# EDGAR Filing Document

**Accession Number:** 0000022370
**File Stem:** 0001145549-25-042759
**Filing Date:** 2025-6
**Character Count:** 102901
**Document Hash:** a309ff7258ae287a15ac4b3fdd04d64e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-042759.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001145549-25-042759

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00560
- **FILM NUMBER:** 251079113

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**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:** $1446742563.71

**Total Liabilities:** $73942860.27

**Net Assets:** $1372799703.44

**Amount of Assets Invested in Other Investment Companies:** $137277347.63

**Cash Not Reported:** $444275895.71

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213576 | 0.86%                | -1.39%               | -8.25%               |
| Class ID C000213577 | 0.86%                | -1.39%               | -8.15%               |
| Class ID C000213578 | 0.87%                | -1.40%               | -8.28%               |
| Class ID C000213579 | 0.77%                | -1.41%               | -8.37%               |
| Class ID C000213580 | 0.86%                | -1.39%               | -8.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-32735.30               | $-146386.61                                |
| Month 2  | $5297648.75              | $84729.31                                  |
| Month 3  | $-4909970.83             | $-1670352.40                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                             | Title                                     | Identifiers                  | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $233145.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $223658.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-77597.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-953855.78   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $155290.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-35585.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $10833.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD             | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-93035.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-42576.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-11067.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD             | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-37269.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-14971.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $2397.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-50724.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-605831.58   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-58500.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-33273.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-151650.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2086036.80  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-251814.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $80361.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-155463.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-187211.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2664794.18  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $85675.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1595243.56  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-93800.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-31147.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-431098.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD             | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-81397.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $132306.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $103903.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-113465.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $9504.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $49136.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-108693.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD             | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2517.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD             | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-167384.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $19204.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $28219.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $21634.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD             | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-353.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $468430.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $157387.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $224658.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $114392.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $401816.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4331596.44   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $686029.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-279054.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $482317.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $189478.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $2428.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $31656.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $35600.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-3519.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $30920.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-55196.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $6461.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2818.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $26822.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-265254.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 05/25 0.00000 | CUSIP: 912797LB1<br>LEI: N/A | Long             | DBT              | UST               | US        | 150500000 | PA      | $150253304.92 | 10.95%            | 2025-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 06/25 0.00000 | CUSIP: 912797LN5<br>LEI: N/A | Long             | DBT              | UST               | US        |  77750000 | PA      | $77366131.15  | 5.64%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 05/25 0.00000 | CUSIP: 912797ND5<br>LEI: N/A | Long             | DBT              | UST               | US        | 161500000 | PA      | $161500000.00 | 11.76%            | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 05/25 0.00000 | CUSIP: 912797NE3<br>LEI: N/A | Long             | DBT              | UST               | US        | 150000000 | PA      | $149877354.00 | 10.92%            | 2025-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 05/25 0.00000 | CUSIP: 912797NM5<br>LEI: N/A | Long             | DBT              | UST               | US        | 150000000 | PA      | $149628754.50 | 10.90%            | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 05/25 0.00000 | CUSIP: 912797NN3<br>LEI: N/A | Long             | DBT              | UST               | US        | 121000000 | PA      | $120602869.53 | 8.79%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $3855.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $18132.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-319138.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-14265.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-13026.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $9536.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $348.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-7953.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-368220.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-14159.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-64560.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-225.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $33361.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-3057.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-16359.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-23846.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-430.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $521.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $8679.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-34000.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $195.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $978.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-13865.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2449.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $661.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $350.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-10616.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-12334.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WTI CRUDE FUTURE 0525            | WTI CRUDE FUTURE 0525                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |        27 | NC      | $76554.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD 100 OZ FUTR 0625            | GOLD 100 OZ FUTR 0625                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |         9 | NC      | $-63836.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SILVER FUTURE 0725               | SILVER FUTURE 0725                        | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |        55 | NC      | $-185613.45   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN OIL FUTR 0725            | SOYBEAN OIL FUTR 0725                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       246 | NC      | $-115465.14   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KC HRW WHEAT FUT 0725            | KC HRW WHEAT FUT 0725                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       420 | NC      | $1790350.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-24654.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD             | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-12417045.20 | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-9299590.18  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $98636.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $33010.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD             | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-179413.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-63742.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-255064.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $164109.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $45175.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-475380.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-4365.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $50196.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $100769.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-628.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $29264.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-9294.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $5002.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-81287.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD             | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-8570.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD             | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-27894.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1526891.38  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD             | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-118508.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $58455.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-3825.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $60757.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-26219.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-536483.74   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $2490.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2770699.47   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $59738.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-5038.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD             | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-16535.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $37086.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $27634.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $109962.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD             | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-23447.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $51499.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $49442.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD             | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-2097.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1683523.04  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $14655.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $5668.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $277008.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $408544.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $251122.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $122074.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $258090.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $186099.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $295030.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $158175.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $346108.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $55774.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-463171.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $12780.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $94210.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-15426.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $26434.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $36775.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $10845.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-17345.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-1786.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-240048.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3954.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-6279.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2944.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $96.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-19162.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $250.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-8334.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-2399.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-14999.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $3599.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2401.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRENT CRUDE FUTR 0525            | BRENT CRUDE FUTR 0525                     | CUSIP: ADI2NZ3H6<br>LEI: N/A | N/A              | DCO              | CORP              | GB        |        55 | NC      | $171122.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAC40 10 EURO FUT 0525           | CAC40 10 EURO FUT 0525                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | FR        |       119 | NC      | $493113.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LME PRIMARY ALUMINUM FUTURE 0625 | LME PRIMARY ALUMINUM FUTURE 0625          | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       237 | NC      | $-1302084.44  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| LME COPPER FUTURE 0625           | LME COPPER FUTURE 0625                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       201 | NC      | $-1700813.17  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1414689.03  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $256563.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $102662.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1042.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $109011.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2119.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $87103.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1496794.88  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $280131.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-16376.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $12811.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $112734.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-31852.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-11212.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-562810.99   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-206942.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-73533.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-5585.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-112144.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $9940.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-86752.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD             | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-503940.63   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD             | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-78202.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD             | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-102242.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-833658.92   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $109.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $5668.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-16719.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2855414.90  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-176322.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-54122.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $72418.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $35226.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $7832.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-86996.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $347377.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $29343.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $58777.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $79195.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4042088.43   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $18379.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $150588.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $752246.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-189809.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $35161.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-42831.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $48650.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $73560.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $21600.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-394817.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-539.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD             | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $15021.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5885.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-8356.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $2977.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $3842.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $11918.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-9008.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN             | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $1488.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $10642.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $5282.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-165328.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-318.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $16104.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-58.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-9074.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY             | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-8738.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $1191.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $15460.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $2002.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-24900.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-16147.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-27991.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $47041.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD             | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-26443.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5705.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-2262.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD             | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $577.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-25094.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOYBEAN FUTURE 0725              | SOYBEAN FUTURE 0725                       | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       703 | NC      | $186251.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NY HARB ULSD FUT 0525            | NY HARB ULSD FUT 0525                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       292 | NC      | $-655277.20   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GASOLINE RBOB FUT 0525           | GASOLINE RBOB FUT 0525                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       237 | NC      | $-77764.53    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CORN FUTURE 0725                 | CORN FUTURE 0725                          | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |      1096 | NC      | $-858817.72   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| WHEAT FUTURECBT 0725             | WHEAT FUTURECBT 0725                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       603 | NC      | $879727.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LOW SU GASOIL G 0625             | LOW SU GASOIL G 0625                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       137 | NC      | $413906.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold NZD /Bought USD             | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-3197628.91  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD             | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $6183.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-242812.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD             | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-219593.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-30453.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $770251.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $12828.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $4236.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills     | UNITED STATES TREASURY BILL 06/25 0.00000 | CUSIP: 912797NP8<br>LEI: N/A | Long             | DBT              | UST               | US        | 154000000 | PA      | $153366675.00 | 11.17%            | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $57322.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD             | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-33483.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUGAR #11 WORLD 0625             | SUGAR #11 WORLD 0625                      | CUSIP: ADI2JFT04<br>LEI: N/A | N/A              | DCO              | CORP              | US        |       749 | NC      | $-664471.71   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 0625          | SandP500 EMINI FUT 0625                   | CUSIP: ADI2P6BG1<br>LEI: N/A | N/A              | DE               | CORP              | US        |        18 | NC      | $-17360.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKKEI 225  OSE 0625             | NIKKEI 225  OSE 0625                      | CUSIP: ADI2PZ3S0<br>LEI: N/A | N/A              | DE               | CORP              | JP        |         9 | NC      | $7604.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPIX INDX FUTR 0625             | TOPIX INDX FUTR 0625                      | CUSIP: ADI2Q6PY6<br>LEI: N/A | N/A              | DE               | CORP              | JP        |       100 | NC      | $-698532.66   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| E-MINI RUSS 2000 0625            | E-MINI RUSS 2000 0625                     | CUSIP: ADI2QMY05<br>LEI: N/A | N/A              | DE               | CORP              | US        |       110 | NC      | $664862.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 IDX FUT 0625            | FTSE 100 IDX FUT 0625                     | CUSIP: ADI2QMYL9<br>LEI: N/A | N/A              | DE               | CORP              | GB        |        46 | NC      | $-25742.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 0625               | EURO STOXX 50 0625                        | CUSIP: ADI2QN018<br>LEI: N/A | N/A              | DE               | CORP              | DE        |       420 | NC      | $517393.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0625            | US 10YR NOTE CBT 0625                     | CUSIP: ADI2RGJN4<br>LEI: N/A | N/A              | DIR              | CORP              | US        |       913 | NC      | $1459869.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0625             | US LONG BONDCBT 0625                      | CUSIP: ADI2RGKZ5<br>LEI: N/A | N/A              | DIR              | CORP              | US        |       566 | NC      | $984522.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0625            | EURO-BUND FUTURE 0625                     | CUSIP: ADI2RGMT7<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |      1826 | NC      | $1397952.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BOBL FUTURE 0625            | EURO-BOBL FUTURE 0625                     | CUSIP: ADI2RGN09<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |      1616 | NC      | $1382444.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $39765.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5545496.18  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO-SCHATZ FUT 0625             | EURO-SCHATZ FUT 0625                      | CUSIP: ADI2RGP80<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |      3186 | NC      | $1648141.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 0625            | LONG GILT FUTURE 0625                     | CUSIP: ADI2RGR88<br>LEI: N/A | N/A              | DIR              | CORP              | GB        |       548 | NC      | $1160824.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $83620.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $53210.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US 5YR NOTE CBT 0625             | US 5YR NOTE CBT 0625                      | CUSIP: ADI2RHWY3<br>LEI: N/A | N/A              | DIR              | CORP              | US        |       940 | NC      | $-913633.11   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| JPN 10Y BONDOSE 0625             | JPN 10Y BONDOSE 0625                      | CUSIP: ADI2SQY79<br>LEI: N/A | N/A              | DIR              | CORP              | JP        |        68 | NC      | $1532356.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold EUR /Bought USD             | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1890963.62  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2649423.41   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD             | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $327706.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP             | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1925.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR             | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-146674.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF             | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $49174.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT 0625           | AUST 10Y BOND FUT 0625                    | CUSIP: ADI2SRFQ6<br>LEI: N/A | N/A              | DIR              | CORP              | AU        |      1497 | NC      | $2926159.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 0625           | CAN 10YR BOND FUT 0625                    | CUSIP: ADI2ST229<br>LEI: N/A | N/A              | DIR              | CORP              | CA        |      1269 | NC      | $493054.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GAS FUTR 0525            | NATURAL GAS FUTR 0525                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       210 | NC      | $3783.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3 MONTH SOFR FUT  JUN26          | 3 MONTH SOFR FUT  JUN26                   | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | US        |      1296 | NC      | $-1908506.04  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN MEAL FUTR 0725           | SOYBEAN MEAL FUTR 0725                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       356 | NC      | $185482.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTTON NO.2 FUTR 0725            | COTTON NO.2 FUTR 0725                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       155 | NC      | $43846.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COFFEE 'C' FUTURE 0725           | COFFEE 'C' FUTURE 0725                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |        18 | NC      | $387201.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ 100 E-MINI 0625           | NASDAQ 100 E-MINI 0625                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | US        |        55 | NC      | $470720.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DJIA MINI E-CBOT 0625            | DJIA MINI E-CBOT 0625                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | US        |        91 | NC      | $718526.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR INDEX 0625                | DOLLAR INDEX 0625                         | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | US        |        91 | NC      | $-311790.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HANG SENG IDX FUT 0525           | HANG SENG IDX FUT 0525                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | HK        |       411 | NC      | $74118.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAX INDEX FUTURE 0625            | DAX INDEX FUTURE 0625                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | DE        |       100 | NC      | $1783300.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COCOA FUTURE - ICE 0725          | COCOA FUTURE - ICE 0725                   | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |        37 | NC      | $284736.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE 0625             | LME ZINC FUTURE 0625                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       146 | NC      | $-993066.16   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| 3MO EURO EURIBOR 0626            | 3MO EURO EURIBOR 0626                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | GB        |      2940 | NC      | $2446157.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE 3MTH SONIA FU 0926           | ICE 3MTH SONIA FU 0926                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | GB        |        82 | NC      | $14769.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 10YR MINI JGB FUT 0625           | 10YR MINI JGB FUT 0625                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | SG        |        14 | NC      | $24780.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0625             | US 2YR NOTE CBT 0625                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | US        |      1780 | NC      | $-1500687.37  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold MXN /Bought USD             | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $1293.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer