# EDGAR Filing Document

**Accession Number:** 0000022370
**File Stem:** 0001193125-25-332675
**Filing Date:** 2025-12
**Character Count:** 93554
**Document Hash:** 9f554a9b4ce97c00028e55c268ead88f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-332675.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001193125-25-332675

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00560
- **FILM NUMBER:** 251603844

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $1212474062.29

**Total Liabilities:** $111320630.10

**Net Assets:** $1101153432.19

**Amount of Assets Invested in Other Investment Companies:** $128991231.03

**Cash Not Reported:** $353421088.56

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213576 | -1.50%               | 0.94%                | -0.23%               |
| Class ID C000213577 | -1.50%               | 0.94%                | -0.23%               |
| Class ID C000213578 | -1.63%               | 0.94%                | -0.23%               |
| Class ID C000213579 | -1.65%               | 0.84%                | -0.24%               |
| Class ID C000213580 | -1.51%               | 0.94%                | -0.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $468657.26               | $304145.43                                 |
| Month 2  | $-340667.25              | $-143864.31                                |
| Month 3  | $-299331.94              | $208619.40                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                  | Title                                     | Identifiers                  | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-299881.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                  | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $78.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                  | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-418.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5215.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-383246.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                  | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-33563.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-45681.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                  | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-4119.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                  | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $29238.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $768913.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                  | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $474.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                  | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $70008.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $75429.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $99356.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $271561.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| E-MINI RUSS 2000 1225                 | E-MINI RUSS 2000 1225                     | CUSIP: ADI2S5Z82<br>LEI: N/A | N/A              | DE               | CORP              | US        |       313 | NC      | $651516.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 IDX FUT 1225                 | FTSE 100 IDX FUT 1225                     | CUSIP: ADI2VQT55<br>LEI: N/A | N/A              | DE               | CORP              | GB        |       201 | NC      | $-1138144.86  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BOBL FUTURE 1225                 | EURO-BOBL FUTURE 1225                     | CUSIP: ADI2VRTL8<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |      3728 | NC      | $2356149.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 1225                | CAN 10YR BOND FUT 1225                    | CUSIP: ADI2WYBB3<br>LEI: N/A | N/A              | DIR              | CORP              | CA        |      1864 | NC      | $995429.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 1225                 | LONG GILT FUTURE 1225                     | CUSIP: ADI2X61Z1<br>LEI: N/A | N/A              | DIR              | CORP              | GB        |       910 | NC      | $2091438.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-22338.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3128.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-118728.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                  | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-7198.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-47726.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                  | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-180933.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                  | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-23789.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-880358.60   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| NY HARB ULSD FUT 1125                 | NY HARB ULSD FUT 1125                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       216 | NC      | $1753351.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CORN FUTURE 1225                      | CORN FUTURE 1225                          | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |      1215 | NC      | $618108.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUGAR #11 WORLD 0226                  | SUGAR #11 WORLD 0226                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       619 | NC      | $1477006.73   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD 100 OZ FUTR 1225                 | GOLD 100 OZ FUTR 1225                     | CUSIP: ADI2PC2Z6<br>LEI: N/A | N/A              | DCO              | CORP              | US        |        60 | NC      | $1120310.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COTTON NO.2 FUTR 1225                 | COTTON NO.2 FUTR 1225                     | CUSIP: ADI2QMYM7<br>LEI: N/A | N/A              | DCO              | CORP              | US        |        37 | NC      | $50294.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHEAT FUTURECBT 1225                  | WHEAT FUTURECBT 1225                      | CUSIP: ADI2QYFW0<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       522 | NC      | $1690145.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRENT CRUDE FUTR 1125                 | BRENT CRUDE FUTR 1125                     | CUSIP: ADI2S0XP7<br>LEI: N/A | N/A              | DCO              | CORP              | GB        |       164 | NC      | $-274912.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN OIL FUTR 1225                 | SOYBEAN OIL FUTR 1225                     | CUSIP: ADI2SJ8W9<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       239 | NC      | $-434144.48   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| COTTON NO.2 FUTR 0326                 | COTTON NO.2 FUTR 0326                     | CUSIP: ADI2TMDC9<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       149 | NC      | $-11235.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ 100 E-MINI 1225                | NASDAQ 100 E-MINI 1225                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | US        |        15 | NC      | $-53994.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COCOA FUTURE MAR26                    | COCOA FUTURE MAR26                        | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |        52 | NC      | $-122301.07   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DJIA MINI E-CBOT 1225                 | DJIA MINI E-CBOT 1225                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | US        |        37 | NC      | $-160265.31   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DAX INDEX FUTURE 1225                 | DAX INDEX FUTURE 1225                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | DE        |         7 | NC      | $-38250.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LME PRIMARY ALUMINUM FUTURE 1225      | LME PRIMARY ALUMINUM FUTURE 1225          | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       194 | NC      | $1318869.57   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-10607.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                  | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-9315.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-57784.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $28331.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-8932.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                  | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2533993.02  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-4618309.20  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                  | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-80643.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                  | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-123783.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-36118.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-11860.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $171787.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                  | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2741.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $659.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $20994.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $51791.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-286292.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-82474.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                  | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $3094.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1297.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-7945.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $217848.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $695.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-196.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                  | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $910011.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                  | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $2569702.55   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                  | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $2510062.78   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1005088.83   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                  | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $35755.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $158228.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-78033.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-10324.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                  | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $9441.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-5996.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-154.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                  | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-2841.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $53349.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4499.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                  | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $7888.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $39262.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $194665.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                  | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $4717.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1131.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                  | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $74249.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $194623.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | UNITED STATES TREASURY BILL 11/25 0.00000 | CUSIP: 912797NL7<br>LEI: N/A | Long             | DBT              | UST               | US        | 158000000 | PA      | $157576011.74 | 14.31%            | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | UNITED STATES TREASURY BILL 11/25 0.00000 | CUSIP: 912797QP5<br>LEI: N/A | Long             | DBT              | UST               | US        | 180000000 | PA      | $179942902.20 | 16.34%            | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | UNITED STATES TREASURY BILL 11/25 0.00000 | CUSIP: 912797QQ3<br>LEI: N/A | Long             | DBT              | UST               | US        | 120500000 | PA      | $120370696.27 | 10.93%            | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | UNITED STATES TREASURY BILL 11/25 0.00000 | CUSIP: 912797QR1<br>LEI: N/A | Long             | DBT              | UST               | US        | 116500000 | PA      | $116286133.96 | 10.56%            | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills          | UNITED STATES TREASURY BILL 12/25 0.00000 | CUSIP: 912797QS9<br>LEI: N/A | Long             | DBT              | UST               | US        | 169000000 | PA      | $168435788.43 | 15.30%            | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EURO STOXX 50 1225                    | EURO STOXX 50 1225                        | CUSIP: ADI2RH515<br>LEI: N/A | N/A              | DE               | CORP              | DE        |       104 | NC      | $321244.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 1225                 | EURO-BUND FUTURE 1225                     | CUSIP: ADI2X6CN6<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |      3355 | NC      | $1153869.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT 1225                  | EURO-SCHATZ FUT 1225                      | CUSIP: ADI2X6CP1<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |      3728 | NC      | $54750.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPN 10Y BONDOSE 1225                  | JPN 10Y BONDOSE 1225                      | CUSIP: ADI2Y07B0<br>LEI: N/A | N/A              | DIR              | CORP              | JP        |       185 | NC      | $-1041131.08  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| 3 MONTH SOFR FUT 0327                 | 3 MONTH SOFR FUT 0327                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | US        |      3400 | NC      | $-1410003.50  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE 3MTH SONIA FU 0327                | ICE 3MTH SONIA FU 0327                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | GB        |       373 | NC      | $-138071.54   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $198446.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-138645.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $165484.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $137.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-736.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $200194.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                  | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $42.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1096921.60   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-51844.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                  | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-1136.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $738.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                  | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-5444.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $56098.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $67324.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $51629.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $540062.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $44944.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $29724.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $103949.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $308132.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                  | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $8317.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-883385.02   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-332262.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $101.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2106.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $35751.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1696.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $93788.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                  | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $745.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                  | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-4731.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $202.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                  | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $1782.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $16770.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                  | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-31293.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                  | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-9490.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                  | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-14411.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-131287.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-40999.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-762484.95   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                  | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-11342.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                  | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-10749.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                  | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1941.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                  | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-103764.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-630876.40   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                  | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $3430.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                  | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-14265.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3586.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN                  | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $303601.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $8434738.05   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $23646.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $56506.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                  | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $8031.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $377071.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $866242.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                  | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $335.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                  | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $9446.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $75339.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                  | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-1855.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $3798.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                  | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $3202.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                  | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $9392.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $7362.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                  | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-32095.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-219942.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $355321.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                  | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $2816.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $202772.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $420510.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                  | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $12527.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-176.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $121286.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-26019.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                  | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $9609.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $108987.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                  | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-20.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $2116.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $192625.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $531107.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-129553.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-258465.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4747.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-267367.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-179.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $1940.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                  | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-68450.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1584518.61   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $265043.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $86676.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                  | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $12730.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $23160.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-265967.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $125887.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-35624.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                  | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $2159.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-58110.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-526.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOPIX INDX FUTR 1225                  | TOPIX INDX FUTR 1225                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | JP        |        15 | NC      | $217459.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR INDEX 1225                     | DOLLAR INDEX 1225                         | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | US        |        75 | NC      | $-148350.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE (CBT) DEC25               | US 2YR NOTE (CBT) DEC25                   | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | US        |      2908 | NC      | $586774.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE (CBT) DEC25               | US 5YR NOTE (CBT) DEC25                   | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | US        |      2922 | NC      | $93632.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN 10-YEAR BOND FUTURE DEC25  | AUSTRALIAN 10-YEAR BOND FUTURE DEC25      | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | AU        |      1245 | NC      | $-358641.44   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CAC40 10 EURO FUT 1125                | CAC40 10 EURO FUT 1125                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | FR        |       559 | NC      | $83079.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3MO EURO EURIBOR 1226                 | 3MO EURO EURIBOR 1226                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | GB        |      2483 | NC      | $-456792.93   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 10YR MINI JGB FUT 1225                | 10YR MINI JGB FUT 1225                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | SG        |        14 | NC      | $824.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-57884.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-849569.98   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-35328.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US 10YR NOTE (CBT)DEC25               | US 10YR NOTE (CBT)DEC25                   | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | US        |      1096 | NC      | $-491900.86   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 30-YEAR US TREASURY BOND FUTURE DEC25 | 30-YEAR US TREASURY BOND FUTURE DEC25     | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | US        |      1215 | NC      | $1281564.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HANG SENG IDX FUT 1125                | HANG SENG IDX FUT 1125                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | HK        |       231 | NC      | $-761043.11   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-112714.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $12425.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                  | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $2463.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-156835.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-581606.60   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                  | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $46.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                  | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $11445.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $105914.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $17009.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $2784.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $62189.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                  | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $281.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $24201.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $20588.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $89639.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $17644.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $79411.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $5997.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                  | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $949.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $13045.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $118936.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $205172.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $247580.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-27699.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $287478.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $33626.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                  | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-33730.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN                  | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-1378.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN                  | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-3954.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $10435.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $1088.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5626.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-8022525.72  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3656358.99  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2412781.43   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $584718.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-196599.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-515384.80   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                  | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $164748.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-151263.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                  | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $81322.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $427900.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN                  | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-2432.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                  | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-3487.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $189808.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                  | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $7126.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                  | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $355546.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                  | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1736.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                  | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $3602.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                  | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $979281.59    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                  | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $1492.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-160345.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATURAL GAS FUTR 1125                 | NATURAL GAS FUTR 1125                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       373 | NC      | $-1447307.67  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| WTI CRUDE FUTURE 1125                 | WTI CRUDE FUTURE 1125                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       261 | NC      | $-470051.09   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| SILVER FUTURE 1225                    | SILVER FUTURE 1225                        | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |        30 | NC      | $283146.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GASOLINE RBOB FUT 1125                | GASOLINE RBOB FUT 1125                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       209 | NC      | $960871.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN MEAL FUTR 1225                | SOYBEAN MEAL FUTR 1225                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       298 | NC      | $-675899.24   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| COFFEE 'C' FUTURE 0326                | COFFEE 'C' FUTURE 0326                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       127 | NC      | $178190.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KC HRW WHEAT FUT 1225                 | KC HRW WHEAT FUT 1225                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       373 | NC      | $162962.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN FUTURE 0326                   | SOYBEAN FUTURE 0326                       | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       619 | NC      | $-2234273.22  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| LME COPPER FUTURE 1225                | LME COPPER FUTURE 1225                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       149 | NC      | $709871.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE 1225                  | LME ZINC FUTURE 1225                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       119 | NC      | $749176.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LOW SU GASOIL G 1225                  | LOW SU GASOIL G 1225                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       447 | NC      | $3165530.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought CHF                  | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-6479.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                  | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1953.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-7918.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-228043.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                  | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $1383.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-142896.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                  | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-41747.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-19168.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                  | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-718.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-424315.42   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                  | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-47354.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                  | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-150996.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                  | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-4383.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer