# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-25-049323
**Filing Date:** 2025-7
**Character Count:** 113004
**Document Hash:** 9063e136a829d2d01b51b84da3a29f8c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049323.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001145549-25-049323

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 251158718

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

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

## Series and Classes Contracts Data

### Disciplined Value Emerging Markets Equity Fund (Series ID: S000017260)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000047776 | Class NAV    | JEVNX           |
| C000099349 | Class A      | JEVAX           |
| C000099350 | Class C      | JEVCX           |
| C000099351 | Class I      | JEVIX           |
| C000106468 | Class R6     | JEVRX           |

## Nport-Ex

![](img15a3ba0b1.gif)

#### Quarterly portfolio holdings

## John Hancock

## Disciplined Value Emerging Markets Equity Fund

## International equity
May 31, 2025

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

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Fund's investments

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#### As of 5-31-25 (unaudited)

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 95.0%** |  | **$113691934** |
| (Cost $122,626,582) |  |  |
| **Brazil 9.1%** |  | **10835485** |
| Embraer SA | 20400 | 233586 |
| Hypera SA | 396200 | 1759503 |
| Itau Unibanco Holding SA, ADR | 192130 | 1266137 |
| Localiza Rent a Car SA | 231600 | 1739581 |
| Rede D'Or Sao Luiz SA (A) | 296000 | 1955220 |
| Sendas Distribuidora SA | 1054500 | 2068623 |
| Suzano SA | 40900 | 355046 |
| TIM SA | 427800 | 1457789 |
| **Chile 1.8%** |  | **2107070** |
| Cencosud SA | 157457 | 541903 |
| Sociedad Quimica y Minera de Chile SA, ADR (B)(C) | 51435 | 1565167 |
| **China 31.5%** |  | **37681031** |
| AAC Technologies Holdings, Inc. | 43000 | 198860 |
| Alibaba Group Holding, Ltd. | 160700 | 2288016 |
| Angel Yeast Company, Ltd., Class A (B) | 75800 | 400394 |
| Aowei Holdings, Ltd. (B) | 6981000 | 280447 |
| BYD Company, Ltd., H Shares | 40000 | 1987920 |
| Central China Management Company, Ltd. (B)(D) | 54538 | 689 |
| China Animal Healthcare, Ltd. (B)(D) | 182000 | 0 |
| China Dili Group (B)(D) | 120400 | 7094 |
| China Feihe, Ltd. (A) | 1537000 | 1187857 |
| China Huiyuan Juice Group, Ltd. (B)(D) | 141000 | 0 |
| China Jushi Company, Ltd., Class A | 1162900 | 1821318 |
| China Mengniu Dairy Company, Ltd. | 313000 | 699386 |
| China Taifeng Beddings Holdings, Ltd. (B)(D) | 46000 | 0 |
| China Zhongwang Holdings, Ltd. (B)(D) | 54200 | 0 |
| Contemporary Amperex Technology Company, Ltd., Class A | 26300 | 908177 |
| CT Environmental Group, Ltd. (B)(D) | 154000 | 0 |
| Flat Glass Group Company, Ltd., H Shares | 524000 | 553976 |
| Fuguiniao Company, Ltd., H Shares (B)(D) | 116600 | 0 |
| Ginlong Technologies Company, Ltd., Class A | 67000 | 473805 |
| Goldwind Science & Technology Company, Ltd., H Shares | 574600 | 444740 |
| Hangzhou Chang Chuan Technology Company, Ltd., Class A | 43700 | 249127 |
| Harmonicare Medical Holdings, Ltd. (A)(B)(D) | 44000 | 0 |
| Hongfa Technology Company, Ltd., Class A | 24300 | 110349 |
| HOSA International, Ltd. (B)(D) | 86000 | 0 |
| Hoymiles Power Electronics, Inc., Class A | 31555 | 434954 |
| Inner Mongolia Yili Industrial Group Company, Ltd., Class A | 317300 | 1330158 |
| J&T Global Express, Ltd. (B) | 1957600 | 1695875 |
| JD Logistics, Inc. (A)(B) | 68300 | 107484 |
| JD.com, Inc., ADR | 6034 | 195562 |
| JD.com, Inc., Class A | 18600 | 301006 |
| Lenovo Group, Ltd. | 168000 | 191792 |
| Link Motion, Inc., ADR (B)(D) | 6959 | 0 |
| Luzhou Laojiao Company, Ltd., Class A | 20700 | 334496 |
| Muyuan Foods Company, Ltd., Class A | 366900 | 2054514 |
| Ningbo Deye Technology Company, Ltd., Class A | 48600 | 554793 |
| Pharmaron Beijing Company, Ltd., H Shares (A) | 143900 | 279152 |
| Qinghai Salt Lake Industry Company, Ltd., Class A (B) | 446100 | 977971 |
| Quectel Wireless Solutions Company, Ltd., Class A | 55800 | 546163 |
| Qunxing Paper Holdings Company, Ltd. (B)(D) | 969268 | 0 |
| Silergy Corp. | 97000 | 1114268 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **China (continued)** |  |  |
| STO Express Company, Ltd., Class A | 151900 | $241109 |
| Sunny Optical Technology Group Company, Ltd. | 19100 | 145821 |
| Sunwoda Electronic Company, Ltd., Class A | 149000 | 381568 |
| Tencent Holdings, Ltd. | 38100 | 2401924 |
| Tencent Holdings, Ltd., ADR | 14643 | 919288 |
| Tenwow International Holdings, Ltd. (B)(D) | 177000 | 0 |
| Tian Shan Development Holding, Ltd. (B)(D) | 32000 | 0 |
| Tingyi Cayman Islands Holding Corp. | 764000 | 1250248 |
| Tongcheng Travel Holdings, Ltd. | 520000 | 1461182 |
| Tongwei Company, Ltd., Class A | 318600 | 718833 |
| Wanhua Chemical Group Company, Ltd., Class A | 52400 | 392876 |
| Wens Foodstuff Group Company, Ltd., Class A | 160200 | 369551 |
| Wuliangye Yibin Company, Ltd., Class A | 20600 | 360086 |
| WuXi AppTec Company, Ltd., Class A | 114700 | 1007478 |
| WuXi AppTec Company, Ltd., H Shares (A) | 290600 | 2532255 |
| Wuxi NCE Power Company, Ltd., Class A | 38100 | 160138 |
| Yifeng Pharmacy Chain Company, Ltd., Class A | 403200 | 1455059 |
| Youyuan International Holdings, Ltd. (B)(D) | 26000 | 0 |
| Yunnan Baiyao Group Company, Ltd., Class A | 73200 | 573372 |
| Yunnan Yuntianhua Company, Ltd., Class A | 357200 | 1080039 |
| Zhejiang Glass Company, Ltd., H Shares (B)(D) | 172000 | 0 |
| Zhejiang Jingxin Pharmaceutical Company, Ltd., Class A | 208400 | 378730 |
| Zhejiang NHU Company, Ltd., Class A | 39800 | 121131 |
| Zhongtian Financial Group Company, Ltd., Class A (B)(D) | 101900 | 0 |
| **Greece 1.0%** |  | **1189771** |
| FF Group (B)(D) | 6657 | 0 |
| Hellenic Telecommunications Organization SA | 18733 | 361240 |
| OPAP SA | 38531 | 828531 |
| **Hong Kong 5.4%** |  | **6487527** |
| Anxin-China Holdings, Ltd. (B)(D) | 1988000 | 0 |
| Cathay Pacific Airways, Ltd. | 646000 | 868811 |
| CECEP COSTIN New Materials Group, Ltd. (B)(D) | 162000 | 0 |
| China Common Rich Renewable Energy Investments, Ltd. (B)(D) | 2486000 | 68165 |
| China Fiber Optic Network System Group, Ltd. (B)(D) | 419600 | 0 |
| China Lumena New Materials Corp. (B)(D) | 31800 | 0 |
| China Metal Recycling Holdings, Ltd. (B)(D) | 14579934 | 0 |
| China Properties Group, Ltd. (B)(D) | 19000 | 905 |
| DBA Telecommunication Asia Holdings, Ltd. (B)(D) | 32000 | 0 |
| Geely Automobile Holdings, Ltd. | 1462000 | 3258531 |
| Hua Han Health Industry Holdings, Ltd. (B)(D) | 1111910 | 0 |
| Nan Hai Corp., Ltd. (B)(D) | 1900000 | 0 |
| REXLot Holdings, Ltd. (B)(D) | 2065304 | 0 |
| SMI Holdings Group, Ltd. (B)(D) | 228889 | 0 |
| Tech Pro Technology Development, Ltd. (B)(D) | 966000 | 0 |
| WH Group, Ltd. (A) | 2491000 | 2291115 |
| **India 1.2%** |  | **1486775** |
| Chambal Fertilisers & Chemicals, Ltd. | 60769 | 390413 |
| Chennai Super Kings Cricket, Ltd. (B)(D) | 271316 | 7134 |
| UPL, Ltd. | 132246 | 968476 |
| UPL, Ltd., Partly Paid Shares (B) | 25271 | 120752 |
| **Indonesia 0.0%** |  | **22139** |
| Bakrie Telecom Tbk PT (B)(D) | 22579900 | 0 |
| Hanson International Tbk PT (B)(D) | 4000200 | 0 |
| Inovisi Infracom Tbk PT (B)(D) | 671012 | 0 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Indonesia (continued)** |  |  |
| Pool Advista Indonesia Tbk PT (B)(D) | 37300 | $114 |
| Rimo International Lestari Tbk PT (B)(D) | 2464700 | 7565 |
| Sri Rejeki Isman Tbk PT (B)(D) | 937100 | 8399 |
| Sugih Energy Tbk PT (B)(D) | 8409300 | 0 |
| Suryainti Permata Tbk PT (B)(D) | 1802000 | 0 |
| Trada Alam Minera Tbk PT (B)(D) | 1919200 | 2651 |
| Truba Alam Manunggal Engineering PT (B)(D) | 19436000 | 0 |
| Waskita Karya Persero Tbk PT (B)(D) | 458390 | 3410 |
| **Israel 0.7%** |  | **794057** |
| ICL Group, Ltd. | 56985 | 376148 |
| ICL Group, Ltd. (New York Stock Exchange) (C) | 63033 | 417909 |
| **Luxembourg 3.2%** |  | **3808247** |
| Millicom International Cellular SA | 60605 | 2273294 |
| Zabka Group SA (B) | 253931 | 1534953 |
| **Malaysia 0.1%** |  | **172548** |
| AMMB Holdings BHD | 140200 | 172548 |
| **Mexico 9.0%** |  | **10787694** |
| Alpek SAB de CV | 436200 | 240409 |
| America Movil SAB de CV, ADR | 20704 | 349898 |
| America Movil SAB de CV, Series B | 1305300 | 1100312 |
| Arca Continental SAB de CV | 9800 | 107873 |
| Cemex SAB de CV, ADR | 205998 | 1411086 |
| Coca-Cola Femsa SAB de CV, ADR | 14419 | 1369805 |
| Fibra Uno Administracion SA de CV | 725900 | 1014973 |
| Genomma Lab Internacional SAB de CV, Class B | 411700 | 475888 |
| Gruma SAB de CV, Class B | 19900 | 374433 |
| Grupo Comercial Chedraui SA de CV | 20600 | 150815 |
| Grupo Financiero Banorte SAB de CV, Series O | 215300 | 1909461 |
| Grupo KUO SAB de CV, Series B | 136788 | 278569 |
| Kimberly-Clark de Mexico SAB de CV, Class A | 520100 | 927792 |
| Organizacion Soriana SAB de CV, Series B (B) | 297958 | 422604 |
| Prologis Property Mexico SA de CV | 115900 | 442184 |
| Vista Energy SAB de CV, ADR (B) | 4272 | 211592 |
| **Peru 0.0%** |  | **4** |
| Fossal SAA, ADR (B) | 2 | 4 |
| **Philippines 0.0%** |  | **4376** |
| ACR Mining Corp. (B)(D) | 3145 | 274 |
| Phoenix Petroleum Philippines, Inc. (B)(D) | 68600 | 4102 |
| **Russia 0.0%** |  | **0** |
| Gazprom PJSC, ADR (B)(D) | 30453 | 0 |
| Magnitogorsk Iron & Steel Works PJSC, GDR (B)(D) | 2363 | 0 |
| MMC Norilsk Nickel PJSC, ADR (B)(D) | 5418 | 0 |
| Novatek PJSC, GDR (B)(D) | 143 | 0 |
| PhosAgro PJSC, GDR (B)(D) | 13 | 0 |
| Rostelecom PJSC, ADR (B)(D) | 3714 | 0 |
| RusHydro PJSC, ADR (B)(D) | 28619 | 0 |
| Sberbank of Russia PJSC, ADR (B)(D) | 23885 | 0 |
| Severstal PAO, GDR (B)(D) | 2129 | 0 |
| VTB Bank PJSC, GDR (B)(D) | 23800 | 0 |
| **Saudi Arabia 2.6%** |  | **3116860** |
| Al Rajhi Bank | 68231 | 1655019 |
| Riyad Bank | 161801 | 1251773 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Saudi Arabia (continued)** |  |  |
| SABIC Agri-Nutrients Company | 8226 | $210068 |
| **Singapore 1.3%** |  | **1569831** |
| DBS Group Holdings, Ltd. | 6100 | 210465 |
| Oversea-Chinese Banking Corp., Ltd. | 16900 | 212266 |
| Singapore Airlines, Ltd. | 207900 | 1147100 |
| **South Africa 0.5%** |  | **602412** |
| Vodacom Group, Ltd. | 78523 | 602412 |
| **South Korea 11.7%** |  | **13974329** |
| Coway Company, Ltd. | 8810 | 566528 |
| Ehwa Technologies Information Company, Ltd. (B)(D) | 6572 | 4282 |
| Hana Financial Group, Inc. | 17109 | 899830 |
| Hankook Tire & Technology Company, Ltd. | 12853 | 358459 |
| Hyundai Mobis Company, Ltd. | 13747 | 2520047 |
| Hyundai Rotem Company, Ltd. | 5929 | 627565 |
| Jeil Savings Bank (B)(D) | 1850 | 0 |
| Korea Electric Power Corp. | 66647 | 1457584 |
| Korean Air Lines Company, Ltd. | 19625 | 319713 |
| KT Corp. | 30864 | 1128669 |
| KT Corp., ADR | 56588 | 1064420 |
| NAVER Corp. | 1797 | 243509 |
| Orion Corp. | 5612 | 448225 |
| Samsung Electro-Mechanics Company, Ltd. | 3531 | 311675 |
| Samsung Electronics Company, Ltd. | 61084 | 2478647 |
| Samsung Electronics Company, Ltd., GDR (A) | 1004 | 1011122 |
| Samsung Fire & Marine Insurance Company, Ltd. | 1822 | 533227 |
| Sewon E&C Company, Ltd. (B)(D) | 4490 | 827 |
| **Taiwan 8.5%** |  | **10201925** |
| Eva Airways Corp. | 106000 | 143210 |
| Formosa Plastics Corp. | 504000 | 579986 |
| Globalwafers Company, Ltd. | 116000 | 1201737 |
| Nan Ya Plastics Corp. | 1200000 | 1137789 |
| Nanya Technology Corp. (B) | 785000 | 1167726 |
| Pharmally International Holding Company, Ltd. (B)(D) | 3533 | 0 |
| Prodisc Technology, Inc. (B)(D) | 540000 | 0 |
| Sino-American Electronic Company, Ltd. (B)(D) | 10961 | 0 |
| Taiwan Kolin Company, Ltd. (B)(D) | 400000 | 0 |
| Taiwan Land Development Corp. (B)(D) | 58353 | 0 |
| Taiwan Semiconductor Manufacturing Company, Ltd. | 150000 | 4784106 |
| Taiwan Semiconductor Manufacturing Company, Ltd., ADR | 6142 | 1187371 |
| Wintek Corp. (B)(D) | 819661 | 0 |
| **Thailand 1.5%** |  | **1822611** |
| Cal-Comp Electronics Thailand PCL | 320014 | 53489 |
| Com7 PCL, NVDR | 467900 | 283184 |
| CP ALL PCL, NVDR | 386100 | 551832 |
| Hana Microelectronics PCL | 19800 | 11245 |
| Indorama Ventures PCL, NVDR | 1451400 | 896977 |
| Mega Lifesciences PCL | 11600 | 9025 |
| Polyplex Thailand PCL | 14100 | 4379 |
| Star Petroleum Refining PCL | 71900 | 12480 |
| **Turkey 0.0%** |  | **0** |
| Goldas Kuyumculuk Sanayi Ithalat Ve Bagli Ortakliklari (B)(D) | 54847 | 0 |
| **United Arab Emirates 3.3%** |  | **4007515** |
| Abu Dhabi Commercial Bank PJSC | 370655 | 1218333 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United Arab Emirates (continued)** |  |  |
| Abu Dhabi Islamic Bank PJSC | 197316 | $1030017 |
| Emaar Properties PJSC | 491256 | 1759165 |
| **United Kingdom 0.3%** |  | **327737** |
| Hikma Pharmaceuticals PLC | 11354 | 327737 |
| **United States 2.3%** |  | **2691990** |
| Monolithic Power Systems, Inc. | 1238 | 819432 |
| The Mosaic Company | 51814 | 1872558 |
| **Preferred securities 3.3%** |  | **$3990811** |
| (Cost $3,883,627) |  |  |
| **Brazil 0.6%** |  | **796439** |
| Itau Unibanco Holding SA | 121700 | 796439 |
| **South Korea 2.7%** |  | **3194372** |
| Samsung Electronics Company, Ltd. | 95847 | 3194372 |

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| | | | |
|:---|:---|:---|:---|
|  | **Yield (%)** | **Shares** | **Value** |
| **Short-term investments 1.5%** |  |  | **$1841026** |
| (Cost $1,840,735) |  |  |  |
| **Short-term funds 1.5%** |  |  | **1841026** |
| John Hancock Collateral Trust (E) | 4.2439(F) | 184055 | 1841026 |

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| | |
|:---|:---|
| **Total investments (Cost $128,350,944) 99.8%** | **$119523771** |
| **Other assets and liabilities, net 0.2%** | **204542** |
| **Total net assets 100.0%** | **$119728313** |

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| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| GDR | Global Depositary Receipt |
| NVDR | Non-Voting Depositary Receipt |
| (A) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (B) | Non-income producing security. |
| (C) | All or a portion of this security is on loan as of 5-31-25. The value of securities on loan amounted to $1,787,473. |
| (D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| (F) | The rate shown is the annualized seven-day yield as of 5-31-25. |

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The fund had the following sector composition as a percentage of net assets on 5-31-25:

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| | |
|:---|:---|
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;16.9% |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;16.8% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;12.7% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;11.7% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;9.9% |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;9.3% |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;9.0% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;7.8% |
| Real estate | &nbsp;&nbsp;&nbsp;&nbsp;2.7% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;1.3% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;0.2% |
| Short-term investments and other | &nbsp;&nbsp;&nbsp;&nbsp;1.7% |
| **TOTAL** | **100.0%** |

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6 JOHN HANCOCK DISCIPLINED VALUE EMERGING MARKETS EQUITY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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#### DERIVATIVES

#### SWAPS

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| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| Receive | Jeronimo Martins SGPS SA | EUR ESTR Compounded OIS + 0.35% | At Maturity | EUR | 1023930 | Dec 2027 | HSBC |  | $164817 | &nbsp;&nbsp;$164817 |
|  |  |  |  |  |  |  |  | **—** | **$164817** | **$164817** |

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\* 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 the floating rate and the total return of the reference asset if negative.

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| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| EUR | Euro |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| ESTR | Euro Short-Term Rate |
| HSBC | HSBC Bank PLC |
| OIS | Overnight Index Swap |
| OTC | Over-the-counter |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK DISCIPLINED VALUE EMERGING MARKETS EQUITY FUND \| QUARTERLY REPORT 7

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Notes to Fund's investments (unaudited)

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

In order to value the securities, the fund uses the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Swaps are generally valued using evaluated prices obtained from 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 May 31, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 5-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | **$10835485** | $10835485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2107070** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**37681031** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114850 | $36558398 | $7783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Greece | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1189771** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6487527** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6418457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1486775** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22139** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**794057** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3808247** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**172548** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10787694** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10787694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4376** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Russia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3116860** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3116860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1569831** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**602412** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13974329** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12904800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10201925** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9014554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1822611** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | |
|:---|:---|
| 8 | \| |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 5-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **(continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | **$4007515** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $4007515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**327737** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2691990** | $2691990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**796439** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3194372** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3194372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Short-term investments** | **1841026** | 1841026 |  |  |
| **Total investments in securities** | **$119523771** | **$35117548** | **$84290612** | **$115611** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Swap contracts | **$164817** |  | $164817 |  |
| *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 | 184055 | $1624466 | $22601888 | $(22386058) | $314 | $416 | $32195 |  | $1841026 |

---

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

\|<sub>9</sub>

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Disciplined Value Emerging Markets Equity Fund

- **b. EDGAR series identifier (if any):** S000017260

- **c. LEI of Series:** 549300IL8ZR3LL6C4X55

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $123045743.78

**Total Liabilities:** $3285548.60

**Net Assets:** $119760195.18

**Cash Not Reported:** $3462725.52

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000047776 | 0.34%                | 0.00%                | 3.01%                |
| Class ID C000099349 | 0.33%                | -0.11%               | 3.00%                |
| Class ID C000099350 | 0.22%                | -0.11%               | 2.88%                |
| Class ID C000099351 | 0.33%                | 0.00%                | 3.00%                |
| Class ID C000106468 | 0.34%                | 0.00%                | 2.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $191724.32               | $8125.31                                   |
| Month 2  | $237604.57               | $-1007813.84                               |
| Month 3  | $248295.74               | $2691079.46                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| America Movil S.A.B. de C.V.                                                  | AMERICA MOVIL SAB DE CV ADR                            | CUSIP: 02390A101<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |     20704 | NS      | $349897.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX S.A.B de C.V                                                            | CEMEX SAB DE CV ADR                                    | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |    205998 | NS      | $1411086.30   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola FEMSA S.A.B. de C.V.                                                | COCA-COLA FEMSA SAB DE CV ADR                          | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |     14419 | NS      | $1369805.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gruma S.A.B. de C.V.                                                          | GRUMA SAB DE CV COMMON STOCK                           | CUSIP: 239254907<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |     19900 | NS      | $374433.13    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly Clark De Mexico S A B De C V                                         | KIMBERLY-CLARK DE MEXICO SAB D COMMON STOCK            | CUSIP: 249191008<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    520100 | NS      | $927792.33    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental S.A.B. de C.V.                                               | ARCA CONTINENTAL SAB DE CV COMMON STOCK                | CUSIP: 282388909<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      9800 | NS      | $107872.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank VTB (Publichnoye Aktsionernoye Obshchestvo)                              | VTB BANK PJSC GDR                                      | CUSIP: 46630Q202<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |     23800 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JD.com Inc.                                                                   | JD.COM INC ADR USD.00002                               | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |      6034 | NS      | $195561.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KT Corporation                                                                | KT CORP ADR                                            | CUSIP: 48268K101<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     56588 | NS      | $1064420.28   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Publichnoye Aktsionernoye Obshchestvo Rostelekom                              | ROSTELECOM PJSC ADR                                    | CUSIP: 778529107<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |      3714 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Publichnoye Aktsionernoye Obshchestvo Severstal                               | SEVERSTAL PAO GDR                                      | CUSIP: 818150302<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |      2129 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                       | SOCIEDAD QUIMICA Y MINERA DE C ADR USD1.0              | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |     51435 | NS      | $1565167.05   | 1.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Taiwan Semiconductor Manufacturing Company Limited                            | TAIWAN SEMICONDUCTOR MANUFACTU ADR                     | CUSIP: 874039100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6142 | NS      | $1187371.44   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Limited                                                      | TENCENT HOLDINGS LTD ADR HKD.00002                     | CUSIP: 88032Q109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14643 | NS      | $919287.54    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Energy S.A.B. de C.V.                                                   | VISTA ENERGY SAB DE CV ADR                             | CUSIP: 92837L109<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      4272 | NS      | $211592.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| China Common Rich Renewable Energy Investments Limited                        | CHINA COM RICH RENE ENE INVEST                         | CUSIP: 934CYD901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   2486000 | NS      | $68165.18     | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| ACR MINING CORP                                                               | ACR MINING CORP                                        | CUSIP: 962MTA906<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      3145 | NS      | $273.83       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FF Group S.A.                                                                 | FF GROUP COMMON STOCK EUR.3                            | CUSIP: ACI00ERH8<br>LEI: N/A                  | Long             | EC               | CORP              | GR        |      6657 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hankook Tire and Technology Co. Ltd.                                          | HANKOOK TIRE and TECHNOLOGY CO L COMMON STOCK KRW500.0 | CUSIP: ACI02DOT5<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     12853 | NS      | $358459.35    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Lifesciences Public Company Limited                                      | MEGA LIFESCIENCES PCL FOREIGN SH. THB.5 A              | CUSIP: ACI076VY6<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     11600 | NS      | $9024.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Silergy Corp.                                                                 | SILERGY CORP COMMON STOCK TWD2.5                       | CUSIP: ACI07DFN3<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     97000 | NS      | $1114268.26   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Property Mexico S.A. de C.V.                                         | PROLOGIS PROPERTY MEXICO SA DE REIT                    | CUSIP: ACI08KJ10<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    115900 | NS      | $442183.96    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil S.A.B. de C.V.                                                  | AMERICA MOVIL SAB DE CV COMMON STOCK                   | CUSIP: ACI2DNX59<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |   1305300 | NS      | $1100312.18   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Properties P.J.S.C                                                      | EMAAR PROPERTIES PJSC COMMON STOCK AED1.0              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    491256 | NS      | $1759164.65   | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencosud S.A.                                                                 | CENCOSUD SA COMMON STOCK                               | CUSIP: B00R3L901<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |    157457 | NS      | $541903.30    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| China Mengniu Dairy Company Limited                                           | CHINA MENGNIU DAIRY CO LTD COMMON STOCK HKD.1          | CUSIP: B01B1L907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    313000 | NS      | $699385.60    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenwow International Holdings Limited                                         | TENWOW INTERNATIONAL HOLDINGS COMMON STOCK HKD.1       | CUSIP: BDFMD8906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    177000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hellenic Telecommunications Organization S.A.                                 | HELLENIC TELECOMMUNICATIONS OR COMMON STOCK EUR2.83    | CUSIP: 505160903<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |     18733 | NS      | $361239.94    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Link Motion Inc.                                                              | LINK MOTION INC ADR USD.0001                           | CUSIP: 53577L105<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6959 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PJSC Mining and Metallurgical Company Norilsk Nickel                          | GMK NORILSKIY NICKEL PAO ADR                           | CUSIP: 55315J102<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |      5418 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UPL Limited                                                                   | UPL LTD COMMON STOCK INR2.0                            | CUSIP: B0L0W3905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    132246 | NS      | $968475.56    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte S.A.B. de C.V.                                       | GRUPO FINANCIERO BANORTE SAB D COMMON STOCK MXN3.5     | CUSIP: 242104909<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    215300 | NS      | $1909461.02   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossal S.A.A.                                                                 | FOSSAL SAA ADR                                         | CUSIP: 34988L504<br>LEI: N/A                  | Long             | EC               | CORP              | PE        |         2 | NS      | $4.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PJSC Gazprom                                                                  | GAZPROM PJSC ADR                                       | CUSIP: 368287207<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |     30453 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                    | ITAU UNIBANCO HOLDING SA ADR                           | CUSIP: 465562106<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    192130 | NS      | $1266136.70   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Land Development Corporation                                           | TAIWAN LAND DEVELOPMENT CORP COMMON STOCK TWD10.0      | CUSIP: 614108900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     58353 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Samsung Fire and Marine Insurance Co. Ltd.                                    | SAMSUNG FIRE and MARINE INSURANC COMMON STOCK KRW500.0 | CUSIP: 615525904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1822 | NS      | $533227.35    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Coway Co. Ltd.                                                                | COWAY CO LTD COMMON STOCK KRW500.0                     | CUSIP: 617340906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8810 | NS      | $566527.99    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                        | DBS GROUP HOLDINGS LTD COMMON STOCK                    | CUSIP: 617520903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      6100 | NS      | $210465.14    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay Pacific Airways Limited                                                | CATHAY PACIFIC AIRWAYS LTD COMMON STOCK                | CUSIP: 617975008<br>LEI: EQNZNT235RBOJ6LJQZ02 | Long             | EC               | CORP              | HK        |    646000 | NS      | $868811.09    | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Joint Stock Company Federal Hydrogenerating Company - Rushydro         | RUSHYDRO PJSC ADR                                      | CUSIP: 782183404<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |     28619 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                  | SAMSUNG ELECTRONICS CO LTD GDR                         | CUSIP: 796050888<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1004 | NS      | $1011121.90   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Kolin Co. Ltd.                                                         | KOLIN TWD10                                            | CUSIP: 649638905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    400000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Korean Air Lines Co. Ltd.                                                     | KOREAN AIR LINES CO LTD COMMON STOCK KRW5000.0         | CUSIP: 649676004<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     19625 | NS      | $319713.40    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corporation                                                                | KT CORP COMMON STOCK KRW5000.0                         | CUSIP: 650531908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     30864 | NS      | $1128669.16   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Limited                                             | GEELY AUTOMOBILE HOLDINGS LTD COMMON STOCK HKD.02      | CUSIP: 653182907<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |   1462000 | NS      | $3258530.90   | 2.72%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Sugih Energy Tbk.                                                          | SUGIH ENERGY TBK PT COMMON STOCK IDR100.0              | CUSIP: 653290908<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   8409300 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BYD Company Limited                                                           | BYD CO LTD COMMON STOCK CNY1.0                         | CUSIP: 653665901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     40000 | NS      | $1987920.37   | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corporation                                                             | NAVER CORP COMMON STOCK KRW100.0                       | CUSIP: 656039906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1797 | NS      | $243508.59    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hua Han Health Industry Holdings Limited                                      | HUA HAN HEALTH INDUSTRY HOLDIN COMMON STOCK HKD.1      | CUSIP: 657088902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1111910 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nan Ya Plastics Corporation                                                   | NAN YA PLASTICS CORP COMMON STOCK TWD10.0              | CUSIP: 662158906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1200000 | NS      | $1137789.46   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| PAO NOVATEK                                                                   | NOVATEK PJSC GDR                                       | CUSIP: 669888109<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |       143 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EVA Airways Corporation                                                       | EVA AIRWAYS CORP COMMON STOCK TWD10.0                  | CUSIP: 618602908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    106000 | NS      | $143209.95    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Publichnoe Aktcionernoe Obshchestvo Sberbank Rossii                           | SBERBANK OF RUSSIA PJSC ADR                            | CUSIP: 80585Y308<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     23885 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| The Mosaic Company                                                            | MOSAIC CO/THE COMMON STOCK USD.01                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     51814 | NS      | $1872557.96   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Lenovo Group Limited                                                          | LENOVO GROUP LTD COMMON STOCK                          | CUSIP: 621808906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    168000 | NS      | $191791.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Prodisc Technology Inc.                                                       | PRODISC TECHNOLOGY INC COMMON STOCK TWD10.0            | CUSIP: 622037901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    540000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ehwa Technologies Information Co. Ltd.                                        | EHWA TECHNOLOGIES INFORMATION COMMON STOCK KRW200.0    | CUSIP: 622054906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6572 | NS      | $4282.26      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Abu Dhabi Commercial Bank P.J.S.C.                                            | ABU DHABI COMMERCIAL BANK PJSC COMMON STOCK AED1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    370655 | NS      | $1218333.20   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanya Technology Corporation                                                  | NANYA TECHNOLOGY CORP COMMON STOCK TWD10.0             | CUSIP: 628360901<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    785000 | NS      | $1167725.72   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Rimo International Lestari Tbk                                             | RIMO INTERNATIONAL LESTARI TBK COMMON STOCK IDR250.0   | CUSIP: 629446907<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   2464700 | NS      | $7565.07      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Jeil Savings Bank                                                             | JEIL SAVINGS BANK COMMON STOCK KRW5000.0               | CUSIP: 633787908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1850 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Formosa Plastics Corporation                                                  | FORMOSA PLASTICS CORP COMMON STOCK TWD10.0             | CUSIP: 634854905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    504000 | NS      | $579986.11    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino-American Electronic Co. Ltd.                                             | SINO-AMERICAN ELECTRONIC CO LT COMMON STOCK TWD10.0    | CUSIP: 635392905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     10961 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zhejiang Glass Company Limited                                                | ZHEJIANG GLASS CO LTD COMMON STOCK CNY1.               | CUSIP: 642451900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    172000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                                        | HYUNDAI MOBIS CO LTD COMMON STOCK KRW5000.0            | CUSIP: 644954000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     13747 | NS      | $2520047.36   | 2.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                                 | ICL GROUP LTD COMMON STOCK ILS1.0                      | CUSIP: 645553900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     56985 | NS      | $376147.56    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corporation                                              | KOREA ELECTRIC POWER CORP COMMON STOCK KRW5000.0       | CUSIP: 649573904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     66647 | NS      | $1457584.15   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Anxin-China Holdings Limited                                                  | ANXIN-CHINA HOLDINGS LTD COMMON STOCK HKD.1            | CUSIP: 671518900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1988000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REXLot Holdings Limited                                                       | REXLOT HOLDINGS LTD COMMON STOCK HKD.01                | CUSIP: 672728904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   2065304 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Samsung Electro-Mechanics Co. Ltd.                                            | SAMSUNG ELECTRO-MECHANICS CO L COMMON STOCK KRW5000.0  | CUSIP: 677168908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3531 | NS      | $311675.40    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                  | SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0       | CUSIP: 677172009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     61084 | NS      | $2478647.44   | 2.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                  | SAMSUNG ELECTRONICS CO LTD PREFERENCE                  | CUSIP: 677381907<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |     95847 | NS      | $3194371.96   | 2.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Limited                                                    | SINGAPORE AIRLINES LTD COMMON STOCK                    | CUSIP: 681173001<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    207900 | NS      | $1147099.86   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Nan Hai Corporation Limited                                                   | NAN HAI CORP LTD COMMON STOCK HKD.01                   | CUSIP: 687842005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1900000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                            | TAIWAN SEMICONDUCTOR MANUFACTU COMMON STOCK TWD10.0    | CUSIP: 688910900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    150000 | NS      | $4784101.70   | 3.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Tingyi (Cayman Islands) Holding Corp.                                         | TINGYI CAYMAN ISLANDS HOLDING COMMON STOCK USD.005     | CUSIP: 690355904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    764000 | NS      | $1250248.10   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP S.A.                                                                     | OPAP SA COMMON STOCK EUR.3                             | CUSIP: 710725904<br>LEI: N/A                  | Long             | EC               | CORP              | GR        |     38531 | NS      | $828530.84    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| PJSC PhosAgro                                                                 | PHOSAGRO PJSC DEPOSITORY RECEIPT                       | CUSIP: 71922G407<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |        13 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zhongtian Financial Group Company Limited                                     | ZHONGTIAN URBAN DEVELOPMEN A COMMON STOCK CNY1.0       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    101900 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldas Kuyumculuk Sanayi Ithalat Ihracat A.S. ve Bagli Ortakliklari           | GOLDAS KUYUMCULUK SANAYI ITHAL COMMON STOCK TRY1.      | CUSIP: B03MT8900<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     54847 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sasa Polyester Sanayi A.S.                                                    | SASA POLYESTER SANAYI AS COMMON STOCK TRY1.0           | CUSIP: B03MXD904<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |         1 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zorlu Enerji Elektrik Uretim A.S.                                             | ZORLU ENERJI ELEKTRIK URETIM A COMMON STOCK TRY.01     | CUSIP: B03MZP905<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |         1 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyplex (Thailand) Public Co. Ltd.                                           | POLYPLEX THAILAND PCL FOREIGN SH. THB1.0 A             | CUSIP: B04QXN902<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     14100 | NS      | $4379.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cal-Comp Electronics (Thailand) Public Company Limited                        | CAL-COMP ELECTRONICS THAILAND COMMON STOCK A           | CUSIP: B0764Z908<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    320014 | NS      | $53489.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                                        | LOCALIZA RENT A CAR SA COMMON STOCK                    | CUSIP: B08K3S903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    231600 | NS      | $1739581.43   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ALL Public Company Limited                                                 | CP ALL PCL NVDR THB1.0                                 | CUSIP: B08YDH906<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    386100 | NS      | $551832.15    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                   | OVERSEA-CHINESE BANKING CORP L COMMON STOCK            | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     16900 | NS      | $212266.35    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldwind Science and Technology Co. Ltd.                                      | GOLDWIND SCIENCE and TECHNOLOGY COMMON STOCK CNY1.0    | CUSIP: B59GZJ905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    574600 | NS      | $444739.66    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Fibra Uno Administracion S.A. de C.V.                                         | FIBRA UNO ADMINISTRACION SA DE REIT                    | CUSIP: B671GT907<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    725900 | NS      | $1014972.57   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| PT. Pool Advista Indonesia Tbk                                                | POOL ADVISTA INDONESIA TBK PT COMMON STOCK IDR250.0    | CUSIP: B73H51907<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |     37300 | NS      | $114.49       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PT Waskita Karya (Persero) Tbk                                                | WASKITA KARYA PERSERO TBK PT COMMON STOCK IDR100.0     | CUSIP: B7VW3S906<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    458390 | NS      | $3410.49      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alpek S.A.B. de C.V.                                                          | ALPEK SAB DE CV COMMON STOCK                           | CUSIP: B85H8C906<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    436200 | NS      | $240409.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Petroleum Refining Public Company Limited                                | STAR PETROLEUM REFINING PCL FOREIGN SH. THB6.92 A      | CUSIP: BD4DC9907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     71900 | NS      | $12480.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang NHU Company Ltd.                                                     | ZHEJIANG NHU CO LTD COMMON STOCK CNY1.0                | CUSIP: BD5CH6909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     39800 | NS      | $121131.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Muyuan Foods Co. Ltd.                                                         | MUYUAN FOODS CO LTD COMMON STOCK CNY1.0                | CUSIP: BD5CJX908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    366900 | NS      | $2054513.98   | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Luzhou Laojiao Co.Ltd                                                         | LUZHOU LAOJIAO CO LTD COMMON STOCK CNY1.0              | CUSIP: BD5CMM908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20700 | NS      | $334496.34    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Qinghai Salt Lake Industry Co.Ltd                                             | QINGHAI SALT LAKE INDUSTRY CO COMMON STOCK CNY1.0      | CUSIP: BD5CNB901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    446100 | NS      | $977971.49    | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Baiyao Group Co.Ltd                                                    | YUNNAN BAIYAO GROUP CO LTD COMMON STOCK CNY1.0         | CUSIP: BD5CP9904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     73200 | NS      | $573372.35    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co.Ltd.                                                       | WULIANGYE YIBIN CO LTD COMMON STOCK CNY1.0             | CUSIP: BD5CPG908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20600 | NS      | $360085.59    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Wens Foodstuff Group Co. Ltd.                                                 | WENS FOODSTUFF GROUP CO LTD COMMON STOCK CNY1.0        | CUSIP: BD5CPT900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    160200 | NS      | $369550.73    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| STO Express Co.Ltd.                                                           | STO EXPRESS CO LTD COMMON STOCK CNY1.0                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    151900 | NS      | $241108.61    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunwoda Electronic Co.Ltd                                                     | SUNWODA ELECTRONIC CO LTD COMMON STOCK CNY1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    149000 | NS      | $381567.74    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co.Ltd.                                       | CONTEMPORARY AMPEREX TECHNOLOG COMMON STOCK CNY1.0     | CUSIP: BHQPSY905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     26300 | NS      | $908177.39    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                                          | WUXI APPTEC CO LTD COMMON STOCK CNY1.0                 | CUSIP: BHWLWV908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    114700 | NS      | $1007477.76   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| China Dili Group                                                              | CHINA DILI GROUP COMMON STOCK HKD.1                    | CUSIP: BJK5G2904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    120400 | NS      | $7094.00      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| China Feihe Limited                                                           | CHINA FEIHE LTD COMMON STOCK USD.000000025             | CUSIP: BK0SBL906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1537000 | NS      | $1187857.40   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| JandT Global Express Limited                                                  | JandT GLOBAL EXPRESS LTD COMMON STOCK USD.000002       | CUSIP: BRBTW1908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1957600 | NS      | $1695875.06   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Zabka Group                                                                   | ZABKA GROUP SA COMMON STOCK                            | CUSIP: BRXWDB906<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    253931 | NS      | $1534952.68   | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Globalwafers Co. Ltd.                                                         | GLOBALWAFERS CO LTD COMMON STOCK TWD10.0               | CUSIP: BS7JP3907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    116000 | NS      | $1201737.24   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmally International Holding Company Limited                               | PHARMALLY INTERNATIONAL HOLDIN COMMON STOCK TWD10.0    | CUSIP: BVTRKC903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3533 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Millicom International Cellular S.A.                                          | MILLICOM INTERNATIONAL CELLULA COMMON STOCK USD1.5     | CUSIP: L6388F110<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |     60605 | NS      | $2273293.55   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                                                 | ICL GROUP LTD COMMON STOCK ILS1.0                      | CUSIP: M53213100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     63033 | NS      | $417908.79    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Com7 Public Company Limited                                                   | COM7 PCL NVDR THB.25                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    467900 | NS      | $283183.88    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Truba Alam Manunggal Engineering Tbk                                       | TRUBA ALAM MANUNGGAL ENGINEERI COMMON STOCK IDR100.0   | CUSIP: B1FD8C909<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |  19436000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Huiyuan Juice Group Limited                                             | CHINA HUIYUAN JUICE GROUP LTD COMMON STOCK USD.00001   | CUSIP: B1QHDZ901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    141000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Properties Group Limited                                                | CHINA PROPERTIES GROUP LTD COMMON STOCK HKD.1          | CUSIP: B1QY4Q904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     19000 | NS      | $905.04       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Organizacion Soriana S.A.B. de C.V.                                           | ORGANIZACION SORIANA SAB DE CV COMMON STOCK            | CUSIP: B1S9HM902<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    297958 | NS      | $422603.87    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunny Optical Technology (Group) Company Limited                              | SUNNY OPTICAL TECHNOLOGY GROUP COMMON STOCK HKD.1      | CUSIP: B1YBT0905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19100 | NS      | $145820.68    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Petroleum Philippines Inc.                                            | PHOENIX PETROLEUM PHILIPPINES COMMON STOCK PHP1.0      | CUSIP: B1Z8S3906<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     68600 | NS      | $4101.61      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Qunxing Paper Holdings Company Limited                                        | QUNXING PAPER HOLDINGS CO LTD COMMON STOCK             | CUSIP: B27W9Z902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    969268 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hypera S.A.                                                                   | HYPERA SA COMMON STOCK                                 | CUSIP: B2QY96901<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    396200 | NS      | $1759503.45   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Genomma Lab Internacional S.A.B. de C.V.                                      | GENOMMA LAB INTERNACIONAL SAB COMMON STOCK             | CUSIP: B3B1C7901<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    411700 | NS      | $475887.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Trada Alam Minera Tbk PT                                                      | TRADA ALAM MINERA TBK PT COMMON STOCK IDR100.0         | CUSIP: B3CXGM903<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1919200 | NS      | $2650.83      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INOVISI INFRACOM TBK PT COMMON STOCK IDR100.0                                 | INOVISI INFRACOM TBK PT COMMON STOCK IDR100.0          | CUSIP: B3LVVL902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    671012 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JH COLLATERAL                                                                 | JH COLLATERAL                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    183464 | NS      | $1835113.75   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM S.A.                                                                      | TIM SA/BRAZIL COMMON STOCK                             | CUSIP: BN71RB907<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    427800 | NS      | $1457788.62   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rede D'Or Sao Luiz S.A.                                                       | REDE D'OR SAO LUIZ SA COMMON STOCK                     | CUSIP: BNDQ8P905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    296000 | NS      | $1955219.86   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Logistics Inc.                                                             | JD LOGISTICS INC COMMON STOCK USD.000025               | CUSIP: BNMBPD906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     68300 | NS      | $107484.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                                 | INNER MONGOLIA YILI INDUSTRIAL COMMON STOCK CNY1.0     | CUSIP: BP3R2V902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    317300 | NS      | $1330157.91   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Wanhua Chemical Group Co. Ltd.                                                | WANHUA CHEMICAL GROUP CO LTD COMMON STOCK CNY1.0       | CUSIP: BP3R3S908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     52400 | NS      | $392875.67    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongwei Co.Ltd                                                                | TONGWEI CO LTD COMMON STOCK CNY1.0                     | CUSIP: BP3RCK905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    318600 | NS      | $718832.65    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| China Jushi Co. Ltd                                                           | CHINA JUSHI CO LTD COMMON STOCK CNY1.0                 | CUSIP: BP3RDW908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1162900 | NS      | $1821317.78   | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Yuntianhua Co.Ltd                                                      | YUNNAN YUNTIANHUA CO LTD COMMON STOCK CNY1.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    357200 | NS      | $1080038.88   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Yeast Co. Ltd                                                           | ANGEL YEAST CO LTD COMMON STOCK CNY1.0                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     75800 | NS      | $400393.65    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi NCE Power Co. Ltd.                                                       | WUXI NCE POWER CO LTD COMMON STOCK CNY1.0              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     38100 | NS      | $160137.55    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ningbo Deye Technology Co. Ltd.                                               | NINGBO DEYE TECHNOLOGY CO LTD COMMON STOCK CNY1.0      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     48600 | NS      | $554793.24    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Youyuan International Holdings Limited                                        | YOUYUAN INTERNATIONAL HOLDINGS COMMON STOCK HKD.1      | CUSIP: B3RC6G907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     26000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Zhongwang Holdings Limited                                              | CHINA ZHONGWANG HOLDINGS LTD COMMON STOCK HKD.1        | CUSIP: B3VZ22906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     54200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hana Microelectronics Public Company Limited                                  | HANA MICROELECTRONICS PCL FOREIGN SH. THB1.0 A         | CUSIP: B407NK907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     19800 | NS      | $11244.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tian Shan Development (Holding) Limited                                       | TIAN SHAN DEVELOPMENT HOLDING COMMON STOCK HKD.1       | CUSIP: B432JG909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     32000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Grupo Comercial Chedraui S.A.B. de C.V.                                       | GRUPO COMERCIAL CHEDRAUI SA DE COMMON STOCK            | CUSIP: B457NQ909<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     20600 | NS      | $150814.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| China Fiber Optic Network System Group Ltd.                                   | CHINA FIBER OPTIC NETWORK SYST COMMON STOCK USD.001    | CUSIP: B4RCHB904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    419600 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Lumena New Materials Corp.                                              | CHINA LUMENA NEW MATERIALS COR COMMON STOCK USD.0004   | CUSIP: B51Z6D906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     31800 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Animal Healthcare LTD.                                                  | CHINA ANIMAL HEALTHCARE LTD COMMON STOCK HKD.1         | CUSIP: B53NSQ908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    182000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Indorama Ventures Public Company Limited                                      | INDORAMA VENTURES PCL NVDR THB1.0                      | CUSIP: B5KZ7P907<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1451400 | NS      | $896976.81    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| HOSA International Limited                                                    | HOSA INTERNATIONAL LTD COMMON STOCK HKD.01             | CUSIP: B5VTQ0903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     86000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Vodacom Group                                                                 | VODACOM GROUP LTD COMMON STOCK                         | CUSIP: B65B4D905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     78523 | NS      | $602412.37    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corp.                                                                   | ORION CORP/REPUBLIC OF KOREA COMMON STOCK KRW500.0     | CUSIP: BDVLJ7906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5612 | NS      | $448225.07    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Aowei Holdings Limited                                                        | AOWEI HOLDINGS LTD COMMON STOCK HKD.0001               | CUSIP: BF2XN0907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   6981000 | NS      | $280447.26    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SMI Holdings Group Limited                                                    | SMI HOLDINGS GROUP LTD COMMON STOCK HKD.5              | CUSIP: BF333G909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    228889 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hyundai Rotem Company                                                         | HYUNDAI ROTEM CO LTD COMMON STOCK KRW5000.0            | CUSIP: BFPM3C902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5929 | NS      | $627565.47    | 0.52%             |  |  |  | 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        |    290600 | NS      | $2532254.52   | 2.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongcheng Travel Holdings Limited                                             | TONGCHENG TRAVEL HOLDINGS LTD COMMON STOCK USD.0005    | CUSIP: BGM5R2906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    520000 | NS      | $1461182.37   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuguiniao Co. Ltd.                                                            | FUGUINIAO CO LTD COMMON STOCK CNY1.0                   | CUSIP: BH6XTR904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    116600 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tencent Holdings Limited                                                      | TENCENT HOLDINGS LTD COMMON STOCK HKD.00002            | CUSIP: BMMV2K903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     38100 | NS      | $2401923.91   | 2.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Jingxin Pharmaceutical Co. Ltd.                                      | ZHEJIANG JINGXIN PHARMACEUTICA COMMON STOCK CNY1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    208400 | NS      | $378730.33    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Publichnoe Aktsionernoe Obshchestvo Magnitogorskiy Metallurgicheskiy Kombinat | MAGNITOGORSK IRON and STEEL WORK GDR                   | CUSIP: 559189204<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |      2363 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMMB Holdings Berhad                                                          | AMMB HOLDINGS BHD COMMON STOCK                         | CUSIP: 604702001<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    140200 | NS      | $172547.61    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SURYAINTI PERMATA TBK PT COMMON STOCK IDR125.                                 | SURYAINTI PERMATA TBK PT COMMON STOCK IDR125.          | CUSIP: 609685904<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1802000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Monolithic Power Systems Inc.                                                 | MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001      | CUSIP: 609839105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1238 | NS      | $819432.20    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Chambal Fertilisers and Chemicals Limited                                     | CHAMBAL FERTILISERS AND CHEMIC COMMON STOCK INR10.0    | CUSIP: 609993902<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     60769 | NS      | $390413.35    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Hanson International Tbk                                                   | HANSON INTERNATIONAL TBK PT COMMON STOCK               | CUSIP: 612981902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   4000200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wintek Corporation                                                            | WINTEK CORP COMMON STOCK TWD10.0                       | CUSIP: 613960905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    819661 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                                                   | ABU DHABI ISLAMIC BANK PJSC COMMON STOCK AED1.0        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    197316 | NS      | $1030017.17   | 0.86%             |  |  |  | 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              | GB        |     11354 | NS      | $327736.82    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc.                                                     | HANA FINANCIAL GROUP INC COMMON STOCK KRW5000.0        | CUSIP: B0RNRF908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     17109 | NS      | $899830.30    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| KUO S.A.B. de C.V.                                                            | KUO SAB DE CV COMMON STOCK                             | CUSIP: B0SL8F902<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    136788 | NS      | $278569.09    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bakrie Telecom Tbk                                                         | BAKRIE TELECOM TBK PT COMMON STOCK IDR100.             | CUSIP: B0Y65H907<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |  22579900 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Al Rajhi Banking and Investment Corporation                                   | AL RAJHI BANK COMMON STOCK SAR10.0                     | CUSIP: B12LZH904<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     68231 | NS      | $1655018.51   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Bank                                                                    | RIYAD BANK COMMON STOCK SAR10.0                        | CUSIP: B12LZW901<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    161801 | NS      | $1251773.40   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Company                                                  | SABIC AGRI-NUTRIENTS CO COMMON STOCK SAR10.0           | CUSIP: B1323K903<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      8226 | NS      | $210068.49    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DBA Telecommunication (Asia) Holdings Limited                                 | DBA TELECOMMUNICATION ASIA HOL COMMON STOCK HKD.1      | CUSIP: B133G6908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     32000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Embraer S.A.                                                                  | EMBRAER SA COMMON STOCK                                | CUSIP: B16FPG906<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     20400 | NS      | $233586.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sewon EandC Co.Ltd.                                                           | SEWON EandC CO LTD COMMON STOCK KRW500.0               | CUSIP: B19MY6900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4490 | NS      | $826.60       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AAC Technologies Holdings Inc.                                                | AAC TECHNOLOGIES HOLDINGS INC COMMON STOCK USD.01      | CUSIP: B85LKS908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     43000 | NS      | $198860.22    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CECEP COSTIN New Materials Group Limited                                      | CECEP COSTIN NEW MATERIALS GRO COMMON STOCK HKD.1      | CUSIP: B87X2L905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    162000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Taifeng Beddings Holdings Limited                                       | CHINA TAIFENG BEDDINGS HOLDING COMMON STOCK HKD.1      | CUSIP: B9M2Y4907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     46000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PT SRI REJEKI ISMAN Tbk                                                       | SRI REJEKI ISMAN TBK PT COMMON STOCK IDR100.           | CUSIP: BB22C4908<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    937100 | NS      | $8398.81      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Alibaba Group Holding Limited                                                 | ALIBABA GROUP HOLDING LTD COMMON STOCK USD.000003125   | CUSIP: BK6YZP902<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |    160700 | NS      | $2288016.44   | 1.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmaron Beijing Co. Ltd.                                                    | PHARMARON BEIJING CO LTD COMMON STOCK CNY1.0           | CUSIP: BK72QD908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    143900 | NS      | $279152.17    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc.                                                                   | JD.COM INC COMMON STOCK USD.00002                      | CUSIP: BKPQZT900<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |     18600 | NS      | $301006.22    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Limited                                                              | WH GROUP LTD COMMON STOCK USD.0001                     | CUSIP: BLLHKZ904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   2491000 | NS      | $2291115.38   | 1.91%             |  |  |  | No            |                  2 | On Loan: No      |
| UPL Limited                                                                   | UPL LTD COMMON STOCK INR1.0                            | CUSIP: BMCZM2903<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     25271 | NS      | $120751.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginlong Technologies Co. Ltd.                                                 | GINLONG TECHNOLOGIES CO LTD COMMON STOCK CNY1.0        | CUSIP: BMQBTQ901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     67000 | NS      | $473805.48    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Sendas Distribuidora S/A                                                      | SENDAS DISTRIBUIDORA S/A COMMON STOCK                  | CUSIP: BMZ9R0905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |   1054500 | NS      | $2068623.13   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Chennai Super Kings Cricket Limited                                           | CHENNAI SUPER KINGS CRICKET COMMON STOCK               | CUSIP: BYM8T4905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    271316 | NS      | $7133.64      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CT Environmental Group Limited                                                | CT ENVIRONMENTAL GROUP LTD COMMON STOCK HKD.025        | CUSIP: BYMMR1902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    154000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Flat Glass Group Co. Ltd.                                                     | FLAT GLASS GROUP CO LTD COMMON STOCK CNY.25            | CUSIP: BYQ977906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    524000 | NS      | $553975.93    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Tech Pro Technology Development Limited                                       | TECH PRO TECHNOLOGY DEVELOPMEN COMMON STOCK HKD.0025   | CUSIP: BYW6BH908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    966000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hongfa Technology Co. Ltd.                                                    | HONGFA TECHNOLOGY CO LTD COMMON STOCK CNY1.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     24300 | NS      | $110349.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Yifeng Pharmacy Chain Co.Ltd.                                                 | YIFENG PHARMACY CHAIN CO LTD COMMON STOCK CNY1.0       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    403200 | NS      | $1455058.59   | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Hangzhou Chang Chuan Technology Co. Ltd.                                      | HANGZHOU CHANG CHUAN TECHNOLOG COMMON STOCK CNY1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     43700 | NS      | $249126.77    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Quectel Wireless Solutions Co. Ltd.                                           | QUECTEL WIRELESS SOLUTIONS CO COMMON STOCK CNY1.0      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     55800 | NS      | $546162.58    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoymiles Power Electronics Inc.                                               | HOYMILES POWER ELECTRONICS INC COMMON STOCK CNY1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     31555 | NS      | $434954.21    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Central China Management Company Limited                                      | CENTRAL CHINA MANAGEMENT CO LT COMMON STOCK HKD.01     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     54538 | NS      | $688.58       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Harmonicare Medical Holdings Limited                                          | HARMONICARE MEDICAL HOLDINGS L COMMON STOCK HKD.001    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     44000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Suzano S.A.                                                                   | SUZANO SA COMMON STOCK                                 | CUSIP: B02GKC904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     40900 | NS      | $355045.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                    | ITAU UNIBANCO HOLDING SA PREFERENCE                    | CUSIP: B037HR904<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    121700 | NS      | $796438.67    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Eczacibasi Yatirim Holding Ortakligi A.S.                                     | ECZACIBASI YATIRIM HOLDING ORT COMMON STOCK TRY1.0     | CUSIP: B03MRR900<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |         0 | NS      | $2.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret A.S.                           | SARKUYSAN ELEKTROLITIK BAKIR S COMMON STOCK TRY1.0     | CUSIP: B03MXB908<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |         1 | NS      | $0.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQ R JMT PL P 1T EUR 350.00 20271209                                      | TRS EQ R JMT PL P 1T EUR  20271209                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | PT        |   1023930 | PA      | $177365.30    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer