1276) | &nbsp;&nbsp;&nbsp;(1276) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;131426 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(1140) | &nbsp;&nbsp;&nbsp;(1140) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;55920 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(485) | &nbsp;&nbsp;&nbsp;&nbsp;(485) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;111840 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(970) | &nbsp;&nbsp;&nbsp;&nbsp;(970) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;103396 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(897) | &nbsp;&nbsp;&nbsp;&nbsp;(897) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;56144 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(487) | &nbsp;&nbsp;&nbsp;&nbsp;(487) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;32937 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(286) | &nbsp;&nbsp;&nbsp;&nbsp;(286) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;30309 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(263) | &nbsp;&nbsp;&nbsp;&nbsp;(263) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;33482 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(290) | &nbsp;&nbsp;&nbsp;&nbsp;(290) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;55920 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(485) | &nbsp;&nbsp;&nbsp;&nbsp;(485) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;64769 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(562) | &nbsp;&nbsp;&nbsp;&nbsp;(562) |
| Receive | Smith & Nephew PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6135 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(154) | &nbsp;&nbsp;&nbsp;&nbsp;(154) |
| Receive | Stem, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;446123 | May 2023 | GSI |  | (16143) | (16143) |
| Receive | SVB Financial Group | 1-Month USD OBFR | Monthly | USD | 3934536 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;6884 | &nbsp;&nbsp;&nbsp;6884 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 23

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| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | Syndax Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;283689 | May 2023 | GSI |  | $22227 | $22227 |
| Receive | Syndax Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;539458 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;42266 | &nbsp;&nbsp;&nbsp;42266 |
| Receive | Syndax Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89316 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp;6998 |
| Receive | Syndax Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;450089 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;35264 | &nbsp;&nbsp;&nbsp;35264 |
| Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;206988 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp;&nbsp;&nbsp;3726 |
| Receive | Tecan Group AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8708 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(281) | &nbsp;&nbsp;&nbsp;&nbsp;(281) |
| Receive | Teleflex, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;125858 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;4001 | &nbsp;&nbsp;&nbsp;&nbsp;4001 |
| Receive | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS + 0.25% | Monthly | JPY | 176234550 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;28920 | &nbsp;&nbsp;&nbsp;28920 |
| Receive | UCB SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;379184 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;(7154) | &nbsp;&nbsp;&nbsp;(7154) |
| Receive | UCB SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32649 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(616) | &nbsp;&nbsp;&nbsp;&nbsp;(616) |
| Receive | UniCredit SpA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;233584 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;50860 | &nbsp;&nbsp;&nbsp;50860 |
| Receive | UniCredit SpA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;478566 | May 2023 | GSI |  | 104386 | 104386 |
| Receive | Vallourec SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;170387 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;4029 | &nbsp;&nbsp;&nbsp;&nbsp;4029 |
| Receive | Vallourec SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;211933 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;5011 | &nbsp;&nbsp;&nbsp;&nbsp;5011 |
| Receive | Veracyte, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29520 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;255 |
| Receive | Veracyte, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55704 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;481 |
| Receive | Zhejiang HangKe Technology, Inc., Company, Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Receive | Zhejiang HangKe Technology, Inc., Company, Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
| Receive | Zoetis, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;298462 | May 2023 | GSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3444 | &nbsp;&nbsp;&nbsp;&nbsp;3444 |
| Receive | Advanced Micro Devices, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55162 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;11186 | &nbsp;&nbsp;&nbsp;11186 |
| Receive | Advanced Micro Devices, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;431074 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;87418 | &nbsp;&nbsp;&nbsp;87418 |
| Receive | Advanced Micro Devices, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;130955 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;26557 | &nbsp;&nbsp;&nbsp;26557 |
| Receive | Agilent Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1331115 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(2138) | &nbsp;&nbsp;&nbsp;(2138) |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37999 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;2622 | &nbsp;&nbsp;&nbsp;&nbsp;2622 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15193 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;1051 | &nbsp;&nbsp;&nbsp;&nbsp;1051 |
| Receive | Alphabet, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1633231 | May 2023 | JPM |  | 234774 | 234774 |
| Receive | Alphabet, Inc., Class C | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1891499 | May 2023 | JPM |  | 280105 | 280105 |
| Receive | Amazon.com, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1223610 | May 2023 | JPM |  | 290100 | 290100 |
| Receive | Amazon.com, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;154603 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;36772 | &nbsp;&nbsp;&nbsp;36772 |
| Receive | Amazon.com, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84782 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;20165 | &nbsp;&nbsp;&nbsp;20165 |
| Receive | Amazon.com, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;311451 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;74078 | &nbsp;&nbsp;&nbsp;74078 |
| Receive | Aneka Tambang Tbk | 1-Month USD OBFR + 1.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2813 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;635 |
| Receive | Anglo American PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;338007 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;21593 | &nbsp;&nbsp;&nbsp;21593 |
| Receive | Anglo American PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;435386 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;27814 | &nbsp;&nbsp;&nbsp;27814 |
| Receive | Anglo American PLC | 1-Month GBP SONIA Compounded OIS | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46831 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;2999 | &nbsp;&nbsp;&nbsp;&nbsp;2999 |
| Receive | Anglo American PLC | 1-Month GBP SONIA Compounded OIS | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1121756 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;71834 | &nbsp;&nbsp;&nbsp;71834 |
| Receive | Anglo American PLC | 1-Month GBP SONIA Compounded OIS | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;229940 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;14725 | &nbsp;&nbsp;&nbsp;14725 |
| Receive | Apollo Global Management, Inc. | 1-Month USD OBFR + 0.25% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;384058 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;46649 | &nbsp;&nbsp;&nbsp;46649 |
| Receive | Apollo Global Management, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;274588 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;33362 | &nbsp;&nbsp;&nbsp;33362 |
| Receive | ASML Holding NV, NYRS | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;710607 | May 2023 | JPM |  | 118017 | 118017 |
| Receive | ASML Holding NV, NYRS | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;876811 | May 2023 | JPM |  | 145619 | 145619 |

---

24 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | ASML Holding NV, NYRS | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;300185 | May 2023 | JPM |  | &nbsp;&nbsp;$49854 | &nbsp;&nbsp;$49854 |
| Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 15499351 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
| Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | &nbsp;&nbsp;&nbsp;4787577 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| Receive | AstraZeneca PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;1040316 | May 2023 | JPM |  | (121516) | (121516) |
| Receive | AstraZeneca PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;1077320 | May 2023 | JPM |  | (125838) | (125838) |
| Receive | Atlassian Corp. PLC, Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;214266 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;73768 | &nbsp;&nbsp;&nbsp;73768 |
| Receive | Atlassian Corp. PLC, Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;188473 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;64888 | &nbsp;&nbsp;&nbsp;64888 |
| Receive | Banner Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;755961 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;29022 | &nbsp;&nbsp;&nbsp;29022 |
| Receive | Banner Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;71724 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;2754 | &nbsp;&nbsp;&nbsp;&nbsp;2754 |
| Receive | Becton, Dickinson and Company | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;271139 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(4065) | &nbsp;&nbsp;&nbsp;&nbsp;(4065) |
| Receive | Blueprint Medicines Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;181835 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(1569) | &nbsp;&nbsp;&nbsp;&nbsp;(1569) |
| Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;453802 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;3549 | &nbsp;&nbsp;&nbsp;&nbsp;3549 |
| Receive | Centamin PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;255230 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(30675) | &nbsp;&nbsp;&nbsp;(30675) |
| Receive | Centamin PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;319540 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(38404) | &nbsp;&nbsp;&nbsp;(38404) |
| Receive | Centamin PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;172060 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(20679) | &nbsp;&nbsp;&nbsp;(20679) |
| Receive | Concordia Financial Group, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 99706204 | May 2023 | JPM | $(192164) | &nbsp;&nbsp;221266 | &nbsp;&nbsp;&nbsp;29102 |
| Receive | Concordia Financial Group, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 38815194 | May 2023 | JPM | (74808) | &nbsp;&nbsp;&nbsp;86137 | &nbsp;&nbsp;&nbsp;11329 |
| Receive | Concordia Financial Group, Ltd. | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | 35732349 | May 2023 | JPM | (49898) | &nbsp;&nbsp;&nbsp;60357 | &nbsp;&nbsp;&nbsp;10459 |
| Receive | Concordia Financial Group, Ltd. | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | 35732350 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;10459 | &nbsp;&nbsp;&nbsp;10459 |
| Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 12566400 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;3949 | &nbsp;&nbsp;&nbsp;&nbsp;3949 |
| Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 15708000 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;4937 | &nbsp;&nbsp;&nbsp;&nbsp;4937 |
| Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 11491215 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(746) | &nbsp;&nbsp;&nbsp;&nbsp;(746) |
| Receive | Elanco Animal Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;228582 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;22841 | &nbsp;&nbsp;&nbsp;22841 |
| Receive | Elevance Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;1699962 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;92093 | &nbsp;&nbsp;&nbsp;92093 |
| Receive | Eli Lilly & Company | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;1048405 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(46171) | &nbsp;&nbsp;&nbsp;(46171) |
| Receive | Eli Lilly & Company | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;1597194 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(70339) | &nbsp;&nbsp;&nbsp;(70339) |
| Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;27265 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp;&nbsp;1196 |
| Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;192881 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;8463 | &nbsp;&nbsp;&nbsp;&nbsp;8463 |
| Receive | Enterprise Financial Services Corp. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;485000 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;46861 | &nbsp;&nbsp;&nbsp;46861 |
| Receive | Erste Group Bank AG | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;208896 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;20293 | &nbsp;&nbsp;&nbsp;20293 |
| Receive | Erste Group Bank AG | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;527936 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;51286 | &nbsp;&nbsp;&nbsp;51286 |
| Receive | Five9, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;414491 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;37660 | &nbsp;&nbsp;&nbsp;37660 |
| Receive | HCA Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;1391418 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;22498 | &nbsp;&nbsp;&nbsp;22498 |
| Receive | Health Catalyst, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;175352 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;62401 | &nbsp;&nbsp;&nbsp;62401 |
| Receive | Health Catalyst, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;12092 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;4303 | &nbsp;&nbsp;&nbsp;&nbsp;4303 |
| Receive | Health Catalyst, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;22823 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;8122 | &nbsp;&nbsp;&nbsp;&nbsp;8122 |
| Receive | Health Catalyst, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
| Receive | Hologic, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;40445 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;1832 | &nbsp;&nbsp;&nbsp;&nbsp;1832 |
| Receive | Hope Education Group Company, Ltd. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;12915 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 25

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | Humana, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;528526 | May 2023 | JPM |  | &nbsp;&nbsp;$24119 | &nbsp;&nbsp;$24119 |
| Receive | IDEXX Laboratories, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;790192 | May 2023 | JPM |  | &nbsp;&nbsp;113269 | &nbsp;&nbsp;113269 |
| Receive | IDEXX Laboratories, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;166422 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;23856 | &nbsp;&nbsp;&nbsp;23856 |
| Receive | Immunocore Holdings PLC, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1047935 | May 2023 | JPM |  | &nbsp;&nbsp;159121 | &nbsp;&nbsp;159121 |
| Receive | Insulet Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;776638 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
| Receive | Intel Corp. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1553337 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;35166 | &nbsp;&nbsp;&nbsp;35166 |
| Receive | Karuna Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40543 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 |
| Receive | Kasikornbank PCL | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;389794 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(23942) | &nbsp;&nbsp;&nbsp;(23942) |
| Receive | Kasikornbank PCL, NVDR | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1159591 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(25365) | &nbsp;&nbsp;&nbsp;(25365) |
| Receive | Kasikornbank PCL, NVDR | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76725 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(5145) | &nbsp;&nbsp;&nbsp;&nbsp;(5145) |
| Receive | Laboratory Corp. of America Holdings | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1445099 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;68994 | &nbsp;&nbsp;&nbsp;68994 |
| Receive | Laboratory Corp. of America Holdings | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33596 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;1604 | &nbsp;&nbsp;&nbsp;&nbsp;1604 |
| Receive | Laboratory Corp. of America Holdings | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;853813 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;40764 | &nbsp;&nbsp;&nbsp;40764 |
| Receive | Laboratory Corp. of America Holdings | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;259408 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;12385 | &nbsp;&nbsp;&nbsp;12385 |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53535 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;1213 |
| Receive | Lonza Group AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | &nbsp;&nbsp;&nbsp;&nbsp;330990 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;42069 | &nbsp;&nbsp;&nbsp;42069 |
| Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | 124670400 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;43524 | &nbsp;&nbsp;&nbsp;43524 |
| Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | 103355498 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;27817 | &nbsp;&nbsp;&nbsp;27817 |
| Receive | Moderna, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;129091 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp;&nbsp;1524 |
| Receive | Morgan Stanley | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2310547 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;5230 |
| Receive | National Bank Holdings Corp., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73973 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(1493) | &nbsp;&nbsp;&nbsp;&nbsp;(1493) |
| Receive | Nova Ljubljanska Banka dd, GDR | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30561 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;3632 | &nbsp;&nbsp;&nbsp;&nbsp;3632 |
| Receive | Nova Ljubljanska Banka dd, GDR | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61756 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;7340 | &nbsp;&nbsp;&nbsp;&nbsp;7340 |
| Receive | Novartis AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | &nbsp;&nbsp;&nbsp;&nbsp;713160 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(20116) | &nbsp;&nbsp;&nbsp;(20116) |
| Receive | Palo Alto Networks, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1241390 | May 2023 | JPM |  | &nbsp;&nbsp;212609 | &nbsp;&nbsp;212609 |
| Receive | Panasonic Holdings Corp. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | &nbsp;&nbsp;&nbsp;31509204 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;26960 | &nbsp;&nbsp;&nbsp;26960 |
| Receive | PayPal Holdings, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;374257 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;24169 | &nbsp;&nbsp;&nbsp;24169 |
| Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;137807 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(14523) | &nbsp;&nbsp;&nbsp;(14523) |
| Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;535384 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(56421) | &nbsp;&nbsp;&nbsp;(56421) |
| Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;535285 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(56411) | &nbsp;&nbsp;&nbsp;(56411) |
| Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1116605 | May 2023 | JPM |  | (117673) | (117673) |
| Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;912949 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(96211) | &nbsp;&nbsp;&nbsp;(96211) |
| Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;397280 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(41867) | &nbsp;&nbsp;&nbsp;(41867) |
| Receive | ProFrac Holding Corp., Class A | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;442152 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(29528) | &nbsp;&nbsp;&nbsp;(29528) |
| Receive | QuidelOrtho Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;336325 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(12834) | &nbsp;&nbsp;&nbsp;(12834) |
| Receive | QuidelOrtho Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(183) | &nbsp;&nbsp;&nbsp;&nbsp;(183) |
| Receive | QuidelOrtho Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;131956 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(5035) | &nbsp;&nbsp;&nbsp;&nbsp;(5035) |
| Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | &nbsp;&nbsp;&nbsp;11659200 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(1078) | &nbsp;&nbsp;&nbsp;&nbsp;(1078) |
| Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | &nbsp;&nbsp;&nbsp;57002400 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(5269) | &nbsp;&nbsp;&nbsp;&nbsp;(5269) |
| Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | &nbsp;&nbsp;&nbsp;30080400 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(2781) | &nbsp;&nbsp;&nbsp;&nbsp;(2781) |
| Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | &nbsp;&nbsp;&nbsp;&nbsp;5829600 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(539) | &nbsp;&nbsp;&nbsp;&nbsp;(539) |
| Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | &nbsp;&nbsp;&nbsp;&nbsp;6426000 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(594) | &nbsp;&nbsp;&nbsp;&nbsp;(594) |
| Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | &nbsp;&nbsp;&nbsp;11911200 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(1101) | &nbsp;&nbsp;&nbsp;&nbsp;(1101) |
| Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | &nbsp;&nbsp;&nbsp;15254400 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(1410) | &nbsp;&nbsp;&nbsp;&nbsp;(1410) |
| Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | &nbsp;&nbsp;&nbsp;&nbsp;4754400 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(439) | &nbsp;&nbsp;&nbsp;&nbsp;(439) |
| Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | &nbsp;&nbsp;&nbsp;16900800 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;(1562) | &nbsp;&nbsp;&nbsp;&nbsp;(1562) |
| Receive | Rohm Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | &nbsp;&nbsp;&nbsp;32130000 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;25579 | &nbsp;&nbsp;&nbsp;25579 |

---

26 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | RWE AG | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;356310 | May 2023 | JPM |  | $20049 | $20049 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;153226 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;72176 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;106103 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;86211 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;102491 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;109702 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;361213 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;373 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;454183 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;&nbsp;469 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;115842 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;268939 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;278 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;101213 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;105 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;108205 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;323403 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;334 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;69957 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;104232 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;96157 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;61275 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;134457 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
| Receive | SKF AB | 1-Month SEK STIBOR | Monthly | SEK | &nbsp;&nbsp;&nbsp;3675841 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;18562 | &nbsp;&nbsp;&nbsp;18562 |
| Receive | SKF AB | 1-Month SEK STIBOR | Monthly | SEK | &nbsp;&nbsp;&nbsp;4199332 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;21206 | &nbsp;&nbsp;&nbsp;21206 |
| Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;98771 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;1053 | &nbsp;&nbsp;&nbsp;&nbsp;1053 |
| Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5316 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| Receive | Teleflex, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;226435 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;(9228) | &nbsp;&nbsp;&nbsp;(9228) |
| Receive | Teleflex, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;668679 | May 2023 | JPM |  | &nbsp;&nbsp;(27251) | &nbsp;&nbsp;(27251) |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | &nbsp;&nbsp;&nbsp;2540159 | May 2023 | JPM | $(3509) | &nbsp;&nbsp;&nbsp;&nbsp;4511 | &nbsp;&nbsp;&nbsp;&nbsp;1002 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 18190079 | May 2023 | JPM | (23731) | &nbsp;&nbsp;&nbsp;30906 | &nbsp;&nbsp;&nbsp;&nbsp;7175 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 14146559 | May 2023 | JPM | (18455) | &nbsp;&nbsp;&nbsp;24035 | &nbsp;&nbsp;&nbsp;&nbsp;5580 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | &nbsp;&nbsp;&nbsp;8893439 | May 2023 | JPM | (12286) | &nbsp;&nbsp;&nbsp;15793 | &nbsp;&nbsp;&nbsp;&nbsp;3507 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 15361919 | May 2023 | JPM | (20041) | &nbsp;&nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp;6059 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 17775359 | May 2023 | JPM | (23190) | &nbsp;&nbsp;&nbsp;30201 | &nbsp;&nbsp;&nbsp;&nbsp;7011 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 11318399 | May 2023 | JPM | (14766) | &nbsp;&nbsp;&nbsp;19230 | &nbsp;&nbsp;&nbsp;&nbsp;4464 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 27

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 12119040 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;$4780 | &nbsp;&nbsp;&nbsp;$4780 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | &nbsp;&nbsp;&nbsp;4446720 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp;&nbsp;&nbsp;1754 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | &nbsp;&nbsp;&nbsp;5253119 | May 2023 | JPM | $(6853) | &nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;2072 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | &nbsp;&nbsp;&nbsp;6059519 | May 2023 | JPM | (7905) | &nbsp;&nbsp;&nbsp;10295 | &nbsp;&nbsp;&nbsp;&nbsp;2390 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | &nbsp;&nbsp;&nbsp;8893440 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;3508 | &nbsp;&nbsp;&nbsp;&nbsp;3508 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 23034240 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;9085 | &nbsp;&nbsp;&nbsp;&nbsp;9085 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 17855999 | May 2023 | JPM | (23295) | &nbsp;&nbsp;&nbsp;30338 | &nbsp;&nbsp;&nbsp;&nbsp;7043 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 37439999 | May 2023 | JPM | (48844) | &nbsp;&nbsp;&nbsp;63611 | &nbsp;&nbsp;&nbsp;14767 |
| Receive | The Bank of Kyoto, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | &nbsp;&nbsp;&nbsp;7487999 | May 2023 | JPM | (9769) | &nbsp;&nbsp;&nbsp;12722 | &nbsp;&nbsp;&nbsp;&nbsp;2953 |
| Receive | The Chiba Bank, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 70153000 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;13336 | &nbsp;&nbsp;&nbsp;13336 |
| Receive | Thermo Fisher Scientific, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;363125 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;7682 | &nbsp;&nbsp;&nbsp;&nbsp;7682 |
| Receive | Thermo Fisher Scientific, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;695618 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;14715 | &nbsp;&nbsp;&nbsp;14715 |
| Receive | Thermo Fisher Scientific, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;1209117 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;25578 | &nbsp;&nbsp;&nbsp;25578 |
| Receive | Tokyo Century Corp. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 25040400 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;7707 | &nbsp;&nbsp;&nbsp;&nbsp;7707 |
| Receive | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 83607584 | May 2023 | JPM | (156848) | 189905 | &nbsp;&nbsp;&nbsp;33057 |
| Receive | Tradeweb Markets, Inc., Class A | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;52468 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;8079 | &nbsp;&nbsp;&nbsp;&nbsp;8079 |
| Receive | Trupanion, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;38143 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;11029 | &nbsp;&nbsp;&nbsp;11029 |
| Receive | UniCredit SpA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;1041594 | May 2023 | JPM |  | 265829 | 265829 |
| Receive | UniCredit SpA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;552481 | May 2023 | JPM |  | 141001 | 141001 |
| Receive | UniCredit SpA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;893129 | May 2023 | JPM |  | 227939 | 227939 |
| Receive | UniCredit SpA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;415062 | May 2023 | JPM |  | 105987 | 105987 |
| Receive | United Community Banks, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;379751 | May 2023 | JPM |  | &nbsp;&nbsp;(10494) | &nbsp;&nbsp;(10494) |
| Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;81333 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;1297 | &nbsp;&nbsp;&nbsp;&nbsp;1297 |
| Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;1278796 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;20397 | &nbsp;&nbsp;&nbsp;20397 |
| Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;525727 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;8386 | &nbsp;&nbsp;&nbsp;&nbsp;8386 |
| Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;1575221 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;25126 | &nbsp;&nbsp;&nbsp;25126 |
| Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;343952 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;5486 | &nbsp;&nbsp;&nbsp;&nbsp;5486 |
| Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;660956 | May 2023 | JPM |  | &nbsp;&nbsp;&nbsp;10543 | &nbsp;&nbsp;&nbsp;10543 |
| Receive | Vaxcyte, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;1209397 | May 2023 | JPM |  | &nbsp;&nbsp;(22135) | &nbsp;&nbsp;(22135) |
| Receive | Waters Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;1561288 | May 2023 | JPM |  | &nbsp;&nbsp;(87515) | &nbsp;&nbsp;(87515) |
| Receive | Abcam PLC, ADR | 1-Month USD OBFR + 0.25% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;510808 | May 2023 | MSI |  | &nbsp;&nbsp;(78588) | &nbsp;&nbsp;(78588) |
| Receive | Activision Blizzard, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;633495 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;11688 | &nbsp;&nbsp;&nbsp;11688 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;84006 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp;1871 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;60698 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;1365 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;93628 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2106 | &nbsp;&nbsp;&nbsp;&nbsp;2106 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;34956 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;786 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |

---

28 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;$19 | &nbsp;&nbsp;&nbsp;&nbsp;$19 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4211 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;104653 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;2354 | &nbsp;&nbsp;&nbsp;2354 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;13063 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;294 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;18655 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;420 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;58445 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;1315 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;118136 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;2673 | &nbsp;&nbsp;&nbsp;2673 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;44906 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;1016 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;19414 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;439 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;40616 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;919 | &nbsp;&nbsp;&nbsp;&nbsp;919 |
| Receive | ALD SA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;462445 | May 2023 | MSI |  | &nbsp;&nbsp;10461 | &nbsp;&nbsp;10461 |
| Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.25% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;45344 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(1497) | &nbsp;&nbsp;&nbsp;(1497) |
| Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1098531 | May 2023 | MSI |  | (36244) | (36244) |
| Receive | Amedisys, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;336362 | May 2023 | MSI |  | &nbsp;&nbsp;42781 | &nbsp;&nbsp;42781 |
| Receive | Amedisys, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;488148 | May 2023 | MSI |  | &nbsp;&nbsp;62210 | &nbsp;&nbsp;62210 |
| Receive | Amicus Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;224231 | May 2023 | MSI |  | &nbsp;&nbsp;10827 | &nbsp;&nbsp;10827 |
| Receive | Amicus Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;779603 | May 2023 | MSI |  | &nbsp;&nbsp;37645 | &nbsp;&nbsp;37645 |
| Receive | Aneka Tambang Tbk | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;7439 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;502 |
| Receive | Aneka Tambang Tbk | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;4941 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;333 |
| Receive | Aneka Tambang Tbk | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;6202 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;418 | &nbsp;&nbsp;&nbsp;&nbsp;418 |
| Receive | ASML Holding NV, NYRS | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;69110 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;165 |
| Receive | ASR Nederland NV | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;360047 | May 2023 | MSI |  | &nbsp;&nbsp;15005 | &nbsp;&nbsp;15005 |
| Receive | ASR Nederland NV | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;345130 | May 2023 | MSI |  | &nbsp;&nbsp;14383 | &nbsp;&nbsp;14383 |
| Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 3369194 | May 2023 | MSI | $(2847) | &nbsp;&nbsp;&nbsp;3014 | &nbsp;&nbsp;&nbsp;&nbsp;167 |
| Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 1612265 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 2343209 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;116 |
| Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 1903499 | May 2023 | MSI | (1608) | &nbsp;&nbsp;&nbsp;1703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | &nbsp;&nbsp;&nbsp;824216 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 4661672 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;231 |
| Receive | AstraZeneca PLC | 1-Month GBP SONIA Compounded OIS + 0.50% | Monthly | GBP | &nbsp;&nbsp;&nbsp;699042 | May 2023 | MSI |  | (78716) | (78716) |
| Receive | AstraZeneca PLC | 1-Month GBP SONIA Compounded OIS + 0.50% | Monthly | GBP | &nbsp;&nbsp;&nbsp;159611 | May 2023 | MSI |  | (17973) | (17973) |
| Receive | AstraZeneca PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | &nbsp;&nbsp;&nbsp;396984 | May 2023 | MSI |  | (44666) | (44666) |
| Receive | Atlassian Corp. PLC, Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;308114 | May 2023 | MSI |  | &nbsp;&nbsp;17048 | &nbsp;&nbsp;17048 |
| Receive | Banca Generali SpA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;244324 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(711) | &nbsp;&nbsp;&nbsp;&nbsp;(711) |
| Receive | Banca Generali SpA | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;534208 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(1555) | &nbsp;&nbsp;&nbsp;(1555) |
| Receive | Bayer AG | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;722193 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(3200) | &nbsp;&nbsp;&nbsp;(3200) |
| Receive | Bio-Techne Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;10349 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(169) | &nbsp;&nbsp;&nbsp;&nbsp;(169) |
| Receive | Block, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;348389 | May 2023 | MSI |  | &nbsp;&nbsp;30142 | &nbsp;&nbsp;30142 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 29

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | Block, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;163117 | May 2023 | MSI |  | $14112 | $14112 |
| Receive | Block, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;53246 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;4607 | &nbsp;&nbsp;&nbsp;&nbsp;4607 |
| Receive | Block, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;40554 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3509 | &nbsp;&nbsp;&nbsp;&nbsp;3509 |
| Receive | Bloomberry Resorts Corp. | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;13391 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;492 | &nbsp;&nbsp;&nbsp;&nbsp;492 |
| Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;65193 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;191 |
| Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;647645 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1897 | &nbsp;&nbsp;&nbsp;&nbsp;1897 |
| Receive | Bristol-Myers Squibb Company | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;648982 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;7108 | &nbsp;&nbsp;&nbsp;&nbsp;7108 |
| Receive | British American Tobacco PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | &nbsp;&nbsp;&nbsp;659535 | May 2023 | MSI | $(22859) | &nbsp;&nbsp;&nbsp;14042 | &nbsp;&nbsp;&nbsp;(8817) |
| Receive | British American Tobacco PLC | 1-Month GBP SONIA Compounded OIS | Monthly | GBP | &nbsp;&nbsp;&nbsp;663490 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(8778) | &nbsp;&nbsp;&nbsp;(8778) |
| Receive | Cadence Bank | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;701814 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(9281) | &nbsp;&nbsp;&nbsp;(9281) |
| Receive | Canadian Natural Resources, Ltd. | 1-Month USD OBFR | Monthly | USD | 2376145 | May 2023 | MSI |  | 104821 | 104821 |
| Receive | Celldex Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;229443 | May 2023 | MSI |  | &nbsp;&nbsp;(14452) | &nbsp;&nbsp;(14452) |
| Receive | Celldex Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;164806 | May 2023 | MSI |  | &nbsp;&nbsp;(10381) | &nbsp;&nbsp;(10381) |
| Receive | Celldex Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;94772 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(5969) | &nbsp;&nbsp;&nbsp;(5969) |
| Receive | Celldex Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;853088 | May 2023 | MSI |  | &nbsp;&nbsp;(53734) | &nbsp;&nbsp;(53734) |
| Receive | Cenovus Energy, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;792802 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;32693 | &nbsp;&nbsp;&nbsp;32693 |
| Receive | Ceridian HCM Holding, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;147407 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;9778 | &nbsp;&nbsp;&nbsp;&nbsp;9778 |
| Receive | Ceridian HCM Holding, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;48256 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3201 | &nbsp;&nbsp;&nbsp;&nbsp;3201 |
| Receive | Citigroup, Inc. | 1-Month USD OBFR | Monthly | USD | 1522269 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;19449 | &nbsp;&nbsp;&nbsp;19449 |
| Receive | Danaher Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;505028 | May 2023 | MSI |  | &nbsp;&nbsp;(20186) | &nbsp;&nbsp;(20186) |
| Receive | DISH Network Corp., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;34220 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(452) | &nbsp;&nbsp;&nbsp;&nbsp;(452) |
| Receive | Edwards Lifesciences Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;27286 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(792) | &nbsp;&nbsp;&nbsp;&nbsp;(792) |
| Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 5689760 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(1151) | &nbsp;&nbsp;&nbsp;(1151) |
| Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 6740050 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(1364) | &nbsp;&nbsp;&nbsp;(1364) |
| Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 1711890 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(346) | &nbsp;&nbsp;&nbsp;&nbsp;(346) |
| Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 5813810 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(1176) | &nbsp;&nbsp;&nbsp;(1176) |
| Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 4308670 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(872) | &nbsp;&nbsp;&nbsp;&nbsp;(872) |
| Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 2555430 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(517) | &nbsp;&nbsp;&nbsp;&nbsp;(517) |
| Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 3448590 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(698) | &nbsp;&nbsp;&nbsp;&nbsp;(698) |
| Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 4027490 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(815) | &nbsp;&nbsp;&nbsp;&nbsp;(815) |
| Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 3448590 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(698) | &nbsp;&nbsp;&nbsp;&nbsp;(698) |
| Receive | Elevance Health, Inc. | 1-Month USD OBFR + 0.50% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;53387 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;&nbsp;2019 |
| Receive | Elevance Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1122080 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;42566 | &nbsp;&nbsp;&nbsp;42566 |
| Receive | Elevance Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;51463 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp;&nbsp;&nbsp;1952 |
| Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;666155 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;12963 | &nbsp;&nbsp;&nbsp;12963 |
| Receive | Endeavour Mining PLC | 1-Month CAD CDOR + 0.20% | Monthly | CAD | &nbsp;&nbsp;&nbsp;336851 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(8009) | &nbsp;&nbsp;&nbsp;(8009) |
| Receive | Erste Group Bank AG | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;641825 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;52366 | &nbsp;&nbsp;&nbsp;52366 |
| Receive | Etsy, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;36705 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;1344 |
| Receive | Etsy, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;222749 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;8159 | &nbsp;&nbsp;&nbsp;&nbsp;8159 |
| Receive | Etsy, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;621472 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;22764 | &nbsp;&nbsp;&nbsp;22764 |
| Receive | Etsy, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;535541 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(208) | &nbsp;&nbsp;&nbsp;&nbsp;(208) |
| Receive | FleetCor Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;74375 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;5269 | &nbsp;&nbsp;&nbsp;&nbsp;5269 |

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30 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | FleetCor Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;239676 | May 2023 | MSI |  | $16978 | $16978 |
| Receive | FleetCor Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;359416 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;25460 | &nbsp;&nbsp;&nbsp;25460 |
| Receive | FleetCor Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;511282 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;36218 | &nbsp;&nbsp;&nbsp;36218 |
| Receive | FleetCor Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;52374 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;3710 |
| Receive | Flowserve Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;210322 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;9635 | &nbsp;&nbsp;&nbsp;&nbsp;9635 |
| Receive | Ganfeng Lithium Company, Ltd., Class A | 1-Month USD OBFR + 0.70% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;4408 | May 2023 | MSI | $2 | &nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;271 |
| Receive | Ganfeng Lithium Company, Ltd., Class A | 1-Month USD OBFR + 0.70% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2646 | May 2023 | MSI | (1) | &nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
| Receive | Genpact, Ltd. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;89217 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(334) | &nbsp;&nbsp;&nbsp;&nbsp;(334) |
| Receive | Genus PLC | 1-Month GBP SONIA Compounded OIS + 0.50% | Monthly | GBP | &nbsp;&nbsp;&nbsp;103902 | May 2023 | MSI |  | &nbsp;&nbsp;(11779) | &nbsp;&nbsp;(11779) |
| Receive | Hangzhou Tigermed Consulting Company, Ltd., Class A | 1-Month USD OBFR + 0.70% | Monthly | USD | &nbsp;&nbsp;&nbsp;815118 | May 2023 | MSI |  | &nbsp;&nbsp;(31840) | &nbsp;&nbsp;(31840) |
| Receive | Hikma Pharmaceuticals PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | &nbsp;&nbsp;&nbsp;125923 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(636) | &nbsp;&nbsp;&nbsp;&nbsp;(636) |
| Receive | Humana, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;49046 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2044 | &nbsp;&nbsp;&nbsp;&nbsp;2044 |
| Receive | Illumina, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;638106 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;22945 | &nbsp;&nbsp;&nbsp;22945 |
| Receive | Inari Medical, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;537331 | May 2023 | MSI |  | &nbsp;&nbsp;(88197) | &nbsp;&nbsp;(88197) |
| Receive | Incyte Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;93124 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;4294 | &nbsp;&nbsp;&nbsp;&nbsp;4294 |
| Receive | Insulet Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1289242 | May 2023 | MSI |  | &nbsp;&nbsp;(52135) | &nbsp;&nbsp;(52135) |
| Receive | Intellia Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;548673 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;78925 | &nbsp;&nbsp;&nbsp;78925 |
| Receive | International Bancshares Corp. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;280110 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;6860 | &nbsp;&nbsp;&nbsp;&nbsp;6860 |
| Receive | JPMorgan Chase & Co. | 1-Month USD OBFR + 0.20% | Monthly | USD | 2147763 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;7272 | &nbsp;&nbsp;&nbsp;&nbsp;7272 |
| Receive | JPMorgan Chase & Co. | 1-Month USD OBFR + 0.20% | Monthly | USD | 4433088 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(2198) | &nbsp;&nbsp;&nbsp;(2198) |
| Receive | JPMorgan Chase & Co. | 1-Month USD OBFR | Monthly | USD | 1169766 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(8804) | &nbsp;&nbsp;&nbsp;(8804) |
| Receive | JPMorgan Chase & Co. | 1-Month USD OBFR | Monthly | USD | 1524340 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;13562 | &nbsp;&nbsp;&nbsp;13562 |
| Receive | Kymera Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;95032 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;7421 | &nbsp;&nbsp;&nbsp;&nbsp;7421 |
| Receive | Laboratory Corp. of America Holdings | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;557160 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(6683) | &nbsp;&nbsp;&nbsp;(6683) |
| Receive | Lam Research Corp. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;219541 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;9505 | &nbsp;&nbsp;&nbsp;&nbsp;9505 |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;303534 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(456) | &nbsp;&nbsp;&nbsp;&nbsp;(456) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;358540 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(538) | &nbsp;&nbsp;&nbsp;&nbsp;(538) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;371449 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(558) | &nbsp;&nbsp;&nbsp;&nbsp;(558) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;286830 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(431) | &nbsp;&nbsp;&nbsp;&nbsp;(431) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;358543 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(538) | &nbsp;&nbsp;&nbsp;&nbsp;(538) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;573666 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(862) | &nbsp;&nbsp;&nbsp;&nbsp;(862) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;125139 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(188) | &nbsp;&nbsp;&nbsp;&nbsp;(188) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;157757 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(237) | &nbsp;&nbsp;&nbsp;&nbsp;(237) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;11474 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;54497 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;123338 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(185) | &nbsp;&nbsp;&nbsp;&nbsp;(185) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;370017 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(556) | &nbsp;&nbsp;&nbsp;&nbsp;(556) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;120680 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(181) | &nbsp;&nbsp;&nbsp;&nbsp;(181) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;132571 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(199) | &nbsp;&nbsp;&nbsp;&nbsp;(199) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;770996 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(1158) | &nbsp;&nbsp;&nbsp;(1158) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;66992 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(101) | &nbsp;&nbsp;&nbsp;&nbsp;(101) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;303360 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(456) | &nbsp;&nbsp;&nbsp;&nbsp;(456) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;149784 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(225) | &nbsp;&nbsp;&nbsp;&nbsp;(225) |
| Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;149784 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(225) | &nbsp;&nbsp;&nbsp;&nbsp;(225) |
| Receive | Lumentum Holdings, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;384163 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23) |
| Receive | Marvell Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;67371 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3470 | &nbsp;&nbsp;&nbsp;&nbsp;3470 |
| Receive | Marvell Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;376532 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;19391 | &nbsp;&nbsp;&nbsp;19391 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 31

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | Mastercard, Inc., Class A | 1-Month USD OBFR + 0.50% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;404625 | May 2023 | MSI |  | &nbsp;&nbsp;$(4837) | &nbsp;&nbsp;$(4837) |
| Receive | Mastercard, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;724500 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(8582) | &nbsp;&nbsp;&nbsp;(8582) |
| Receive | Mastercard, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;354750 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(4202) | &nbsp;&nbsp;&nbsp;(4202) |
| Receive | Mastercard, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;493500 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(5846) | &nbsp;&nbsp;&nbsp;(5846) |
| Receive | Mastercard, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;120750 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(1430) | &nbsp;&nbsp;&nbsp;(1430) |
| Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | 100648104 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(1192) | &nbsp;&nbsp;&nbsp;(1192) |
| Receive | Molina Healthcare, Inc. | 1-Month USD OBFR + 0.50% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1264926 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;50666 | &nbsp;&nbsp;&nbsp;50666 |
| Receive | Molina Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;399892 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;16061 | &nbsp;&nbsp;&nbsp;16061 |
| Receive | Molina Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28735 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;1154 | &nbsp;&nbsp;&nbsp;&nbsp;1154 |
| Receive | MongoDB, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;535295 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;29132 | &nbsp;&nbsp;&nbsp;29132 |
| Receive | MongoDB, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;222110 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;12088 | &nbsp;&nbsp;&nbsp;12088 |
| Receive | MongoDB, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44016 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;2395 |
| Receive | Morphic Holding, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;605019 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;30723 | &nbsp;&nbsp;&nbsp;30723 |
| Receive | NanoString Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99281 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(1092) | &nbsp;&nbsp;&nbsp;(1092) |
| Receive | NanoString Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25) |
| Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9470250 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(558) | &nbsp;&nbsp;&nbsp;&nbsp;(558) |
| Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | &nbsp;&nbsp;&nbsp;51367500 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(3028) | &nbsp;&nbsp;&nbsp;(3028) |
| Receive | Nova, Ltd. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;458683 | May 2023 | MSI |  | &nbsp;&nbsp;(18263) | &nbsp;&nbsp;(18263) |
| Receive | Novartis AG | 1-Month CHF SARON Compounded OIS + 0.30% | Monthly | CHF | &nbsp;&nbsp;&nbsp;&nbsp;641391 | May 2023 | MSI |  | &nbsp;&nbsp;(28376) | &nbsp;&nbsp;(28376) |
| Receive | NVIDIA Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55584 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;5671 | &nbsp;&nbsp;&nbsp;&nbsp;5671 |
| Receive | Owens & Minor, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7479 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(345) | &nbsp;&nbsp;&nbsp;&nbsp;(345) |
| Receive | Panasonic Holdings Corp. | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | &nbsp;&nbsp;&nbsp;44968767 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(608) | &nbsp;&nbsp;&nbsp;&nbsp;(608) |
| Receive | Panasonic Holdings Corp. | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | &nbsp;&nbsp;&nbsp;51846415 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(4455) | &nbsp;&nbsp;&nbsp;(4455) |
| Receive | Panasonic Holdings Corp. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 109777077 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58) |
| Receive | PayPal Holdings, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;405791 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;5968 | &nbsp;&nbsp;&nbsp;&nbsp;5968 |
| Receive | Pembina Pipeline Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1307819 | May 2023 | MSI |  | &nbsp;&nbsp;(24051) | &nbsp;&nbsp;(24051) |
| Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88289 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(3037) | &nbsp;&nbsp;&nbsp;(3037) |
| Receive | Ping An Insurance Group Company of China, Ltd., H Shares | 1-Month HKD HIBOR | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;2675018 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| Receive | PTC Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72626 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(2991) | &nbsp;&nbsp;&nbsp;(2991) |
| Receive | PureCycle Technologies, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12357 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(418) | &nbsp;&nbsp;&nbsp;&nbsp;(418) |
| Receive | PureCycle Technologies, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;290982 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(9849) | &nbsp;&nbsp;&nbsp;(9849) |
| Receive | PureCycle Technologies, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;219623 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(7434) | &nbsp;&nbsp;&nbsp;(7434) |
| Receive | QuidelOrtho Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58163 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;985 |
| Receive | Regeneron Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2678717 | May 2023 | MSI |  | 107322 | 107322 |
| Receive | Rheinmetall AG | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;911530 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(5201) | &nbsp;&nbsp;&nbsp;(5201) |
| Receive | Royal Bank of Canada | 1-Month CAD CDOR | Monthly | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2180496 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;30954 | &nbsp;&nbsp;&nbsp;30954 |
| Receive | Royal Bank of Canada | 1-Month CAD CDOR | Monthly | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2202047 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;31259 | &nbsp;&nbsp;&nbsp;31259 |
| Receive | Royal Bank of Canada | 1-Month CAD CDOR | Monthly | CAD | &nbsp;&nbsp;&nbsp;&nbsp;611897 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;8686 | &nbsp;&nbsp;&nbsp;&nbsp;8686 |
| Receive | Royal Bank of Canada | 1-Month CAD CDOR | Monthly | CAD | &nbsp;&nbsp;&nbsp;&nbsp;779182 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;11061 | &nbsp;&nbsp;&nbsp;11061 |
| Receive | Royal Bank of Canada | 1-Month CAD CDOR | Monthly | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1057047 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;15005 | &nbsp;&nbsp;&nbsp;15005 |
| Receive | Royal Bank of Canada | 1-Month CAD CDOR | Monthly | CAD | &nbsp;&nbsp;&nbsp;&nbsp;525291 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;7457 | &nbsp;&nbsp;&nbsp;&nbsp;7457 |
| Receive | Royal Bank of Canada | 1-Month CAD CDOR | Monthly | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1044656 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;14830 | &nbsp;&nbsp;&nbsp;14830 |
| Receive | Sage Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;663242 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
| Receive | Sarepta Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;2061280 | May 2023 | MSI |  | &nbsp;&nbsp;(83120) | &nbsp;&nbsp;(83120) |
| Receive | Seagen, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1328987 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;96282 | &nbsp;&nbsp;&nbsp;96282 |

---

32 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | Seagen, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;422824 | May 2023 | MSI |  | $30633 | $30633 |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10270 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) |
| Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46287 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(134) | &nbsp;&nbsp;&nbsp;&nbsp;(134) |
| Receive | Shell PLC | 1-Month GBP SONIA Compounded OIS | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1997666 | May 2023 | MSI |  | &nbsp;&nbsp;(48064) | &nbsp;&nbsp;(48064) |
| Receive | Shell PLC | 1-Month GBP SONIA Compounded OIS | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;966716 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;22525 | &nbsp;&nbsp;&nbsp;22525 |
| Receive | Smith & Nephew PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | &nbsp;&nbsp;&nbsp;&nbsp;497491 | May 2023 | MSI |  | &nbsp;&nbsp;(17793) | &nbsp;&nbsp;(17793) |
| Receive | SouthState Corp. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;403728 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(4846) | &nbsp;&nbsp;&nbsp;(4846) |
| Receive | SouthState Corp. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;403648 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(4845) | &nbsp;&nbsp;&nbsp;(4845) |
| Receive | SouthState Corp. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;338250 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(4060) | &nbsp;&nbsp;&nbsp;(4060) |
| Receive | Stryker Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1264565 | May 2023 | MSI |  | &nbsp;&nbsp;(14838) | &nbsp;&nbsp;(14838) |
| Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74630 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2369 | &nbsp;&nbsp;&nbsp;&nbsp;2369 |
| Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;104628 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3321 | &nbsp;&nbsp;&nbsp;&nbsp;3321 |
| Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;124580 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3954 | &nbsp;&nbsp;&nbsp;&nbsp;3954 |
| Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;358028 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;11364 | &nbsp;&nbsp;&nbsp;11364 |
| Receive | Talanx AG | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1448606 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;9978 | &nbsp;&nbsp;&nbsp;&nbsp;9978 |
| Receive | Talanx AG | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | &nbsp;&nbsp;&nbsp;&nbsp;597957 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;4119 | &nbsp;&nbsp;&nbsp;&nbsp;4119 |
| Receive | Teleflex, Inc. | 1-Month USD OBFR + 0.50% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2893 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| Receive | Teleflex, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19770 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;158 |
| Receive | Tenaris SA, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;636600 | May 2023 | MSI |  | &nbsp;&nbsp;(12352) | &nbsp;&nbsp;(12352) |
| Receive | The Chiba Bank, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | &nbsp;&nbsp;&nbsp;37453942 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(3819) | &nbsp;&nbsp;&nbsp;(3819) |
| Receive | The Chiba Bank, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | &nbsp;&nbsp;&nbsp;38593658 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(3935) | &nbsp;&nbsp;&nbsp;(3935) |
| Receive | The Chiba Bank, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | &nbsp;&nbsp;&nbsp;86027600 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(8772) | &nbsp;&nbsp;&nbsp;(8772) |
| Receive | The Goldman Sachs Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98677 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;4320 |
| Receive | The Goldman Sachs Group, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1530550 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;67115 | &nbsp;&nbsp;&nbsp;67115 |
| Receive | The Goldman Sachs Group, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1425574 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;62512 | &nbsp;&nbsp;&nbsp;62512 |
| Receive | The Goldman Sachs Group, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;790469 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;34662 | &nbsp;&nbsp;&nbsp;34662 |
| Receive | Tokio Marine Holdings, Inc. | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | 101128200 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;2220 |
| Receive | Tokyo Century Corp. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | &nbsp;&nbsp;&nbsp;45611280 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;23378 | &nbsp;&nbsp;&nbsp;23378 |
| Receive | Tokyo Century Corp. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | &nbsp;&nbsp;&nbsp;23886720 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;12243 | &nbsp;&nbsp;&nbsp;12243 |
| Receive | Trupanion, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;227289 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;11844 | &nbsp;&nbsp;&nbsp;11844 |
| Receive | Ultragenyx Pharmaceutical, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;821398 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;53355 | &nbsp;&nbsp;&nbsp;53355 |
| Receive | United Community Banks, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58496 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(3953) | &nbsp;&nbsp;&nbsp;(3953) |
| Receive | United Community Banks, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;211618 | May 2023 | MSI |  | &nbsp;&nbsp;(14300) | &nbsp;&nbsp;(14300) |
| Receive | United Community Banks, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;308369 | May 2023 | MSI |  | &nbsp;&nbsp;(20838) | &nbsp;&nbsp;(20838) |
| Receive | United Community Banks, Inc. | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;232278 | May 2023 | MSI |  | &nbsp;&nbsp;(15696) | &nbsp;&nbsp;(15696) |
| Receive | United Tractors Tbk PT | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13934 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;247 |
| Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;305115 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;8377 | &nbsp;&nbsp;&nbsp;&nbsp;8377 |
| Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;100412 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;2757 | &nbsp;&nbsp;&nbsp;&nbsp;2757 |
| Receive | Vale Indonesia Tbk PT | 1-Month USD OBFR + 0.75% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16248 | May 2023 | MSI | $(5809) | &nbsp;&nbsp;&nbsp;&nbsp;5893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| Receive | VanEck Semiconductor ETF | 1-Month USD OBFR | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;924147 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;68778 | &nbsp;&nbsp;&nbsp;68778 |
| Receive | Veracyte, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;315876 | May 2023 | MSI |  | &nbsp;&nbsp;(18978) | &nbsp;&nbsp;(18978) |
| Receive | Veracyte, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5178 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(311) | &nbsp;&nbsp;&nbsp;&nbsp;(311) |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK SEAPORT LONG/SHORT FUND 33

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Receive | Wartsila OYJ Abp | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | 262430 | May 2023 | MSI |  | $(2961) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2961) |
| Receive | Wartsila OYJ Abp | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | 368955 | May 2023 | MSI |  | (12738) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12738) |
| Receive | Wartsila OYJ Abp | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | 312751 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(9546) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9546) |
| Receive | Wartsila OYJ Abp | 1-Month EUR ESTR Compounded OIS | Monthly | EUR | 408490 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Receive | Western Alliance Bancorp | 1-Month USD OBFR | Monthly | USD | 323071 | May 2023 | MSI |  | &nbsp;&nbsp;39226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39226 |
| Receive | Zhejiang HangKe Technology, Inc., Company, Class A | 1-Month USD OBFR + 0.70% | Monthly | USD | &nbsp;&nbsp;&nbsp;&nbsp;1901 | May 2023 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
| Receive | Zoetis, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 978802 | May 2023 | MSI |  | &nbsp;&nbsp;37016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37016 |
|  |  |  |  |  |  |  |  | **$(934663)** | **$(7374344)** | **$(8309007)** |

---

\* Fund will pay or receive the total return of the reference asset depending on whether the return is positive or negative. For contracts where the fund has elected to receive the total return of the reference asset if positive, it will be responsible for paying the floating rate and the total return of the reference asset if negative. If the fund has elected to pay the total return of the reference asset if positive, it will receive (pay) the floating rate and the total return of the reference asset if negative.

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CNY | Chinese Yuan Renminbi |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | Pound Sterling |
| HKD | Hong Kong Dollar |
| HUF | Hungarian Forint |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| SEK | Swedish Krona |
| USD | U.S. Dollar |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| ADR | American Depositary Receipt |
| BNP | BNP Paribas |
| CDOR | Canadian Dollar Offered Rate |
| CIBOR | Copenhagen Interbank Offered Rate |
| CITI | Citibank, N.A. |
| DB | Deutsche Bank AG |
| ESTR | Euro Short-Term Rate |
| GDR | Global Depositary Receipt |
| GSI | Goldman Sachs International |
| HIBOR | Hong Kong Interbank Offered Rate |
| JPM | JPMorgan Chase Bank, N.A. |
| MSI | Morgan Stanley & Co. International PLC |
| NVDR | Non-Voting Depositary Receipt |
| NWM | NatWest Markets PLC |
| NYRS | New York Registry Shares |
| OBFR | Overnight Bank Funding Rate |
| OIS | Overnight Index Swap |
| OTC | Over-the-counter |
| SARON | Swiss Average Rate Overnight |
| SONIA | Sterling Overnight Interbank Average Rate |
| SSB | State Street Bank and Trust Company |
| STIBOR | Stockholm Interbank Offered Rate |
| TONAR | Tokyo Overnight Average Rate |

---

34 JOHN HANCOCK SEAPORT LONG/SHORT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

Notes to Fund's investments (unaudited)

**Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the 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. Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Exchange-traded options are valued at the mid-price of the last quoted bid and ask prices from the exchange where the option trades. Unlisted options are valued using evaluated prices obtained from an independent pricing vendor. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. Foreign equity index futures that trade in the electronic trading market subsequent to the close of regular trading may be valued at the last traded price in the electronic trading market as of 4:00 P.M. ET, or may be fair valued based on fair value adjustment factors provided by an independent pricing vendor in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE. Swaps are generally valued using evaluated prices obtained from an independent pricing vendor. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

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

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

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

The following is a summary of the values by input classification of the fund's investments as of January 31, 2023, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | **$27797670** | $20338686 | $7458984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**27654515** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19978818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7675697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12989691** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4514551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8475140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**36517619** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30309003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6208616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**132262788** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67419519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64843269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**143696166** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112139086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31557080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**35568368** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17658167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17910201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**93483189** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85477589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | |
|:---|:---|
| \| | 35 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **(continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | **$18813927** | $9892067 | $8921860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**17618** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**24939022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19937732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5001290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** | **1079249** |  | 1079249 |  |
| **Exchange-traded funds** | **6468356** | 6468356 |  |  |
| **Corporate bonds** | **14340127** |  | 14340127 |  |
| **Purchased options** | **1363629** | 1137423 | 226206 |  |
| **Short-term investments** | **222710480** | 54764592 | 167945888 |  |
| **Total investments in securities** | **$799702414** | **$450035589** | **$349666825** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Forward foreign currency contracts | **$641513** |  | $641513 |  |
| Swap contracts | **8284285** |  | 8284285 |  |
| **Liabilities** |  |  |  |  |
| Futures | **(59424)** | $(59424) |  |  |
| Forward foreign currency contracts | **(1376624)** |  | (1376624) |  |
| Written options | **(451486)** | (449766) | (1720) |  |
| Swap contracts | **(16593292)** |  | (16593292) |  |
| *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* |

---

**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 | 7981 | $3545902 | $6082262 | $(9549784) | $1288 | $124 | $8153 |  | $79792 |

---

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.

---

| | |
|:---|:---|
| 36 | \| |

---

## 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:** 617-312-0176

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

- **a. Name of Series:** Seaport Long/Short Fund

- **b. EDGAR series identifier (if any):** S000043449

- **c. LEI of Series:** 549300I7S7MKIDNQLO87

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $817142344.40

**Total Liabilities:** $7983440.04

**Net Assets:** $809158904.36

**Cash Not Reported:** $95488.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13.560682000000 | **1-Year:** -236.946669000000 | **5-Year:** -1127.026261000000 | **10-Year:** -4333.748316000000 | **30-Year:** 0.000000000000

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

- **3-Month:** -11.387096000000 | **1-Year:** -846.123674000000 | **5-Year:** -723.991048000000 | **10-Year:** -208.890912000000 | **30-Year:** -7.271196000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000134715 | 2.07%                | 0.52%                | 2.18%                |
| Class ID C000134716 | 2.11%                | 0.54%                | 2.21%                |
| Class ID C000134717 | 2.17%                | 0.57%                | 2.18%                |
| Class ID C000134718 | 2.08%                | 0.65%                | 2.09%                |
| Class ID C000141695 | 2.00%                | 0.55%                | 1.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1163476.96             | $38737418.98                               |
| Month 2  | $-2387246.93             | $-14761535.62                              |
| Month 3  | $5164347.88              | $37908137.09                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AtriCure Inc.                                         | ATRICURE INC COMMON STOCK USD.001                     | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26538 | NS      | $1148564.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                          | AVANTOR INC COMMON STOCK USD.01                       | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11402 | NS      | $272507.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation                       | BLUEPRINT MEDICINES CORP COMMON STOCK USD.001         | CUSIP: 09627Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12054 | NS      | $563403.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES RUSSELL 2000 ETF FEB23 177 PUT                | ISHARES RUSSELL 2000 ETF FEB23 177 PUT                | CUSIP: ADI2CDZ66<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4329 | NC      | $235930.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Ning Company Limited                               | LI NING CO LTD COMMON STOCK HKD.1                     | CUSIP: B01JCK900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    151500 | NS      | $1497678.13   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals Public Limited Company          | HIKMA PHARMACEUTICALS PLC COMMON STOCK GBP.1          | CUSIP: B0LCW0905<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | JO        |     24451 | NS      | $517238.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosan S.A.                                            | COSAN SA COMMON STOCK                                 | CUSIP: B0P72G900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    148043 | NS      | $487031.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                          | KBC GROUP NV COMMON STOCK                             | CUSIP: 449774009<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     41433 | NS      | $3068829.27   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Intra-Cellular Therapies Inc.                         | INTRA-CELLULAR THERAPIES INC COMMON STOCK USD.0001    | CUSIP: 46116X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35507 | NS      | $1701495.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd.                        | NOMURA RESEARCH INSTITUTE LTD COMMON STOCK            | CUSIP: 639092907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29600 | NS      | $710624.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 03/23 0.00000             | CUSIP: 912796YK9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11565000 | PA      | $11513333.38  | 1.42%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Veracyte Inc.                                         | VERACYTE INC COMMON STOCK USD.001                     | CUSIP: 92337F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15106 | NS      | $379613.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                           | BIOGEN INC COMMON STOCK USD.0005                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     14509 | NS      | $4220668.10   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc.                                        | BLACKROCK INC COMMON STOCK USD.01                     | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      2479 | NS      | $1882081.59   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| 99D0UQ05 SONY GROUP CORP EQUITYOPTION---20230310      | 99D0UQ05 SONY GROUP CORP EQUITYOPTION---20230310      | CUSIP: AEIG32511<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |      1460 | NC      | $2054.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 99D0UQ0N ALIBABA GRP HLDG LTD EQUITYOPTION---20230330 | 99D0UQ0N ALIBABA GRP HLDG LTD EQUITYOPTION---20230330 | CUSIP: AEIG32560<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |     13000 | NC      | $-903.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                         | BOSTON SCIENTIFIC CORP COMMON STOCK USD.01            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     13749 | NS      | $635891.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp.                                   | CTI BIOPHARMA CORP COMMON STOCK                       | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15745 | NS      | $87069.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANY Heavy Industry Co.Ltd                            | SANY HEAVY INDUSTRY CO LTD COMMON STOCK CNY1.0        | CUSIP: BP3R3H902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5900 | NS      | $15348.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                          | GANFENG LITHIUM CO LTD COMMON STOCK CNY1.0            | CUSIP: BZ9NS1901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8862 | NS      | $80938.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corporation                                     | CIENA CORP COMMON STOCK USD.01                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      4866 | NS      | $253129.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                              | LULULEMON ATHLETICA INC COMMON STOCK USD.005          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      5735 | NS      | $1759956.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                         | JH COLLATERAL                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      9267 | NS      | $92647.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China National Building Material Company Limited      | CHINA NATIONAL BUILDING MATERI COMMON STOCK CNY1.0    | CUSIP: B0Y91C906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     24244 | NS      | $22245.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc.                           | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     44958 | NS      | $3378593.70   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Incorporated                     | ELANCO ANIMAL HEALTH INC COMMON STOCK                 | CUSIP: 28414H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55220 | NS      | $758170.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc.                            | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001       | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       836 | NS      | $35479.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 04/23 0.00000             | CUSIP: 912796YN3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    660000 | PA      | $654749.33    | 0.08%             | 2023-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 03/23 0.00000             | CUSIP: 912796Z69<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7432000 | PA      | $7394376.55   | 0.91%             | 2023-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD INC MAR23 80 CALL                 | ACTIVISION BLIZZARD INC MAR23 80 CALL                 | CUSIP: ADI2BPCR9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       406 | NC      | $-94801.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Wuxi Lead Intelligent Equipment Co. Ltd.              | WUXI LEAD INTELLIGENT EQUIPMEN COMMON STOCK CNY1.0    | CUSIP: BD6QWJ902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2100 | NS      | $14437.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland N.V.                                    | ASR NEDERLAND NV COMMON STOCK EUR.16                  | CUSIP: BD9PNF909<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     33228 | NS      | $1572730.77   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group Public Limited Company                      | AIB GROUP PLC COMMON STOCK EUR.625                    | CUSIP: BF0L35906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |   1839800 | NS      | $7728245.68   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Icon Public Limited Company                           | ICON PLC COMMON STOCK EUR.06                          | CUSIP: G4705A100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5157 | NS      | $1189771.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                              | NOVA LTD COMMON STOCK                                 | CUSIP: M7516K103<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     13993 | NS      | $1269165.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT HKD/SOLD USD                                   | BOUGHT HKD/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-2936.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corporation                              | DISH NETWORK CORP COMMON STOCK USD.01                 | CUSIP: 25470M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13380 | NS      | $192538.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                               | MASTERCARD INC COMMON STOCK USD.0001                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3867 | NS      | $1433110.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CSPC Pharmaceutical Group Limited                     | CSPC PHARMACEUTICAL GROUP LTD COMMON STOCK            | CUSIP: 619199904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    686233 | NS      | $782444.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanken Electric Co. Ltd.                              | SANKEN ELECTRIC CO LTD COMMON STOCK                   | CUSIP: 677478000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42900 | NS      | $2436204.93   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Power Corporation S.A.                         | PUBLIC POWER CORP SA COMMON STOCK EUR2.48             | CUSIP: 726829906<br>LEI: N/A                  | Long             | EC               | CORP              | GR        |    232412 | NS      | $1851579.55   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 02/23 0.00000             | CUSIP: 912796ZT9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13260000 | PA      | $13250828.46  | 1.64%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Glencore plc                                          | GLENCORE PLC COMMON STOCK USD.01                      | CUSIP: B4T3BW902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    578633 | NS      | $3875036.77   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                     | AIA GROUP LTD COMMON STOCK                            | CUSIP: B4TX8S909<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    282665 | NS      | $3196275.35   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| John Wood Group P.L.C.                                | JOHN WOOD GROUP PLC COMMON STOCK GBP.042857           | CUSIP: B5N0P8909<br>LEI: 549300PLYY6I10B6S323 | Long             | EC               | CORP              | GB        |    431995 | NS      | $757328.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx Aktiengesellschaft                             | TALANX AG COMMON STOCK                                | CUSIP: B8F0TD907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     23089 | NS      | $1142229.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Abcam plc                                             | ABCAM PLC ADR GBP.002                                 | CUSIP: 000380204<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     37914 | NS      | $525867.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd.                                    | ARC RESOURCES LTD COMMON STOCK                        | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |    147223 | NS      | $1710621.61   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                   | ABBOTT LABORATORIES COMMON STOCK                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     26251 | NS      | $2902048.05   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                              | AMERICAN EXPRESS CO COMMON STOCK USD.2                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     16252 | NS      | $2842962.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc.                             | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     42523 | NS      | $3389083.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                          | GODADDY INC COMMON STOCK USD.001                      | CUSIP: 380237107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26052 | NS      | $2139650.76   | 0.26%             |  |  |  | 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        |     15022 | NS      | $5495197.82   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc.                                   | HCA HEALTHCARE INC COMMON STOCK USD.01                | CUSIP: 40412C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5373 | NS      | $1370491.11   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc.                           | UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD1.0     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     11894 | NS      | $387030.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Country Garden Holdings Company Limited               | COUNTRY GARDEN HOLDINGS CO LTD COMMON STOCK HKD.1     | CUSIP: B1VKYN902<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | CN        |     46952 | NS      | $17617.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                    | ANGLO AMERICAN PLC COMMON STOCK USD.54945             | CUSIP: B1XZS8907<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     51345 | NS      | $2214529.17   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Diasorin S.P.A.                                       | DIASORIN SPA COMMON STOCK EUR1.0                      | CUSIP: B234WN909<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     14380 | NS      | $1871985.30   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Noble Corporation plc                                 | NOBLE CORP PLC COMMON STOCK                           | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22995 | NS      | $935666.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.                  | APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK           | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      7174 | NS      | $1027388.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | ALPHABET INC COMMON STOCK USD.001                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7570 | NS      | $756015.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                   | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     51130 | NS      | $1282658.52   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Inari Medical Inc.                                    | INARI MEDICAL INC COMMON STOCK USD.001                | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3287 | NS      | $187523.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck and Co. Inc.                                    | MERCK and CO INC COMMON STOCK USD.5                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     27542 | NS      | $2958286.22   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling Inc.                        | DIAMOND OFFSHORE DRILLING INC COMMON STOCK USD.01     | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |     69589 | NS      | $797489.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                               | DIAMONDBACK ENERGY INC COMMON STOCK USD.01            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     68189 | NS      | $9963776.68   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                 | MICROSOFT CORP COMMON STOCK USD.00000625              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     14208 | NS      | $3520884.48   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc.                            | TOKIO MARINE HOLDINGS INC COMMON STOCK                | CUSIP: 651312902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39600 | NS      | $829410.24    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale S.A.                                             | VALE SA ADR                                           | CUSIP: 91912E105<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     78139 | NS      | $1459636.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VANECK SEMICONDUCTOR ETF VANECK SEMICONDUCTOR ETF     | VANECK SEMICONDUCTOR ETF VANECK SEMICONDUCTOR ETF     | CUSIP: 92189F676<br>LEI: N/A                  | Long             | EC               | RF                | US        |      3513 | NS      | $832932.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| China Oilfield Services Limited                       | CHINA OILFIELD SERVICES LTD COMMON STOCK CNY1.0       | CUSIP: 656099900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14566 | NS      | $17654.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Television Holdings Inc.                       | NIPPON TELEVISION HOLDINGS INC COMMON STOCK           | CUSIP: 664406006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1504 | NS      | $12159.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                | TJX COS INC/THE COMMON STOCK USD1.0                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     13401 | NS      | $1097005.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                       | UNITED THERAPEUTICS CORP COMMON STOCK USD.01          | CUSIP: 91307C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5218 | NS      | $1373221.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corporation                                 | ATLASSIAN CORP PLC COMMON STOCK USD.1                 | CUSIP: 049468101<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19401 | NS      | $3135589.62   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc.                                           | JD.COM INC ADR USD.00002                              | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |     16246 | NS      | $967124.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc.                                         | VERISIGN INC COMMON STOCK USD.001                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     16507 | NS      | $3599351.35   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                    | WATERS CORP COMMON STOCK USD.01                       | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        99 | NS      | $32529.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                       | UNITEDHEALTH GROUP INC COMMON STOCK USD.01            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4255 | NS      | $2124053.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd.                                | JULIUS BAER GROUP LTD COMMON STOCK CHF.02             | CUSIP: B4R2R5908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     17089 | NS      | $1096162.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                | UCB SA COMMON STOCK                                   | CUSIP: 559699905<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     30800 | NS      | $2528821.76   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                               | MARVELL TECHNOLOGY INC COMMON STOCK USD.002           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113961 | NS      | $4917417.15   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC MAR23 95 CALL                               | BLOCK INC MAR23 95 CALL                               | CUSIP: ADI2CLK56<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       381 | NC      | $-115824.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SGX CNX NIFTY 0223                                    | SGX CNX NIFTY 0223                                    | CUSIP: ADI2CFTY7<br>LEI: N/A                  | N/A              | DE               | CORP              | SG        |        91 | NC      | $-37699.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zealand Pharma A/S                                    | ZEALAND PHARMA A/S COMMON STOCK DKK1.                 | CUSIP: B0SDJB907<br>LEI: 549300ITBB1ULBL4CZ12 | Long             | EC               | CORP              | DK        |     23530 | NS      | $734867.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoomlion Heavy Industry Science and Technology Co.Ltd | ZOOMLION HEAVY INDUSTRY S-A                           | CUSIP: BD5CPZ906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15200 | NS      | $13119.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Technip Energies N.V.                                 | TECHNIP ENERGIES NV COMMON STOCK EUR.01               | CUSIP: BNC011903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     56964 | NS      | $1104377.81   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Addus HomeCare Corporation                            | ADDUS HOMECARE CORP COMMON STOCK USD.001              | CUSIP: 006739106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9702 | NS      | $1043159.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | ALPHABET INC COMMON STOCK USD.001                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     20110 | NS      | $1987672.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc.                        | CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001    | CUSIP: 22663K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35951 | NS      | $704999.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                     | HSBC HOLDINGS PLC SUBORDINATED 11/33 VAR              | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6960000 | PA      | $7984307.10   | 0.99%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Home BancShares Inc.                                  | HOME BANCSHARES INC/AR COMMON STOCK USD.01            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33011 | NS      | $787972.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                    | PUBLICIS GROUPE SA COMMON STOCK EUR.4                 | CUSIP: 438042905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     26552 | NS      | $1872968.17   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc.                                          | HUBSPOT INC COMMON STOCK USD.001                      | CUSIP: 443573100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14579 | NS      | $5059058.79   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                    | NVIDIA CORP COMMON STOCK USD.001                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     21769 | NS      | $4253009.53   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corporation                          | ON SEMICONDUCTOR CORP COMMON STOCK USD.01             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     45229 | NS      | $3322070.05   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC MAR23 82.5 CALL               | ACTIVISION BLIZZARD INC MAR23 82.5 CALL               | CUSIP: ADI2BXS46<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       198 | NC      | $-24255.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARK INNOVATION ETF FEB23 33 PUT                       | ARK INNOVATION ETF FEB23 33 PUT                       | CUSIP: ADI2CCGR3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1118 | NC      | $16211.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTSE TAIWAN INDEX FEB23 0223                          | FTSE TAIWAN INDEX FEB23 0223                          | CUSIP: ADI2CD163<br>LEI: N/A                  | N/A              | DE               | CORP              | SG        |        20 | NC      | $-31323.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                   | BOUGHT EUR/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-602.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                   | BOUGHT JPY/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1597.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                        | CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK             | CUSIP: 619640006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     82100 | NS      | $2128449.14   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ULVAC Inc.                                            | ULVAC INC COMMON STOCK                                | CUSIP: 659948905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20800 | NS      | $973064.87    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Seria Co. Ltd.                                        | SERIA CO LTD COMMON STOCK                             | CUSIP: 668071905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       681 | NS      | $14965.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Limited                                  | SCHLUMBERGER LTD COMMON STOCK USD.01                  | CUSIP: 806857108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20897 | NS      | $1190711.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc.                                 | SURGERY PARTNERS INC COMMON STOCK USD.01              | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     36500 | NS      | $1211800.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 MINI INDEX JAN23 397 PUT                    | SandP 500 MINI INDEX JAN23 397 PUT                    | CUSIP: ADI2CLDP0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         4 | NC      | $92.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Limited                              | TENCENT HOLDINGS LTD COMMON STOCK HKD.00002           | CUSIP: BMMV2K903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     44900 | NS      | $2187928.04   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ALD                                                   | ALD SA COMMON STOCK                                   | CUSIP: BF03BV900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    292684 | NS      | $3679549.05   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameris Bancorp                                        | AMERIS BANCORP COMMON STOCK USD1.0                    | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     54510 | NS      | $2570691.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                   | BOUGHT AUD/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-45659.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc.                                           | DEXCOM INC COMMON STOCK USD.001                       | CUSIP: 252131107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14264 | NS      | $1527531.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Gold Miners ETF                                | VANECK GOLD MINERS ETF/USA VANECK GOLD MINERS ETF     | CUSIP: 92189F106<br>LEI: 54930031TORTKAM9TJ98 | Long             | EC               | RF                | US        |    175997 | NS      | $5635423.94   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| 99D0UQ07 SONY GROUP CORP EQUITYOPTION---20230310      | 99D0UQ07 SONY GROUP CORP EQUITYOPTION---20230310      | CUSIP: AEIG32552<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |      1460 | NC      | $-279.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beazley plc                                           | BEAZLEY PLC COMMON STOCK GBP.05                       | CUSIP: BYQ0JC901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    149623 | NS      | $1231307.15   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols S.A.                                          | GRIFOLS SA COMMON STOCK EUR.25                        | CUSIP: BYY3DX906<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     30907 | NS      | $409148.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals Inc.                          | APELLIS PHARMACEUTICALS INC COMMON STOCK USD.0001     | CUSIP: 03753U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27102 | NS      | $1429088.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                   | BOUGHT GBP/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-71933.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Irish Continental Group Public Limited Company        | IRISH CONTINENTAL GROUP PLC UNIT EUR.065              | CUSIP: BLP585906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    830872 | NS      | $3898712.01   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Bumble Inc.                                           | BUMBLE INC COMMON STOCK USD.01                        | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44884 | NS      | $1155763.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc.                                   | CENOVUS ENERGY INC COMMON STOCK                       | CUSIP: 15135U109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    136086 | NS      | $2718998.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                   | BOUGHT GBP/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-17673.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corporation                                   | INSULET CORP COMMON STOCK USD.001                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |     12053 | NS      | $3463067.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                     | INTEL CORP COMMON STOCK USD.001                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     69618 | NS      | $1967404.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corporation                          | INTACT FIN SUB RCPT COMMON STOCK                      | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      4648 | NS      | $674310.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc.                                          | NETFLIX INC COMMON STOCK USD.001                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      6911 | NS      | $2445526.46   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc.                                        | PINTEREST INC COMMON STOCK USD.00001                  | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46209 | NS      | $1214834.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 02/23 0.00000             | CUSIP: 912796T33<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  30790000 | PA      | $30706221.32  | 3.79%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 03/23 0.00000             | CUSIP: 912796Z77<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1165000 | PA      | $1158025.53   | 0.14%             | 2023-03-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 03/23 0.00000             | CUSIP: 912796Z85<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  26100000 | PA      | $25920163.70  | 3.20%             | 2023-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 99D0UQV1 BAIDU INC EQUITYOPTION---20230330            | 99D0UQV1 BAIDU INC EQUITYOPTION---20230330            | CUSIP: AEIG33295<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |      6000 | NC      | $-145.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Company Limited                        | DAIICHI SANKYO CO LTD COMMON STOCK                    | CUSIP: B0J7D9901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54998 | NS      | $1727318.43   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Hope Education Group Co. Ltd.                         | HOPE EDUCATION GROUP CO LTD COMMON STOCK USD.00001    | CUSIP: BF0XL5900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    118474 | NS      | $12122.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hapvida Participacoes e Investimentos S.A.            | HAPVIDA PARTICIPACOES E INVEST COMMON STOCK           | CUSIP: BF4J7N904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    678230 | NS      | $688076.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yunnan Energy New Material Co. Ltd.                   | YUNNAN ENERGY NEW MATERIAL-A                          | CUSIP: BFCCR3902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       900 | NS      | $20899.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corporation                              | ATMOS ENERGY CORP COMMON STOCK                        | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     25399 | NS      | $2985398.46   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc.                                          | DATADOG INC COMMON STOCK USD.00001                    | CUSIP: 23804L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9200 | NS      | $688252.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc.                                         | ILLUMINA INC COMMON STOCK USD.01                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2832 | NS      | $606614.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc.                                        | IMMUNOGEN INC COMMON STOCK USD.01                     | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |    143640 | NS      | $660744.00    | 0.08%             |  |  |  | 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      | $-157292.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Denali Therapeutics Inc.                              | DENALI THERAPEUTICS INC COMMON STOCK USD.01           | CUSIP: 24823R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21651 | NS      | $655375.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc.                                          | HOLOGIC INC COMMON STOCK USD.01                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     26188 | NS      | $2130917.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                           | HUMANA INC COMMON STOCK USD.166                       | CUSIP: 444859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6876 | NS      | $3518449.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics N.V.                               | STMICROELECTRONICS NV COMMON STOCK EUR1.04            | CUSIP: 596233908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       379 | NS      | $17846.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems Inc.                                    | VEEVA SYSTEMS INC COMMON STOCK USD.00001              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     12769 | NS      | $2177752.95   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC MAR23 90 CALL                               | BLOCK INC MAR23 90 CALL                               | CUSIP: ADI2CP919<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       120 | NC      | $53700.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc.                              | MIRATI THERAPEUTICS INC COMMON STOCK                  | CUSIP: 60468T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10516 | NS      | $561659.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verona Pharma plc                                     | VERONA PHARMA PLC ADR                                 | CUSIP: 925050106<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     35611 | NS      | $784866.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 99D0UQ0D CONTEMPORARY AMP EQUITYOPTION---20230330     | 99D0UQ0D CONTEMPORARY AMP EQUITYOPTION---20230330     | CUSIP: AEIG32537<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |      1500 | NC      | $3291.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc.                               | KB FINANCIAL GROUP INC COMMON STOCK KRW5000.          | CUSIP: B3DF0Y902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       395 | NS      | $18001.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC FEB23 150 CALL                  | BILL.COM HOLDINGS INC FEB23 150 CALL                  | CUSIP: ADI2CQ6Y8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       118 | NC      | $-32450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Innovent Biologics Inc.                               | INNOVENT BIOLOGICS INC COMMON STOCK USD.00001         | CUSIP: BGR6KX908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     89000 | NS      | $484734.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RemeGen Co. Ltd.                                      | REMEGEN CO LTD COMMON STOCK CNY1.0                    | CUSIP: BMC6XV901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    100491 | NS      | $812580.42    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture Public Limited Company                      | ACCENTURE PLC COMMON STOCK USD.0000225                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3015 | NS      | $841335.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                        | BAWAG GROUP AG COMMON STOCK                           | CUSIP: BZ1GZ0908<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |    106163 | NS      | $6576248.33   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkermes plc                                          | ALKERMES PLC COMMON STOCK USD.01                      | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |     77087 | NS      | $2207771.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                             | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2767 | NS      | $420805.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilon Health Inc.                                    | AGILON HEALTH INC COMMON STOCK USD.01                 | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38153 | NS      | $830209.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genus plc                                             | GENUS PLC COMMON STOCK GBP.1                          | CUSIP: 020745907<br>LEI: 54930022EOITNKSIGH56 | Long             | EC               | CORP              | GB        |     18825 | NS      | $675194.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                  | AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     39712 | NS      | $3731339.52   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                      | EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     18517 | NS      | $1420253.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation                  | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0     | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      5682 | NS      | $266315.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Security Bank Corporation                             | SECURITY BANK CORP COMMON STOCK PHP10.                | CUSIP: 679233908<br>LEI: 549300JSVDZIR2CPTP95 | Long             | EC               | CORP              | PH        |      8964 | NS      | $15127.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc.                                             | OKTA INC COMMON STOCK                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     21679 | NS      | $1595791.19   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 99D0UTCP FTSE 100 INDEX EQUITYOPTION---20230217       | 99D0UTCP FTSE 100 INDEX EQUITYOPTION---20230217       | CUSIP: AEIG36215<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        23 | NC      | $657.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo plc                                         | FRESNILLO PLC COMMON STOCK USD.5                      | CUSIP: B2QPKJ909<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |    114682 | NS      | $1164923.16   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                   | BOUGHT EUR/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $53295.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corporation                                       | KLA CORP COMMON STOCK USD.001                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      6147 | NS      | $2412574.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                 | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0             | CUSIP: 483410007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6267 | NS      | $1016604.83   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                           | SWEDBANK AB COMMON STOCK SEK22.0                      | CUSIP: 484652904<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     56303 | NS      | $1083067.85   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited    | TAIWAN SEMICONDUCTOR MANUFACTU COMMON STOCK TWD10.    | CUSIP: 688910900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    163000 | NS      | $2876425.39   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc.                                      | T-MOBILE USA INC COMMON STOCK USD.0001                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     14538 | NS      | $2170668.78   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc.                             | ACLARIS THERAPEUTICS INC COMMON STOCK USD.00001       | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     93882 | NS      | $1586605.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                  | ANTHEM INC COMMON STOCK USD.01                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       845 | NS      | $422491.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                   | BOUGHT JPY/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-30411.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AdaptHealth Corp.                                     | ADAPTHEALTH CORP COMMON STOCK                         | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39955 | NS      | $856235.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc.                                  | HEALTH CATALYST INC COMMON STOCK USD.001              | CUSIP: 42225T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28455 | NS      | $395524.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunocore Holdings PLC                               | IMMUNOCORE HOLDINGS PLC ADR GBP.0001                  | CUSIP: 45258D105<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4512 | NS      | $276450.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LP                              | VIPER ENERGY PARTNERS LP LTD PART                     | CUSIP: 92763M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25019 | NS      | $794353.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL.COM HOLDINGS INC FEB23 90 PUT                    | BILL.COM HOLDINGS INC FEB23 90 PUT                    | CUSIP: ADI2CQ6W2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       118 | NC      | $-38055.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BILL.COM HOLDINGS INC FEB23 125 CALL                  | BILL.COM HOLDINGS INC FEB23 125 CALL                  | CUSIP: ADI2CQ727<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       118 | NC      | $101480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 99D0US4Q NIKKEI 225 EQUITYOPTION---20230210           | 99D0US4Q NIKKEI 225 EQUITYOPTION---20230210           | CUSIP: AEIG34640<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       950 | NC      | $47.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 99D0UX41 NSE NIFTY 50 SGX EQUITYOPTION---20230223     | 99D0UX41 NSE NIFTY 50 SGX EQUITYOPTION---20230223     | CUSIP: AEIG40605<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       862 | NC      | $118223.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                  | WUXI APPTEC CO LTD COMMON STOCK CNY1.0                | CUSIP: BGHH0L903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     99900 | NS      | $1298103.57   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                               | IMI PLC COMMON STOCK GBP.2857                         | CUSIP: BGLP8L902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     24271 | NS      | $434574.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corporation                                    | INCYTE CORP COMMON STOCK USD.001                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     15559 | NS      | $1324693.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co. Ltd.                          | SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0      | CUSIP: 677172009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       328 | NS      | $16337.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc.                                      | ULTA BEAUTY INC COMMON STOCK USD.01                   | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4070 | NS      | $2091817.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 02/23 0.00000             | CUSIP: 912796ZU6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8190000 | PA      | $8177319.75   | 1.01%             | 2023-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorporation                       | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     28941 | NS      | $2181283.17   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC MAR23 75 CALL              | ADVANCED MICRO DEVICES INC MAR23 75 CALL              | CUSIP: ADI2B9908<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       189 | NC      | $106312.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 99D0UD3Q DAX INDEX EQUITYOPTION---20230317            | 99D0UD3Q DAX INDEX EQUITYOPTION---20230317            | CUSIP: AEIG19864<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |      1208 | NC      | $53361.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                         | ALIBABA GROUP HOLDING LTD COMMON STOCK USD.000003125  | CUSIP: BK6YZP902<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |    324224 | NS      | $4457645.32   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang HangKe Technology Incorporated Company       | ZHEJIANG HANGKE TECHNOLOGY-A                          | CUSIP: BK71FG905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2106 | NS      | $15787.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                       | ASTRAZENECA PLC COMMON STOCK USD.25                   | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     37599 | NS      | $4925937.32   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Cactus Inc.                                           | CACTUS INC COMMON STOCK USD.01                        | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39900 | NS      | $2158989.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                   | DANAHER CORP COMMON STOCK USD.01                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     12113 | NS      | $3202434.94   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company | JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01    | CUSIP: 478366107<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     49369 | NS      | $3434601.33   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc.                              | KARUNA THERAPEUTICS INC COMMON STOCK                  | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7671 | NS      | $1529520.69   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corporation of America Holdings            | LABORATORY CORP OF AMERICA HOL COMMON STOCK USD.1     | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      1502 | NS      | $378684.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                 | ELI LILLY and CO COMMON STOCK                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     20041 | NS      | $6897110.15   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ARK INNOVATION ETF FEB23 34 PUT                       | ARK INNOVATION ETF FEB23 34 PUT                       | CUSIP: ADI2CLF11<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       899 | NC      | $20677.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc.                                       | AMAZON.COM INC COMMON STOCK USD.01                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     47270 | NS      | $4874955.10   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                             | CYTOKINETICS INC COMMON STOCK USD.001                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     43176 | NS      | $1834116.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc.                                          | MODERNA INC COMMON STOCK USD.0001                     | CUSIP: 60770K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14266 | NS      | $2511671.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TandD Holdings Inc.                                   | TandD HOLDINGS INC COMMON STOCK                       | CUSIP: 674429907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    180600 | NS      | $2890728.35   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 03/23 0.00000             | CUSIP: 912796Y86<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10463000 | PA      | $10418444.26  | 1.29%             | 2023-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                   | VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     24965 | NS      | $8066191.50   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calbee Inc.                                           | CALBEE INC COMMON STOCK                               | CUSIP: B3TBRZ902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       642 | NS      | $14499.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                          | GANFENG LITHIUM CO LTD-A                              | CUSIP: BD5CB1906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14760 | NS      | $173577.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                    | CANADIAN NATURAL RESOURCES LTD COMMON STOCK           | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     26124 | NS      | $1605058.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                   | BOUGHT EUR/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $51228.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heritage Financial Corporation                        | HERITAGE FINANCIAL CORP/WA COMMON STOCK               | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40993 | NS      | $1169530.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amoy Diagnostics Co. Ltd.                             | AMOY DIAGNOSTICS CO LTD COMMON STOCK CNY1.0           | CUSIP: BFY8H7909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     83317 | NS      | $355691.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                      | UNICREDIT SPA COMMON STOCK NPV                        | CUSIP: BYMXPS901<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     95643 | NS      | $1868016.55   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE Aktiengesellschaft                                | RWE AG COMMON STOCK                                   | CUSIP: 476896907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     70750 | NS      | $3149710.26   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc.                              | KYMERA THERAPEUTICS INC COMMON STOCK                  | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18590 | NS      | $694894.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                              | LAM RESEARCH CORP COMMON STOCK USD.001                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      3697 | NS      | $1848869.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corporation                            | LEGEND BIOTECH CORP ADR                               | CUSIP: 52490G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19400 | NS      | $979700.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                   | ERSTE GROUP BANK AG COMMON STOCK                      | CUSIP: 528983901<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     65702 | NS      | $2493005.32   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chiba Bank Ltd.                                   | CHIBA BANK LTD/THE COMMON STOCK                       | CUSIP: 619056005<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |    214000 | NS      | $1619210.22   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                           | BNP PARIBAS SA COMMON STOCK EUR2.0                    | CUSIP: 730968906<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     13935 | NS      | $957082.03    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| 99D0UTCC EURO STOXX 50 PR EQUITYOPTION---20230217     | 99D0UTCC EURO STOXX 50 PR EQUITYOPTION---20230217     | CUSIP: AEIG36223<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |      3292 | NC      | $44963.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prothena Corporation Public Limited Company           | PROTHENA CORP PLC COMMON STOCK USD.01                 | CUSIP: G72800108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     18685 | NS      | $1056636.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                          | ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01       | CUSIP: 02043Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12156 | NS      | $2752118.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc.                         | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK USD.0001    | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77398 | NS      | $5478230.44   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc.                             | CERIDIAN HCM HOLDING INC COMMON STOCK USD.01          | CUSIP: 15677J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52017 | NS      | $3759788.76   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc.                                            | CHEWY INC COMMON STOCK USD.01                         | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11581 | NS      | $521839.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                   | FACEBOOK INC COMMON STOCK USD.000006                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      9055 | NS      | $1348923.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                            | FIVE9 INC COMMON STOCK USD.001                        | CUSIP: 338307101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12638 | NS      | $995621.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR Technologies Inc.                            | FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001        | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      6007 | NS      | $1254321.67   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc.                               | PALO ALTO NETWORKS INC COMMON STOCK USD.0001          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      4798 | NS      | $761154.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                   | SSC GOVERNMENT MM GVMXX                               | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |  54647912 | NS      | $54647912.48  | 6.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                               | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0            | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    120022 | NS      | $5034922.90   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.                    | TAKE-TWO INTERACTIVE SOFTWARE COMMON STOCK USD.01     | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     10863 | NS      | $1230017.49   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                                  | THOR INDUSTRIES INC COMMON STOCK USD.1                | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11578 | NS      | $1103730.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                           | ZOETIS INC COMMON STOCK USD.01                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      7089 | NS      | $1173158.61   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC MAR23 105 CALL                              | BLOCK INC MAR23 105 CALL                              | CUSIP: ADI2CPCK3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       120 | NC      | $-15900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Baoshan Iron and Steel Co. Ltd.                       | BAOSHAN IRON and STEEL CO LTD COMMON STOCK CNY1.0     | CUSIP: BP3R2Y906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     26600 | NS      | $24382.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                   | BOUGHT EUR/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $122588.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                            | EXACT SCIENCES CORP COMMON STOCK USD.01               | CUSIP: 30063P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32531 | NS      | $2196493.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                    | EXELON CORP COMMON STOCK                              | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    105869 | NS      | $4466613.11   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Angang Steel Company Limited                          | ANGANG STEEL CO LTD COMMON STOCK CNY1.0               | CUSIP: 601564909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     43581 | NS      | $13487.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB Inc.                                          | MONGODB INC COMMON STOCK USD.001                      | CUSIP: 60937P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7363 | NS      | $1577228.23   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corporation                        | PANASONIC CORP COMMON STOCK                           | CUSIP: 657270005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30576 | NS      | $283542.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ProFrac Holding Corp.                                 | PROFRAC HOLDING CORP COMMON STOCK USD.01              | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37605 | NS      | $846112.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| ConocoPhillips                                        | CONOCOPHILLIPS COMMON STOCK USD.01                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     19120 | NS      | $2330154.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                   | BOUGHT CAD/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $54542.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Company Limited                    | ANHUI CONCH CEMENT CO LTD COMMON STOCK CNY1.0         | CUSIP: 608039905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4691 | NS      | $17809.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Progressive Corporation                           | PROGRESSIVE CORP/THE COMMON STOCK USD1.0              | CUSIP: 743315103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11288 | NS      | $1539118.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                          | RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01       | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      7979 | NS      | $899791.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc.                                | MOLINA HEALTHCARE INC COMMON STOCK USD.001            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1190 | NS      | $371077.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co. Ltd.                                        | EISAI CO LTD COMMON STOCK                             | CUSIP: 630720001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22703 | NS      | $1404633.44   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuvalent Inc.                                         | NUVALENT INC COMMON STOCK USD.0001                    | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25106 | NS      | $759456.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Company Limited | SHANDONG WEIGAO GROUP MEDICAL COMMON STOCK CNY.1      | CUSIP: 674234901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    145843 | NS      | $242446.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 2Seventy Bio Inc.                                     | 2SEVENTY BIO INC COMMON STOCK USD.0001                | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40172 | NS      | $546339.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc.                                | SAGE THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      9352 | NS      | $414667.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc.                                            | SQUARE INC COMMON STOCK USD.000001                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     62205 | NS      | $5083392.60   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Bank Limited                                     | AXIS BANK LTD COMMON STOCK INR2.0                     | CUSIP: ACI08ZVY1<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |    264614 | NS      | $2828284.13   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd.                        | CONCORDIA FINANCIAL GROUP LTD COMMON STOCK            | CUSIP: ACI0L13V8<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33100 | NS      | $145453.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Limited           | CONTEMPORARY AMPEREX TECHNOLOG COMMON STOCK CNY1.0    | CUSIP: BHQPSY905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17788 | NS      | $1233874.79   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc.                              | ACTIVISION BLIZZARD INC COMMON STOCK USD.000001       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     52713 | NS      | $4036234.41   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                   | SOLD GBP/BOUGHT USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-117696.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fluor Corporation                                     | FLUOR CORP NEW PREFERRED STOCK                        | CUSIP: 343412607<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EP               | CORP              | US        |       627 | NS      | $1079248.83   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Geron Corporation                                     | GERON CORP COMMON STOCK USD.001                       | CUSIP: 374163103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    294938 | NS      | $973295.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                   | NEXTERA ENERGY INC COMMON STOCK USD.01                | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44298 | NS      | $3305959.74   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens and Minor Inc.                                  | OWENS and MINOR INC COMMON STOCK USD2.0               | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     25746 | NS      | $508226.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                    | PGandE CORP COMMON STOCK                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    342668 | NS      | $5448421.20   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc.                                          | WORKDAY INC COMMON STOCK USD.001                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     11591 | NS      | $2102955.13   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc.                         | ZENTALIS PHARMACEUTICALS INC COMMON STOCK             | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27417 | NS      | $647041.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| argenx SE                                             | ARGENX SE ADR                                         | CUSIP: 04016X101<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      6822 | NS      | $2607709.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc.                                  | CHENIERE ENERGY INC COMMON STOCK USD.003              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     17860 | NS      | $2728829.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corporation                         | CHESAPEAKE ENERGY CORP COMMON STOCK USD.01            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     11278 | NS      | $978028.16    | 0.12%             |  |  |  | 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      | $-690370.61   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Financial Services Corp                    | ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01     | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     12254 | NS      | $653383.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc.                                             | ETSY INC COMMON STOCK USD.001                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     13115 | NS      | $1804361.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP Global Inc.                                     | SandP GLOBAL INC COMMON STOCK USD1.0                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     10438 | NS      | $3913623.72   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                                | SOUTH STATE CORP COMMON STOCK USD2.5                  | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      5658 | NS      | $450376.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                 | TARGA RESOURCES CORP COMMON STOCK USD.001             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     14172 | NS      | $1063183.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BFF Bank SpA                                          | BFF BANK SPA COMMON STOCK NPV                         | CUSIP: ACI0T9D42<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    205378 | NS      | $1899362.69   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                               | MEITUAN COMMON STOCK USD.00001                        | CUSIP: ACI14YZ22<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4490 | NS      | $100377.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARK INNOVATION ETF FEB23 31 PUT                       | ARK INNOVATION ETF FEB23 31 PUT                       | CUSIP: ADI2CLGW2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       899 | NC      | $-4944.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                     | ASML HOLDING NV NY REG SHRS EUR.09                    | CUSIP: N07059210<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      1909 | NS      | $1261543.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Merus N.V.                                            | MERUS NV COMMON STOCK EUR.05                          | CUSIP: N5749R100<br>LEI: 549300W8GPUWU8QNU293 | Long             | EC               | CORP              | NL        |     58574 | NS      | $913754.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco S.A.                                   | BANCO BRADESCO SA ADR                                 | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |      4687 | NS      | $13076.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                                | BIO-TECHNE CORP COMMON STOCK USD.01                   | CUSIP: 09073M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10129 | NS      | $806876.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Nephew plc                                  | SMITH and NEPHEW PLC COMMON STOCK USD.2               | CUSIP: 092232909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     21313 | NS      | $294339.64    | 0.04%             |  |  |  | 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      | $-24999.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corporation                    | NATIONAL BANK HOLDINGS CORP COMMON STOCK              | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25929 | NS      | $1094981.67   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                          | SKYLINE CHAMPION CORP COMMON STOCK USD.028            | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25959 | NS      | $1530283.05   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR SandP REGIONAL BANKING ETF MAR23 56 PUT          | SPDR SandP REGIONAL BANKING ETF MAR23 56 PUT          | CUSIP: ADI2CGWW5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1324 | NC      | $48326.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC JUN23 150 CALL                               | ETSY INC JUN23 150 CALL                               | CUSIP: ADI2CKVR8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        96 | NC      | $134400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC MAR23 82.5 CALL                             | BLOCK INC MAR23 82.5 CALL                             | CUSIP: ADI2CLK07<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       381 | NC      | $286702.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cranswick plc                                         | CRANSWICK PLC COMMON STOCK GBP.1                      | CUSIP: 023188006<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |     66966 | NS      | $2634425.12   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| QuidelOrtho Corporation                               | QUIDELORTHO CORP COMMON STOCK USD.001                 | CUSIP: 219798105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4148 | NS      | $355110.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                          | GARTNER INC COMMON STOCK USD.0005                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      2856 | NS      | $965727.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                           | INTUIT INC COMMON STOCK USD.01                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      6374 | NS      | $2694098.58   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                           | ONO PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: 666010004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40476 | NS      | $878275.92    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                       | SALESFORCE.COM INC COMMON STOCK USD.001               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     13495 | NS      | $2266755.15   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc.                        | SHOALS TECHNOLOGIES GROUP INC COMMON STOCK USD.00001  | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18632 | NS      | $519646.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc.                                    | SYNEOS HEALTH INC COMMON STOCK USD.01                 | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     10984 | NS      | $394545.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                 | UBER TECHNOLOGIES INC COMMON STOCK USD.00001          | CUSIP: 90353T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144578 | NS      | $4471797.54   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Medicines Limited                             | EVEREST MEDICINES LTD COMMON STOCK USD.0001           | CUSIP: ACI1RT5Q8<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     91528 | NS      | $292438.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                  | ENDEAVOUR MINING PLC COMMON STOCK USD.01              | CUSIP: ACI1YMWL6<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     73491 | NS      | $1731571.79   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC FEB23 310 PUT                             | HUBSPOT INC FEB23 310 PUT                             | CUSIP: ADI2CMC53<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        42 | NC      | $34860.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPeng Inc.                                            | XPENG INC COMMON STOCK USD.00001                      | CUSIP: BP6FB3907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4255 | NS      | $22394.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                             | SHELL PLC COMMON STOCK EUR.07                         | CUSIP: BP6MXD906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     90097 | NS      | $2645045.93   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                          | ENCOMPASS HEALTH CORP COMMON STOCK USD.01             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      9695 | NS      | $605452.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                           | MASTEC INC COMMON STOCK USD.1                         | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      8827 | NS      | $867076.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc.                                  | ASTELLAS PHARMA INC COMMON STOCK                      | CUSIP: 698538006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28143 | NS      | $414268.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                                   | SVB FINANCIAL GROUP COMMON STOCK USD.001              | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      2573 | NS      | $778178.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc.                                        | SNOWFLAKE INC COMMON STOCK                            | CUSIP: 833445109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15872 | NS      | $2483015.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie Financiere Richemont SA                     | CIE FINANCIERE RICHEMONT SA COMMON STOCK CHF1.0       | CUSIP: ACI06R7K8<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     13349 | NS      | $2057844.54   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Limited                           | CHINA RAILWAY GROUP LTD COMMON STOCK CNY1.0           | CUSIP: BP3R3D901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     26900 | NS      | $22745.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banner Corporation                                    | BANNER CORP COMMON STOCK USD.01                       | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7369 | NS      | $477732.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corporation                              | BARRICK GOLD CORP COMMON STOCK                        | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    244980 | NS      | $4789359.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                             | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     13802 | NS      | $630613.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                     | CABOT CORP COMMON STOCK USD1.0                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     25375 | NS      | $1911498.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SQUARESPACE INC FEB23 22.5 CALL                       | SQUARESPACE INC FEB23 22.5 CALL                       | CUSIP: ADI2CJFM0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       311 | NC      | $55202.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC JUN23 110 PUT                                | ETSY INC JUN23 110 PUT                                | CUSIP: ADI2CKVP2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        96 | NC      | $-64560.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc.                                            | BAIDU INC COMMON STOCK USD.000000625                  | CUSIP: B0J2D4903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    103357 | NS      | $1737435.04   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson and Company                          | BECTON DICKINSON AND CO COMMON STOCK USD1.0           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      6864 | NS      | $1731238.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Serco Group plc                                       | SERCO GROUP PLC COMMON STOCK GBP.02                   | CUSIP: 079737003<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |    182954 | NS      | $329526.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group PLC                       | BABCOCK INTERNATIONAL GROUP PL COMMON STOCK GBP.6     | CUSIP: 096970900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    144747 | NS      | $546863.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CHF/SOLD USD                                   | BOUGHT CHF/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $22215.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc.                            | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57228 | NS      | $1615546.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR SandP REGIONAL BANKING ETF MAR23 49 PUT          | SPDR SandP REGIONAL BANKING ETF MAR23 49 PUT          | CUSIP: ADI2CGWY1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1324 | NC      | $-9268.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC JUN23 190 CALL                               | ETSY INC JUN23 190 CALL                               | CUSIP: ADI2CKVM9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        96 | NC      | $-38880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                          | UNILEVER PLC COMMON STOCK GBP.0311                    | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     12533 | NS      | $637917.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Bank                                          | CADENCE BANK COMMON STOCK USD2.5                      | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2902 | NS      | $74233.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer Aktiengesellschaft                              | BAYER AG COMMON STOCK                                 | CUSIP: 506921907<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      3831 | NS      | $238460.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Subsea 7 S.A.                                         | SUBSEA 7 SA COMMON STOCK USD2.                        | CUSIP: 525824900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     91033 | NS      | $1134460.29   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                        | RHEINMETALL AG COMMON STOCK                           | CUSIP: 533458907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      3530 | NS      | $824811.13    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                   | ASCENDIS PHARMA A/S ADR DKK1.0                        | CUSIP: 04351P101<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     17274 | NS      | $2143357.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharti Airtel Limited                                 | BHARTI AIRTEL LTD RIGHT COMMON STOCK INR5.0           | CUSIP: 644232902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    189284 | NS      | $1785188.93   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                        | LONZA GROUP AG COMMON STOCK CHF1.0                    | CUSIP: 733337901<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       790 | NS      | $450648.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc.                           | CHARTER COMMUNICATIONS INC COMMON STOCK USD.001       | CUSIP: 16119P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2110 | NS      | $810894.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                           | NOVARTIS AG COMMON STOCK CHF.5                        | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     20891 | NS      | $1888735.16   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc.                           | SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |      4567 | NS      | $1457466.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                         | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       469 | NS      | $267484.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation                                     | DASSAULT AVIATION SA COMMON STOCK EUR.8               | CUSIP: BMT9L1906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8882 | NS      | $1516719.33   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Finecobank Banca Fineco S.P.A.                        | FINECOBANK BANCA FINECO SPA COMMON STOCK EUR.33       | CUSIP: BNGN9Z906<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |    288489 | NS      | $5178910.65   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 02/23 0.00000             | CUSIP: 912796Y78<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  16605000 | PA      | $16549643.09  | 2.05%             | 2023-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial N.V.                                   | CNH INDUSTRIAL NV COMMON STOCK EUR.01                 | CUSIP: ACI06WQZ3<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    165874 | NS      | $2934535.42   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Inc.                                            | ALCON INC COMMON STOCK CHF.04                         | CUSIP: ACI198PY5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     23017 | NS      | $1736828.36   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| VANECK SEMICONDUCTOR ETF MAR23 250 CALL               | VANECK SEMICONDUCTOR ETF MAR23 250 CALL               | CUSIP: ADI2CL967<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        57 | NC      | $31350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 99D0US4O KOSPI 200 INDEX EQUITYOPTION---20230209      | 99D0US4O KOSPI 200 INDEX EQUITYOPTION---20230209      | CUSIP: AEIG34632<br>LEI: N/A                  | N/A              | DE               | CORP              | KR        |   1146778 | NC      | $296.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd.                                             | FLEX LTD COMMON STOCK                                 | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |     42260 | NS      | $986771.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clementia Pharmaceuticals Inc.                        | CONTRA CLEMENTIA PHARM F COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |      9185 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOLD INR/BOUGHT USD                                   | SOLD INR/BOUGHT USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |         1 | NC      | $12069.03     | 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      | $49248.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc.                               | IDEXX LABORATORIES INC COMMON STOCK USD.1             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        59 | NS      | $28349.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc.                         | IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001     | CUSIP: 46333X108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77425 | NS      | $891936.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Japan Steel Works Ltd.                            | JAPAN STEEL WORKS LTD/THE COMMON STOCK                | CUSIP: 647068006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37100 | NS      | $790372.73    | 0.10%             |  |  |  | No            |                  2 | 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        |    110696 | NS      | $8570084.32   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc.                                       | SERVICENOW INC COMMON STOCK USD.001                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      7067 | NS      | $3216403.71   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                                    | SITIME CORP COMMON STOCK USD.0001                     | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7993 | NS      | $921033.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wise PLC                                              | WISE PLC COMMON STOCK GBP.01                          | CUSIP: ACI1YXY14<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    205455 | NS      | $1377290.84   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES MSCI EAFE ETF FEB23 61 PUT                    | ISHARES MSCI EAFE ETF FEB23 61 PUT                    | CUSIP: ADI2B8LV8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3565 | NC      | $8912.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hypoport SE                                           | HYPOPORT SE COMMON STOCK                              | CUSIP: B28XLF909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     10624 | NS      | $1447374.06   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Amedisys Inc.                                         | AMEDISYS INC COMMON STOCK USD.001                     | CUSIP: 023436108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2268 | NS      | $219224.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                           | ARES MANAGEMENT CORP COMMON STOCK                     | CUSIP: 03990B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91541 | NS      | $7596987.59   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc.                                         | CARGURUS INC COMMON STOCK USD.001                     | CUSIP: 141788109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81899 | NS      | $1445517.35   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc.                                           | AIRBNB INC COMMON STOCK USD.0001                      | CUSIP: 009066101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12427 | NS      | $1380763.97   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc.                               | AKERO THERAPEUTICS INC COMMON STOCK                   | CUSIP: 00973Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13470 | NS      | $666765.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc.                                  | AMERANT BANCORP INC COMMON STOCK USD.1                | CUSIP: 023576101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31936 | NS      | $889098.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The AZEK Co Inc                                       | AZEK CO INC/THE COMMON STOCK                          | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44813 | NS      | $1081337.69   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.                                 | BWX TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     47112 | NS      | $2867236.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc.                                          | COUPANG INC COMMON STOCK USD.0001                     | CUSIP: 22266T109<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     77404 | NS      | $1307353.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                   | BOUGHT EUR/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $250271.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc.                                   | DOMINO'S PIZZA INC COMMON STOCK USD.01                | CUSIP: 25754A201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4721 | NS      | $1666513.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc.                                        | DYNATRACE INC COMMON STOCK USD.001                    | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66038 | NS      | $2537840.34   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                   | BOUGHT GBP/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-8158.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc.                               | INTUITIVE SURGICAL INC COMMON STOCK USD.001           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4116 | NS      | $1011260.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                            | GENMAB A/S COMMON STOCK DKK1.0                        | CUSIP: 459573903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      4601 | NS      | $1803115.60   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software Inc.                                  | PAYCOM SOFTWARE INC COMMON STOCK USD.01               | CUSIP: 70432V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4765 | NS      | $1543574.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysia Airports Holdings Berhad                     | MALAYSIA AIRPORTS HOLDINGS BHD COMMON STOCK MYR1.     | CUSIP: 618819908<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     10454 | NS      | $17329.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleflex Incorporated                                 | TELEFLEX INC COMMON STOCK USD1.0                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        91 | NS      | $22151.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC MAR23 90 CALL              | ADVANCED MICRO DEVICES INC MAR23 90 CALL              | CUSIP: ADI2CG133<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       189 | NC      | $-21546.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tecan Group AG                                        | TECAN GROUP AG COMMON STOCK CHF.1                     | CUSIP: 711090902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2218 | NS      | $930836.57    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagen Inc.                                           | SEAGEN INC COMMON STOCK USD.001                       | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14884 | NS      | $2076020.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydbank AS                                            | SYDBANK AS COMMON STOCK DKK10.                        | CUSIP: B06JSP907<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |     50718 | NS      | $2312654.04   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR N.V.                                             | EXOR NV COMMON STOCK EUR.01                           | CUSIP: BMJ182907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     70406 | NS      | $5596475.84   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc.                                 | TRADEWEB MARKETS INC COMMON STOCK USD.01              | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88401 | NS      | $6589410.54   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 02/23 0.00000             | CUSIP: 912796Y60<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19540000 | PA      | $19492032.05  | 2.41%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zai Lab Limited                                       | ZAI LAB LTD COMMON STOCK USD.000006                   | CUSIP: BP8L26905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    320000 | NS      | $1338497.58   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank Aktiengesellschaft                        | COMMERZBANK AG COMMON STOCK                           | CUSIP: ACI05RX61<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |    319550 | NS      | $3652914.20   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| 99D0UQ0L ALIBABA GRP HLDG LTD EQUITYOPTION---20230330 | 99D0UQ0L ALIBABA GRP HLDG LTD EQUITYOPTION---20230330 | CUSIP: AEIG32529<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |      6500 | NC      | $1420.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celldex Therapeutics Inc.                             | CELLDEX THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 15117B202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4771 | NS      | $210210.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                   | CENTENE CORP COMMON STOCK USD.001                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     32960 | NS      | $2512870.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                   | BOUGHT CAD/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $26052.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohm Company Limited                                  | ROHM CO LTD COMMON STOCK                              | CUSIP: 674720008<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |       315 | NS      | $25241.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance (Group) Company of China Ltd.       | PING AN INSURANCE GROUP CO OF COMMON STOCK CNY1.0     | CUSIP: B01FLR903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    183278 | NS      | $1423648.85   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali S.p.A.                                 | BANCA GENERALI SPA COMMON STOCK EUR1.                 | CUSIP: B1HKSV907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      9321 | NS      | $343865.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinoma Science and Technology Co. Ltd.                | SINOMA SCIENCEandTECHNOLOGY -A                        | CUSIP: BD5LVM908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    350800 | NS      | $1293708.06   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Trupanion Inc.                                        | TRUPANION INC COMMON STOCK USD.00001                  | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     70960 | NS      | $4188059.20   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 02/23 0.00000             | CUSIP: 912796XT1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  21685000 | PA      | $21682595.35  | 2.68%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 99D0UQ0F CONTEMPORARY AMP EQUITYOPTION---20230330     | 99D0UQ0F CONTEMPORARY AMP EQUITYOPTION---20230330     | CUSIP: AEIG32578<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |      1500 | NC      | $-914.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 99D0UQUZ BAIDU INC EQUITYOPTION---20230330            | 99D0UQUZ BAIDU INC EQUITYOPTION---20230330            | CUSIP: AEIG33253<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |      3000 | NC      | $194.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Tinci Materials Technology Co.Ltd           | GUANGZHOU TINCI MATERIALS TECH COMMON STOCK CNY1.0    | CUSIP: BD5LR6908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2780 | NS      | $20323.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                            | HALEON PLC COMMON STOCK GBP1.25                       | CUSIP: BMX86B908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    703957 | NS      | $2821023.09   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| HENSOLDT AG                                           | HENSOLDT AG COMMON STOCK                              | CUSIP: BN0SDX902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     20877 | NS      | $605290.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                       | BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25      | CUSIP: 028758902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     28294 | NS      | $1084616.44   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Glaukos Corporation                                   | GLAUKOS CORP COMMON STOCK USD.001                     | CUSIP: 377322102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5966 | NS      | $292632.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc.                          | NANOSTRING TECHNOLOGIES INC COMMON STOCK USD.0001     | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |     73532 | NS      | $777968.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Shiga Bank Ltd.                                   | SHIGA BANK LTD/THE COMMON STOCK                       | CUSIP: 680424009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65100 | NS      | $1355042.25   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank Public Company Limited                   | KASIKORNBANK PCL FOREIGN SH. THB10.0 A                | CUSIP: 688879907<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |     89872 | NS      | $396374.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                        | REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1845 | NS      | $1399377.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                          | UNITED STATES TREASURY BILL 02/23 0.00000             | CUSIP: 912796YA1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1030000 | PA      | $1028155.65   | 0.13%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEX Inc.                                              | WEX INC COMMON STOCK USD.01                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     16521 | NS      | $3055889.37   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubisoft Entertainment                                 | UBISOFT ENTERTAINMENT SA COMMON STOCK EUR.0775        | CUSIP: B1L3CS904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     10122 | NS      | $209591.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Venus MedTech (Hangzhou) Inc.                         | VENUS MEDTECH HANGZHOU INC COMMON STOCK CNY1.0        | CUSIP: BL6V04901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    193500 | NS      | $377621.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Enstar Group Limited                                  | ENSTAR GROUP LTD COMMON STOCK USD1.0                  | CUSIP: G3075P101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3471 | NS      | $841023.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Limited                                   | NOMAD FOODS LTD COMMON STOCK                          | CUSIP: G6564A105<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | GB        |    253769 | NS      | $4514550.51   | 0.56%             |  |  |  | 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        |      4175 | NS      | $496825.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                | CREDIT SUISSE GROUP AG 12/99 1                        | CUSIP: 225401AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |   7751000 | PA      | $6355820.00   | 0.79%             | 2025-09-12      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                   | SOLD CNH/BOUGHT USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |         1 | NC      | $-207289.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Squarespace Inc.                                      | SQUARESPACE INC COMMON STOCK USD.0001                 | CUSIP: 85225A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31509 | NS      | $747393.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                   | STRYKER CORP COMMON STOCK USD.1                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1033 | NS      | $262185.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP FEB23 205 CALL                            | NVIDIA CORP FEB23 205 CALL                            | CUSIP: ADI2CN3W2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       103 | NC      | $52787.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vallourec                                             | VALLOUREC SA COMMON STOCK EUR.02                      | CUSIP: BLGWF9901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     45720 | NS      | $667372.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                         | SCHRODERS PLC COMMON STOCK GBP.2                      | CUSIP: BP9LHF908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    166592 | NS      | $985189.58    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LifeTech Scientific Corporation                       | LIFETECH SCIENTIFIC CORP COMMON STOCK USD.00000125    | CUSIP: BV9FKS906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     33641 | NS      | $13416.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ARKK US R 1D USD  20230515                   | TRS EQ P ARKK US R 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    397846 | PA      | $-40905.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |       826 | PA      | $19.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR  20230515                    | TRS EQ R ALD FP P 1D EUR  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     44906 | PA      | $1052.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |      4211 | PA      | $98.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R JPM US P 1D USD  20230515                    | TRS EQ R JPM US P 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1524340 | PA      | $14659.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R LITE US P 1D USD  20230515                   | TRS EQ R LITE US P 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    384163 | PA      | $26.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    104653 | PA      | $2451.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     13063 | PA      | $306.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     18655 | PA      | $437.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     58445 | PA      | $1369.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TPNBNK R 1D JPY  20230522                    | TRS EQ P TPNBNK R 1D JPY  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   3904338 | PA      | $-642.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR  20230515                    | TRS EQ R ALD FP P 1D EUR  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     19414 | PA      | $454.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR  20230515                    | TRS EQ R ALD FP P 1D EUR  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    118136 | PA      | $2767.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWM US R 1D USD  20230522                    | TRS EQ P IWM US R 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3195368 | PA      | $-58642.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R INTC US P 1D USD  20230522                   | TRS EQ R INTC US P 1D USD  20230522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    418898 | PA      | $-13762.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD  20230515                    | TRS EQ P KRE US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   7013382 | PA      | $-218877.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR  20230515                    | TRS EQ R ALD FP P 1D EUR  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     40616 | PA      | $951.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TPNBNK R 1D JPY  20230522                    | TRS EQ P TPNBNK R 1D JPY  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 196256900 | PA      | $-32282.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RY CN P 1M CAD  20230515                     | TRS EQ R RY CN P 1M CAD  20230515                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |    779182 | PA      | $6391.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GS US P 1D USD  20230515                     | TRS EQ R GS US P 1D USD  20230515                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    790469 | PA      | $35895.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -68.00 20230515              | TRS EQ P VEA US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1664906 | PA      | $-22493.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD  20230515                    | TRS EQ P KRE US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    935828 | PA      | $-29205.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MS US P 1D USD  20230522                     | TRS EQ R MS US P 1D USD  20230522                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1551774 | PA      | $17575.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MS US P 1D USD  20230522                     | TRS EQ R MS US P 1D USD  20230522                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1547828 | PA      | $17530.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R INTC US P 1D USD  20230505                   | TRS EQ R INTC US P 1D USD  20230505                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1553337 | PA      | $39453.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ARKK US R 1D USD  20230515                   | TRS EQ P ARKK US R 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    258489 | PA      | $-24974.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLI US R 1D USD  20230515                    | TRS EQ P XLI US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     44496 | PA      | $-113.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLI US R 1D USD  20230515                    | TRS EQ P XLI US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3308278 | PA      | $-8466.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XOP US R 1D USD  20230515                    | TRS EQ P XOP US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   4765409 | PA      | $45169.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CBK GR P 1D EUR  20230522                    | TRS EQ R CBK GR P 1D EUR  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    464582 | PA      | $48141.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CBK GR P 1D EUR  20230522                    | TRS EQ R CBK GR P 1D EUR  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    365242 | PA      | $37847.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EBS AV P 1D EUR  20230522                    | TRS EQ R EBS AV P 1D EUR  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AT        |    391364 | PA      | $23710.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CBK GR P 1D EUR  20230522                    | TRS EQ R CBK GR P 1D EUR  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    715306 | PA      | $74122.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLI US R 1D USD  20230515                    | TRS EQ P XLI US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1603395 | PA      | $-4103.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R C US P 1D USD  20230515                      | TRS EQ R C US P 1D USD  20230515                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1522269 | PA      | $20727.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RY CN P 1M CAD  20230515                     | TRS EQ R RY CN P 1M CAD  20230515                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |   1057047 | PA      | $8670.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RY CN P 1M CAD  20230515                     | TRS EQ R RY CN P 1M CAD  20230515                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |    525291 | PA      | $4308.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ABCM US P 1D USD 25.00 20230515              | TRS EQ R ABCM US P 1D USD 25.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    510808 | PA      | $-77745.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XOP US R 1D USD  20230515                    | TRS EQ P XOP US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2828400 | PA      | $-24691.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RY CN P 1M CAD  20230515                     | TRS EQ R RY CN P 1M CAD  20230515                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |   1044656 | PA      | $8568.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD  20230522                    | TRS EQ P KRE US R 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    771870 | PA      | $-30347.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD  20230515                    | TRS EQ P KRE US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    711675 | PA      | $-22210.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IGV US R 1D USD  20230515                    | TRS EQ P IGV US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    168165 | PA      | $-1016.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD  20230522                    | TRS EQ P KRE US R 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    787888 | PA      | $-30977.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NVMI US P 1D USD  20230515                   | TRS EQ R NVMI US P 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    458683 | PA      | $-18153.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VGK US R 1D USD  20230515                    | TRS EQ P VGK US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |  12909698 | PA      | $-76088.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ETSY US P 1D USD  20230515                   | TRS EQ R ETSY US P 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    535541 | PA      | $-79.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 0.20 20230505                | TRS EQ R ALD FP P 1D EUR 0.20 20230505                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     15193 | PA      | $1070.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 0.30 20230515                | TRS EQ R ALD FP P 1D EUR 0.30 20230515                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    462445 | PA      | $10834.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD  20230522                    | TRS EQ P KRE US R 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   4863067 | PA      | $-191203.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XOP US R 1D USD  20230515                    | TRS EQ P XOP US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   4729212 | PA      | $-18516.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 0.20 20230522                | TRS EQ R ALD FP P 1D EUR 0.20 20230522                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     70195 | PA      | $1507.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R INCY US P 1D USD 20.00 20230515              | TRS EQ R INCY US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     93124 | PA      | $4446.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NLB LI P 1D EUR  20230505                    | TRS EQ R NLB LI P 1D EUR  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SI        |     61756 | PA      | $7421.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCG IM P 1D EUR 20.00 20230505               | TRS EQ R UCG IM P 1D EUR 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |    552481 | PA      | $141807.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWP US R 1D USD  20230522                    | TRS EQ P IWP US R 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1433181 | PA      | $-47235.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 688006 CH P 1D USD 75.00 20230522            | TRS EQ R 688006 CH P 1M USD 75.00 20230522            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |       343 | PA      | $24.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     88579 | PA      | $2075.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR  20230515                    | TRS EQ R ALD FP P 1D EUR  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |       849 | PA      | $19.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     39586 | PA      | $927.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    104767 | PA      | $2454.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     60698 | PA      | $1422.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWM US R 1D USD  20230515                    | TRS EQ P IWM US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1379105 | PA      | $-34400.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IGV US R 1D USD -163.00 20230515             | TRS EQ P IGV US R 1D USD -163.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   5982702 | PA      | $-337091.52   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IGV US R 1D USD -168.00 20230515             | TRS EQ P IGV US R 1D USD -168.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    240237 | PA      | $-13536.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCG IM P 1D EUR 20.00 20230505               | TRS EQ R UCG IM P 1D EUR 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |    893129 | PA      | $229242.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD  20230515                    | TRS EQ P VEA US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |  10217851 | PA      | $-138048.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD  20230515                    | TRS EQ P XLF US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2925619 | PA      | $-55446.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD  20230522                    | TRS EQ P KRE US R 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     77701 | PA      | $-3055.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CBK GR P 1D EUR  20230522                    | TRS EQ R CBK GR P 1D EUR  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    941510 | PA      | $97562.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCG IM P 1D EUR  20230522                    | TRS EQ R UCG IM P 1D EUR  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |    478566 | PA      | $104605.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWP US R 1D USD  20230515                    | TRS EQ P IWP US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    843103 | PA      | $-24533.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8331 JP P 1D JPY 20.00 20230505              | TRS EQ R 8331 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  70153000 | PA      | $13393.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IHYG LN R 1D EUR  20230515                   | TRS EQ P IHYG LN R 1D EUR  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   1431875 | PA      | $-4627.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R APO US P 1D USD 25.00 20230505               | TRS EQ R APO US P 1D USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    384058 | PA      | $47770.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R APO US P 1D USD 20.00 20230505               | TRS EQ R APO US P 1D USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    274588 | PA      | $34154.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD  20230515                    | TRS EQ P QQQ US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   7977323 | PA      | $-444095.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWP US R 1D USD  20230515                    | TRS EQ P IWP US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    135980 | PA      | $-1627.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SOXX US R 1D USD  20230515                   | TRS EQ P SOXX US R 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    570695 | PA      | $-25136.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8306 JP P 1D JPY  20230505                   | TRS EQ R 8306 JP P 1D JPY  20230505                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 103355498 | PA      | $27817.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IMI LN P 1D GBP  20230522                    | TRS EQ R IMI LN P 1D GBP  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     84614 | PA      | $2075.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCG IM P 1D EUR  20230522                    | TRS EQ R UCG IM P 1D EUR  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |    233584 | PA      | $51057.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SOXX US R 1D USD  20230515                   | TRS EQ P SOXX US R 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   7078402 | PA      | $-311768.21   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GS US P 1D USD  20230515                     | TRS EQ R GS US P 1D USD  20230515                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1530550 | PA      | $69502.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLE US R 1D USD  20230515                    | TRS EQ P XLE US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    283130 | PA      | $659.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R WRT1V FH P 1D EUR  20230515                  | TRS EQ R WRT1V FH P 1D EUR  20230515                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FI        |    262430 | PA      | $-2930.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SX5E R 1D EUR  20230515                      | TRS EQ P SX5E R 1D EUR  20230515                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |   3620331 | PA      | $-20138.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R WRT1V FH P 1D EUR  20230515                  | TRS EQ R WRT1V FH P 1D EUR  20230515                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FI        |    368955 | PA      | $-12716.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R WRT1V FH P 1D EUR  20230515                  | TRS EQ R WRT1V FH P 1D EUR  20230515                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FI        |    312751 | PA      | $-9546.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD  20230522                    | TRS EQ P KRE US R 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1495027 | PA      | $-58780.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD  20230515                    | TRS EQ P VEA US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2979215 | PA      | $-14129.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWM US R 1D USD  20230515                    | TRS EQ P IWM US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   8040172 | PA      | $-200552.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RY CN P 1M CAD  20230515                     | TRS EQ R RY CN P 1M CAD  20230515                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |    611897 | PA      | $5019.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IGV US R 1D USD  20230515                    | TRS EQ P IGV US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |  19192267 | PA      | $-1081376.00  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCG IM P 1D EUR  20230505                    | TRS EQ R UCG IM P 1D EUR  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |    415062 | PA      | $106535.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R JPM US P 1D USD  20230515                    | TRS EQ R JPM US P 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1169766 | PA      | $-6978.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8306 JP P 1D JPY  20230515                   | TRS EQ R 8306 JP P 1D JPY  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 100648104 | PA      | $-1192.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IGV US R 1D USD  20230515                    | TRS EQ P IGV US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    934255 | PA      | $-52640.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MS US P 1D USD  20230522                     | TRS EQ R MS US P 1D USD  20230522                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2438722 | PA      | $27620.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWM US R 1D USD  20230515                    | TRS EQ P IWM US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2981347 | PA      | $-43462.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     93628 | PA      | $2193.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SOXX US R 1D USD  20230515                   | TRS EQ P SOXX US R 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    100156 | PA      | $1254.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MS US P 1D USD  20230505                     | TRS EQ R MS US P 1D USD  20230505                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2310547 | PA      | $-9762.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GS US P 1D USD  20230515                     | TRS EQ R GS US P 1D USD  20230515                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1425574 | PA      | $64735.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     34956 | PA      | $818.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD  20230515                    | TRS EQ P KRE US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1407749 | PA      | $-43933.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |       340 | PA      | $7.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CBK GR P 1D EUR  20230522                    | TRS EQ R CBK GR P 1D EUR  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    468998 | PA      | $48599.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R LRCX US P 1D USD  20230515                   | TRS EQ R LRCX US P 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    219541 | PA      | $9504.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SMH US P 1D USD  20230515                    | TRS EQ R SMH US P 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    924147 | PA      | $69776.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD  20230515                    | TRS EQ P SPY US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |  15452171 | PA      | $-338357.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD  20230515                    | TRS EQ P XLV US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3657262 | PA      | $39605.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD -27.50 20230522              | TRS EQ P QQQ US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     65299 | PA      | $-2758.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SOXX US R 1D USD -27.50 20230522             | TRS EQ P SOXX US R 1D USD -27.50 20230522             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    674292 | PA      | $-31744.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD  20230522                    | TRS EQ P SPY US R 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    247821 | PA      | $-6635.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD  20230515                    | TRS EQ P SPY US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    645978 | PA      | $-14145.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWP US R 1D USD -88.00 20230515              | TRS EQ P IWP US R 1D USD -88.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3830262 | PA      | $-111455.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SQ US P 1D USD 20.00 20230515                | TRS EQ R SQ US P 1D USD 20.00 20230515                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     40554 | PA      | $3574.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GSK LN P 1D GBP 20.00 20230522               | TRS EQ R GSK LN P 1D GBP 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    193393 | PA      | $3042.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 002460 C2 P 1D USD 70.00 20230515            | TRS EQ R 002460 C2 P 1D USD 70.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |      2645 | PA      | $176.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IHYG LN R 1D EUR -262.50 20230515            | TRS EQ P IHYG LN R 1D EUR -337.50 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   1066506 | PA      | $-3446.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IHYG LN R 1D EUR -262.50 20230515            | TRS EQ P IHYG LN R 1D EUR -262.50 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   2201559 | PA      | $-7115.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TPNBNK P 1D JPY 25.00 20230522               | TRS EQ R TPNBNK P 1D JPY 25.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 176234550 | PA      | $28989.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IHYG LN R 1D EUR -35.00 20230522             | TRS EQ P IHYG LN R 1D EUR -35.00 20230522             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    185612 | PA      | $-555.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD  20230522                    | TRS EQ P QQQ US R 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    431370 | PA      | $-18220.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GS US P 1D USD 20.00 20230515                | TRS EQ R GS US P 1D USD 20.00 20230515                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     98677 | PA      | $4480.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GSK LN P 1D GBP 20.00 20230522               | TRS EQ R GSK LN P 1D GBP 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    138485 | PA      | $2178.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GSK LN P 1D GBP 20.00 20230522               | TRS EQ R GSK LN P 1D GBP 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    490706 | PA      | $7718.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GSK LN P 1D GBP 20.00 20230522               | TRS EQ R GSK LN P 1D GBP 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    214861 | PA      | $3379.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GSK LN P 1D GBP 20.00 20230522               | TRS EQ R GSK LN P 1D GBP 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    492380 | PA      | $7745.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R APO US P 1D USD 20.00 20230522               | TRS EQ R APO US P 1D USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    364928 | PA      | $20186.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EZU US R 1D USD  20230515                    | TRS EQ P EZU US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    131169 | PA      | $-1496.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD  20230515                    | TRS EQ P IBB US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    429963 | PA      | $-851.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -58.00 20230515              | TRS EQ P VEA US R 1D USD -58.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |  10534624 | PA      | $-142328.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -198.00 20230515             | TRS EQ P KRE US R 1D USD -198.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1646419 | PA      | $-51382.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PYPL US P 1D USD 20.00 20230522              | TRS EQ R PYPL US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    955328 | PA      | $28989.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EBS AV P 1D EUR 20.00 20230505               | TRS EQ R EBS AV P 1D EUR 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AT        |    527936 | PA      | $52056.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD  20230515                    | TRS EQ P QQQ US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |  14736367 | PA      | $-684633.36   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -58.00 20230515              | TRS EQ P VEA US R 1D USD -58.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   4737906 | PA      | $-64011.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -58.00 20230515              | TRS EQ P VEA US R 1D USD -58.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   4509537 | PA      | $-60926.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XPH US R 1D USD  20230515                    | TRS EQ P XPH US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    209415 | PA      | $-4671.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GPN US P 1D USD 20.00 20230522               | TRS EQ R GPN US P 1D USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    541678 | PA      | $3774.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCG IM P 1D EUR 20.00 20230505               | TRS EQ R UCG IM P 1D EUR 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |   1041594 | PA      | $267349.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -198.00 20230515             | TRS EQ P KRE US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    739085 | PA      | $-23065.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD  20230515                    | TRS EQ P VEA US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |  14700840 | PA      | $-198616.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PYPL US P 1D USD 20.00 20230505              | TRS EQ R PYPL US P 1D USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    374257 | PA      | $25614.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IGV US R 1D USD -118.00 20230515             | TRS EQ P IGV US R 1D USD -118.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    551744 | PA      | $-31087.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IGV US R 1D USD -163.00 20230515             | TRS EQ P IGV US R 1D USD -163.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3416704 | PA      | $-192512.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CTIC US P 1D USD 20.00 20230522              | TRS EQ R CTIC US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    758995 | PA      | $-36578.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD  20230515                    | TRS EQ P XLF US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    904068 | PA      | $-17133.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD  20230515                    | TRS EQ P SPY US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   6130976 | PA      | $-113370.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BLK US P 1D USD  20230522                    | TRS EQ R BLK US P 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2808856 | PA      | $66272.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EBS AV P 1D EUR 20.00 20230505               | TRS EQ R EBS AV P 1D EUR 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AT        |    208896 | PA      | $20597.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R JPM US P 1D USD 20.00 20230515               | TRS EQ R JPM US P 1D USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2147763 | PA      | $-12813.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P ARKK US R 1D USD  20230515                   | TRS EQ P ARKK US R 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    630013 | PA      | $-49156.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IMTX US P 1D USD 20.00 20230522              | TRS EQ R IMTX US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    696304 | PA      | $-47965.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -27.50 20230515              | TRS EQ P KRE US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3877287 | PA      | $-121004.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IGV US R 1D USD -188.00 20230515             | TRS EQ P IGV US R 1D USD -188.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2322291 | PA      | $-130848.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD  20230515                    | TRS EQ P XLF US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2276048 | PA      | $-43135.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD  20230515                    | TRS EQ P VEA US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   9299591 | PA      | $-125642.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD  20230515                    | TRS EQ P QQQ US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    246348 | PA      | $-11445.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R JPM US P 1D USD 20.00 20230515               | TRS EQ R JPM US P 1D USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   4433088 | PA      | $-26447.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SOXX US R 1D USD  20230522                   | TRS EQ P SOXX US R 1D USD  20230522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     80190 | PA      | $-3775.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RY CN P 1M CAD  20230515                     | TRS EQ R RY CN P 1M CAD  20230515                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |   2202047 | PA      | $18062.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NLB LI P 1D EUR  20230505                    | TRS EQ R NLB LI P 1D EUR  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SI        |     30561 | PA      | $3672.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWM US R 1D USD -70.00 20230522              | TRS EQ P IWM US R 1D USD -70.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1022901 | PA      | $-35600.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XBI US R 1D USD -82.00 20230505              | TRS EQ P XBI US R 1D USD -82.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1770467 | PA      | $-136882.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1191216 | PA      | $-22576.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MA US P 1D USD 20.00 20230515                | TRS EQ R MA US P 1D USD 20.00 20230515                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    493500 | PA      | $-5790.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -173.00 20230515             | TRS EQ P KRE US R 1D USD -173.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1286425 | PA      | $-40147.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWP US R 1D USD -75.00 20230522              | TRS EQ P IWP US R 1D USD -75.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1766399 | PA      | $-58217.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWP US R 1D USD -94.50 20230505              | TRS EQ P IWP US R 1D USD -94.50 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2697158 | PA      | $-260312.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XBI US R 1D USD -82.00 20230505              | TRS EQ P XBI US R 1D USD -100.00 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2056316 | PA      | $-158983.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SOXX US R 1D USD -27.50 20230522             | TRS EQ P SOXX US R 1D USD -27.50 20230522             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    789180 | PA      | $-37153.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CADE US P 1D USD 20.00 20230515              | TRS EQ R CADE US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    701814 | PA      | $-8135.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 300685 C2 P 1D USD 75.00 20230522            | TRS EQ R 300685 C2 P 1D USD 75.00 20230522            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |      1793 | PA      | $-48.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 300685 C2 P 1D USD 75.00 20230522            | TRS EQ R 300685 C2 P 1D USD 75.00 20230522            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |    124989 | PA      | $-4087.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 300685 C2 P 1D USD 75.00 20230522            | TRS EQ R 300685 C2 P 1D USD 75.00 20230522            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |      9415 | PA      | $-249.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BGN IM P 1D EUR  20230515                    | TRS EQ R BGN IM P 1D EUR  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |    534208 | PA      | $-1125.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ACDC US P 1D USD  20230505                   | TRS EQ R ACDC US P 1D USD  20230505                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    442152 | PA      | $-28467.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -173.00 20230515             | TRS EQ P KRE US R 1D USD -173.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   4432218 | PA      | $-138322.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  13948410 | PA      | $6071.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  16139780 | PA      | $7025.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IHYG LN R 1D EUR -337.50 20230515            | TRS EQ P IHYG LN R 1D EUR -337.50 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    896789 | PA      | $-2898.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CBK GR P 1D EUR 20.00 20230522               | TRS EQ R CBK GR P 1D EUR 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    159629 | PA      | $16541.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  10276950 | PA      | $4473.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -78.00 20230515              | TRS EQ P VEA US R 1D USD -78.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1217199 | PA      | $-16444.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SQ US P 1D USD 20.00 20230515                | TRS EQ R SQ US P 1D USD 20.00 20230515                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    348389 | PA      | $30710.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    775529 | PA      | $-20765.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  23034240 | PA      | $9104.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SXAP R 1D EUR  20230522                      | TRS EQ P SXAP R 1D EUR  20230522                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    792354 | PA      | $-27042.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SQ US P 1D USD 20.00 20230515                | TRS EQ R SQ US P 1D USD 20.00 20230515                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    163117 | PA      | $14378.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SQ US P 1D USD 20.00 20230515                | TRS EQ R SQ US P 1D USD 20.00 20230515                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     53246 | PA      | $4693.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XBI US R 1D USD -82.00 20230505              | TRS EQ P XBI US R 1D USD -82.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2087343 | PA      | $-161382.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   4446720 | PA      | $1757.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CBK GR P 1D EUR  20230522                    | TRS EQ R CBK GR P 1D EUR  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    450480 | PA      | $46680.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   4769760 | PA      | $2076.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   5501960 | PA      | $2395.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   8893440 | PA      | $3515.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD  20230522                    | TRS EQ P XLV US R 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    510733 | PA      | $2097.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  12119040 | PA      | $4790.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6752 JP P 1D JPY 35.00 20230515              | TRS EQ R 6752 JP P 1D JPY 35.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 109777077 | PA      | $-57.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IHYG LN R 1D EUR -337.50 20230515            | TRS EQ P IHYG LN R 1D EUR -337.50 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    526747 | PA      | $-1702.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD  20230515                    | TRS EQ P IBB US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    742999 | PA      | $-1472.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  16213000 | PA      | $7057.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  33995000 | PA      | $14798.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   6799000 | PA      | $2959.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1772 HK P 1M HKD 20.00 20230522              | TRS EQ R 1772 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |   1046385 | PA      | $5157.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BNP FP P 1D EUR  20230522                    | TRS EQ R BNP FP P 1D EUR  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |   1650694 | PA      | $106080.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8306 JP P 1D JPY  20230522                   | TRS EQ R 8306 JP P 1D JPY  20230522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  49974080 | PA      | $6487.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XPH US R 1D USD  20230522                    | TRS EQ P XPH US R 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    363205 | PA      | $-6798.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EZU US R 1D USD  20230515                    | TRS EQ P EZU US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    226653 | PA      | $-2585.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XBI US R 1D USD -82.00 20230505              | TRS EQ P XBI US R 1D USD -82.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2051282 | PA      | $-158594.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD  20230515                    | TRS EQ P XLV US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    919472 | PA      | $9957.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD  20230515                    | TRS EQ P XLV US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1539644 | PA      | $16673.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SX5E R 1D EUR -40.00 20230522                | TRS EQ P SX5E R 1D EUR -40.00 20230522                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |   6682478 | PA      | $-76794.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -173.00 20230515             | TRS EQ P KRE US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2842726 | PA      | $-88717.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230522              | TRS EQ P VEA US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2561615 | PA      | $-22589.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD  20230515                    | TRS EQ P XLF US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   9661766 | PA      | $-183110.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWP US R 1D USD -27.50 20230522              | TRS EQ P IWP US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   4036629 | PA      | $-133040.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SOXX US R 1D USD -27.50 20230522             | TRS EQ P SOXX US R 1D USD -27.50 20230522             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    255992 | PA      | $-12051.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWP US R 1D USD -118.00 20230515             | TRS EQ P IWP US R 1D USD -118.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2652603 | PA      | $-77187.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWV US R 1D USD -68.00 20230515              | TRS EQ P IWV US R 1D USD -68.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    440545 | PA      | $-10272.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ETSY US P 1D USD 20.00 20230515              | TRS EQ R ETSY US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    222749 | PA      | $8522.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    650181 | PA      | $-12322.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    782686 | PA      | $-14833.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XRT US R 1D USD -338.00 20230515             | TRS EQ P XRT US R 1D USD -338.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    998307 | PA      | $-67738.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R LLY US P 1D USD 20.00 20230505               | TRS EQ R LLY US P 1D USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1597194 | PA      | $-65726.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R INCO IJ P 1D USD 75.00 20230515              | TRS EQ R INCO IJ P 1D USD 75.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ID        |     10440 | PA      | $115.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P TXIN9IC R 1D USD  20230522                   | TRS EQ P TXIN9IC R 1D USD  20230522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |     48684 | PA      | $119.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ANTM IJ P 1D USD 75.00 20230515              | TRS EQ R ANTM IJ P 1D USD 75.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ID        |      4941 | PA      | $342.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ANTM IJ P 1D USD 75.00 20230515              | TRS EQ R ANTM IJ P 1D USD 75.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ID        |      6202 | PA      | $430.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EFA US R 1D USD  20230522                    | TRS EQ P EFA US R 1D USD  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3443772 | PA      | $-26188.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SOXX US R 1D USD -95.50 20230505             | TRS EQ P SOXX US R 1D USD -27.50 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    806895 | PA      | $-130449.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 20.00 20230522               | TRS EQ R ALD FP P 1D EUR 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    109907 | PA      | $2359.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    854949 | PA      | $-16203.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -138.00 20230515             | TRS EQ P KRE US R 1D USD -138.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3540486 | PA      | $-110493.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -27.50 20230515              | TRS EQ P KRE US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2436106 | PA      | $-76027.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TRUP US P 1D USD 20.00 20230505              | TRS EQ R TRUP US P 1D USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     38143 | PA      | $11138.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWP US R 1D USD -75.00 20230522              | TRS EQ P IWP US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1038282 | PA      | $-34220.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ETSY US P 1D USD 20.00 20230515              | TRS EQ R ETSY US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    621472 | PA      | $23778.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWP US R 1D USD -75.00 20230522              | TRS EQ P IWP US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    524772 | PA      | $-17295.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AAL LN P 1D GBP  20230505                    | TRS EQ R AAL LN P 1D GBP  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   1121756 | PA      | $74764.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -203.00 20230515             | TRS EQ P KRE US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1719972 | PA      | $-53677.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HOMB US P 1D USD 20.00 20230522              | TRS EQ R HOMB US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    313235 | PA      | $20109.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PYPL US P 1D USD 20.00 20230515              | TRS EQ R PYPL US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    405791 | PA      | $6629.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230515              | TRS EQ P SPY US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   6745781 | PA      | $-147712.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230522              | TRS EQ P VEA US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    943942 | PA      | $-8324.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCBI US P 1D USD  20230515                   | TRS EQ R UCBI US P 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    308369 | PA      | $-20357.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWM US R 1D USD -133.00 20230515             | TRS EQ P IWM US R 1D USD -133.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |  10045311 | PA      | $-250568.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCBI US P 1D USD  20230515                   | TRS EQ R UCBI US P 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    232278 | PA      | $-15334.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CBK GR P 1D EUR 20.00 20230522               | TRS EQ R CBK GR P 1D EUR 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    147547 | PA      | $23020.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AAL LN P 1D GBP  20230505                    | TRS EQ R AAL LN P 1D GBP  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    229940 | PA      | $15325.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAER SW P 1D CHF  20230522                   | TRS EQ R BAER SW P 1D CHF  20230522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    391346 | PA      | $5635.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3114086 | PA      | $-42072.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -173.00 20230515             | TRS EQ P KRE US R 1D USD -173.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    549208 | PA      | $-17139.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XBI US R 1D USD -82.00 20230505              | TRS EQ P XBI US R 1D USD -100.00 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2025701 | PA      | $-156616.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWP US R 1D USD -98.00 20230515              | TRS EQ P IWP US R 1D USD -98.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2503695 | PA      | $-72854.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD -27.50 20230515              | TRS EQ P QQQ US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    336722 | PA      | $-15643.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P HYG US R 1D USD  20230515                    | TRS EQ P HYG US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3129365 | PA      | $2048.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD -27.50 20230522              | TRS EQ P XLV US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1597814 | PA      | $6562.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SOXX US R 1D USD -107.00 20230505            | TRS EQ P SOXX US R 1D USD -27.50 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    180005 | PA      | $-29101.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    953009 | PA      | $-18061.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GPN US P 1D USD 20.00 20230522               | TRS EQ R GPN US P 1D USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    777647 | PA      | $5418.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EZU US R 1D USD -82.00 20230505              | TRS EQ P EZU US R 1D USD -82.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     93592 | PA      | $-8345.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XPH US R 1D USD -27.50 20230522              | TRS EQ P XPH US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1002210 | PA      | $-18759.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AMD US P 1D USD 20.00 20230505               | TRS EQ R AMD US P 1D USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    130955 | PA      | $26934.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD -119.50 20230505             | TRS EQ P IBB US R 1D USD -119.50 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    319664 | PA      | $-11470.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RWE GR P 1D EUR  20230505                    | TRS EQ R RWE GR P 1D EUR  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    356310 | PA      | $20519.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AMZN US P 1D USD 20.00 20230505              | TRS EQ R AMZN US P 1D USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    311451 | PA      | $74977.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EFA US R 1D USD  20230515                    | TRS EQ P EFA US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   4823947 | PA      | $-54546.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MVBF US P 1D USD 20.00 20230522              | TRS EQ R MVBF US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     20952 | PA      | $465.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SXAP R 1D EUR -40.00 20230522                | TRS EQ P SXAP R 1D EUR -40.00 20230522                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    469606 | PA      | $-16027.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWP US R 1D USD -27.50 20230522              | TRS EQ P IWP US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1044617 | PA      | $-34428.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MVBF US P 1D USD 20.00 20230522              | TRS EQ R MVBF US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     68170 | PA      | $1514.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MVBF US P 1D USD 20.00 20230522              | TRS EQ R MVBF US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    166882 | PA      | $3708.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MVBF US P 1D USD 20.00 20230522              | TRS EQ R MVBF US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     67392 | PA      | $1497.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XRT US R 1D USD -428.00 20230515             | TRS EQ P XRT US R 1D USD -428.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    328979 | PA      | $-22322.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLI US R 1D USD -27.50 20230515              | TRS EQ P XLI US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2328138 | PA      | $-5958.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    445845 | PA      | $-8449.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    696353 | PA      | $-18645.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AMTB US P 1D USD  20230522                   | TRS EQ R AMTB US P 1D USD  20230522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    137150 | PA      | $2050.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XRT US R 1D USD -458.00 20230515             | TRS EQ P XRT US R 1D USD -458.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1576600 | PA      | $-106977.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 2318 HK P 1M HKD  20230515                   | TRS EQ R 2318 HK P 1M HKD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |   2675018 | PA      | $604.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -83.00 20230515              | TRS EQ P KRE US R 1D USD -83.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     40843 | PA      | $-1274.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CEY LN P 1D GBP 20.00 20230505               | TRS EQ R CEY LN P 1D GBP 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    319540 | PA      | $-37519.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CEY LN P 1D GBP 20.00 20230505               | TRS EQ R CEY LN P 1D GBP 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    172060 | PA      | $-20203.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -83.00 20230515              | TRS EQ P KRE US R 1D USD -83.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1722864 | PA      | $-53768.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TLX GR P 1D EUR 30.00 20230515               | TRS EQ R TLX GR P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    597957 | PA      | $4675.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TPNBNK P 1D JPY 20.00 20230505               | TRS EQ R TPNBNK P 1D JPY 10.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  68910790 | PA      | $33125.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XBI US R 1D USD -107.00 20230505             | TRS EQ P XBI US R 1D USD -107.00 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2747256 | PA      | $-212402.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R WAL US P 1D USD  20230515                    | TRS EQ R WAL US P 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    323071 | PA      | $39458.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCBI US P 1D USD  20230515                   | TRS EQ R UCBI US P 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    211618 | PA      | $-13970.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XBI US R 1D USD -132.00 20230505             | TRS EQ P XBI US R 1D USD -132.00 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2288610 | PA      | $-176942.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    102072 | PA      | $2391.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MA US P 1D USD 20.00 20230515                | TRS EQ R MA US P 1D USD 20.00 20230515                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    120750 | PA      | $-1416.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    177203 | PA      | $4151.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    978219 | PA      | $-26192.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XPH US R 1D USD -27.50 20230522              | TRS EQ P XPH US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    801717 | PA      | $-15006.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XRT US R 1D USD -458.00 20230515             | TRS EQ P XRT US R 1D USD -458.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1055492 | PA      | $-71618.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P KRE US R 1D USD -83.00 20230515              | TRS EQ P KRE US R 1D USD -83.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3709700 | PA      | $-115774.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CDAY US P 1D USD 20.00 20230515              | TRS EQ R CDAY US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    147407 | PA      | $10018.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1857155 | PA      | $-25091.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CDAY US P 1D USD 20.00 20230515              | TRS EQ R CDAY US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     48256 | PA      | $3279.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8306 JP P 1D JPY  20230505                   | TRS EQ R 8306 JP P 1D JPY  20230505                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 124670400 | PA      | $43523.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   5834012 | PA      | $-78820.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 20.00 20230522               | TRS EQ R ALD FP P 1D EUR 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     65602 | PA      | $1408.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CEG US P 1D USD 20.00 20230522               | TRS EQ R CEG US P 1D USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    757458 | PA      | $21537.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EBS AV P 1D EUR 30.00 20230515               | TRS EQ R EBS AV P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AT        |    641825 | PA      | $52963.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD -27.50 20230515              | TRS EQ P QQQ US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    145556 | PA      | $-6762.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GPN US P 1D USD 20.00 20230522               | TRS EQ R GPN US P 1D USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    667050 | PA      | $4648.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XBI US R 1D USD -107.00 20230505             | TRS EQ P XBI US R 1D USD -107.00 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3718929 | PA      | $-287527.46   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAER SW P 1D CHF  20230522                   | TRS EQ R BAER SW P 1D CHF  20230522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |   1250777 | PA      | $18011.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SIVB US P 1D USD  20230522                   | TRS EQ R SIVB US P 1D USD  20230522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3934536 | PA      | $10189.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SOXX US R 1D USD -119.50 20230505            | TRS EQ P SOXX US R 1D USD -27.50 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   4896622 | PA      | $-791632.38   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XRT US R 1D USD -488.00 20230515             | TRS EQ P XRT US R 1D USD -458.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    417057 | PA      | $-28298.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SHEL LN P 1D GBP  20230515                   | TRS EQ R SHEL LN P 1D GBP  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   1997666 | PA      | $-44887.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SHEL LN P 1D GBP  20230515                   | TRS EQ R SHEL LN P 1D GBP  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    966716 | PA      | $22744.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XBI US R 1D USD -107.00 20230505             | TRS EQ P XBI US R 1D USD -107.00 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1669545 | PA      | $-129080.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 30.00 20230515               | TRS EQ R ALD FP P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     30507 | PA      | $714.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPSIOSTR R 1D USD -5.00 20230505             | TRS EQ P SPSIOSTR R 1D USD -5.00 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1100374 | PA      | $-154597.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD -27.50 20230515              | TRS EQ P QQQ US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    123033 | PA      | $-5715.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ETSY US P 1D USD 20.00 20230515              | TRS EQ R ETSY US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     36705 | PA      | $1404.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD -27.50 20230515              | TRS EQ P QQQ US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    152876 | PA      | $-7102.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TEAM US P 1D USD 20.00 20230515              | TRS EQ R TEAM US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    308114 | PA      | $17550.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TRUP US P 1D USD 20.00 20230515              | TRS EQ R TRUP US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    227289 | PA      | $12214.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD -27.50 20230515              | TRS EQ P QQQ US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    759313 | PA      | $-35276.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    394972 | PA      | $-5336.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XRT US R 1D USD -338.00 20230515             | TRS EQ P XRT US R 1D USD -338.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    998373 | PA      | $-67742.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLI US R 1D USD -27.50 20230515              | TRS EQ P XLI US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2328036 | PA      | $-5958.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   7464063 | PA      | $-100843.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    666662 | PA      | $-17850.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD -27.50 20230515              | TRS EQ P QQQ US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     81365 | PA      | $-3780.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BSX US P 1D USD 20.00 20230515               | TRS EQ R BSX US P 1D USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    647645 | PA      | $2954.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD -27.50 20230515              | TRS EQ P XLV US R 1D USD -83.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    452456 | PA      | $4899.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    462388 | PA      | $-12380.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R DHR US P 1D USD 20.00 20230515               | TRS EQ R DHR US P 1D USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    505028 | PA      | $-19361.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     55920 | PA      | $-482.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     64769 | PA      | $-558.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 40.00 20230515              | TRS EQ R 1066 HK P 1M HKD 40.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     46287 | PA      | $-126.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R VK FP P 1D EUR 20.00 20230522                | TRS EQ R VK FP P 1D EUR 20.00 20230522                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    170387 | PA      | $4115.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R Bank USD -27.50 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   7021728 | PA      | $-94867.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLI US R 1D USD -27.50 20230515              | TRS EQ P XLI US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1300250 | PA      | $-3327.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R FLT US P 1D USD 20.00 20230515               | TRS EQ R FLT US P Bank USD 20.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     74375 | PA      | $5390.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SGEN US P 1D USD 20.00 20230515              | TRS EQ R SGEN US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    422824 | PA      | $31322.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RY CN P 1M CAD  20230515                     | TRS EQ R RY CN P 1M CAD  20230515                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |   2180496 | PA      | $17885.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLI US R 1D USD -27.50 20230515              | TRS EQ P XLI US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    936355 | PA      | $-2396.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    217338 | PA      | $-5819.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCBI US P 1D USD  20230505                   | TRS EQ R UCBI US P 1D USD  20230505                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    379751 | PA      | $-9445.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    581794 | PA      | $-11026.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   5741274 | PA      | $-77567.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    348467 | PA      | $-6604.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCBI US P 1D USD  20230515                   | TRS EQ R UCBI US P 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     58496 | PA      | $-3861.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWV US R 1D USD -63.00 20230515              | TRS EQ P IWV US R 1D USD -63.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    440545 | PA      | $-10272.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    134457 | PA      | $179.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   5016662 | PA      | $-67777.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2440312 | PA      | $-32969.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R FLT US P 1D USD 20.00 20230515               | TRS EQ R FLT US P Bank USD 20.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    239676 | PA      | $17369.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AZN LN P 1D GBP 20.00 20230522               | TRS EQ R AZN LN P 1D GBP 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   1064000 | PA      | $-67133.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4503 JP P 1D JPY 35.00 20230515              | TRS EQ R 4503 JP P JPY- JPY 35.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   1612265 | PA      | $81.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4503 JP P 1D JPY 35.00 20230515              | TRS EQ R 4503 JP P JPY- JPY 35.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   2343209 | PA      | $118.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4503 JP P 1D JPY 35.00 20230515              | TRS EQ R 4503 JP P JPY- JPY 35.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   1976500 | PA      | $96.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4503 JP P 1D JPY 40.00 20230510              | TRS EQ R 4503 JP P JPY- JPY 20.00 20230510            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   6027755 | PA      | $354.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD -27.50 20230515              | TRS EQ P QQQ US R 1D USD -58.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   5449770 | PA      | $-253189.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EDV CN P 1M CAD 20.00 20230515               | TRS EQ R EDV CN P 1M CAD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |    496392 | PA      | $-10411.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4503 JP P 1D JPY 35.00 20230515              | TRS EQ R 4503 JP P JPY- JPY 35.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |    824216 | PA      | $41.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4503 JP P 1D JPY 35.00 20230515              | TRS EQ R 4503 JP P JPY- JPY 35.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   4661672 | PA      | $236.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R G US P 1D USD 20.00 20230515                 | TRS EQ R G US P 1D USD 20.00 20230515                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     89217 | PA      | $-188.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NVDA US P 1D USD 20.00 20230515              | TRS EQ R NVDA US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     55584 | PA      | $5761.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 9995 HK P 1M HKD 20.00 20230522              | TRS EQ R 9995 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |   1501845 | PA      | $-7671.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6752 JP P 1D JPY 20.00 20230505              | TRS EQ R 6752 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  31509204 | PA      | $26986.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R FLT US P 1D USD 20.00 20230515               | TRS EQ R FLT US P 1D USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    511282 | PA      | $37052.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R FLT US P 1D USD 20.00 20230515               | TRS EQ R FLT US P 1D USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     52374 | PA      | $3795.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6752 JP P 1D JPY  20230515                   | TRS EQ R 6752 JP P 1D JPY  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  44968767 | PA      | $-607.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6752 JP P 1D JPY  20230515                   | TRS EQ R 6752 JP P 1D JPY  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  51846415 | PA      | $-4454.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BGN IM P 1D EUR  20230515                    | TRS EQ R BGN IM P 1D EUR  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |    244324 | PA      | $-514.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MRNA US P 1D USD 20.00 20230505              | TRS EQ R MRNA US P 1D USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    129091 | PA      | $1897.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 9995 HK P 1M HKD 20.00 20230522              | TRS EQ R 9995 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |   2418157 | PA      | $-12352.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 9995 HK P 1M HKD 20.00 20230522              | TRS EQ R 9995 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |   2519874 | PA      | $-12872.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R FLT US P 1D USD 20.00 20230515               | TRS EQ R FLT US P 1D USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    359416 | PA      | $26047.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1332136 | PA      | $-35669.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NOVN SW P 1D CHF 20.00 20230522              | TRS EQ R NOVN SW P 1D CHF 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    701184 | PA      | $-15507.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AMTB US P 1D USD  20230522                   | TRS EQ R AMTB US P 1D USD  20230522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    187539 | PA      | $2803.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BATS LN P 1D GBP  20230515                   | TRS EQ R BATS LN P 1D GBP  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    663490 | PA      | $-7722.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P QQQ US R 1D USD -27.50 20230515              | TRS EQ P QQQ US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    138518 | PA      | $-6435.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    454660 | PA      | $-6142.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLE US R 1D USD -22.50 20230515              | TRS EQ P XLE US R 1D USD -133.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1837414 | PA      | $4280.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    225578 | PA      | $-4275.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLE US R 1D USD  20230515                    | TRS EQ P XLE US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    261226 | PA      | $608.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    386827 | PA      | $-3334.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD -27.50 20230515              | TRS EQ P XLV US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    962210 | PA      | $10420.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R STEM US P 1D USD  20230522                   | TRS EQ R STEM US P 1D USD  20230522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    446123 | PA      | $-15714.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    103871 | PA      | $-895.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    711022 | PA      | $-9606.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -22.50 20230515              | TRS EQ P XLF US R Bank USD -27.50 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    185787 | PA      | $-3521.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MA US P 1D USD 20.00 20230515                | TRS EQ R MA US P Bank USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    724500 | PA      | $-8500.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    171982 | PA      | $-1482.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2537836 | PA      | $-34287.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 40.00 20230515              | TRS EQ R 1066 HK P 1M HKD 40.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     10270 | PA      | $-28.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PCT US P 1D USD  20230515                    | TRS EQ R PCT US P 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     12357 | PA      | $-364.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    572838 | PA      | $-15338.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLY US R 1D USD -22.50 20230515              | TRS EQ P XLY US R 1D USD -22.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   5276332 | PA      | $-335903.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     72176 | PA      | $96.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    153226 | PA      | $204.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    106102 | PA      | $141.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     86211 | PA      | $115.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    102490 | PA      | $136.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ELV US P 1D USD 20.00 20230515               | TRS EQ R ANTM US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1122080 | PA      | $44396.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    109702 | PA      | $146.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    454183 | PA      | $606.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    115842 | PA      | $154.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    268939 | PA      | $358.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R Bank USD -27.50 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    570564 | PA      | $-10813.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    361213 | PA      | $481.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    323403 | PA      | $431.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R FIVN US P 1D USD  20230505                   | TRS EQ R FIVN US P 1D USD  20230505                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    414491 | PA      | $38257.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EBS AV P 1D EUR 20.00 20230522               | TRS EQ R EBS AV P 1D EUR 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AT        |    501733 | PA      | $34785.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R Bank USD -27.50 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1500696 | PA      | $-20275.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XPH US R 1D USD -273.00 20230515             | TRS EQ P XPH US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1141966 | PA      | $-25472.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD -153.00 20230515             | TRS EQ P IBB US R 1D USD -153.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2344152 | PA      | $-4644.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     69957 | PA      | $93.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MA US P 1D USD 20.00 20230515                | TRS EQ R MA US P 1D USD 20.00 20230515                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    354750 | PA      | $-4162.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    104232 | PA      | $139.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     96157 | PA      | $128.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     61275 | PA      | $81.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AZN LN P 1D GBP 20.00 20230505               | TRS EQ R AZN LN P 1D GBP 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   1077320 | PA      | $-122858.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    709419 | PA      | $-13444.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     17335 | PA      | $-149.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    121934 | PA      | $-1051.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     30309 | PA      | $-261.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    147140 | PA      | $-1268.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     55920 | PA      | $-482.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWV US R 1D USD -27.50 20230515              | TRS EQ P IWV US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1071079 | PA      | $-24975.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    111840 | PA      | $-964.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R Bank USD -27.50 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3023831 | PA      | $-40853.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PCT US P 1D USD  20230515                    | TRS EQ R PCT US P 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    290982 | PA      | $-8592.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    103396 | PA      | $-891.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     56144 | PA      | $-484.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     32937 | PA      | $-283.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    131426 | PA      | $-1133.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XPH US R 1D USD -27.50 20230522              | TRS EQ P XPH US R 1D USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    463686 | PA      | $-8679.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     33482 | PA      | $-288.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P VEA US R 1D USD -27.50 20230515              | TRS EQ P VEA US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3805377 | PA      | $-51412.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PCT US P 1D USD  20230515                    | TRS EQ R PCT US P 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    219623 | PA      | $-6485.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R VK FP P 1D EUR 20.00 20230522                | TRS EQ R VK FP P 1D EUR 20.00 20230522                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |    211933 | PA      | $5118.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R WAT US P 1D USD 20.00 20230505               | TRS EQ R WAT US P 1D USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1561288 | PA      | $-83006.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AAL LN P 1D GBP 20.00 20230505               | TRS EQ R AAL LN P 1D GBP 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    435386 | PA      | $29018.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AAL LN P 1D GBP  20230505                    | TRS EQ R AAL LN P 1D GBP  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     46831 | PA      | $3121.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    324032 | PA      | $-6141.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IMCR US P 1D USD 20.00 20230505              | TRS EQ R IMCR US P 1D USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1047935 | PA      | $162147.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R Bank USD -27.50 20230522            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    766424 | PA      | $-20521.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R LH US P 1D USD 20.00 20230505                | TRS EQ R LH US P 1M USD 20.00 20230505                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    259408 | PA      | $13134.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD -27.50 20230515              | TRS EQ P XLV US R Bank USD -27.50 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1594246 | PA      | $17264.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SYNH US P 1D USD 20.00 20230515              | TRS EQ R SYNH US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    358028 | PA      | $11948.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XPH US R 1D USD -407.00 20230515             | TRS EQ P XPH US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    522792 | PA      | $-11661.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    217863 | PA      | $-4128.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD -132.00 20230515             | TRS EQ P IBB US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1069389 | PA      | $-2118.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EHC US P 1D USD 20.00 20230522               | TRS EQ R EHC US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    169299 | PA      | $-621.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4516 JP P 1D JPY 35.00 20230515              | TRS EQ R 4516 JP P 1M JPY 35.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   9470250 | PA      | $-548.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4516 JP P 1D JPY 35.00 20230515              | TRS EQ R 4516 JP P 1M JPY 35.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  51367500 | PA      | $-2976.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R LONN SW P 1D CHF 20.00 20230505              | TRS EQ R LONN SW P CHF- CHF 20.00 20230505            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    330990 | PA      | $42332.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BSX US P 1D USD 20.00 20230522               | TRS EQ R BSX US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    319340 | PA      | $4410.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAYN GR P 1D EUR  20230522                   | TRS EQ R BAYN GR P 1D EUR  20230522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |   1627979 | PA      | $27153.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BMY US P 1D USD 20.00 20230515               | TRS EQ R BMY US P 1D USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    648982 | PA      | $3051.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BSX US P 1D USD 20.00 20230522               | TRS EQ R BSX US P Bank USD 20.00 20230522             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2114396 | PA      | $29199.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SGEN US P 1D USD 20.00 20230515              | TRS EQ R SGEN US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1328987 | PA      | $98451.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SNDX US P 1D USD 20.00 20230522              | TRS EQ R SNDX US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     89316 | PA      | $7087.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EHC US P 1D USD 20.00 20230515               | TRS EQ R EHC US P Bank USD 20.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    666155 | PA      | $14050.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R FOLD US P 1D USD 20.00 20230515              | TRS EQ R FOLD US P Bank USD 20.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    224231 | PA      | $11193.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UNH US P 1D USD 20.00 20230505               | TRS EQ R UNH US P Bank USD 20.00 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    660956 | PA      | $12451.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 002460 C2 P 1D USD 70.00 20230515            | TRS EQ R 002460 C2 P 1M USD 70.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |      4408 | PA      | $297.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4503 JP P 1D JPY 35.00 20230515              | TRS EQ R 4503 JP P JPY- JPY 35.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   3498405 | PA      | $170.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALD FP P 1D EUR 20.00 20230505               | TRS EQ R ALD FP P 1D EUR 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |     37999 | PA      | $2677.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R LLY US P 1D USD 20.00 20230505               | TRS EQ R LLY US P 1D USD  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1048405 | PA      | $-43143.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R FOLD US P 1D USD 20.00 20230515              | TRS EQ R FOLD US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    779603 | PA      | $38917.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SNDX US P 1D USD 20.00 20230522              | TRS EQ R SNDX US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    450089 | PA      | $35715.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD -218.00 20230515             | TRS EQ P IBB US R 1D USD -218.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    470166 | PA      | $-931.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GMAB DC P 1M DKK 20.00 20230522              | TRS EQ R GMAB DC P 1M DKK 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DK        |   3594880 | PA      | $-11191.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAYN GR P 1D EUR  20230522                   | TRS EQ R BAYN GR P 1D EUR  20230522                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    803614 | PA      | $13403.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IBOC US P 1D USD  20230515                   | TRS EQ R IBOC US P 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    280110 | PA      | $7297.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AZN LN P 1D GBP 20.00 20230505               | TRS EQ R AZN LN P 1D GBP 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |   1040316 | PA      | $-118638.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWV US R 1D USD -27.50 20230515              | TRS EQ P IWV US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    419588 | PA      | $-9784.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R DISH US P 1D USD 20.00 20230522              | TRS EQ R DISH US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     87500 | PA      | $3084.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 688006 C1 P 1D USD 70.00 20230515            | TRS EQ R 688006 C1 P 1D USD 70.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |      1901 | PA      | $153.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    312622 | PA      | $-5924.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1772 HK P 1M HKD 20.00 20230522              | TRS EQ R 1772 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |   1733403 | PA      | $8543.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IMI LN P 1D GBP  20230522                    | TRS EQ R IMI LN P 1D GBP  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    379553 | PA      | $9310.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    335334 | PA      | $-6355.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1062120 | PA      | $-20129.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IMI LN P 1D GBP  20230522                    | TRS EQ R IMI LN P 1D GBP  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    235843 | PA      | $5785.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IMI LN P 1D GBP  20230522                    | TRS EQ R IMI LN P 1D GBP  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    160143 | PA      | $3928.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IMI LN P 1D GBP  20230522                    | TRS EQ R IMI LN P 1D GBP  20230522                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     99267 | PA      | $2435.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     52062 | PA      | $-448.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     63777 | PA      | $-549.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAYN GR P 1D EUR 30.00 20230515              | TRS EQ R BAYN GR P 1D EUR 30.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    722193 | PA      | $-2526.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    100754 | PA      | $-868.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     49168 | PA      | $-423.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AMZN US P 1D USD 20.00 20230505              | TRS EQ R AMZN US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     84782 | PA      | $20410.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GPN US P 1D USD 20.00 20230522               | TRS EQ R GPN US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    393133 | PA      | $2739.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     97748 | PA      | $-842.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD -218.00 20230515             | TRS EQ P IBB US R 1D USD -218.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    737002 | PA      | $-1460.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R DISH US P 1D USD 20.00 20230515              | TRS EQ R DISH US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     34220 | PA      | $-259.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SNDX US P 1D USD 20.00 20230522              | TRS EQ R SNDX US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    283689 | PA      | $22511.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD -27.50 20230515              | TRS EQ P XLV US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2425142 | PA      | $26262.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XPH US R 1D USD -107.00 20230515             | TRS EQ P XPH US R 1M USD -107.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1106488 | PA      | $-24681.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MDB US P 1D USD 20.00 20230515               | TRS EQ R MDB US P 1D USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    222110 | PA      | $12450.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HIK LN P 1D GBP 30.00 20230515               | TRS EQ R HIK LN P 1M GBP 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    125923 | PA      | $-417.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CLDX US P 1D USD 20.00 20230515              | TRS EQ R CLDX US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     94772 | PA      | $-5814.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWB US R 1D USD -133.00 20230515             | TRS EQ P IWB US R 1D USD -133.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    428166 | PA      | $-9833.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RICHT HB P  HUF  20230505                    | TRS EQ R RICHT HB P  HUF  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HU        |  57002400 | PA      | $-5193.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 300685 C2 P 1D USD 75.00 20230522            | TRS EQ R 300685 C2 P 1M USD 75.00 20230522            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |      2245 | PA      | $-59.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UNH US P 1D USD 20.00 20230515               | TRS EQ R UNH US P 1M USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    100412 | PA      | $2920.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TS US P 1D USD 20.00 20230515                | TRS EQ R TS US P Bank USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    636600 | PA      | $-9028.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IGM US R 1D USD -396.00 20230505             | TRS EQ P IGM US R 1M USD -396.00 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1015330 | PA      | $-139470.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ELV US P 1D USD 20.00 20230522               | TRS EQ R ANTM US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    710125 | PA      | $30360.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IGM US R 1D USD -169.50 20230505             | TRS EQ P IGM US R 1D USD -169.50 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    287019 | PA      | $-39426.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IGM US R 1D USD -169.50 20230505             | TRS EQ P IGM US R 1D USD -169.50 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    286743 | PA      | $-39388.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TLX GR P 1D EUR 30.00 20230515               | TRS EQ R TLX GR P 1D EUR 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |   1448606 | PA      | $11327.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SN/ LN P 1D GBP 20.00 20230522               | TRS EQ R SN/ LN P 1M GBP 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      6135 | PA      | $-147.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R KRTX US P 1D USD 20.00 20230505              | TRS EQ R KRTX US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     40543 | PA      | $730.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 300685 C2 P 1D USD 75.00 20230522            | TRS EQ R 300685 C2 P 1M USD 75.00 20230522            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |     11769 | PA      | $-311.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 300685 C2 P 1D USD 75.00 20230522            | TRS EQ R 300685 C2 P 1M USD 75.00 20230522            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |    193450 | PA      | $-5112.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RICHT HB P  HUF  20230505                    | TRS EQ R RICHT HB P  HUF  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HU        |  30080400 | PA      | $-2740.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R REGN US P 1D USD 20.00 20230515              | TRS EQ R REGN US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2678717 | PA      | $111694.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R 1M USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2705048 | PA      | $-72429.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD -27.50 20230515              | TRS EQ P XLV US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1850809 | PA      | $20042.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R 1M USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1161512 | PA      | $-31100.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RICHT HB P  HUF  20230505                    | TRS EQ R RICHT HB P  HUF  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HU        |   5829600 | PA      | $-531.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RICHT HB P  HUF  20230505                    | TRS EQ R RICHT HB P  HUF  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HU        |   6426000 | PA      | $-585.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RICHT HB P  HUF  20230505                    | TRS EQ R RICHT HB P  HUF  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HU        |  11911200 | PA      | $-1085.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RICHT HB P  HUF  20230505                    | TRS EQ R RICHT HB P  HUF  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HU        |  15254400 | PA      | $-1389.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RICHT HB P  HUF  20230505                    | TRS EQ R RICHT HB P  HUF  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HU        |   4754400 | PA      | $-433.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RICHT HB P  HUF  20230505                    | TRS EQ R RICHT HB P  HUF  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HU        |  11659200 | PA      | $-1062.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     37889 | PA      | $-718.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    108205 | PA      | $144.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     51586 | PA      | $-444.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD -27.50 20230515              | TRS EQ P XLV US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3036686 | PA      | $32885.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD -132.00 20230515             | TRS EQ P IBB US R 1M USD -132.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1001522 | PA      | $-1984.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SNDX US P 1D USD 20.00 20230522              | TRS EQ R SNDX US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    539458 | PA      | $42807.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    141475 | PA      | $-2681.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BSX US P 1D USD 20.00 20230505               | TRS EQ R BSX US P 1M USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    453802 | PA      | $4859.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EHC US P 1D USD 20.00 20230522               | TRS EQ R EHC US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    206844 | PA      | $-759.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SYK US P 1D USD 20.00 20230515               | TRS EQ R SYK US P Bank USD 20.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1264565 | PA      | $-12773.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EW US P 1D USD 20.00 20230522                | TRS EQ R EW US P 1M USD 20.00 20230522                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    184587 | PA      | $-6029.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HUM US P 1D USD 20.00 20230522               | TRS EQ R HUM US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    365516 | PA      | $10584.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BMY US P 1D USD 20.00 20230522               | TRS EQ R BMY US P Bank USD 20.00 20230522             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1662517 | PA      | $-33631.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XPH US R 1D USD -182.00 20230515             | TRS EQ P XPH US R 1M USD -182.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1586989 | PA      | $-35398.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PFE US P 1D USD 20.00 20230515               | TRS EQ R PFE US P Bank USD 20.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     88289 | PA      | $-3678.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AMZN US P 1D USD 20.00 20230505              | TRS EQ R AMZN US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    154603 | PA      | $37218.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SYNH US P 1D USD 20.00 20230522              | TRS EQ R SYNH US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    206988 | PA      | $3934.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R 1M USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    618760 | PA      | $-16567.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLF US R 1D USD -27.50 20230515              | TRS EQ P XLF US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    122351 | PA      | $-2318.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CLDX US P 1D USD 20.00 20230515              | TRS EQ R CLDX US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    853088 | PA      | $-52341.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NTLA US P 1D USD 20.00 20230515              | TRS EQ R NTLA US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    548673 | PA      | $79820.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NOVN SW P 1D CHF 20.00 20230505              | TRS EQ R NOVN SW P CHF- CHF 20.00 20230505            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    713160 | PA      | $-19548.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ANTM IJ P 1D USD 75.00 20230515              | TRS EQ R ANTM IJ P 1D USD 75.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ID        |      7439 | PA      | $515.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ANTM IJ P 1D USD 120.00 20230505             | TRS EQ R ANTM IJ P 1D USD 120.00 20230505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ID        |      2813 | PA      | $644.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EHC US P 1D USD 20.00 20230522               | TRS EQ R EHC US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    281182 | PA      | $-1031.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TFX US P 1D USD 20.00 20230515               | TRS EQ R TFX US P 1M USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     19770 | PA      | $190.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAX US P 1D USD 20.00 20230522               | TRS EQ R BAX US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    149060 | PA      | $6148.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MOH US P 1D USD 20.00 20230522               | TRS EQ R MOH US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    370920 | PA      | $17931.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SSB US P 1D USD  20230515                    | TRS EQ R SSB US P 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    403728 | PA      | $-4215.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NOVN SW P 1D CHF 30.00 20230515              | TRS EQ R NOVN SW P 1M CHF 30.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    641391 | PA      | $-28037.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BSX US P 1D USD 20.00 20230515               | TRS EQ R BSX US P 1M USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     65193 | PA      | $297.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R A US P 1D USD 20.00 20230522                 | TRS EQ R A US P 1M USD 20.00 20230522                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    507831 | PA      | $-12506.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EW US P 1D USD 20.00 20230522                | TRS EQ R EW US P 1M USD 20.00 20230522                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    379165 | PA      | $-12385.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EW US P 1D USD 20.00 20230522                | TRS EQ R EW US P 1M USD 20.00 20230522                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    153664 | PA      | $-5019.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R A US P 1D USD 20.00 20230522                 | TRS EQ R A US P 1M USD 20.00 20230522                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    689946 | PA      | $-16992.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MRTX US P 1D USD 20.00 20230522              | TRS EQ R MRTX US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      9132 | PA      | $1550.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD -54.00 20230515              | TRS EQ P XLV US R 1M USD -54.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1601796 | PA      | $17346.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BSX US P 1D USD 20.00 20230522               | TRS EQ R BSX US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     71897 | PA      | $992.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ELV US P 1D USD 20.00 20230515               | TRS EQ R ANTM US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     51463 | PA      | $2036.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD -54.00 20230515              | TRS EQ P XLV US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2981949 | PA      | $32292.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TFX US P 1D USD 20.00 20230522               | TRS EQ R TFX US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    125858 | PA      | $4127.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NSTG US P 1D USD 20.00 20230522              | TRS EQ R NSTG US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     37646 | PA      | $431.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SSB US P 1D USD  20230515                    | TRS EQ R SSB US P 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    338250 | PA      | $-3532.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     72039 | PA      | $-621.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 30.00 20230505              | TRS EQ R 1302 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     53535 | PA      | $1229.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AMED US P 1D USD 20.00 20230515              | TRS EQ R AMED US P Bank USD 20.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    389012 | PA      | $50211.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RVMD US P 1D USD 20.00 20230522              | TRS EQ R RVMD US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1040751 | PA      | $-29498.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CLDX US P 1D USD 20.00 20230515              | TRS EQ R CLDX US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    229443 | PA      | $-14077.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NSTG US P 1D USD 20.00 20230522              | TRS EQ R NSTG US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     46003 | PA      | $527.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BSX US P 1D USD 20.00 20230522               | TRS EQ R BSX US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    812218 | PA      | $11216.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AMED US P 1D USD 20.00 20230515              | TRS EQ R AMED US P Bank USD 20.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    488148 | PA      | $63007.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ELV US P 1D USD 20.00 20230522               | TRS EQ R ANTM US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    596486 | PA      | $25502.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HUM US P 1D USD 20.00 20230522               | TRS EQ R HUM US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    168585 | PA      | $4881.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MRTX US P 1D USD 20.00 20230522              | TRS EQ R MRTX US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     38994 | PA      | $6618.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EW US P 1D USD 20.00 20230522                | TRS EQ R EW US P 1M USD 20.00 20230522                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    237870 | PA      | $-7770.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NOVN SW P 1D CHF 20.00 20230522              | TRS EQ R NOVN SW P 1M CHF 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    160090 | PA      | $-3540.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R LH US P 1D USD 20.00 20230515                | TRS EQ R LH US P 1M USD 20.00 20230515                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    557160 | PA      | $-5773.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TEAM US P 1D USD 20.00 20230505              | TRS EQ R TEAM US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    188473 | PA      | $65432.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ASML US P 1D USD 20.00 20230515              | TRS EQ R ASML US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     69110 | PA      | $278.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD -149.00 20230515             | TRS EQ P IBB US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    933518 | PA      | $-1849.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RICHT HB P  HUF  20230505                    | TRS EQ R RICHT HB P  HUF  20230505                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HU        |  16900800 | PA      | $-1539.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CLDX US P 1D USD 20.00 20230515              | TRS EQ R CLDX US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    164806 | PA      | $-10111.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD -149.00 20230515             | TRS EQ P IBB US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    527131 | PA      | $-1044.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4568 JP P 1D JPY 20.00 20230522              | TRS EQ R 4568 JP P 1M JPY 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  50916800 | PA      | $-11147.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4568 JP P 1D JPY 20.00 20230522              | TRS EQ R 4568 JP P 1M JPY 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  59501120 | PA      | $-13026.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLY US R 1D USD -27.50 20230515              | TRS EQ P XLY US R 1D USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    617357 | PA      | $-39302.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SOXX US R 1D USD -105.00 20230515            | TRS EQ P SOXX US R 1M USD -105.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    133008 | PA      | $-5858.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R KBANK-R TB P 1D USD  20230505                | TRS EQ R KBANK-R TB P 1D USD  20230505                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TH        |   1159591 | PA      | $-22303.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R KYMR US P 1D USD 20.00 20230515              | TRS EQ R KYMR US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     95032 | PA      | $7576.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R KBANK-R TB P 1D USD  20230505                | TRS EQ R KBANK-R TB P 1D USD  20230505                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TH        |     76725 | PA      | $-5016.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GNS LN P 1D GBP 20.00 20230522               | TRS EQ R GNS LN P 1M GBP 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     21716 | PA      | $-1235.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HIK LN P 1D GBP 20.00 20230522               | TRS EQ R HIK LN P 1M GBP 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     10112 | PA      | $120.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD -27.50 20230515              | TRS EQ P XLV US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   5647205 | PA      | $61155.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MDB US P 1D USD 20.00 20230515               | TRS EQ R MDB US P 1D USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     44016 | PA      | $2467.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PPL CN P 1M CAD 20.00 20230515               | TRS EQ R PPL CN P 1M CAD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |   1307819 | PA      | $-22181.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PCVX US P 1D USD 20.00 20230505              | TRS EQ R PCVX US P 1D USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1209397 | PA      | $-18642.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 688006 CH P 1D USD 75.00 20230522            | TRS EQ R 688006 CH P 1M USD 75.00 20230522            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |      2750 | PA      | $196.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BPMC US P 1D USD 20.00 20230505              | TRS EQ R BPMC US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    181835 | PA      | $-1044.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SRPT US P 1D USD 20.00 20230515              | TRS EQ R SRPT US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2061280 | PA      | $-79755.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALNY US P 1D USD 20.00 20230515              | TRS EQ R ALNY US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1098531 | PA      | $-34451.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R A US P 1D USD 20.00 20230522                 | TRS EQ R A US P 1M USD 20.00 20230522                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    238714 | PA      | $-5879.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCB BB P 1D EUR 20.00 20230522               | TRS EQ R UCB BB P 1M EUR 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | BE        |     32648 | PA      | $-599.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MDB US P 1D USD 20.00 20230515               | TRS EQ R MDB US P 1M USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    535295 | PA      | $30005.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4523 JP P 1D JPY 20.00 20230522              | TRS EQ R 4523 JP P 1M JPY 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  28573176 | PA      | $-8909.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RARE US P 1D USD 20.00 20230515              | TRS EQ R RARE US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    821398 | PA      | $54695.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4568 JP P 1D JPY 20.00 20230505              | TRS EQ R 4568 JP P 1M JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  12566400 | PA      | $3960.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4568 JP P 1D JPY 20.00 20230505              | TRS EQ R 4568 JP P 1M JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  15708000 | PA      | $4950.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MRVL US P 1D USD 20.00 20230515              | TRS EQ R MRVL US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     67371 | PA      | $3481.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    125139 | PA      | $-166.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MRVL US P 1D USD 20.00 20230515              | TRS EQ R MRVL US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    376532 | PA      | $19455.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NSTG US P 1D USD 20.00 20230515              | TRS EQ R NSTG US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      2275 | PA      | $-21.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    157757 | PA      | $-209.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4523 JP P 1D JPY 20.00 20230522              | TRS EQ R 4523 JP P 1M JPY 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  58758000 | PA      | $-18322.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     11474 | PA      | $-15.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    123338 | PA      | $-164.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PTCT US P 1D USD 20.00 20230522              | TRS EQ R PTCT US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    135916 | PA      | $-5266.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    120680 | PA      | $-160.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    132571 | PA      | $-176.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    770996 | PA      | $-1025.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     66992 | PA      | $-89.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    303360 | PA      | $-403.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IDXX US P 1D USD 20.00 20230522              | TRS EQ R IDXX US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    205818 | PA      | $-3527.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    149784 | PA      | $-199.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MORF US P 1D USD 20.00 20230515              | TRS EQ R MORF US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    605019 | PA      | $31710.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    149784 | PA      | $-199.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWB US R 1D USD -27.50 20230515              | TRS EQ P IWB US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1448875 | PA      | $-33274.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    370017 | PA      | $-492.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLV US R 1D USD -27.50 20230515              | TRS EQ P XLV US R 1M USD -27.50 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    946302 | PA      | $10247.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PANW US P 1D USD 20.00 20230505              | TRS EQ R PANW US P Bank USD 20.00 20230505            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1241391 | PA      | $216194.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P SPY US R 1D USD -27.50 20230522              | TRS EQ P SPY US R 1M USD -27.50 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    188835 | PA      | $-5056.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P OIH US R 1D USD -233.00 20230515             | TRS EQ P OIH US R 1D USD -233.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2121488 | PA      | $257.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8439 JP P 1D JPY 20.00 20230505              | TRS EQ R 8439 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  25040400 | PA      | $7727.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8439 JP P 1D JPY 35.00 20230515              | TRS EQ R 8439 JP P 1D JPY 35.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  45611280 | PA      | $23422.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ELAN US P 1D USD 20.00 20230505              | TRS EQ R ELAN US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    228582 | PA      | $23500.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8439 JP P 1D JPY 35.00 20230515              | TRS EQ R 8439 JP P 1D JPY 35.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  23886720 | PA      | $12266.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BLOOM PM P 1D USD 75.00 20230515             | TRS EQ R BLOOM PM P 1M USD 75.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | PH        |     13391 | PA      | $516.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IWB US R 1D USD -128.00 20230515             | TRS EQ P IWB US R 1D USD -128.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    428166 | PA      | $-9833.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PODD US P 1D USD 20.00 20230505              | TRS EQ R PODD US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    776638 | PA      | $3148.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BDX US P 1D USD 20.00 20230505               | TRS EQ R BDX US P 1M USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    271139 | PA      | $-3281.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UNH US P 1D USD 20.00 20230505               | TRS EQ R UNH US P 1M USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    343952 | PA      | $6479.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | TRS EQ R 1066 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    101213 | PA      | $135.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MOH US P 1D USD 20.00 20230522               | TRS EQ R MOH US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    123442 | PA      | $5967.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R A US P 1D USD 20.00 20230522                 | TRS EQ R A US P 1M USD 20.00 20230522                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     59561 | PA      | $-1466.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HUM US P 1D USD 20.00 20230505               | TRS EQ R HUM US P 1M USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    528526 | PA      | $25645.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAX US P 1D USD 20.00 20230515               | TRS EQ R BAX US P 1M USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     11006 | PA      | $233.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EHC US P 1D USD 20.00 20230522               | TRS EQ R EHC US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     60925 | PA      | $-223.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NARI US P 1D USD 20.00 20230522              | TRS EQ R NARI US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    139941 | PA      | $-11977.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NARI US P 1D USD 20.00 20230515              | TRS EQ R NARI US P Bank USD 20.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    537331 | PA      | $-87320.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ATVI US P 1D USD  20230515                   | TRS EQ R ATVI US P 1D USD  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    633495 | PA      | $12220.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PODD US P 1D USD 20.00 20230515              | TRS EQ R PODD US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1289242 | PA      | $-50030.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 9988 HK P 1M HKD 30.00 20230505              | TRS EQ R 9988 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    257068 | PA      | $2633.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EW US P 1D USD 20.00 20230515                | TRS EQ R EW US P 1M USD 20.00 20230515                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     27286 | PA      | $-747.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AZN LN P 1D GBP 30.00 20230515               | TRS EQ R AZN LN P 1M GBP 30.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    396984 | PA      | $-43979.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HUM US P 1D USD 20.00 20230515               | TRS EQ R HUM US P 1M USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     49046 | PA      | $2124.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SSB US P 1D USD  20230515                    | TRS EQ R SSB US P 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    403648 | PA      | $-4215.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MRTX US P 1D USD 20.00 20230522              | TRS EQ R MRTX US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     56755 | PA      | $9633.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 2318 HK P 1M HKD 20.00 20230522              | TRS EQ R 2318 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |   5283434 | PA      | $-13468.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALC SW P 1D CHF 20.00 20230522               | TRS EQ R ALC SW P 1M CHF 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    254940 | PA      | $1631.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BATS LN P 1D GBP 30.00 20230515              | TRS EQ R BATS LN P 1D GBP 30.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    688530 | PA      | $-7676.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SYNH US P 1D USD 20.00 20230515              | TRS EQ R SYNH US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    124580 | PA      | $4157.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HCAT US P 1D USD 20.00 20230505              | TRS EQ R HCAT US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      2312 | PA      | $829.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AAL LN P 1D GBP 20.00 20230505               | TRS EQ R AAL LN P 1D GBP 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    338007 | PA      | $22528.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1093 HK P 1M HKD 20.00 20230522              | TRS EQ R 1093 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    187000 | PA      | $-1044.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8331 JP P 1D JPY 35.00 20230515              | TRS EQ R 8331 JP P 1D JPY 35.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  37453942 | PA      | $-3782.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EHC US P 1D USD 20.00 20230505               | TRS EQ R EHC US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    192881 | PA      | $9020.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AMD US P 1D USD 20.00 20230505               | TRS EQ R AMD US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     55162 | PA      | $11345.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AVTR US P 1D USD 20.00 20230522              | TRS EQ R AVTR US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    863595 | PA      | $33013.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UCB BB P 1D EUR 20.00 20230522               | TRS EQ R UCB BB P 1M EUR 20.00 20200520               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | BE        |    379184 | PA      | $-6961.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PFE US P 1D USD 20.00 20230505               | TRS EQ R PFE US P 1M USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    912949 | PA      | $-101112.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HCAT US P 1D USD 20.00 20230505              | TRS EQ R HCAT US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    175352 | PA      | $62907.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HCAT US P 1D USD 20.00 20230505              | TRS EQ R HCAT US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     12092 | PA      | $4337.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HCAT US P 1D USD 20.00 20230505              | TRS EQ R HCAT US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     22823 | PA      | $8187.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R A US P 1D USD 20.00 20230505                 | TRS EQ R A US P 1M USD 20.00 20230505                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1331115 | PA      | $-262.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PFE US P 1D USD 20.00 20230505               | TRS EQ R PFE US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1116605 | PA      | $-123667.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TMO US P 1D USD 20.00 20230505               | TRS EQ R TMO US P 1M USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    695618 | PA      | $16724.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PFE US P 1D USD 20.00 20230505               | TRS EQ R PFE US P 1M USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    397280 | PA      | $-44000.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NBHC US P 1D USD 20.00 20230505              | TRS EQ R NBHC US P 1D USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    390278 | PA      | $-1931.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R VCYT US P 1D USD 20.00 20230515              | TRS EQ R VCYT US P 1M USD 20.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    315876 | PA      | $-18462.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R VCYT US P 1D USD 20.00 20230522              | TRS EQ R VCYT US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     29520 | PA      | $284.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AMD US P 1D USD 20.00 20230505               | TRS EQ R AMD US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    431074 | PA      | $88663.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GPN US P 1D USD 20.00 20230522               | TRS EQ R GPN US P 1M USD 20.00 20200520               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    108694 | PA      | $757.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R VCYT US P 1D USD 20.00 20230522              | TRS EQ R VCYT US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     55704 | PA      | $537.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R VCYT US P 1D USD 20.00 20230515              | TRS EQ R VCYT US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      5178 | PA      | $-302.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R FLR US P 1D USD 20.00 20230522               | TRS EQ R FLR US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    185915 | PA      | $3347.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8331 JP P 1D JPY 35.00 20230515              | TRS EQ R 8331 JP P 1D JPY 35.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  38593658 | PA      | $-3897.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8331 JP P 1D JPY 35.00 20230515              | TRS EQ R 8331 JP P 1D JPY 35.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  86027600 | PA      | $-8687.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R QDEL US P 1D USD 20.00 20230505              | TRS EQ R QDEL US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      4792 | PA      | $-169.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 300347 C2 P 1D USD 70.00 20230515            | TRS EQ R 300347 C2 P 1D USD 70.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |    815118 | PA      | $-30249.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MOH US P 1D USD 20.00 20230515               | TRS EQ R MOH US P 1M USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     28735 | PA      | $1200.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAX US P 1D USD 20.00 20230522               | TRS EQ R BAX US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     89208 | PA      | $3679.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    303534 | PA      | $-403.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    358540 | PA      | $-476.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    371449 | PA      | $-494.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    286830 | PA      | $-381.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    358543 | PA      | $-476.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    573666 | PA      | $-763.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R QDEL US P 1D USD 20.00 20230505              | TRS EQ R QDEL US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    131956 | PA      | $-4654.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R QDEL US P 1D USD 20.00 20230515              | TRS EQ R QDEL US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     58163 | PA      | $1079.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4523 JP P 1D JPY 20.00 20230505              | TRS EQ R 4523 JP P 1M JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  11491215 | PA      | $-735.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EZU US R 1D USD -113.00 20230515             | TRS EQ P EZU US R 1D USD -113.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    715162 | PA      | $-8156.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SAGE US P 1D USD 20.00 20230515              | TRS EQ R SAGE US P Bank USD 20.00 20230515            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    663242 | PA      | $4518.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PTCT US P 1D USD 20.00 20230522              | TRS EQ R PTCT US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     68746 | PA      | $-2664.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ELV US P 1D USD 20.00 20230522               | TRS EQ R ANTM US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     98775 | PA      | $4222.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PTCT US P 1D USD 20.00 20230522              | TRS EQ R PTCT US P 1D USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1598144 | PA      | $-61930.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD -150.00 20230515             | TRS EQ P IBB US R 1M USD -150.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1270538 | PA      | $-2517.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UNH US P 1D USD 20.00 20230505               | TRS EQ R UNH US P 1M USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1575221 | PA      | $29674.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TMO US P 1D USD 20.00 20230505               | TRS EQ R TMO US P 1M USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1209117 | PA      | $29069.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TECN SW P 1D CHF 20.00 20230522              | TRS EQ R TECN SW P 1M CHF 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |      8708 | PA      | $-278.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TFX US P 1D USD 20.00 20230505               | TRS EQ R TFX US P 1M USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    226435 | PA      | $-8574.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TFX US P 1D USD 20.00 20230505               | TRS EQ R TFX US P 1M USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    668679 | PA      | $-25319.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TECH US P 1D USD 20.00 20230515              | TRS EQ R TECH US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     10349 | PA      | $-152.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1302 HK P 1M HKD 40.00 20230515              | TRS EQ R 1302 HK P 1M HKD 40.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     54497 | PA      | $-72.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6963 JP P 1D JPY 20.00 20230522              | TRS EQ R 6963 JP P JPY- JPY 20.00 20230522            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |    169320 | PA      | $60.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RHM GR P 1D EUR 20.00 20230522               | TRS EQ R RHM GR P 1D EUR 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    548800 | PA      | $-24167.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R RHM GR P 1D EUR  20230515                    | TRS EQ R RHM GR P 1D EUR  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |    911530 | PA      | $-4467.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SKFB SS P 1M SEK  20230505                   | TRS EQ R SKFB SS P 1M SEK  20230505                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   3675841 | PA      | $19085.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SKFB SS P 1M SEK  20230505                   | TRS EQ R SKFB SS P 1M SEK  20230505                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |   4199332 | PA      | $21803.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4516 JP P 1D JPY 20.00 20230522              | TRS EQ R 4516 JP P 1M JPY 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  16878870 | PA      | $176.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ZTS US P 1D USD 20.00 20230522               | TRS EQ R ZTS US P Bank USD 20.00 20230522             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    298462 | PA      | $3060.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EHC US P 1D USD 20.00 20230505               | TRS EQ R EHC US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     27265 | PA      | $1275.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ZTS US P 1D USD 20.00 20230515               | TRS EQ R ZTS US P Bank USD 20.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    978802 | PA      | $36313.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PFE US P 1D USD 20.00 20230505               | TRS EQ R PFE US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    137806 | PA      | $-15262.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CVE US P 1D USD  20230515                    | TRS EQ R CVE US P 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    792802 | PA      | $33929.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GKOS US P 1D USD 20.00 20230522              | TRS EQ R GKOS US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    261722 | PA      | $2804.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4503 JP P 1D JPY 20.00 20230505              | TRS EQ R 4503 JP P 1M JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  15499350 | PA      | $158.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4523 JP P 1D JPY 35.00 20230515              | TRS EQ R 4523 JP P 1M JPY 35.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   1711890 | PA      | $-344.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ELAN US P 1D USD 20.00 20230522              | TRS EQ R ELAN US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      4942 | PA      | $206.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 7186 JP P 1D JPY  20230505                   | TRS EQ R 7186 JP P 1D JPY  20230505                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  29831000 | PA      | $10458.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UNH US P 1D USD 20.00 20230515               | TRS EQ R UNH US P 1M USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    305115 | PA      | $8875.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 7186 JP P 1D JPY 20.00 20230505              | TRS EQ R 7186 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  31700250 | PA      | $11360.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 7186 JP P 1D JPY 20.00 20230505              | TRS EQ R 7186 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  81429750 | PA      | $29183.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 7186 JP P 1D JPY  20230505                   | TRS EQ R 7186 JP P 1D JPY  20230505                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  35732350 | PA      | $10458.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ILMN US P 1D USD 20.00 20230515              | TRS EQ R ILMN US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    638106 | PA      | $23986.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R FLS US P 1D USD 20.00 20230515               | TRS EQ R FLS US P 1D USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    210322 | PA      | $9449.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD -27.50 20230515              | TRS EQ P IBB US R 1M USD -27.50 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1836237 | PA      | $-3637.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P FTSEMIB R 1D EUR  20230515                   | TRS EQ P FTSEMIB R 1D EUR  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |   3626186 | PA      | $-106298.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BANR US P 1D USD 20.00 20230505              | TRS EQ R BANR US P 1D USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     71724 | PA      | $2960.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SYNH US P 1D USD 20.00 20230515              | TRS EQ R SYNH US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     74630 | PA      | $2490.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CNQ US P 1D USD  20230515                    | TRS EQ R CNQ US P 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2376145 | PA      | $108243.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PFE US P 1D USD 20.00 20230505               | TRS EQ R PFE US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    535285 | PA      | $-59284.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAX US P 1D USD 20.00 20230505               | TRS EQ R BAX US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    374824 | PA      | $-49054.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UNH US P 1D USD 20.00 20230505               | TRS EQ R UNH US P 1M USD 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    525727 | PA      | $9903.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAX US P 1D USD 20.00 20230522               | TRS EQ R BAX US P 1M USD 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      1624 | PA      | $66.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UNTR IJ P 1D USD 75.00 20230515              | TRS EQ R UNTR IJ P 1D USD 75.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ID        |     13934 | PA      | $273.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4503 JP P 1D JPY 20.00 20230505              | TRS EQ R 4503 JP P 1M JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   4787577 | PA      | $48.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PFE US P 1D USD 20.00 20230505               | TRS EQ R PFE US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    535384 | PA      | $-59295.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4523 JP P 1D JPY 35.00 20230515              | TRS EQ R 4523 JP P 1M JPY 35.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   6740050 | PA      | $-1356.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MOH US P 1D USD 20.00 20230515               | TRS EQ R MOH US P 1M USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    399892 | PA      | $16713.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ASML US P 1D USD 20.00 20230505              | TRS EQ R ASML US P 1M USD 20.00 20200505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    876811 | PA      | $148151.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P XLU US R 1D USD  20230515                    | TRS EQ P XLU US R 1D USD  20230515                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   3251313 | PA      | $27020.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4523 JP P 1D JPY 35.00 20230515              | TRS EQ R 4523 JP P 1M JPY 35.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   4308670 | PA      | $-867.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ELV US P 1D USD 20.00 20230505               | TRS EQ R ANTM US P 1M USD 20.00 20200505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1699962 | PA      | $97002.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ASML US P 1D USD 20.00 20230505              | TRS EQ R ASML US P 1M USD 20.00 20200505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    710607 | PA      | $120068.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    616448 | PA      | $-5314.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     93778 | PA      | $-808.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ASML US P 1D USD 20.00 20230505              | TRS EQ R ASML US P 1M USD 20.00 20200505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    300185 | PA      | $50721.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SYNH US P 1D USD 20.00 20230515              | TRS EQ R SYNH US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    104628 | PA      | $3491.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | TRS EQ R 1066 HK P 1M HKD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |    107702 | PA      | $-928.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4523 JP P 1D JPY 35.00 20230515              | TRS EQ R 4523 JP P 1M JPY 35.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   5813810 | PA      | $-1170.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EZU US R 1D USD -123.00 20230515             | TRS EQ P EZU US R 1D USD -123.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2965381 | PA      | $-33820.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EZU US R 1D USD -138.00 20230515             | TRS EQ P EZU US R 1D USD -138.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    143883 | PA      | $-1641.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P EZU US R 1D USD -173.00 20230515             | TRS EQ P EZU US R 1D USD -173.00 20230515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    219200 | PA      | $-2500.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4523 JP P 1D JPY 35.00 20230515              | TRS EQ R 4523 JP P 1M JPY 35.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   2555430 | PA      | $-514.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4523 JP P 1D JPY 35.00 20230515              | TRS EQ R 4523 JP P 1M JPY 35.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   3448590 | PA      | $-694.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4523 JP P 1D JPY 35.00 20230515              | TRS EQ R 4523 JP P 1M JPY 35.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   4027490 | PA      | $-810.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4523 JP P 1D JPY 35.00 20230515              | TRS EQ R 4523 JP P 1M JPY 35.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   3448590 | PA      | $-694.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TW US P 1D USD  20230505                     | TRS EQ R TW US P 1D USD  20230505                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    370830 | PA      | $64334.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALC SW P 1D CHF 20.00 20230522               | TRS EQ R ALC SW P 1M CHF 20.00 20230522               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |    158307 | PA      | $1012.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R QDEL US P 1D USD 20.00 20230505              | TRS EQ R QDEL US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    336325 | PA      | $-11862.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P MSZZMOMO R  USD  20240131                    | TRS EQ P MSZZMOMO R  USD  20240131                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1680372 | PA      | $212516.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ASRNL NA P 1D EUR  20230515                  | TRS EQ R ASRNL NA P 1D EUR  20230515                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |    360047 | PA      | $15294.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GOOG US P 1D USD 20.00 20230505              | TRS EQ R GOOG US P 1M USD 20.00 20200505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1891499 | PA      | $285566.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MA US P 1D USD 50.00 20230515                | TRS EQ R MA US P 1M USD 50.00 20200515                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    404625 | PA      | $-4747.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GOOGL US P 1D USD 20.00 20230505             | TRS EQ R GOOGL US P 1M USD 20.00 20200505             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1633231 | PA      | $239490.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HCA US P 1D USD 20.00 20230505               | TRS EQ R HCA US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1391418 | PA      | $26516.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R PTCT US P 1D USD 20.00 20230515              | TRS EQ R PTCT US P 1D USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     72626 | PA      | $-2872.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SAGE US P 1D USD 20.00 20230522              | TRS EQ R SAGE US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    290293 | PA      | $12105.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UNH US P 1D USD 20.00 20230505               | TRS EQ R UNH US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     81333 | PA      | $1532.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AMZN US P 1D USD 20.00 20230505              | TRS EQ R AMZN US P 1M USD 20.00 20200505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1223610 | PA      | $294567.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD -110.00 20230515             | TRS EQ P IBB US R 1M USD -110.00 20200515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    421378 | PA      | $-834.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IDXX US P 1D USD 20.00 20230505              | TRS EQ R IDXX US P 1M USD 20.00 20200505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    790192 | PA      | $115550.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ASRNL NA P 1D EUR  20230515                  | TRS EQ R ASRNL NA P 1D EUR  20230515                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |    345130 | PA      | $14660.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R MOH US P 1D USD 50.00 20230515               | TRS EQ R MOH US P 1M USD 50.00 20200515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1264926 | PA      | $52867.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IDXX US P 1D USD 20.00 20230505              | TRS EQ R IDXX US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    166422 | PA      | $24336.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8766 JP P 1D JPY  20230515                   | TRS EQ R 8766 JP P 1D JPY  20230515                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 101128200 | PA      | $2219.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   2306430 | PA      | $1003.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  16516340 | PA      | $7189.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  12844880 | PA      | $5591.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | TRS EQ R 8369 JP P 1D JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   8075120 | PA      | $3515.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R G US P 1D USD 20.00 20230522                 | TRS EQ R G US P 1M USD 20.00 20200520                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1684322 | PA      | $-17276.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R NSTG US P 1D USD 20.00 20230515              | TRS EQ R NSTG US P 1M USD 20.00 20230515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     99281 | PA      | $-929.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AZN LN P 1D GBP 50.00 20230515               | TRS EQ R AZN LN P 1M GBP 50.00 20200515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    699042 | PA      | $-77442.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R IRWD US P 1D USD 20.00 20230522              | TRS EQ R IRWD US P 1M USD 20.00 20230522              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     28103 | PA      | $270.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TEAM US P 1D USD 20.00 20230505              | TRS EQ R TEAM US P 1M USD 20.00 20200505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    214266 | PA      | $74386.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R EFSC US P 1D USD  20230505                   | TRS EQ R EFSC US P 1D USD  20230505                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    485000 | PA      | $48200.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SYNH US P 1D USD 20.00 20230505              | TRS EQ R SYNH US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      5316 | PA      | $72.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ALNY US P 1D USD 25.00 20230515              | TRS EQ R ALNY US P 1M USD 25.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     45344 | PA      | $-1422.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HIK LN P 1D GBP 20.00 20230522               | TRS EQ R HIK LN P 1M GBP 20.00 20200520               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     19102 | PA      | $226.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R AZN LN P 1D GBP 50.00 20230515               | TRS EQ R AZN LN P 1M GBP 50.00 20200515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    159611 | PA      | $-17682.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R OMI US P 1D USD 20.00 20230515               | TRS EQ R OMI US P 1M USD 20.00 20230515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      7479 | PA      | $-333.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4568 JP P 1D JPY 20.00 20230522              | TRS EQ R 4568 JP P 1M JPY 20.00 20200520              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        | 224341104 | PA      | $-49115.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HIK LN P 1D GBP 20.00 20230522               | TRS EQ R HIK LN P 1M GBP 20.00 20200520               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     22382 | PA      | $265.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HOLX US P 1D USD 20.00 20230505              | TRS EQ R HOLX US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     40445 | PA      | $1948.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TFX US P 1D USD 50.00 20230515               | TRS EQ R TFX US P 1M USD 50.00 20200515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      2893 | PA      | $27.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R KBANK/F TB P 1D USD  20230505                | TRS EQ R KBANK/F TB P 1D USD  20230505                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TH        |    389794 | PA      | $-23287.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R ELV US P 1D USD 50.00 20230515               | TRS EQ R ANTM US P 1M USD 50.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     53387 | PA      | $2112.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R CEY LN P 1D GBP 20.00 20230505               | TRS EQ R CEY LN P 1D GBP 20.00 20230505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    255230 | PA      | $-29968.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ P IBB US R 1D USD -118.00 20230515             | TRS EQ P IBB US R 1M USD -118.00 20200515             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   2643151 | PA      | $-5236.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R LH US P 1D USD 20.00 20230505                | TRS EQ R LH US P 1M USD 20.00 20230505                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    853813 | PA      | $43229.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SN/ LN P 1D GBP 30.00 20230515               | TRS EQ R SN/ LN P 1M GBP 30.00 20200515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    497491 | PA      | $-16932.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R LH US P 1D USD 20.00 20230505                | TRS EQ R LH US P 1M USD 20.00 20230505                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1445099 | PA      | $73167.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R TMO US P 1D USD 20.00 20230505               | TRS EQ R TMO US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    363125 | PA      | $8730.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R LH US P 1D USD 20.00 20230505                | TRS EQ R LH US P 1M USD 20.00 20230505                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     33596 | PA      | $1701.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R SYNH US P 1D USD 20.00 20230505              | TRS EQ R SYNH US P 1M USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     98771 | PA      | $1337.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R UNH US P 1D USD 20.00 20230505               | TRS EQ R UNH US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1278796 | PA      | $24090.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R HIK LN P 1D GBP 20.00 20230522               | TRS EQ R HIK LN P 1M GBP 20.00 20200520               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     32817 | PA      | $389.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GNS LN P 1D GBP 20.00 20230522               | TRS EQ R GNS LN P 1M GBP 20.00 20200520               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      3660 | PA      | $-208.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R GNS LN P 1D GBP 50.00 20230515               | TRS EQ R GNS LN P 1M GBP 50.00 20200515               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    157275 | PA      | $-17395.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BAX US P 1D USD 20.00 20230505               | TRS EQ R BAX US P 1M USD 20.00 20200505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      2681 | PA      | $-350.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BG AV P 1D EUR 20.00 20230522                | TRS EQ R BG AV P 1M EUR 20.00 20230522                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AT        |    324759 | PA      | $29757.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 4523 JP P 1D JPY 35.00 20230515              | TRS EQ R 4523 JP P 1M JPY 35.00 20200515              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |   5689760 | PA      | $-1145.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R BANR US P 1D USD 20.00 20230505              | TRS EQ R BANR US P 1D USD 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    755961 | PA      | $31204.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 1765 HK P 1M HKD 30.00 20230505              | TRS EQ R 1765 HK P 1M HKD 30.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |     12915 | PA      | $91.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R 6963 JP P 1D JPY 20.00 20230505              | TRS EQ R 6963 JP P 1M JPY 20.00 20230505              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |  32130000 | PA      | $25606.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer