# EDGAR Filing Document

**Accession Number:** 0000022370
**File Stem:** 0001145549-23-009577
**Filing Date:** 2023-2
**Character Count:** 150502
**Document Hash:** ad3fd10206cea370ed81d76c115cc554
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009577.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009577

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000022370
- **IRS NUMBER:** 746035056
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00560
- **FILM NUMBER:** 23664261

**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 Real Assets Fund (Series ID: S000061352)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000198632 | Class NAV    |  |

## Nport-Ex

## John Hancock

## Diversified Real Assets Fund
Quarterly portfolio holdings 12/31/2022

![](img39666c371.gif)

------

Fund's investments

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 98.0%** |  | **$1017307598** |
| (Cost $857,901,769) |  |  |
| **Communication services 1.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14301485** |
| **Diversified telecommunication services 0.7%** |  |  |
| Cellnex Telecom SA (A)(B) | 110249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657084 |
| Nippon Telegraph & Telephone Corp. | 129417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690780 |
| **Wireless telecommunication services 0.7%** |  |  |
| KDDI Corp. | 116100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520953 |
| SK Telecom Company, Ltd. | 91504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432668 |
| **Consumer discretionary 1.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**11261431** |
| **Hotels, restaurants and leisure 1.0%** |  |  |
| H World Group, Ltd., ADR | 22571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957462 |
| Hyatt Hotels Corp., Class A (B) | 32592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2947946 |
| Kyoritsu Maintenance Company, Ltd. | 59000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634083 |
| Mandarin Oriental International, Ltd. (B) | 589233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132012 |
| Oriental Land Company, Ltd. | 18036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2624674 |
| **Household durables 0.1%** |  |  |
| Kaufman & Broad SA | 32843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965254 |
| **Energy 30.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**316933959** |
| **Energy equipment and services 2.2%** |  |  |
| Aker Solutions ASA | 166086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639677 |
| Baker Hughes Company | 52359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546161 |
| ChampionX Corp. | 62143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801526 |
| Enerflex, Ltd. | 154170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972387 |
| Halliburton Company | 143057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5629293 |
| Helmerich & Payne, Inc. | 24014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190374 |
| Patterson-UTI Energy, Inc. | 118917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2002562 |
| Schlumberger, Ltd. | 153346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8197877 |
| TechnipFMC PLC (B) | 78651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958756 |
| **Oil, gas and consumable fuels 28.3%** |  |  |
| Advantage Energy, Ltd. (B) | 192988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349776 |
| Aker BP ASA | 95525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2969192 |
| ARC Resources, Ltd. | 151965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048273 |
| Arch Resources, Inc. (C) | 6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970972 |
| BP PLC | 2341376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13509670 |
| Cameco Corp. | 246010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5576106 |
| Canadian Natural Resources, Ltd. | 257667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14308701 |
| Cenovus Energy, Inc. | 548315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10638283 |
| Cheniere Energy, Inc. | 11695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753782 |
| Chevron Corp. | 116880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20978791 |
| ConocoPhillips | 124892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14737256 |
| Coterra Energy, Inc. | 196795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4835253 |
| Denbury, Inc. (B) | 10396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904660 |
| Devon Energy Corp. | 113493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980954 |
| Diamondback Energy, Inc. | 36257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4959232 |
| Enbridge, Inc. | 79733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3116300 |
| Enbridge, Inc. (New York Stock Exchange) (C) | 21494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840415 |
| Energy Fuels, Inc. (B) | 64855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401392 |
| Enerplus Corp. | 180676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3189185 |
| EOG Resources, Inc. | 84412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10933042 |
| EQT Corp. | 162661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5502822 |
| Equinor ASA | 220984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7942226 |

---

2 JOHN HANCOCK DIVERSIFIED REAL ASSETS FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Energy (continued)** |  |  |
| **Oil, gas and consumable fuels (continued)** |  |  |
| Exxon Mobil Corp. | 218140 | $24060842 |
| Galp Energia SGPS SA | 253881 | &nbsp;&nbsp;&nbsp;3425004 |
| Hess Corp. | 35016 | &nbsp;&nbsp;&nbsp;4965969 |
| Imperial Oil, Ltd. | 61877 | &nbsp;&nbsp;&nbsp;3013876 |
| Kelt Exploration, Ltd. (B) | 312164 | &nbsp;&nbsp;&nbsp;1155053 |
| Keyera Corp. (C) | 109482 | &nbsp;&nbsp;&nbsp;2392594 |
| Marathon Petroleum Corp. | 67430 | &nbsp;&nbsp;&nbsp;7848178 |
| MEG Energy Corp. (B) | 148345 | &nbsp;&nbsp;&nbsp;2065217 |
| Neste OYJ | 23562 | &nbsp;&nbsp;&nbsp;1086604 |
| NexGen Energy, Ltd. (B) | 534539 | &nbsp;&nbsp;&nbsp;2364763 |
| NuVista Energy, Ltd. (B) | 180627 | &nbsp;&nbsp;&nbsp;1664863 |
| Occidental Petroleum Corp. | 84455 | &nbsp;&nbsp;&nbsp;5319820 |
| PDC Energy, Inc. | 39895 | &nbsp;&nbsp;&nbsp;2532535 |
| Pembina Pipeline Corp. | 151920 | &nbsp;&nbsp;&nbsp;5156753 |
| Phillips 66 | 52324 | &nbsp;&nbsp;&nbsp;5445882 |
| Pioneer Natural Resources Company | 50077 | &nbsp;&nbsp;11437086 |
| Shell PLC | 728167 | &nbsp;&nbsp;20527724 |
| Suncor Energy, Inc. | 421193 | &nbsp;&nbsp;13360590 |
| Targa Resources Corp. | 36253 | &nbsp;&nbsp;&nbsp;2664596 |
| TC Energy Corp. | 101669 | &nbsp;&nbsp;&nbsp;4053244 |
| The Williams Companies, Inc. | 121781 | &nbsp;&nbsp;&nbsp;4006595 |
| Tidewater Midstream and Infrastructure, Ltd. (C) | 823040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613937 |
| Topaz Energy Corp. | 54265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846839 |
| TotalEnergies SE (C) | 164352 | &nbsp;&nbsp;10316864 |
| Tourmaline Oil Corp. | 77767 | &nbsp;&nbsp;&nbsp;3923960 |
| Valero Energy Corp. | 72171 | &nbsp;&nbsp;&nbsp;9155613 |
| Woodside Energy Group, Ltd., ADR (C) | 88561 | &nbsp;&nbsp;&nbsp;2144062 |
| **Financials 0.3%** |  | &nbsp;&nbsp;**3216885** |
| **Diversified financial services 0.3%** |  |  |
| Berkshire Hathaway, Inc., Class B (B) | 10414 | &nbsp;&nbsp;&nbsp;3216885 |
| **Industrials 2.0%** |  | **21159998** |
| **Commercial services and supplies 0.2%** |  |  |
| Aker Carbon Capture ASA (B) | 115067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135048 |
| Park24 Company, Ltd. (B) | 107600 | &nbsp;&nbsp;&nbsp;1840541 |
| **Construction and engineering 0.7%** |  |  |
| Vinci SA | 39373 | &nbsp;&nbsp;&nbsp;3924962 |
| WillScot Mobile Mini Holdings Corp. (B) | 76191 | &nbsp;&nbsp;&nbsp;3441547 |
| **Electrical equipment 0.5%** |  |  |
| Plug Power, Inc. (B)(C) | 18816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232754 |
| SunPower Corp. (B)(C) | 45092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813009 |
| Sunrun, Inc. (B) | 54947 | &nbsp;&nbsp;&nbsp;1319827 |
| Vestas Wind Systems A/S | 89711 | &nbsp;&nbsp;&nbsp;2616929 |
| **Road and rail 0.3%** |  |  |
| Canadian National Railway Company | 29814 | &nbsp;&nbsp;&nbsp;3541569 |
| **Transportation infrastructure 0.3%** |  |  |
| Shanghai International Airport Company, Ltd., Class A (B) | 397600 | &nbsp;&nbsp;&nbsp;3293812 |
| **Information technology 1.2%** |  | **12138974** |
| **Electronic equipment, instruments and components 0.1%** |  |  |
| Advanced Energy Industries, Inc. | 11178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958849 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK DIVERSIFIED REAL ASSETS FUND 3

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Information technology (continued)** |  |  |
| **Semiconductors and semiconductor equipment 1.1%** |  |  |
| Analog Devices, Inc. | 8804 | &nbsp;&nbsp;&nbsp;$1444120 |
| Enphase Energy, Inc. (B) | 6104 | &nbsp;&nbsp;&nbsp;&nbsp;1617316 |
| First Solar, Inc. (B) | 13281 | &nbsp;&nbsp;&nbsp;&nbsp;1989361 |
| ON Semiconductor Corp. (B) | 17707 | &nbsp;&nbsp;&nbsp;&nbsp;1104386 |
| Power Integrations, Inc. | 14493 | &nbsp;&nbsp;&nbsp;&nbsp;1039438 |
| SolarEdge Technologies, Inc. (B) | 10443 | &nbsp;&nbsp;&nbsp;&nbsp;2958189 |
| Wolfspeed, Inc. (B) | 14880 | &nbsp;&nbsp;&nbsp;&nbsp;1027315 |
| **Materials 21.2%** |  | **219790187** |
| **Chemicals 0.6%** |  |  |
| Air Liquide SA | 4037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572991 |
| Albemarle Corp. | 5206 | &nbsp;&nbsp;&nbsp;&nbsp;1128973 |
| Dow, Inc. | 10860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547235 |
| DuPont de Nemours, Inc. | 9170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629337 |
| LyondellBasell Industries NV, Class A | 10967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910590 |
| NanoXplore, Inc. (B)(C) | 174300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334697 |
| Nutrien, Ltd. (C) | 22210 | &nbsp;&nbsp;&nbsp;&nbsp;1621461 |
| Nutrien, Ltd. (New York Stock Exchange) | 8025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586066 |
| **Containers and packaging 0.1%** |  |  |
| Smurfit Kappa Group PLC | 37000 | &nbsp;&nbsp;&nbsp;&nbsp;1363474 |
| **Metals and mining 20.0%** |  |  |
| Agnico Eagle Mines, Ltd. (C) | 212341 | &nbsp;&nbsp;&nbsp;11034204 |
| Agnico Eagle Mines, Ltd. (New York Stock Exchange) | 14648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761550 |
| Alcoa Corp. | 134096 | &nbsp;&nbsp;&nbsp;&nbsp;6097345 |
| Altius Minerals Corp. | 43126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707407 |
| Anglo American PLC | 58272 | &nbsp;&nbsp;&nbsp;&nbsp;2281936 |
| AngloGold Ashanti, Ltd., ADR (C) | 37529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728813 |
| Antofagasta PLC | 3782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70601 |
| Artemis Gold, Inc. (B) | 271854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881417 |
| Aya Gold & Silver, Inc. (B)(C) | 83347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555236 |
| B2Gold Corp. | 317259 | &nbsp;&nbsp;&nbsp;&nbsp;1127043 |
| Barrick Gold Corp. | 561933 | &nbsp;&nbsp;&nbsp;&nbsp;9632544 |
| BHP Group, Ltd., ADR (C) | 314250 | &nbsp;&nbsp;&nbsp;19499213 |
| Boliden AB | 36798 | &nbsp;&nbsp;&nbsp;&nbsp;1382214 |
| Calibre Mining Corp. (B) | 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172821 |
| Canada Nickel Company, Inc. (B) | 680000 | &nbsp;&nbsp;&nbsp;&nbsp;1029542 |
| Capstone Copper Corp. (B) | 1417467 | &nbsp;&nbsp;&nbsp;&nbsp;5171556 |
| Champion Iron, Ltd. (C) | 890991 | &nbsp;&nbsp;&nbsp;&nbsp;4441794 |
| Constellium SE (B) | 138500 | &nbsp;&nbsp;&nbsp;&nbsp;1638455 |
| Copper Mountain Mining Corp. (B)(C) | 1179926 | &nbsp;&nbsp;&nbsp;&nbsp;1490158 |
| Dundee Precious Metals, Inc. | 19881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95587 |
| Eldorado Gold Corp. (B) | 28164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234839 |
| Endeavour Mining PLC | 191728 | &nbsp;&nbsp;&nbsp;&nbsp;4103602 |
| Equinox Gold Corp. (B)(C) | 48661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159208 |
| ERO Copper Corp. (B)(C) | 276632 | &nbsp;&nbsp;&nbsp;&nbsp;3808287 |
| Filo Mining Corp. (B)(C) | 30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514919 |
| First Quantum Minerals, Ltd. | 333945 | &nbsp;&nbsp;&nbsp;&nbsp;6977329 |
| Franco-Nevada Corp. | 34120 | &nbsp;&nbsp;&nbsp;&nbsp;4651055 |
| Freeport-McMoRan, Inc. | 596387 | &nbsp;&nbsp;&nbsp;22662706 |
| Glencore PLC | 179499 | &nbsp;&nbsp;&nbsp;&nbsp;1197021 |
| Global Atomic Corp. (B) | 131500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340890 |
| Gold Fields, Ltd., ADR (C) | 158094 | &nbsp;&nbsp;&nbsp;&nbsp;1636273 |
| Hudbay Minerals, Inc. | 235775 | &nbsp;&nbsp;&nbsp;&nbsp;1191064 |

---

4 JOHN HANCOCK DIVERSIFIED REAL ASSETS FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Materials (continued)** |  |  |
| **Metals and mining (continued)** |  |  |
| IGO, Ltd. | 195000 | $1783737 |
| Iluka Resources, Ltd. | 118000 | &nbsp;&nbsp;&nbsp;&nbsp;759036 |
| Ivanhoe Electric, Inc. (B)(C) | 115000 | &nbsp;&nbsp;1397250 |
| Ivanhoe Mines, Ltd., Class A (B) | 639335 | &nbsp;&nbsp;5052352 |
| K92 Mining, Inc. (B)(C) | 446520 | &nbsp;&nbsp;2529401 |
| Karora Resources, Inc. (B) | 808345 | &nbsp;&nbsp;2776074 |
| Kinross Gold Corp. | 638844 | &nbsp;&nbsp;2604445 |
| Lithium Americas Corp. (B)(C) | 44400 | &nbsp;&nbsp;&nbsp;&nbsp;841764 |
| Lucara Diamond Corp. (B) | 460070 | &nbsp;&nbsp;&nbsp;&nbsp;169893 |
| Lundin Gold, Inc. | 74297 | &nbsp;&nbsp;&nbsp;&nbsp;725960 |
| Lundin Mining Corp. | 472869 | &nbsp;&nbsp;2902172 |
| MAG Silver Corp. (B) | 62775 | &nbsp;&nbsp;&nbsp;&nbsp;980570 |
| Marathon Gold Corp. (B)(C) | 814805 | &nbsp;&nbsp;&nbsp;&nbsp;637883 |
| Nevada Copper Corp. (B)(C) | 267550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57304 |
| Newcrest Mining, Ltd. | 24788 | &nbsp;&nbsp;&nbsp;&nbsp;347586 |
| Newcrest Mining, Ltd. (Toronto Stock Exchange) | 5513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77117 |
| Newmont Corp. | 187480 | &nbsp;&nbsp;8849056 |
| Nickel 28 Capital Corp. (B) | 356691 | &nbsp;&nbsp;&nbsp;&nbsp;276607 |
| Norsk Hydro ASA | 412164 | &nbsp;&nbsp;3079841 |
| Nouveau Monde Graphite, Inc. (B)(C) | 95617 | &nbsp;&nbsp;&nbsp;&nbsp;365257 |
| Nucor Corp. | 4556 | &nbsp;&nbsp;&nbsp;&nbsp;600526 |
| OceanaGold Corp. (B) | 345606 | &nbsp;&nbsp;&nbsp;&nbsp;658540 |
| Osisko Mining, Inc. (B) | 341234 | &nbsp;&nbsp;&nbsp;&nbsp;882067 |
| Pan American Silver Corp. | 79760 | &nbsp;&nbsp;1301843 |
| Pan American Silver Corp., CVR (B) | 83300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47564 |
| Piedmont Lithium, Inc. (B)(C) | 34100 | &nbsp;&nbsp;1501082 |
| Rio Tinto PLC, ADR (C) | 174777 | 12444122 |
| Sandstorm Gold, Ltd. | 34124 | &nbsp;&nbsp;&nbsp;&nbsp;179441 |
| Seabridge Gold, Inc. (B)(C) | 45163 | &nbsp;&nbsp;&nbsp;&nbsp;568151 |
| Sierra Rutile Holdings, Ltd. (B) | 98000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14945 |
| Sigma Lithium Corp. (B) | 19000 | &nbsp;&nbsp;&nbsp;&nbsp;534357 |
| SilverCrest Metals, Inc. (B) | 176690 | &nbsp;&nbsp;1057008 |
| Skeena Resources, Ltd. (B)(C) | 278000 | &nbsp;&nbsp;1480340 |
| SolGold PLC (B)(C) | 2709000 | &nbsp;&nbsp;&nbsp;&nbsp;600222 |
| South32, Ltd. | 748066 | &nbsp;&nbsp;2050923 |
| Southern Copper Corp. | 5286 | &nbsp;&nbsp;&nbsp;&nbsp;319222 |
| SSR Mining, Inc. | 119541 | &nbsp;&nbsp;1870808 |
| Steel Dynamics, Inc. | 6414 | &nbsp;&nbsp;&nbsp;&nbsp;626648 |
| Stornoway Diamond Corp. (B)(D) | 3062000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Talon Metals Corp. (B) | 4825000 | &nbsp;&nbsp;1763940 |
| Teck Resources, Ltd., Class B | 268115 | 10132529 |
| Torex Gold Resources, Inc. (B) | 13417 | &nbsp;&nbsp;&nbsp;&nbsp;154087 |
| Trilogy Metals, Inc. (B)(C) | 781452 | &nbsp;&nbsp;&nbsp;&nbsp;421315 |
| Triple Flag Precious Metals Corp. (C) | 167456 | &nbsp;&nbsp;2304195 |
| U.S. Steel Corp. | 7081 | &nbsp;&nbsp;&nbsp;&nbsp;177379 |
| Vale SA, ADR | 88952 | &nbsp;&nbsp;1509515 |
| Warrior Met Coal, Inc. | 36379 | &nbsp;&nbsp;1260169 |
| Wesdome Gold Mines, Ltd. (B) | 160939 | &nbsp;&nbsp;&nbsp;&nbsp;889087 |
| Wheaton Precious Metals Corp. | 177851 | &nbsp;&nbsp;6948536 |
| Yamana Gold, Inc. | 427445 | &nbsp;&nbsp;2373993 |
| **Paper and forest products 0.5%** |  |  |
| Canfor Corp. (B) | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;550849 |
| Interfor Corp. (B) | 117319 | &nbsp;&nbsp;1819571 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK DIVERSIFIED REAL ASSETS FUND 5

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Materials (continued)** |  |  |
| **Paper and forest products (continued)** |  |  |
| West Fraser Timber Company, Ltd. | 35487 | &nbsp;&nbsp;&nbsp;$2562455 |
| **Real estate 34.1%** |  | **354351282** |
| **Equity real estate investment trusts 29.4%** |  |  |
| Agree Realty Corp. | 121869 | &nbsp;&nbsp;&nbsp;&nbsp;8644168 |
| Alexandria Real Estate Equities, Inc. | 32935 | &nbsp;&nbsp;&nbsp;&nbsp;4797641 |
| American Homes 4 Rent, Class A | 204711 | &nbsp;&nbsp;&nbsp;&nbsp;6169990 |
| American Tower Corp. | 54743 | &nbsp;&nbsp;&nbsp;11597852 |
| Arena REIT | 384509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995911 |
| Ascencio | 13097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735448 |
| AvalonBay Communities, Inc. | 72716 | &nbsp;&nbsp;&nbsp;11745088 |
| Boardwalk Real Estate Investment Trust | 40603 | &nbsp;&nbsp;&nbsp;&nbsp;1482279 |
| Brixmor Property Group, Inc. | 349051 | &nbsp;&nbsp;&nbsp;&nbsp;7912986 |
| CareTrust REIT, Inc. | 236838 | &nbsp;&nbsp;&nbsp;&nbsp;4400450 |
| Carmila SA | 102969 | &nbsp;&nbsp;&nbsp;&nbsp;1470223 |
| CDL Hospitality Trusts | 1375200 | &nbsp;&nbsp;&nbsp;&nbsp;1284966 |
| Corporate Office Properties Trust | 189737 | &nbsp;&nbsp;&nbsp;&nbsp;4921778 |
| CubeSmart | 136387 | &nbsp;&nbsp;&nbsp;&nbsp;5489577 |
| Empire State Realty Trust, Inc., Class A | 709915 | &nbsp;&nbsp;&nbsp;&nbsp;4784827 |
| Equinix, Inc. | 23737 | &nbsp;&nbsp;&nbsp;15548447 |
| Equity Residential | 170823 | &nbsp;&nbsp;&nbsp;10078557 |
| First Industrial Realty Trust, Inc. | 67754 | &nbsp;&nbsp;&nbsp;&nbsp;3269808 |
| Frontier Real Estate Investment Corp. | 803 | &nbsp;&nbsp;&nbsp;&nbsp;3128306 |
| Getty Realty Corp. | 108376 | &nbsp;&nbsp;&nbsp;&nbsp;3668528 |
| Goodman Group | 105302 | &nbsp;&nbsp;&nbsp;&nbsp;1238391 |
| Growthpoint Properties, Ltd. | 898813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770510 |
| H&R Real Estate Investment Trust | 104558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935153 |
| Health Care & Medical Investment Corp. | 349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477232 |
| Healthpeak Properties, Inc. | 222715 | &nbsp;&nbsp;&nbsp;&nbsp;5583465 |
| Heiwa Real Estate REIT, Inc. | 1073 | &nbsp;&nbsp;&nbsp;&nbsp;1236897 |
| Host Hotels & Resorts, Inc. | 352387 | &nbsp;&nbsp;&nbsp;&nbsp;5655811 |
| Independence Realty Trust, Inc. | 159765 | &nbsp;&nbsp;&nbsp;&nbsp;2693638 |
| Innovative Industrial Properties, Inc. | 29345 | &nbsp;&nbsp;&nbsp;&nbsp;2974116 |
| Iron Mountain, Inc. | 97156 | &nbsp;&nbsp;&nbsp;&nbsp;4843227 |
| Kimco Realty Corp. | 413986 | &nbsp;&nbsp;&nbsp;&nbsp;8768223 |
| Klepierre SA (B) | 107888 | &nbsp;&nbsp;&nbsp;&nbsp;2490113 |
| Life Storage, Inc. | 54015 | &nbsp;&nbsp;&nbsp;&nbsp;5320478 |
| LTC Properties, Inc. | 136154 | &nbsp;&nbsp;&nbsp;&nbsp;4837552 |
| Merlin Properties Socimi SA | 202320 | &nbsp;&nbsp;&nbsp;&nbsp;1897533 |
| National Storage REIT | 890694 | &nbsp;&nbsp;&nbsp;&nbsp;1403603 |
| NewRiver REIT PLC | 1650437 | &nbsp;&nbsp;&nbsp;&nbsp;1551048 |
| Orix JREIT, Inc. | 1953 | &nbsp;&nbsp;&nbsp;&nbsp;2770629 |
| Phillips Edison & Company, Inc. | 194588 | &nbsp;&nbsp;&nbsp;&nbsp;6195682 |
| Plymouth Industrial REIT, Inc. | 240814 | &nbsp;&nbsp;&nbsp;&nbsp;4618813 |
| Prologis Property Mexico SA de CV | 380370 | &nbsp;&nbsp;&nbsp;&nbsp;1083927 |
| Prologis, Inc. | 275818 | &nbsp;&nbsp;&nbsp;31092962 |
| Public Storage | 44827 | &nbsp;&nbsp;&nbsp;12560077 |
| RioCan Real Estate Investment Trust | 83095 | &nbsp;&nbsp;&nbsp;&nbsp;1296748 |
| Ryman Hospitality Properties, Inc. | 55914 | &nbsp;&nbsp;&nbsp;&nbsp;4572647 |
| Safestore Holdings PLC | 173591 | &nbsp;&nbsp;&nbsp;&nbsp;1979537 |
| Simon Property Group, Inc. | 48860 | &nbsp;&nbsp;&nbsp;&nbsp;5740073 |
| Spirit Realty Capital, Inc. | 61323 | &nbsp;&nbsp;&nbsp;&nbsp;2448627 |
| Sun Communities, Inc. | 112511 | &nbsp;&nbsp;&nbsp;16089073 |

---

6 JOHN HANCOCK DIVERSIFIED REAL ASSETS FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Real estate (continued)** |  |  |
| **Equity real estate investment trusts (continued)** |  |  |
| Tanger Factory Outlet Centers, Inc. | 250061 | $4486094 |
| The British Land Company PLC | 508778 | &nbsp;&nbsp;&nbsp;2415569 |
| The UNITE Group PLC | 123794 | &nbsp;&nbsp;&nbsp;1358113 |
| Veris Residential, Inc. (B) | 246610 | &nbsp;&nbsp;&nbsp;3928497 |
| VICI Properties, Inc. | 342606 | 11100434 |
| Vicinity, Ltd. | 2430689 | &nbsp;&nbsp;&nbsp;3282160 |
| Welltower, Inc. | 212556 | 13933046 |
| WP Carey, Inc. | 116752 | &nbsp;&nbsp;&nbsp;9124169 |
| **Real estate management and development 4.7%** |  |  |
| Azrieli Group, Ltd. | 13565 | &nbsp;&nbsp;&nbsp;&nbsp;904626 |
| CapitaLand Investment, Ltd. | 1518200 | &nbsp;&nbsp;&nbsp;4195839 |
| CBRE Group, Inc., Class A (B) | 12698 | &nbsp;&nbsp;&nbsp;&nbsp;977238 |
| Central Pattana PCL | 913300 | &nbsp;&nbsp;&nbsp;1869604 |
| City Developments, Ltd. | 437400 | &nbsp;&nbsp;&nbsp;2688839 |
| CK Asset Holdings, Ltd. | 618865 | &nbsp;&nbsp;&nbsp;3795607 |
| Colliers International Group, Inc. | 10483 | &nbsp;&nbsp;&nbsp;&nbsp;962980 |
| Emaar Properties PJSC | 919264 | &nbsp;&nbsp;&nbsp;1462485 |
| Grainger PLC | 287176 | &nbsp;&nbsp;&nbsp;&nbsp;877234 |
| Hufvudstaden AB, A Shares | 175312 | &nbsp;&nbsp;&nbsp;2495611 |
| LEG Immobilien SE | 20734 | &nbsp;&nbsp;&nbsp;1352240 |
| Lifestyle Communities, Ltd. | 153400 | &nbsp;&nbsp;&nbsp;1969371 |
| Mitsubishi Estate Company, Ltd. | 72900 | &nbsp;&nbsp;&nbsp;&nbsp;944316 |
| Mitsui Fudosan Company, Ltd. | 251927 | &nbsp;&nbsp;&nbsp;4604463 |
| Multiplan Empreendimentos Imobiliarios SA | 125950 | &nbsp;&nbsp;&nbsp;&nbsp;521869 |
| Nomura Real Estate Holdings, Inc. | 86700 | &nbsp;&nbsp;&nbsp;1853888 |
| Pandox AB (B) | 59830 | &nbsp;&nbsp;&nbsp;&nbsp;667536 |
| PSP Swiss Property AG | 31060 | &nbsp;&nbsp;&nbsp;3648682 |
| Sino Land Company, Ltd. | 1880000 | &nbsp;&nbsp;&nbsp;2344897 |
| StorageVault Canada, Inc. (C) | 265731 | &nbsp;&nbsp;&nbsp;1181463 |
| Swire Pacific, Ltd., Class A | 314017 | &nbsp;&nbsp;&nbsp;2752637 |
| The Wharf Holdings, Ltd. | 512000 | &nbsp;&nbsp;&nbsp;1501886 |
| TKP Corp. (B)(C) | 74920 | &nbsp;&nbsp;&nbsp;1617569 |
| Tokyo Tatemono Company, Ltd. | 175990 | &nbsp;&nbsp;&nbsp;2130597 |
| Wharf Real Estate Investment Company, Ltd. | 369000 | &nbsp;&nbsp;&nbsp;2149108 |
| **Utilities 6.2%** |  | **64153397** |
| **Electric utilities 2.8%** |  |  |
| American Electric Power Company, Inc. | 38867 | &nbsp;&nbsp;&nbsp;3690422 |
| Constellation Energy Corp. | 29848 | &nbsp;&nbsp;&nbsp;2573196 |
| Duke Energy Corp. | 31859 | &nbsp;&nbsp;&nbsp;3281158 |
| Edison International | 50150 | &nbsp;&nbsp;&nbsp;3190543 |
| EDP - Energias de Portugal SA | 190526 | &nbsp;&nbsp;&nbsp;&nbsp;949732 |
| Electricite de France SA | 47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
| Enel SpA | 488126 | &nbsp;&nbsp;&nbsp;2625203 |
| Exelon Corp. | 84325 | &nbsp;&nbsp;&nbsp;3645370 |
| FirstEnergy Corp. | 75645 | &nbsp;&nbsp;&nbsp;3172551 |
| Iberdrola SA | 273985 | &nbsp;&nbsp;&nbsp;3198353 |
| NextEra Energy, Inc. | 37602 | &nbsp;&nbsp;&nbsp;3143527 |
| **Gas utilities 0.5%** |  |  |
| Atmos Energy Corp. | 28046 | &nbsp;&nbsp;&nbsp;3143115 |
| ENN Energy Holdings, Ltd. | 154500 | &nbsp;&nbsp;&nbsp;2158064 |
| **Independent power and renewable electricity producers 1.4%** |  |  |
| Brookfield Renewable Corp., Class A | 18656 | &nbsp;&nbsp;&nbsp;&nbsp;513786 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK DIVERSIFIED REAL ASSETS FUND 7

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Utilities (continued)** |  |  |
| **Independent power and renewable electricity producers (continued)** |  |  |
| Brookfield Renewable Partners LP | 71937 | $1822884 |
| China Longyuan Power Group Corp., Ltd., H Shares | 2695081 | &nbsp;&nbsp;3276111 |
| Orron Energy AB | 80636 | &nbsp;&nbsp;&nbsp;&nbsp;174284 |
| RWE AG | 91358 | &nbsp;&nbsp;4038715 |
| The AES Corp. | 162079 | &nbsp;&nbsp;4661392 |
| **Multi-utilities 1.2%** |  |  |
| Engie SA | 262203 | &nbsp;&nbsp;3751086 |
| National Grid PLC | 269601 | &nbsp;&nbsp;3229663 |
| Public Service Enterprise Group, Inc. | 25401 | &nbsp;&nbsp;1556319 |
| Sempra Energy | 24571 | &nbsp;&nbsp;3797202 |
| **Water utilities 0.3%** |  |  |
| Cia de Saneamento Basico do Estado de Sao Paulo | 237800 | &nbsp;&nbsp;2560118 |
| **Warrants 0.1%** |  | &nbsp;&nbsp;&nbsp;**$673368** |
| (Cost $0) |  |  |
| Occidental Petroleum Corp. (Expiration Date: 8-3-27; Strike Price: $22.00) (B) | 16332 | &nbsp;&nbsp;&nbsp;&nbsp;673368 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 6.2%** |  |  |  | **$64519307** |
| (Cost $64,500,445) |  |  |  |  |
| **U.S. Government Agency 0.5%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**4974664** |
| Federal Home Loan Bank Discount Note | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;01-04-23 | 540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539936 |
| Federal Home Loan Bank Discount Note | &nbsp;&nbsp;3.930 | &nbsp;&nbsp;01-12-23 | 4440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4434728 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term funds 4.7%** |  |  | **48944643** |
| John Hancock Collateral Trust (E) | &nbsp;&nbsp;4.2988(F) | 4896521 | 48944643 |

---

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Repurchase agreement 1.0%** |  | **10600000** |
| Bank of America Corp. Tri-Party Repurchase Agreement dated 12-30-22 at 4.300% to be repurchased at $1,900,908 on 1-3-23, collateralized by $2,791,000 Federal Farm Credit Bank, 2.590% due 11-1-41 (valued at $1,938,586) | 1900000 | &nbsp;&nbsp;&nbsp;&nbsp;1900000 |
| Goldman Sachs Tri-Party Repurchase Agreement dated 12-30-22 at 4.240% to be repurchased at $8,704,099 on 1-3-23, collateralized by $9,325,108 Federal National Mortgage Association, 3.500% - 4.000% due 11-1-40 to 7-1-48 (valued at $8,874,000) | 8700000 | &nbsp;&nbsp;&nbsp;&nbsp;8700000 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $922,402,214) 104.3%** | **$1082500273** |
| **Other assets and liabilities, net (4.3%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(45053273)** |
| **Total net assets 100.0%** | **$1037447000** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| CVR | Contingent Value Right |
| (A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (B) | Non-income producing security. |
| (C) | All or a portion of this security is on loan as of 12-31-22. The value of securities on loan amounted to $52,785,210. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $7,653,277 in the form of U.S. Treasuries was pledged to the fund. |
| (D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| (F) | The rate shown is the annualized seven-day yield as of 12-31-22. |

---

8 JOHN HANCOCK DIVERSIFIED REAL ASSETS FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

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

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

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;54.6% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;19.6% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;6.3% |
| Australia | &nbsp;&nbsp;&nbsp;&nbsp;4.0% |
| Japan | &nbsp;&nbsp;&nbsp;&nbsp;3.2% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;2.4% |
| Norway | &nbsp;&nbsp;&nbsp;&nbsp;1.4% |
| Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;1.3% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;7.2% |
| **TOTAL** | **100.0%** |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK DIVERSIFIED REAL ASSETS FUND 9

------

Notes to Fund's investments (unaudited)

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

In order to value the securities, the fund uses the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

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

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

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

The following is a summary of the values by input classification of the fund's investments as of December 31, 2022, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 12-31-22** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | **$14301485** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $14301485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**11261431** | $3905408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7356023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**316933959** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256516998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60416961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3216885** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3216885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**21159998** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9348706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11811292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12138974** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12138974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**219790187** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204885882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14904305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**354351282** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277516189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76835093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**64153397** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38191465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25961932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Warrants** | **673368** | 673368 |  |  |
| **Short-term investments** | **64519307** | 48944643 | 15574664 |  |
| **Total investments in securities** | **$1082500273** | **$855338518** | **$227161755** | **—** |
| *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* |

---

---

| | |
|:---|:---|
| 10 | \| |

---

------

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 4896521 | $43836586 | $190664884 | $(185550667) | $(20323) | $14163 | $372163 |  | $48944643 |

---

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

\|<sub>11</sub>

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Diversified Real Assets Fund

- **b. EDGAR series identifier (if any):** S000061352

- **c. LEI of Series:** 5493006OEQUM9PD5OM82

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1038005092.28

**Total Liabilities:** $551832.05

**Net Assets:** $1037453260.23

**Cash Not Reported:** $2028337.47

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000198632 | 7.93%                | 8.15%                | -3.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11483683.68            | $86100862.73                               |
| Month 2  | $-286741.58              | $78770978.20                               |
| Month 3  | $-691018.31              | $-42233932.30                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KDDI Corporation                                               | KDDI CORP COMMON STOCK                                    | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    116100 | NS      | $3520952.58   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporate Office Properties Trust                              | CORPORATE OFFICE PROPERTIES TR REIT USD.01                | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    189737 | NS      | $4921777.78   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels and Resorts Inc.                                   | HOST HOTELS and RESORTS INC REIT USD.01                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    352387 | NS      | $5655811.35   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoXplore Inc.                                                | NANOXPLORE INC COMMON STOCK                               | CUSIP: 63010G100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    174300 | NS      | $334697.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ENN Energy Holdings Limited                                    | ENN ENERGY HOLDINGS LTD COMMON STOCK HKD.1                | CUSIP: 633393905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    154500 | NS      | $2158063.88   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Limited                                          | HUAZHU GROUP LTD ADR                                      | CUSIP: 44332N106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     22571 | NS      | $957461.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudbay Minerals Inc.                                           | HUDBAY MINERALS INC COMMON STOCK                          | CUSIP: 443628102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    235775 | NS      | $1191064.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hufvudstaden AB                                                | HUFVUDSTADEN AB COMMON STOCK SEK5.0                       | CUSIP: 444913008<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    175312 | NS      | $2495611.30   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                       | HYATT HOTELS CORP COMMON STOCK USD.01                     | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     32592 | NS      | $2947946.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Limited                                           | IMPERIAL OIL LTD COMMON STOCK                             | CUSIP: 453038408<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     61877 | NS      | $3013876.03   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc.                                 | INDEPENDENCE REALTY TRUST INC REIT USD.01                 | CUSIP: 45378A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159765 | NS      | $2693637.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                                       | ATMOS ENERGY CORP COMMON STOCK                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     28046 | NS      | $3143115.22   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd.                                             | IVANHOE MINES LTD COMMON STOCK                            | CUSIP: 46579R104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    639335 | NS      | $5052351.92   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE Aktiengesellschaft                                         | RWE AG COMMON STOCK                                       | CUSIP: 476896907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     91358 | NS      | $4038714.90   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovative Industrial Properties Inc.                          | INNOVATIVE INDUSTRIAL PROPERTI REIT USD.001               | CUSIP: 45781V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29345 | NS      | $2974115.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Interfor Corporation                                           | INTERFOR CORP COMMON STOCK                                | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |    117319 | NS      | $1819570.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                   | NUTRIEN LTD COMMON STOCK                                  | CUSIP: 67077M108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     22210 | NS      | $1621461.23   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Nutrien Ltd.                                                   | NUTRIEN LTD COMMON STOCK                                  | CUSIP: 67077M108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8025 | NS      | $586065.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                               | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2              | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     84455 | NS      | $5319820.45   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                                     | IRON MOUNTAIN INC REIT USD.01                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     97156 | NS      | $4843226.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc.                                          | IVANHOE ELECTRIC INC / US COMMON STOCK USD.0001           | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    115000 | NS      | $1397250.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Occidental Petroleum Corporation                               | OCCIDENTAL PETROLEUM CORP OCCIDENTAL PETROLEUM CW27 WI    | CUSIP: 674599162<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     16332 | NS      | $673368.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanaGold Corporation                                         | OCEANAGOLD CORP COMMON STOCK                              | CUSIP: 675222103<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | AU        |    345606 | NS      | $658540.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevada Copper Corp.                                            | NEVADA COPPER CORP COMMON STOCK                           | CUSIP: 64128F703<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    267550 | NS      | $57303.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| The Wharf (Holdings) Limited                                   | WHARF HOLDINGS LTD/THE COMMON STOCK                       | CUSIP: 643557002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    512000 | NS      | $1501885.52   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Company Limited                                      | SINO LAND CO LTD COMMON STOCK                             | CUSIP: 681042008<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1880000 | NS      | $2344897.39   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                   | ON SEMICONDUCTOR CORP COMMON STOCK USD.01                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     17707 | NS      | $1104385.59   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO Limited                                                    | IGO LTD COMMON STOCK                                      | CUSIP: 643956907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    195000 | NS      | $1783736.65   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoritsu Maintenance Co.Ltd.                                   | KYORITSU MAINTENANCE CO LTD COMMON STOCK                  | CUSIP: 648960904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59000 | NS      | $2634083.10   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Limited                                          | SWIRE PACIFIC LTD COMMON STOCK                            | CUSIP: 686774001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    314017 | NS      | $2752636.58   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO.                                          | GOLDMAN SACHS and CO.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   8700000 | PA      | $8700000.00   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Karora Resources Inc                                           | KARORA RESOURCES INC COMMON STOCK                         | CUSIP: 48575L206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    808345 | NS      | $2776074.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelt Exploration Ltd.                                          | KELT EXPLORATION LTD COMMON STOCK                         | CUSIP: 488295106<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               | CORP              | CA        |    312164 | NS      | $1155052.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp.                                                   | KEYERA CORP COMMON STOCK                                  | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    109482 | NS      | $2392594.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimco Realty Corporation                                       | KIMCO REALTY CORP REIT USD.01                             | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    413986 | NS      | $8768223.48   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corporation                                       | KINROSS GOLD CORP COMMON STOCK                            | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |    638844 | NS      | $2604445.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| K92 Mining Inc.                                                | K92 MINING INC COMMON STOCK                               | CUSIP: 499113108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    446520 | NS      | $2529400.59   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| LTC Properties Inc.                                            | LTC PROPERTIES INC REIT USD.01                            | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |    136154 | NS      | $4837551.62   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc.                                              | LIFE STORAGE INC REIT USD.01                              | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     54015 | NS      | $5320477.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithium Americas Corp.                                         | LITHIUM AMERICAS CORP COMMON STOCK                        | CUSIP: 53680Q207<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     44400 | NS      | $841763.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA CORP.                                          | BANK OF AMERICA CORP.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   1900000 | PA      | $1900000.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corporation                                            | NEWMONT GOLDCORP CORP COMMON STOCK USD1.6                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    187480 | NS      | $8849056.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX JREIT Inc.                                                | ORIX JREIT INC REIT                                       | CUSIP: 652777905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1953 | NS      | $2770628.65   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                            | NEXTERA ENERGY INC COMMON STOCK USD.01                    | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37602 | NS      | $3143527.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NexGen Energy Ltd.                                             | NEXGEN ENERGY LTD COMMON STOCK                            | CUSIP: 65340P106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    534539 | NS      | $2364762.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nickel 28 Capital Corp.                                        | NICKEL 28 CAPITAL CORP COMMON STOCK                       | CUSIP: 65401N107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    356691 | NS      | $276606.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mandarin Oriental International Ltd                            | MANDARIN ORIENTAL INTERNATIONA COMMON STOCK USD.05        | CUSIP: 656071909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    589233 | NS      | $1132011.58   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CubeSmart                                                      | CUBESMART REIT USD.01                                     | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136387 | NS      | $5489576.75   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                                    | DENBURY INC COMMON STOCK                                  | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     10396 | NS      | $904659.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                       | DEVON ENERGY CORP COMMON STOCK USD.1                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    113493 | NS      | $6980954.43   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                                        | DIAMONDBACK ENERGY INC COMMON STOCK USD.01                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     36257 | NS      | $4959232.46   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Company Limited                              | MITSUBISHI ESTATE CO LTD COMMON STOCK                     | CUSIP: 659672000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     72900 | NS      | $944315.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                        | MITSUI FUDOSAN CO LTD COMMON STOCK                        | CUSIP: 659760003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    251927 | NS      | $4604463.48   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcrest Mining Limited                                        | NEWCREST MINING LTD COMMON STOCK                          | CUSIP: 663710002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     24788 | NS      | $347585.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc.                                                       | DOW INC COMMON STOCK USD.01                               | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10860 | NS      | $547235.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                                        | DUKE ENERGY CORP COMMON STOCK USD.001                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     31859 | NS      | $3281158.41   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dundee Precious Metals Inc.                                    | DUNDEE PRECIOUS METALS INC COMMON STOCK                   | CUSIP: 265269209<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |     19881 | NS      | $95587.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc.                                         | DUPONT DE NEMOURS INC COMMON STOCK USD.01                 | CUSIP: 26614N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9170 | NS      | $629337.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                                             | EOG RESOURCES INC COMMON STOCK USD.01                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     84412 | NS      | $10933042.24  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                | EQT CORP COMMON STOCK                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    162661 | NS      | $5502821.63   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                           | EDISON INTERNATIONAL COMMON STOCK                         | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50150 | NS      | $3190543.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corporation                                      | ELDORADO GOLD CORP COMMON STOCK                           | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |     28164 | NS      | $234838.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc.                                 | EMPIRE STATE REALTY TRUST INC REIT USD.01                 | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |    709915 | NS      | $4784827.10   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                  | ENBRIDGE INC COMMON STOCK                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     79733 | NS      | $3116300.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Enbridge Inc.                                                  | ENBRIDGE INC COMMON STOCK                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     21494 | NS      | $840415.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc.                                              | ENERGY FUELS INC/CANADA COMMON STOCK                      | CUSIP: 292671708<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64855 | NS      | $401392.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerflex Ltd.                                                  | ENERFLEX LTD COMMON STOCK                                 | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |    154170 | NS      | $972386.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerplus Corporation                                           | ENERPLUS CORP COMMON STOCK                                | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |    180676 | NS      | $3189184.93   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc.                                            | ENPHASE ENERGY INC COMMON STOCK USD.00001                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      6104 | NS      | $1617315.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc.                                                   | EQUINIX INC REIT USD.001                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     23737 | NS      | $15548447.11  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp.                                             | EQUINOX GOLD CORP COMMON STOCK                            | CUSIP: 29446Y502<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     48661 | NS      | $159208.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Wheaton Precious Metals Corp.                                  | WHEATON PRECIOUS METALS CORP COMMON STOCK                 | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |    177851 | NS      | $6948536.12   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies Inc.                                    | WILLIAMS COS INC/THE COMMON STOCK USD1.0                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    121781 | NS      | $4006594.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Willscot Mobile Mini Holdings Corp                             | WILLSCOT CORP COM COMMON STOCK                            | CUSIP: 971378104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76191 | NS      | $3441547.47   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc.                                                 | CREE INC COMMON STOCK USD.00125                           | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     14880 | NS      | $1027315.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                      | WOODSIDE ENERGY GROUP LTD ADR                             | CUSIP: 980228308<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     88561 | NS      | $2144061.81   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Yamana Gold Inc.                                               | YAMANA GOLD INC COMMON STOCK                              | CUSIP: 98462Y100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    427445 | NS      | $2373992.91   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Growthpoint Properties Limited                                 | GROWTHPOINT PROPERTIES LTD REIT                           | CUSIP: ACI065395<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    829196 | NS      | $710830.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Property Mexico S.A. de C.V.                          | PROLOGIS PROPERTY MEXICO SA DE REIT                       | CUSIP: ACI08KJ10<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    380370 | NS      | $1083927.13   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker Solutions ASA                                             | AKER SOLUTIONS ASA COMMON STOCK NOK1.08                   | CUSIP: ACI098RP4<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |    166086 | NS      | $639676.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Carbon Capture ASA                                        | AKER CARBON CAPTURE AS COMMON STOCK NOK1.0                | CUSIP: ACI1QDQY4<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |    115067 | NS      | $135047.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                           | ENDEAVOUR MINING PLC COMMON STOCK USD.01                  | CUSIP: ACI1YMWL6<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    191728 | NS      | $4103602.25   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                     | BOLIDEN AB COMMON STOCK SEK2.11                           | CUSIP: ACI24VD38<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     36798 | NS      | $1382213.73   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                          | PSP SWISS PROPERTY AG COMMON STOCK CHF.1                  | CUSIP: B01287901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     31060 | NS      | $3648682.29   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                        | VESTAS WIND SYSTEMS A/S COMMON STOCK DKK.2                | CUSIP: BN4MYF907<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     89711 | NS      | $2616929.32   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties SOCIMI S.A.                                  | MERLIN PROPERTIES SOCIMI SA REIT EUR1.0                   | CUSIP: BNGNB7905<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |    202320 | NS      | $1897532.71   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd.                                             | ARC RESOURCES LTD COMMON STOCK                            | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |    151965 | NS      | $2048272.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                | ANTOFAGASTA PLC COMMON STOCK GBP.05                       | CUSIP: 004561908<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |      3782 | NS      | $70601.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantage Energy Ltd.                                          | ADVANTAGE ENERGY LTD COMMON STOCK                         | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |    192988 | NS      | $1349775.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc.                                | ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD.001       | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     11178 | NS      | $958848.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Limited                                     | AGNICO EAGLE MINES LTD COMMON STOCK                       | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     14648 | NS      | $761549.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Agnico Eagle Mines Limited                                     | AGNICO EAGLE MINES LTD COMMON STOCK                       | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |    212341 | NS      | $11034204.40  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                                       | AGREE REALTY CORP REIT USD.0001                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121869 | NS      | $8644168.17   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                          | ALBEMARLE CORP COMMON STOCK USD.01                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      5206 | NS      | $1128973.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Company Public Limited Company(The)               | BRITISH LAND CO PLC/THE REIT GBP.25                       | CUSIP: 013670005<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |    508778 | NS      | $2415569.04   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc.                                    | BRIXMOR PROPERTY GROUP INC REIT USD.01                    | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    349051 | NS      | $7912986.17   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corporation                               | BROOKFIELD RENEWABLE CORP COMMON STOCK USD.01             | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18656 | NS      | $513786.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Properties P.J.S.C                                       | EMAAR PROPERTIES PJSC COMMON STOCK AED1.0                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    919264 | NS      | $1462484.98   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Real Estate Investment Corporation                    | FRONTIER REAL ESTATE INVESTMEN REIT                       | CUSIP: B020QY905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       803 | NS      | $3128306.38   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                  | GOODMAN GROUP REIT                                        | CUSIP: B03FYZ909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    108345 | NS      | $1274177.57   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Grainger PLC                                                   | GRAINGER PLC COMMON STOCK GBP.05                          | CUSIP: B04V12902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    287176 | NS      | $877233.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                      | NESTE OYJ COMMON STOCK                                    | CUSIP: B06YV4907<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     23562 | NS      | $1086604.49   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                       | ENGIE SA COMMON STOCK EUR1.0                              | CUSIP: B0C2CQ902<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    262203 | NS      | $3751085.70   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                       | ELECTRICITE DE FRANCE SA COMMON STOCK EUR.5               | CUSIP: B0NJJ1901<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EC               | CORP              | FR        |        47 | NS      | $603.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                | NORSK HYDRO ASA COMMON STOCK NOK1.098                     | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    412164 | NS      | $3079840.61   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaufman and Broad SA                                           | KAUFMAN and BROAD SA COMMON STOCK EUR.26                  | CUSIP: B138HB905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     32843 | NS      | $965254.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                               | TOTAL SA COMMON STOCK EUR2.5                              | CUSIP: B15C55900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    164352 | NS      | $10316863.52  | 0.99%             |  |  |  | No            |                  2 | On Loan: —       |
| CDL Hospitality Trusts                                         | CDL HOSPITALITY TRUSTS STAPLED SECURITY                   | CUSIP: B192HG901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   1375200 | NS      | $1284966.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc.                               | NOMURA REAL ESTATE HOLDINGS IN COMMON STOCK               | CUSIP: B1CWJM906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     86700 | NS      | $1853888.19   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Investment Limited                                  | CAPITALAND INVESTMENT LTD/SING COMMON STOCK               | CUSIP: BNHXFJ902<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   1518200 | NS      | $4195839.27   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai International Airport Co. Ltd.                        | SHANGHAI INTERNATIONAL AIRPORT COMMON STOCK CNY1.0        | CUSIP: BP3R4P903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    397600 | NS      | $3293812.30   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS S.A.                                         | GALP ENERGIA SGPS SA COMMON STOCK EUR1.                   | CUSIP: B1FW75903<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |    253881 | NS      | $3425003.84   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                    | AKER BP ASA COMMON STOCK NOK1.0                           | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     95525 | NS      | $2969192.37   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC                                         | SAFESTORE HOLDINGS PLC REIT GBP.01                        | CUSIP: B1N7Z0909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    173591 | NS      | $1979537.30   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Kappa Group Public Limited Company                     | SMURFIT KAPPA GROUP PLC COMMON STOCK EUR.001              | CUSIP: B1RR84903<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     37000 | NS      | $1363474.41   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                                       | VINCI SA COMMON STOCK EUR2.5                              | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     39373 | NS      | $3924962.27   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascencio SCA                                                   | ASCENCIO REIT                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BE        |     13097 | NS      | $735448.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Real Estate REIT Inc.                                    | HEIWA REAL ESTATE REIT INC REIT                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1073 | NS      | $1236896.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Talon Metals Corp                                              | TALON METALS CORP COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |   4825000 | NS      | $1763940.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                      | SHELL PLC COMMON STOCK EUR.07                             | CUSIP: BP6MXD906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    728167 | NS      | $20527724.10  | 1.98%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Limited                                                | SOUTH32 LTD COMMON STOCK                                  | CUSIP: BWSW5D906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    748066 | NS      | $2050922.50   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Osisko Mining Inc.                                             | OSISKO MINING INC COMMON STOCK                            | CUSIP: 688281104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    341234 | NS      | $882067.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                                        | TOKYO TATEMONO CO LTD COMMON STOCK                        | CUSIP: 689542009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    175990 | NS      | $2130596.99   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| PDC Energy Inc.                                                | PDC ENERGY INC COMMON STOCK USD.01                        | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     39895 | NS      | $2532534.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom S.A.                                           | DR.CELLNEX TELECOM RTS COMMON STOCK EUR.25                | CUSIP: BX90C0905<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |    110249 | NS      | $3657083.96   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Limited                                               | VICINITY CENTRES REIT                                     | CUSIP: BY7QXS904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   2430689 | NS      | $3282160.48   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                      | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0                 | CUSIP: BYZQ07905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    618865 | NS      | $3795606.98   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandox AB                                                      | PANDOX AB COMMON STOCK SEK2.5                             | CUSIP: BZ0CT9906<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     59830 | NS      | $667536.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare and Medical Investment Corporation                  | HEALTH CARE and MEDICAL INVESTME REIT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       349 | NS      | $477232.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corporation                                              | ALCOA CORP COMMON STOCK USD.01                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    134096 | NS      | $6097345.12   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                           | ALEXANDRIA REAL ESTATE EQUITIE REIT USD.01                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     32935 | NS      | $4797641.45   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Altius Minerals Corporation                                    | ALTIUS MINERALS CORP COMMON STOCK                         | CUSIP: 020936100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     43126 | NS      | $707406.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company Inc.                           | AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     38867 | NS      | $3690421.65   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                          | AMERICAN HOMES 4 RENT REIT USD.01                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    204711 | NS      | $6169989.54   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                     | AMERICAN TOWER CORP REIT USD.01                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     54743 | NS      | $11597851.98  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                            | ANALOG DEVICES INC COMMON STOCK USD.167                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8804 | NS      | $1444120.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AngloGold Ashanti Limited                                      | ANGLOGOLD ASHANTI LTD ADR                                 | CUSIP: 035128206<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     37529 | NS      | $728813.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Arch Resources Inc                                             | ARCH RESOURCES INC COMMON STOCK USD.01                    | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      6800 | NS      | $970972.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Artemis Gold Inc.                                              | ARTEMIS GOLD INC COMMON STOCK                             | CUSIP: 04302L100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    271854 | NS      | $881417.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Iluka Resources Limited                                        | ILUKA RESOURCES LTD COMMON STOCK                          | CUSIP: 695757005<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    118000 | NS      | $759036.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp.                                      | PAN AMERICAN SILVER CORP COMMON STOCK                     | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     79760 | NS      | $1301843.43   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                      | PAN AMERICAN SILVER CORP RTS EXP 22FEB29                  | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     83300 | NS      | $47564.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                                      | PATTERSON-UTI ENERGY INC COMMON STOCK USD.01              | CUSIP: 703481101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118917 | NS      | $2002562.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corporation                                   | PEMBINA PIPELINE CORP COMMON STOCK                        | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |    151920 | NS      | $5156752.73   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                    | EQUINOR ASA COMMON STOCK NOK2.5                           | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    220984 | NS      | $7942226.01   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                       | ENEL SPA COMMON STOCK EUR1.                               | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    488126 | NS      | $2625202.52   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips Edison and Company Inc.                               | PHILLIPS EDISON and CO INC REIT USD.01                    | CUSIP: 71844V201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194588 | NS      | $6195681.92   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                    | PHILLIPS 66 COMMON STOCK                                  | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52324 | NS      | $5445881.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Orron Energy AB                                                | LUNDIN PETROLEUM AB COMMON STOCK SEK.01                   | CUSIP: 718762909<br>LEI: 549300IULC8F8IGXKI15 | Long             | EC               | CORP              | SE        |     80636 | NS      | $174284.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Piedmont Lithium Inc.                                          | PIEDMONT LITHIUM LTD COMMON STOCK                         | CUSIP: 72016P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34100 | NS      | $1501082.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Pioneer Natural Resources Company                              | PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     50077 | NS      | $11437086.03  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc.                                                | PLUG POWER INC COMMON STOCK USD.01                        | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     18816 | NS      | $232753.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Plymouth Industrial REIT Inc.                                  | PLYMOUTH INDUSTRIAL REIT INC REIT USD.01                  | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    240814 | NS      | $4618812.52   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                                        | POWER INTEGRATIONS INC COMMON STOCK USD.001               | CUSIP: 739276103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14493 | NS      | $1039437.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                                  | PROLOGIS INC REIT USD.01                                  | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275818 | NS      | $31092963.14  | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated                   | PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     25401 | NS      | $1556319.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                 | PUBLIC STORAGE REIT USD.1                                 | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44827 | NS      | $12560077.13  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                                   | KLEPIERRE SA REIT EUR1.4                                  | CUSIP: 758255905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    107888 | NS      | $2490113.38   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                            | RIOCAN REAL ESTATE INVESTMENT REIT                        | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |     83095 | NS      | $1296748.41   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                  | RIO TINTO PLC ADR                                         | CUSIP: 767204100<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    174777 | NS      | $12444122.40  | 1.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryman Hospitality Properties Inc.                              | RYMAN HOSPITALITY PROPERTIES I REIT USD.01                | CUSIP: 78377T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55914 | NS      | $4572646.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc.                                                | SSR MINING INC COMMON STOCK                               | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |    119541 | NS      | $1870807.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandstorm Gold Ltd.                                            | SANDSTORM GOLD LTD COMMON STOCK                           | CUSIP: 80013R206<br>LEI: 549300QWJPV45VQF1B33 | Long             | EC               | CORP              | CA        |     34124 | NS      | $179440.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                                           | SCHLUMBERGER LTD COMMON STOCK USD.01                      | CUSIP: 806857108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153346 | NS      | $8197877.16   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Seabridge Gold Inc.                                            | SEABRIDGE GOLD INC COMMON STOCK                           | CUSIP: 811916105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     45163 | NS      | $568150.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Sempra Energy                                                  | SEMPRA ENERGY COMMON STOCK                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     24571 | NS      | $3797202.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sigma Lithium Corporation                                      | SIGMA LITHIUM CORP COMMON STOCK                           | CUSIP: 826599102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     19000 | NS      | $534357.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverCrest Metals Inc.                                        | SILVERCREST METALS INC COMMON STOCK                       | CUSIP: 828363101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    176690 | NS      | $1057008.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc.                                      | SIMON PROPERTY GROUP INC REIT USD.0001                    | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48860 | NS      | $5740072.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Skeena Resources Limited                                       | SKEENA RESOURCES LTD COMMON STOCK                         | CUSIP: 83056P715<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    278000 | NS      | $1480339.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| SolarEdge Technologies Inc.                                    | SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001          | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |     10443 | NS      | $2958188.61   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                                    | SOUTHERN COPPER CORP COMMON STOCK USD.01                  | CUSIP: 84265V105<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      5286 | NS      | $319221.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc.                                     | SPIRIT REALTY CAPITAL INC REIT USD.05                     | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     61323 | NS      | $2448627.39   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc.                                            | STEEL DYNAMICS INC COMMON STOCK USD.005                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      6414 | NS      | $626647.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| StorageVault Canada Inc.                                       | STORAGEVAULT CANADA INC COMMON STOCK                      | CUSIP: 86212H105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    265731 | NS      | $1181462.79   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Stornoway Diamond Corporation                                  | 7936567 CANADA INC COMMON STOCK                           | CUSIP: 86222Q806<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   3062000 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sun Communities Inc.                                           | SUN COMMUNITIES INC REIT USD.01                           | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |    112511 | NS      | $16089073.00  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph and Telephone Corporation                     | NIPPON TELEGRAPH and TELEPHONE C COMMON STOCK             | CUSIP: 664137007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    129417 | NS      | $3690780.16   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co. Ltd.                                         | ORIENTAL LAND CO LTD/JAPAN COMMON STOCK                   | CUSIP: 664889904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18036 | NS      | $2624673.95   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK24 Co. Ltd.                                                | PARK24 CO LTD COMMON STOCK                                | CUSIP: 666773908<br>LEI: 549300LFG2WZWCWM4M68 | Long             | EC               | CORP              | JP        |    107600 | NS      | $1840541.02   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nouveau Monde Graphite Inc.                                    | NOUVEAU MONDE GRAPHITE INC COMMON STOCK                   | CUSIP: 66979W842<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     95617 | NS      | $365256.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| The AES Corporation                                            | AES CORP/VA COMMON STOCK USD.01                           | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    162079 | NS      | $4661392.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                              | NUCOR CORP COMMON STOCK USD.4                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      4556 | NS      | $600526.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVista Energy Ltd.                                            | NUVISTA ENERGY LTD COMMON STOCK                           | CUSIP: 67072Q104<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               | CORP              | CA        |    180627 | NS      | $1664863.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc.                                     | AVALONBAY COMMUNITIES INC REIT USD.01                     | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     72716 | NS      | $11745088.32  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aya Gold and Silver Inc.                                       | AYA GOLD and SILVER INC COMMON STOCK                      | CUSIP: 05466C109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     83347 | NS      | $555236.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Baker Hughes Company                                           | BAKER HUGHES A GE CO COMMON STOCK USD.0001                | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52359 | NS      | $1546161.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corporation                                       | BARRICK GOLD CORP COMMON STOCK                            | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    561933 | NS      | $9632544.26   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| The Unite Group PLC                                            | UNITE GROUP PLC/THE REIT GBP.25                           | CUSIP: 069286904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    123794 | NS      | $1358113.29   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                      | BP PLC COMMON STOCK USD.25                                | CUSIP: 079805909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   2341376 | NS      | $13509669.54  | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                        | BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     10414 | NS      | $3216884.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Limited                                              | BHP GROUP LTD ADR                                         | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    314250 | NS      | $19499212.50  | 1.88%             |  |  |  | No            |                  1 | On Loan: —       |
| Boardwalk Real Estate Investment Trust                         | BOARDWALK REAL ESTATE INVESTME REIT                       | CUSIP: 096631106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     40603 | NS      | $1482279.39   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Company                              | CANADIAN NATIONAL RAILWAY CO COMMON STOCK                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     29814 | NS      | $3541568.51   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Limited                             | CANADIAN NATURAL RESOURCES LTD COMMON STOCK               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    257667 | NS      | $14308701.43  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucara Diamond Corp.                                           | LUCARA DIAMOND CORP COMMON STOCK                          | CUSIP: 54928Q108<br>LEI: 549300GGHEV7KQEE8R10 | Long             | EC               | CORP              | CA        |    460070 | NS      | $169892.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold Inc.                                               | LUNDIN GOLD INC COMMON STOCK                              | CUSIP: 550371108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     74297 | NS      | $725959.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corporation                                      | LUNDIN MINING CORP COMMON STOCK                           | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |    472869 | NS      | $2902172.37   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG Energy Corp.                                               | MEG ENERGY CORP COMMON STOCK                              | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |    148345 | NS      | $2065216.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc.                                         | MACK-CALI REALTY CORP REIT USD.01                         | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246610 | NS      | $3928497.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MAG Silver Corp.                                               | MAG SILVER CORP COMMON STOCK                              | CUSIP: 55903Q104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     62775 | NS      | $980569.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Gold Corporation                                      | MARATHON GOLD CORP COMMON STOCK                           | CUSIP: 56580Q102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    814805 | NS      | $637882.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Petroleum Corporation                                 | MARATHON PETROLEUM CORP COMMON STOCK USD.01               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     67430 | NS      | $7848177.70   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifestyle Communities Limited                                  | LIFESTYLE COMMUNITIES LTD COMMON STOCK                    | CUSIP: 613719905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    153400 | NS      | $1969371.20   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Limited                                      | CITY DEVELOPMENTS LTD COMMON STOCK                        | CUSIP: 619792005<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    437400 | NS      | $2688838.97   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                            | SK TELECOM CO LTD COMMON STOCK KRW500.                    | CUSIP: 622487908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     91504 | NS      | $3432667.51   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Champion Iron Limited                                          | CHAMPION IRON LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    890991 | NS      | $4441794.13   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Newcrest Mining Limited                                        | NEWCREST MINING LTD COMMON STOCK NPV                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      5513 | NS      | $77116.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Rutile Holdings Limited                                 | SIERRA RUTILE HOLDINGS LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     98000 | NS      | $14944.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                             | ANGLO AMERICAN PLC COMMON STOCK USD.54945                 | CUSIP: B1XZS8907<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     58272 | NS      | $2281936.24   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP | CIA DE SANEAMENTO BASICO DO ES COMMON STOCK               | CUSIP: B1YCHL900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    237800 | NS      | $2560117.55   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Air Liquide S.A.                                             | AIR LIQUIDE SA COMMON STOCK EUR5.5                        | CUSIP: B1YXBJ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4037 | NS      | $572991.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiplan Empreendimentos Imobiliarios S.A.                    | MULTIPLAN EMPREENDIMENTOS COMMON STOCK                    | CUSIP: B23DZG901<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    125950 | NS      | $521868.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola Sociedad Anonima                                     | IBERDROLA SA RTS COMMON STOCK EUR.75                      | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    273985 | NS      | $3198352.86   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| China Longyuan Power Group Corporation Limited                 | CHINA LONGYUAN POWER GROUP COR COMMON STOCK CNY1.0        | CUSIP: B4Q2TX906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   2695081 | NS      | $3276111.35   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                                   | GLENCORE PLC COMMON STOCK USD.01                          | CUSIP: B4T3BW902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    179499 | NS      | $1197021.39   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                             | AZRIELI GROUP LTD COMMON STOCK ILS.1                      | CUSIP: B5MN1W903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     13565 | NS      | $904626.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Pattana Public Company Limited                         | CENTRAL PATTANA PCL FOREIGN SH. THB.5 A                   | CUSIP: B6SR6J900<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    913300 | NS      | $1869603.55   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Arena REIT                                                     | ARENA REIT REIT                                           | CUSIP: B99K26902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    384509 | NS      | $995911.19    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                              | LEG IMMOBILIEN SE COMMON STOCK                            | CUSIP: B9G6L8900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     20734 | NS      | $1352240.26   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                              | NATIONAL GRID PLC COMMON STOCK GBP.1243129                | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    269601 | NS      | $3229662.52   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Company Limited                   | WHARF REAL ESTATE INVESTMENT C COMMON STOCK HKD.1         | CUSIP: BF0GWS905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    369000 | NS      | $2149107.62   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| National Storage REIT                                          | NATIONAL STORAGE REIT REIT                                | CUSIP: BGP647905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    890694 | NS      | $1403603.22   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmila S.A.                                                   | CARMILA SA REIT EUR6.0                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |    102969 | NS      | $1470222.52   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SolGold plc                                                    | SOLGOLD PLC COMMON STOCK GBP.01                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   2709000 | NS      | $600221.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NewRiver REIT plc                                              | NEWRIVER REIT PLC REIT                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   1650437 | NS      | $1551048.24   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TKP Corporation                                                | TKP CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     74920 | NS      | $1617568.69   | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| B2Gold Corp.                                                   | B2GOLD CORP COMMON STOCK                                  | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |    317259 | NS      | $1127042.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                                | CBRE GROUP INC COMMON STOCK USD.01                        | CUSIP: 12504L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12698 | NS      | $977238.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                          | FREEPORT-MCMORAN INC COMMON STOCK USD.1                   | CUSIP: 35671D857<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    596387 | NS      | $22662706.00  | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                                             | GETTY REALTY CORP REIT USD.01                             | CUSIP: 374297109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108376 | NS      | $3668527.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Atomic Corporation                                      | GLOBAL ATOMIC CORP COMMON STOCK                           | CUSIP: 37957M106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    131500 | NS      | $340889.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Limited                                            | GOLD FIELDS LTD ADR                                       | CUSIP: 38059T106<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    158094 | NS      | $1636272.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| HandR Real Estate Investment Trust                             | HandR REAL ESTATE INVESTMENT TRU REIT                     | CUSIP: 403925407<br>LEI: 549300TGNP6B6GUVGW10 | Long             | EC               | CORP              | CA        |    104558 | NS      | $935153.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                            | HALLIBURTON CO COMMON STOCK USD2.5                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    143057 | NS      | $5629292.95   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP - Energias de Portugal S.A                                 | EDP - ENERGIAS DE PORTUGAL SA COMMON STOCK EUR1.          | CUSIP: 410359905<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |    190526 | NS      | $949731.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc.                                     | HEALTHPEAK PROPERTIES INC REIT USD1.0                     | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |    222715 | NS      | $5583465.05   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich and Payne Inc.                                       | HELMERICH and PAYNE INC COMMON STOCK USD.1                | CUSIP: 423452101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24014 | NS      | $1190373.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                               | HESS CORP COMMON STOCK USD1.0                             | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     35016 | NS      | $4965969.12   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                                  | JH COLLATERAL                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   4859238 | NS      | $48571975.31  | 4.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corporation                                      | FRANCO-NEVADA CORP COMMON STOCK                           | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     34120 | NS      | $4651054.95   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                            | CABOT OIL and GAS CORP COMMON STOCK USD.1                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    196795 | NS      | $4835253.15   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Calibre Mining Corp.                                           | CALIBRE MINING CORP COMMON STOCK                          | CUSIP: 13000C205<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    260000 | NS      | $172821.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corporation                                             | CAMECO CORP COMMON STOCK                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |    246010 | NS      | $5576105.54   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Nickel Company INC                                      | CANADA NICKEL CO INC COMMON STOCK                         | CUSIP: 13515Q103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    680000 | NS      | $1029542.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Canfor Corporation                                             | CANFOR CORP COMMON STOCK                                  | CUSIP: 137576104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     35000 | NS      | $550849.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Copper Corp.                                          | CAPSTONE COPPER CORP COMMON STOCK                         | CUSIP: 14071L108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   1417467 | NS      | $5171556.12   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc.                                            | CARETRUST REIT INC REIT USD.01                            | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    236838 | NS      | $4400450.04   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc.                                            | CENOVUS ENERGY INC COMMON STOCK                           | CUSIP: 15135U109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    548315 | NS      | $10638282.90  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                                          | CHAMPIONX CORP COMMON STOCK USD.01                        | CUSIP: 15872M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62143 | NS      | $1801525.57   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc.                                           | CHENIERE ENERGY INC COMMON STOCK USD.003                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     11695 | NS      | $1753782.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                            | CHEVRON CORP COMMON STOCK USD.75                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116880 | NS      | $20978791.20  | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group Inc.                              | COLLIERS INTERNATIONAL GROUP I COMMON STOCK               | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |     10483 | NS      | $962980.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                 | CONOCOPHILLIPS COMMON STOCK USD.01                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    124892 | NS      | $14737256.00  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corporation                               | CONSTELLATION ENERGY CORP COMMON STOCK                    | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29848 | NS      | $2573196.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Copper Mountain Mining Corporation                             | COPPER MOUNTAIN MINING CORP COMMON STOCK                  | CUSIP: 21750U101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   1179926 | NS      | $1490157.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Suncor Energy Inc.                                             | SUNCOR ENERGY INC COMMON STOCK                            | CUSIP: 867224107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    421193 | NS      | $13360590.36  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corporation                                           | SUNPOWER CORP COMMON STOCK USD.001                        | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     45092 | NS      | $813008.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunrun Inc.                                                    | SUNRUN INC COMMON STOCK USD.0001                          | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     54947 | NS      | $1319826.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc.                             | TANGER FACTORY OUTLET CENTERS REIT USD.01                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    250061 | NS      | $4486094.34   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                          | TARGA RESOURCES CORP COMMON STOCK USD.001                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     36253 | NS      | $2664595.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corporation                                          | TC ENERGY CORP COMMON STOCK                               | CUSIP: 87807B107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    101669 | NS      | $4053244.18   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                                         | TECK RESOURCES LTD COMMON STOCK                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |    268115 | NS      | $10132529.21  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Midstream and Infrastructure Ltd                     | TIDEWATER MIDSTREAM AND INFRAS COMMON STOCK               | CUSIP: 886453109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    823040 | NS      | $613936.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Topaz Energy Corp.                                             | TOPAZ ENERGY CORP COMMON STOCK                            | CUSIP: 89055A203<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     54265 | NS      | $846838.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Torex Gold Resources Inc.                                      | TOREX GOLD RESOURCES INC COMMON STOCK                     | CUSIP: 891054603<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13417 | NS      | $154087.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp.                                           | TOURMALINE OIL CORP COMMON STOCK                          | CUSIP: 89156V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     77767 | NS      | $3923959.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Trilogy Metals Inc.                                            | TRILOGY METALS INC COMMON STOCK                           | CUSIP: 89621C105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    781452 | NS      | $421314.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Triple Flag Precious Metals Corp.                              | TRIPLE FLAG PRECIOUS METALS CO COMMON STOCK               | CUSIP: 89679M104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    167456 | NS      | $2304194.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Steel Corporation                                | UNITED STATES STEEL CORP COMMON STOCK USD1.0              | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      7081 | NS      | $177379.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale S.A.                                                      | VALE SA ADR                                               | CUSIP: 91912E105<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     88952 | NS      | $1509515.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                                      | VALERO ENERGY CORP COMMON STOCK USD.01                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     72171 | NS      | $9155613.06   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                           | VICI PROPERTIES INC REIT USD.01                           | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    342606 | NS      | $11100434.40  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                                | WP CAREY INC REIT USD.001                                 | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |    116752 | NS      | $9124168.80   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc.                                          | WARRIOR MET COAL INC COMMON STOCK USD.01                  | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     36379 | NS      | $1260168.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                                 | WELLTOWER INC REIT USD1.0                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |    212556 | NS      | $13933045.80  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesdome Gold Mines Ltd.                                        | WESDOME GOLD MINES LTD COMMON STOCK                       | CUSIP: 95083R100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    160939 | NS      | $889086.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co. Ltd.                                    | WEST FRASER TIMBER CO LTD COMMON STOCK                    | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     35487 | NS      | $2562454.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                             | EQUITY RESIDENTIAL REIT USD.01                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |    170823 | NS      | $10078557.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Ero Copper Corp.                                               | ERO COPPER CORP COMMON STOCK                              | CUSIP: 296006109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    276632 | NS      | $3808286.91   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Exelon Corporation                                             | EXELON CORP COMMON STOCK                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     84325 | NS      | $3645369.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                        | EXXON MOBIL CORP COMMON STOCK                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    218140 | NS      | $24060842.00  | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                          | FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 01/23 0.00000 | CUSIP: 313384AD1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    540000 | PA      | $539935.85    | 0.05%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                          | FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 01/23 0.00000 | CUSIP: 313384AM1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4440000 | PA      | $4434727.90   | 0.43%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Filo Mining Corp.                                              | FILO MINING CORP COMMON STOCK                             | CUSIP: 31730E101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     30000 | NS      | $514918.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| First Industrial Realty Trust Inc.                             | FIRST INDUSTRIAL REALTY TRUST REIT USD.01                 | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67754 | NS      | $3269808.04   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                                    | FIRST QUANTUM MINERALS LTD COMMON STOCK                   | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    333945 | NS      | $6977329.43   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc.                                               | FIRST SOLAR INC COMMON STOCK USD.001                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     13281 | NS      | $1989360.99   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                              | FIRSTENERGY CORP COMMON STOCK USD.1                       | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     75645 | NS      | $3172551.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                                 | CONSTELLIUM SE COMMON STOCK EUR.02                        | CUSIP: F21107101<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    138500 | NS      | $1638455.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Partners L.P.                             | BROOKFIELD RENEWABLE PARTNERS LTD PART                    | CUSIP: G16258108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     71937 | NS      | $1822883.58   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                                 | TECHNIPFMC PLC COMMON STOCK USD1.0                        | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     78651 | NS      | $958755.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                                 | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04          | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |     10967 | NS      | $910590.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer