# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001193125-25-219331
**Filing Date:** 2025-9
**Character Count:** 692454
**Document Hash:** d387811b95f29e259c517eab1fd573ca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-219331.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001193125-25-219331

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001478482

**ORGANIZATION NAME:**
- **EIN:** 001017025
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22733
- **FILM NUMBER:** 251346128

**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

## Series and Classes Contracts Data

### John Hancock Multifactor Large Cap ETF (Series ID: S000050077)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000158043 | John Hancock Multifactor Large Cap ETF | JHML            |

## Nport-Ex

![](imgc0d768611.gif)

#### Quarterly portfolio holdings

## John Hancock

## Multifactor ETFs
July 31, 2025

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

------

Funds' investments

#### MULTIFACTOR DEVELOPED INTERNATIONAL ETF

------

#### As of 7-31-25 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS - 99.1%** | **COMMON STOCKS - 99.1%** | **$702816420** |
| (Cost $585,450,567) |  |  |
| **Australia - 6.7%** | **Australia - 6.7%** | &nbsp;&nbsp;&nbsp;&nbsp;47789337 |
| ANZ Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;80129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584877 |
| APA Group | 100854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544803 |
| Aristocrat Leisure, Ltd. | &nbsp;&nbsp;&nbsp;19352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872683 |
| ASX, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306782 |
| BHP Group, Ltd. | 119183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3011887 |
| BlueScope Steel, Ltd. | &nbsp;&nbsp;&nbsp;51897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794248 |
| Brambles, Ltd. | 110353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698824 |
| carsales.com, Ltd. | &nbsp;&nbsp;&nbsp;17691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434884 |
| Cochlear, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135318 |
| Coles Group, Ltd. | &nbsp;&nbsp;&nbsp;99387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327159 |
| Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;22059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526800 |
| Computershare, Ltd. | &nbsp;&nbsp;&nbsp;44436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205916 |
| CSL, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425177 |
| Fortescue, Ltd. | 106531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218844 |
| Goodman Group | &nbsp;&nbsp;&nbsp;28877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654083 |
| Insurance Australia Group, Ltd. | 350268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977811 |
| Macquarie Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233188 |
| Medibank Private, Ltd. | 253261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831617 |
| Mirvac Group | 119972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173799 |
| National Australia Bank, Ltd. | &nbsp;&nbsp;&nbsp;75071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880694 |
| Northern Star Resources, Ltd. | 141511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418611 |
| Origin Energy, Ltd. | 152313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144439 |
| Pro Medicus, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734075 |
| Qantas Airways, Ltd. | &nbsp;&nbsp;&nbsp;45600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319138 |
| QBE Insurance Group, Ltd. | 130941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955907 |
| REA Group, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258575 |
| Reece, Ltd. (A) | &nbsp;&nbsp;&nbsp;23360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204549 |
| Rio Tinto, Ltd. (A) | &nbsp;&nbsp;&nbsp;20956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507114 |
| Santos, Ltd. | 492404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495060 |
| Scentre Group | 160476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387459 |
| SEEK, Ltd. | &nbsp;&nbsp;&nbsp;11518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179761 |
| SGH, Ltd. | &nbsp;&nbsp;&nbsp;14511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478917 |
| Sigma Healthcare, Ltd. (A) | &nbsp;&nbsp;&nbsp;41669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77535 |
| Sonic Healthcare, Ltd. | &nbsp;&nbsp;&nbsp;48847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868338 |
| South32, Ltd. | 215522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407966 |
| Stockland | &nbsp;&nbsp;&nbsp;87462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312534 |
| Suncorp Group, Ltd. | &nbsp;&nbsp;&nbsp;90046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215179 |
| Telstra Group, Ltd. | 159935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511781 |
| The GPT Group | &nbsp;&nbsp;&nbsp;58925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193488 |
| The Lottery Corp., Ltd. | 171514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598527 |
| TPG Telecom, Ltd. | &nbsp;&nbsp;&nbsp;32213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114901 |
| Transurban Group | &nbsp;&nbsp;&nbsp;40739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362496 |
| Treasury Wine Estates, Ltd. | &nbsp;&nbsp;&nbsp;66006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321710 |
| Vicinity, Ltd. | 122796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195284 |
| Wesfarmers, Ltd. | &nbsp;&nbsp;&nbsp;27312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507899 |
| Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;99053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2156879 |
| WiseTech Global, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660251 |
| Woodside Energy Group, Ltd. (A) | &nbsp;&nbsp;&nbsp;91072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559150 |

---

#### MULTIFACTOR DEVELOPED INTERNATIONAL ETF (continued)<br>

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Australia (continued)** | **Australia (continued)** |  |
| Woolworths Group, Ltd. | &nbsp;&nbsp;&nbsp;39552 | &nbsp;&nbsp;&nbsp;&nbsp;$802420 |
| **Austria - 0.3%** | **Austria - 0.3%** | &nbsp;&nbsp;&nbsp;1894453 |
| ANDRITZ AG | &nbsp;&nbsp;&nbsp;&nbsp;2176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152546 |
| BAWAG Group AG (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340628 |
| Erste Group Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;8396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774056 |
| OMV AG | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326264 |
| Raiffeisen Bank International AG | &nbsp;&nbsp;&nbsp;&nbsp;6739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196222 |
| Telekom Austria AG | &nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27622 |
| Verbund AG | &nbsp;&nbsp;&nbsp;&nbsp;1031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77115 |
| **Belgium - 1.2%** | **Belgium - 1.2%** | &nbsp;&nbsp;&nbsp;8384187 |
| Ackermans & van Haaren NV | &nbsp;&nbsp;&nbsp;&nbsp;2526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622750 |
| Ageas SA/NV | &nbsp;&nbsp;&nbsp;19696 | &nbsp;&nbsp;&nbsp;&nbsp;1346947 |
| Anheuser-Busch InBev SA/NV | &nbsp;&nbsp;&nbsp;42457 | &nbsp;&nbsp;&nbsp;&nbsp;2497739 |
| D'ieteren Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132085 |
| KBC Group NV | &nbsp;&nbsp;&nbsp;23571 | &nbsp;&nbsp;&nbsp;&nbsp;2475518 |
| Lotus Bakeries NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212886 |
| Syensqo SA | &nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692229 |
| UCB SA | &nbsp;&nbsp;&nbsp;&nbsp;1387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302338 |
| Warehouses De Pauw CVA | &nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101695 |
| **Chile - 0.1%** | **Chile - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463923 |
| Antofagasta PLC | &nbsp;&nbsp;&nbsp;18677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463923 |
| **Denmark - 1.9%** | **Denmark - 1.9%** | 13593067 |
| AP Moller - Maersk A/S, Series A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312130 |
| AP Moller - Maersk A/S, Series B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520211 |
| Carlsberg A/S, Class B | &nbsp;&nbsp;&nbsp;&nbsp;3387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425151 |
| Coloplast A/S, B Shares | &nbsp;&nbsp;&nbsp;14931 | &nbsp;&nbsp;&nbsp;&nbsp;1381836 |
| Danske Bank A/S | &nbsp;&nbsp;&nbsp;55297 | &nbsp;&nbsp;&nbsp;&nbsp;2209386 |
| DSV A/S | &nbsp;&nbsp;&nbsp;&nbsp;6171 | &nbsp;&nbsp;&nbsp;&nbsp;1386141 |
| Genmab A/S (C) | &nbsp;&nbsp;&nbsp;&nbsp;2226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490790 |
| Novo Nordisk A/S, B Shares | &nbsp;&nbsp;&nbsp;93801 | &nbsp;&nbsp;&nbsp;&nbsp;4524708 |
| Novonesis A/S, B Shares | &nbsp;&nbsp;&nbsp;28112 | &nbsp;&nbsp;&nbsp;&nbsp;1835946 |
| Orsted A/S (B)(C) | &nbsp;&nbsp;&nbsp;10717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506768 |
| **Finland - 1.2%** | **Finland - 1.2%** | &nbsp;&nbsp;&nbsp;8616712 |
| Elisa OYJ | &nbsp;&nbsp;&nbsp;11245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581230 |
| Fortum OYJ | &nbsp;&nbsp;&nbsp;&nbsp;5932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109243 |
| Kesko OYJ, A Shares | &nbsp;&nbsp;&nbsp;&nbsp;9505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207570 |
| Kesko OYJ, B Shares | &nbsp;&nbsp;&nbsp;20967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457878 |
| Kone OYJ, Class B | &nbsp;&nbsp;&nbsp;11685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721397 |
| Metso Corp. | &nbsp;&nbsp;&nbsp;58542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741402 |
| Neste OYJ | &nbsp;&nbsp;&nbsp;13556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214657 |
| Nokia OYJ | 161445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662997 |
| Nordea Bank ABP | 149892 | &nbsp;&nbsp;&nbsp;&nbsp;2195953 |
| Sampo OYJ, A Shares | &nbsp;&nbsp;&nbsp;50127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540223 |
| Stora Enso OYJ, R Shares | &nbsp;&nbsp;&nbsp;69804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721764 |
| UPM-Kymmene OYJ | &nbsp;&nbsp;&nbsp;15038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391567 |
| Wartsila OYJ ABP | &nbsp;&nbsp;&nbsp;38597 | &nbsp;&nbsp;&nbsp;&nbsp;1070831 |
| **France - 12.1%** | **France - 12.1%** | 85742395 |
| Air Liquide SA | &nbsp;&nbsp;&nbsp;&nbsp;7861 | &nbsp;&nbsp;&nbsp;&nbsp;1554734 |

---

2 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **France (continued)** | **France (continued)** |  |
| Airbus SE | &nbsp;&nbsp;&nbsp;16167 | &nbsp;&nbsp;&nbsp;$3257433 |
| AXA SA | &nbsp;&nbsp;&nbsp;60597 | &nbsp;&nbsp;&nbsp;&nbsp;2960126 |
| BNP Paribas SA | &nbsp;&nbsp;&nbsp;76037 | &nbsp;&nbsp;&nbsp;&nbsp;6967472 |
| Capgemini SE | &nbsp;&nbsp;&nbsp;15836 | &nbsp;&nbsp;&nbsp;&nbsp;2372574 |
| Cie de Saint-Gobain SA | &nbsp;&nbsp;&nbsp;38745 | &nbsp;&nbsp;&nbsp;&nbsp;4447862 |
| Credit Agricole SA | 122940 | &nbsp;&nbsp;&nbsp;&nbsp;2272482 |
| Danone SA | &nbsp;&nbsp;&nbsp;66049 | &nbsp;&nbsp;&nbsp;&nbsp;5433867 |
| Dassault Systemes SE | &nbsp;&nbsp;&nbsp;24363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805588 |
| Engie SA | 133678 | &nbsp;&nbsp;&nbsp;&nbsp;3001882 |
| EssilorLuxottica SA | &nbsp;&nbsp;&nbsp;&nbsp;7136 | &nbsp;&nbsp;&nbsp;&nbsp;2128452 |
| Hermes International SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;1996622 |
| Kering SA | &nbsp;&nbsp;&nbsp;&nbsp;4626 | &nbsp;&nbsp;&nbsp;&nbsp;1146300 |
| Legrand SA | &nbsp;&nbsp;&nbsp;18203 | &nbsp;&nbsp;&nbsp;&nbsp;2707409 |
| L'Oreal SA | &nbsp;&nbsp;&nbsp;&nbsp;5379 | &nbsp;&nbsp;&nbsp;&nbsp;2397046 |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;6785 | &nbsp;&nbsp;&nbsp;&nbsp;3668162 |
| Orange SA | 352846 | &nbsp;&nbsp;&nbsp;&nbsp;5389376 |
| Pernod Ricard SA | &nbsp;&nbsp;&nbsp;14439 | &nbsp;&nbsp;&nbsp;&nbsp;1493303 |
| Safran SA | &nbsp;&nbsp;&nbsp;10825 | &nbsp;&nbsp;&nbsp;&nbsp;3586833 |
| Sanofi | &nbsp;&nbsp;&nbsp;25550 | &nbsp;&nbsp;&nbsp;&nbsp;2305538 |
| Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;8076 | &nbsp;&nbsp;&nbsp;&nbsp;2109802 |
| Societe Generale SA | &nbsp;&nbsp;&nbsp;26721 | &nbsp;&nbsp;&nbsp;&nbsp;1711453 |
| Thales SA | &nbsp;&nbsp;&nbsp;&nbsp;9148 | &nbsp;&nbsp;&nbsp;&nbsp;2468906 |
| TotalEnergies SE | 134268 | &nbsp;&nbsp;&nbsp;&nbsp;7994247 |
| Vinci SA | &nbsp;&nbsp;&nbsp;83095 | &nbsp;&nbsp;&nbsp;11564926 |
| **Germany - 10.1%** | **Germany - 10.1%** | 71760334 |
| adidas AG | &nbsp;&nbsp;&nbsp;&nbsp;9342 | &nbsp;&nbsp;&nbsp;&nbsp;1796855 |
| Allianz SE | &nbsp;&nbsp;&nbsp;10231 | &nbsp;&nbsp;&nbsp;&nbsp;4065673 |
| BASF SE | &nbsp;&nbsp;&nbsp;96197 | &nbsp;&nbsp;&nbsp;&nbsp;4752013 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;17019 | &nbsp;&nbsp;&nbsp;&nbsp;1633906 |
| Beiersdorf AG | &nbsp;&nbsp;&nbsp;&nbsp;4847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604692 |
| Commerzbank AG | &nbsp;&nbsp;&nbsp;37253 | &nbsp;&nbsp;&nbsp;&nbsp;1366119 |
| Daimler Truck Holding AG | &nbsp;&nbsp;&nbsp;74517 | &nbsp;&nbsp;&nbsp;&nbsp;3652903 |
| Deutsche Bank AG | 180032 | &nbsp;&nbsp;&nbsp;&nbsp;5972521 |
| Deutsche Boerse AG | &nbsp;&nbsp;&nbsp;&nbsp;6313 | &nbsp;&nbsp;&nbsp;&nbsp;1836010 |
| Deutsche Telekom AG | 158668 | &nbsp;&nbsp;&nbsp;&nbsp;5716876 |
| DHL Group | &nbsp;&nbsp;&nbsp;98609 | &nbsp;&nbsp;&nbsp;&nbsp;4452442 |
| E.ON SE | 220215 | &nbsp;&nbsp;&nbsp;&nbsp;4021410 |
| Hannover Rueck SE | &nbsp;&nbsp;&nbsp;&nbsp;6412 | &nbsp;&nbsp;&nbsp;&nbsp;1955070 |
| Hapag-Lloyd AG (B) | &nbsp;&nbsp;&nbsp;&nbsp;2891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419899 |
| Heidelberg Materials AG | &nbsp;&nbsp;&nbsp;10283 | &nbsp;&nbsp;&nbsp;&nbsp;2383305 |
| Henkel AG & Company KGaA | &nbsp;&nbsp;&nbsp;&nbsp;7593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541422 |
| Infineon Technologies AG | &nbsp;&nbsp;&nbsp;50166 | &nbsp;&nbsp;&nbsp;&nbsp;1988655 |
| Mercedes-Benz Group AG | &nbsp;&nbsp;&nbsp;53001 | &nbsp;&nbsp;&nbsp;&nbsp;3039180 |
| Merck KGaA | &nbsp;&nbsp;&nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217266 |
| Muenchener Rueckversicherungs-Gesellschaft AG | &nbsp;&nbsp;&nbsp;&nbsp;6940 | &nbsp;&nbsp;&nbsp;&nbsp;4572092 |
| Rheinmetall AG | &nbsp;&nbsp;&nbsp;&nbsp;1332 | &nbsp;&nbsp;&nbsp;&nbsp;2645840 |
| RWE AG | &nbsp;&nbsp;&nbsp;29018 | &nbsp;&nbsp;&nbsp;&nbsp;1192663 |
| SAP SE | &nbsp;&nbsp;&nbsp;13638 | &nbsp;&nbsp;&nbsp;&nbsp;3914830 |
| Siemens AG | &nbsp;&nbsp;&nbsp;10345 | &nbsp;&nbsp;&nbsp;&nbsp;2662899 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Germany (continued)** | **Germany (continued)** |  |
| Siemens Energy AG (C) | &nbsp;&nbsp;&nbsp;25096 | &nbsp;&nbsp;&nbsp;$2929809 |
| Siemens Healthineers AG (B) | &nbsp;&nbsp;&nbsp;&nbsp;6063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328234 |
| Talanx AG | &nbsp;&nbsp;&nbsp;&nbsp;7062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942456 |
| Volkswagen AG | &nbsp;&nbsp;&nbsp;&nbsp;2217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238776 |
| Vonovia SE | &nbsp;&nbsp;&nbsp;61381 | &nbsp;&nbsp;&nbsp;&nbsp;1916518 |
| **Hong Kong - 1.9%** | **Hong Kong - 1.9%** | 13198311 |
| AIA Group, Ltd. | 356324 | &nbsp;&nbsp;&nbsp;&nbsp;3331743 |
| BOC Hong Kong Holdings, Ltd. | 107795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484734 |
| Budweiser Brewing Company APAC, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11154 |
| CK Asset Holdings, Ltd. | 141469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649676 |
| CK Hutchison Holdings, Ltd. | 149773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980679 |
| CK Infrastructure Holdings, Ltd. | &nbsp;&nbsp;&nbsp;33929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239232 |
| CLP Holdings, Ltd. | &nbsp;&nbsp;&nbsp;91571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794976 |
| Galaxy Entertainment Group, Ltd. | &nbsp;&nbsp;&nbsp;25641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125429 |
| Hang Seng Bank, Ltd. | &nbsp;&nbsp;&nbsp;24189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353129 |
| Henderson Land Development Company, Ltd. (A) | 110398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386745 |
| Hong Kong & China Gas Company, Ltd. | 679065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606401 |
| Hong Kong Exchanges & Clearing, Ltd. | &nbsp;&nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;1185809 |
| Link REIT | &nbsp;&nbsp;&nbsp;79036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441998 |
| MTR Corp., Ltd. | &nbsp;&nbsp;&nbsp;82413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296582 |
| Power Assets Holdings, Ltd. | 116073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764455 |
| Prudential PLC | 117311 | &nbsp;&nbsp;&nbsp;&nbsp;1496237 |
| Sun Hung Kai Properties, Ltd. | &nbsp;&nbsp;&nbsp;45662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543872 |
| Techtronic Industries Company, Ltd. | &nbsp;&nbsp;&nbsp;42077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505460 |
| **Ireland - 0.8%** | **Ireland - 0.8%** | &nbsp;&nbsp;&nbsp;5735540 |
| AIB Group PLC | &nbsp;&nbsp;&nbsp;99207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789154 |
| Bank of Ireland Group PLC | &nbsp;&nbsp;&nbsp;67974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918425 |
| Experian PLC | &nbsp;&nbsp;&nbsp;51219 | &nbsp;&nbsp;&nbsp;&nbsp;2713938 |
| James Hardie Industries PLC, CHESS Depositary Interest (C) | &nbsp;&nbsp;&nbsp;25093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667410 |
| Kerry Group PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190776 |
| Kingspan Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;5482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455837 |
| **Israel - 0.7%** | **Israel - 0.7%** | &nbsp;&nbsp;&nbsp;4823687 |
| Azrieli Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74762 |
| Bank Hapoalim BM | &nbsp;&nbsp;&nbsp;57726 | &nbsp;&nbsp;&nbsp;&nbsp;1088977 |
| Bank Leumi Le-Israel BM | &nbsp;&nbsp;&nbsp;79947 | &nbsp;&nbsp;&nbsp;&nbsp;1486252 |
| CyberArk Software, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169526 |
| Elbit Systems, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142814 |
| ICL Group, Ltd. | &nbsp;&nbsp;&nbsp;24883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155858 |
| Israel Discount Bank, Ltd., Class A | &nbsp;&nbsp;&nbsp;39402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378736 |
| Mizrahi Tefahot Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542103 |
| Nice, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113002 |
| Teva Pharmaceutical Industries, Ltd. (C) | &nbsp;&nbsp;&nbsp;34722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572627 |
| Wix.com, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99030 |
| **Italy - 3.2%** | **Italy - 3.2%** | 22638688 |
| Banco BPM SpA | 103749 | &nbsp;&nbsp;&nbsp;&nbsp;1329954 |
| BPER Banca SpA | &nbsp;&nbsp;&nbsp;49136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485677 |
| Enel SpA | 205153 | &nbsp;&nbsp;&nbsp;&nbsp;1815769 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 3

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Italy (continued)** | **Italy (continued)** |  |
| Eni SpA | 144130 | &nbsp;&nbsp;&nbsp;&nbsp;$2459613 |
| Ferrari NV | &nbsp;&nbsp;&nbsp;&nbsp;3803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677104 |
| FinecoBank SpA | &nbsp;&nbsp;&nbsp;48475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038624 |
| Generali | &nbsp;&nbsp;&nbsp;14577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545904 |
| Intesa Sanpaolo SpA | 441466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675457 |
| Leonardo SpA | &nbsp;&nbsp;&nbsp;&nbsp;4765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257800 |
| Mediobanca Banca di Credito Finanziario SpA | &nbsp;&nbsp;&nbsp;70012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549757 |
| Moncler SpA | &nbsp;&nbsp;&nbsp;16559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889635 |
| Poste Italiane SpA (B) | &nbsp;&nbsp;&nbsp;24137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523927 |
| PRADA SpA | &nbsp;&nbsp;&nbsp;39100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213680 |
| Prysmian SpA | &nbsp;&nbsp;&nbsp;12826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033178 |
| Recordati Industria Chimica e Farmaceutica SpA | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405239 |
| Snam SpA | &nbsp;&nbsp;&nbsp;83609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485555 |
| Terna - Rete Elettrica Nazionale | &nbsp;&nbsp;&nbsp;74625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721902 |
| UniCredit SpA | &nbsp;&nbsp;&nbsp;61238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4529913 |
| **Japan - 22.0%** | **Japan - 22.0%** | 156401596 |
| Advantest Corp. | &nbsp;&nbsp;&nbsp;25800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1774345 |
| Aeon Company, Ltd. | &nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642280 |
| AGC, Inc. | &nbsp;&nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682678 |
| Aisin Corp. | &nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739207 |
| Ajinomoto Company, Inc. | &nbsp;&nbsp;&nbsp;27400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729174 |
| ANA Holdings, Inc. | &nbsp;&nbsp;&nbsp;23600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440339 |
| Asahi Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;33100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422067 |
| Asahi Kasei Corp. | 155200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088499 |
| Asics Corp. | &nbsp;&nbsp;&nbsp;50100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187792 |
| Astellas Pharma, Inc. | &nbsp;&nbsp;&nbsp;31100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326199 |
| Bandai Namco Holdings, Inc. | &nbsp;&nbsp;&nbsp;18703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609949 |
| Bridgestone Corp. | &nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324014 |
| Canon, Inc. | &nbsp;&nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351440 |
| Capcom Company, Ltd. | &nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641300 |
| Central Japan Railway Company | &nbsp;&nbsp;&nbsp;24120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562712 |
| Chubu Electric Power Company, Inc. | &nbsp;&nbsp;&nbsp;54200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664647 |
| Chugai Pharmaceutical Company, Ltd. | &nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718908 |
| Concordia Financial Group, Ltd. | &nbsp;&nbsp;&nbsp;84700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569000 |
| Dai Nippon Printing Company, Ltd. | &nbsp;&nbsp;&nbsp;42548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658880 |
| Daifuku Company, Ltd. | &nbsp;&nbsp;&nbsp;22800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587214 |
| Dai-ichi Life Holdings, Inc. (A) | 151700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213136 |
| Daiichi Sankyo Company, Ltd. | &nbsp;&nbsp;&nbsp;21200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524031 |
| Daikin Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735990 |
| Daito Trust Construction Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462625 |
| Daiwa House Industry Company, Ltd. | &nbsp;&nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083959 |
| Daiwa Securities Group, Inc. | 109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765560 |
| Denso Corp. | &nbsp;&nbsp;&nbsp;46100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629799 |
| Dentsu Group, Inc. | &nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405099 |
| Disco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906188 |
| East Japan Railway Company | &nbsp;&nbsp;&nbsp;52400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120457 |
| Ebara Corp. | &nbsp;&nbsp;&nbsp;18100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336755 |
| Eisai Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84384 |
| ENEOS Holdings, Inc. | 314800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660024 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Japan (continued)** | **Japan (continued)** |  |
| FANUC Corp. | &nbsp;&nbsp;&nbsp;11250 | &nbsp;&nbsp;$319271 |
| Fast Retailing Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4457 | 1373572 |
| Fuji Electric Company, Ltd. | &nbsp;&nbsp;&nbsp;14193 | &nbsp;&nbsp;&nbsp;&nbsp;714578 |
| FUJIFILM Holdings Corp. | &nbsp;&nbsp;&nbsp;32900 | &nbsp;&nbsp;&nbsp;&nbsp;689939 |
| Fujikura, Ltd. | &nbsp;&nbsp;&nbsp;16600 | 1144390 |
| Fujitsu, Ltd. | &nbsp;&nbsp;&nbsp;37500 | &nbsp;&nbsp;&nbsp;&nbsp;823532 |
| Hankyu Hanshin Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;22900 | &nbsp;&nbsp;&nbsp;&nbsp;598920 |
| Hikari Tsushin, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp;281667 |
| Hitachi Construction Machinery Company, Ltd. | &nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;437556 |
| Hitachi, Ltd. | 128700 | 4016771 |
| Honda Motor Company, Ltd. | 150462 | 1568656 |
| Hoya Corp. | &nbsp;&nbsp;&nbsp;11300 | 1440141 |
| Hulic Company, Ltd. | &nbsp;&nbsp;&nbsp;55900 | &nbsp;&nbsp;&nbsp;&nbsp;536918 |
| Idemitsu Kosan Company, Ltd. | 101995 | &nbsp;&nbsp;&nbsp;&nbsp;656585 |
| IHI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;496588 |
| Inpex Corp. | &nbsp;&nbsp;&nbsp;74600 | 1064510 |
| Isuzu Motors, Ltd. | &nbsp;&nbsp;&nbsp;96100 | 1243594 |
| ITOCHU Corp. | &nbsp;&nbsp;&nbsp;18300 | &nbsp;&nbsp;&nbsp;&nbsp;964643 |
| Japan Airlines Company, Ltd. | &nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;407878 |
| Japan Exchange Group, Inc. | &nbsp;&nbsp;&nbsp;72900 | &nbsp;&nbsp;&nbsp;&nbsp;716914 |
| Japan Post Bank Company, Ltd. | &nbsp;&nbsp;&nbsp;29400 | &nbsp;&nbsp;&nbsp;&nbsp;331127 |
| Japan Post Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;45400 | &nbsp;&nbsp;&nbsp;&nbsp;423094 |
| Japan Post Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;350268 |
| Japan Real Estate Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;164961 |
| Japan Tobacco, Inc. | &nbsp;&nbsp;&nbsp;36500 | 1047257 |
| JFE Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;65800 | &nbsp;&nbsp;&nbsp;&nbsp;764923 |
| Kajima Corp. | &nbsp;&nbsp;&nbsp;40800 | 1028303 |
| Kao Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;411781 |
| Kawasaki Heavy Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;376836 |
| Kawasaki Kisen Kaisha, Ltd. (A) | &nbsp;&nbsp;&nbsp;28700 | &nbsp;&nbsp;&nbsp;&nbsp;408583 |
| KDDI Corp. | &nbsp;&nbsp;&nbsp;89900 | 1484743 |
| Keisei Electric Railway Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;165270 |
| Keyence Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;905970 |
| Kikkoman Corp. | &nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;141642 |
| Kirin Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;55100 | &nbsp;&nbsp;&nbsp;&nbsp;731884 |
| Kobe Bussan Company, Ltd. | &nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;272810 |
| Komatsu, Ltd. | &nbsp;&nbsp;&nbsp;52400 | 1693917 |
| Konami Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;995355 |
| Kubota Corp. | &nbsp;&nbsp;&nbsp;25700 | &nbsp;&nbsp;&nbsp;&nbsp;288516 |
| Kyocera Corp. | &nbsp;&nbsp;&nbsp;37200 | &nbsp;&nbsp;&nbsp;&nbsp;445426 |
| Kyowa Kirin Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;127697 |
| Lasertec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;257816 |
| LY Corp. | &nbsp;&nbsp;&nbsp;58100 | &nbsp;&nbsp;&nbsp;&nbsp;214263 |
| M3, Inc. | &nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;143697 |
| Makita Corp. | &nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;568633 |
| Marubeni Corp. | &nbsp;&nbsp;&nbsp;50600 | 1046665 |
| MatsukiyoCocokara & Company | &nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;235052 |
| MEIJI Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;506620 |
| MINEBEA MITSUMI, Inc. | &nbsp;&nbsp;&nbsp;57100 | &nbsp;&nbsp;&nbsp;&nbsp;909457 |
| Mitsubishi Chemical Group Corp. | 208100 | 1143828 |
| Mitsubishi Corp. | 105700 | 2098619 |

---

4 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Japan (continued)** | **Japan (continued)** |  |
| Mitsubishi Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;42800 | &nbsp;&nbsp;$950448 |
| Mitsubishi Estate Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;469228 |
| Mitsubishi HC Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;139700 | 1036878 |
| Mitsubishi Heavy Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;50100 | 1208432 |
| Mitsubishi UFJ Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;271770 | 3811227 |
| Mitsui & Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;81700 | 1682913 |
| Mitsui Fudosan Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;59000 | &nbsp;&nbsp;&nbsp;&nbsp;532586 |
| Mitsui O.S.K. Lines, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27700 | &nbsp;&nbsp;&nbsp;&nbsp;935941 |
| Mizuho Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55200 | 1643951 |
| MonotaRO Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;323413 |
| MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54300 | 1170465 |
| Murata Manufacturing Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;360100 |
| NEC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16215 | &nbsp;&nbsp;&nbsp;&nbsp;473968 |
| Nexon Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;175109 |
| Nidec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;230338 |
| Nintendo Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15570 | 1312889 |
| Nippon Building Fund, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp;201836 |
| Nippon Paint Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;86306 |
| Nippon Sanso Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;621334 |
| Nippon Steel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29800 | &nbsp;&nbsp;&nbsp;&nbsp;578100 |
| Nippon Yusen KK | &nbsp;&nbsp;&nbsp;&nbsp;33700 | 1187041 |
| Nissan Motor Company, Ltd. (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;133900 | &nbsp;&nbsp;&nbsp;&nbsp;286137 |
| Nissin Foods Holdings Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7748 | &nbsp;&nbsp;&nbsp;&nbsp;147809 |
| Nitori Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3901 | &nbsp;&nbsp;&nbsp;&nbsp;335549 |
| Nitto Denko Corp. | &nbsp;&nbsp;&nbsp;&nbsp;83370 | 1740026 |
| Nomura Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;88100 | &nbsp;&nbsp;&nbsp;&nbsp;588329 |
| Nomura Research Institute, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;543928 |
| NTT Data Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;487285 |
| NTT, Inc. | 1347150 | 1366888 |
| Obayashi Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58400 | &nbsp;&nbsp;&nbsp;&nbsp;864776 |
| Obic Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15700 | &nbsp;&nbsp;&nbsp;&nbsp;565427 |
| Olympus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47500 | &nbsp;&nbsp;&nbsp;&nbsp;571755 |
| Omron Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;122391 |
| Ono Pharmaceutical Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;95087 |
| Oracle Corp. Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;283418 |
| Oriental Land Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;455364 |
| ORIX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35300 | &nbsp;&nbsp;&nbsp;&nbsp;797502 |
| Osaka Gas Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;47100 | 1192405 |
| Otsuka Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;337252 |
| Otsuka Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;810393 |
| Pan Pacific International Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28600 | &nbsp;&nbsp;&nbsp;&nbsp;963310 |
| Panasonic Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70104 | &nbsp;&nbsp;&nbsp;&nbsp;671018 |
| Rakuten Group, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp;379601 |
| Recruit Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;29200 | 1756327 |
| Renesas Electronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;440167 |
| Resona Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76100 | &nbsp;&nbsp;&nbsp;&nbsp;702368 |
| Ricoh Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;42300 | &nbsp;&nbsp;&nbsp;&nbsp;373967 |
| Sanrio Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;305992 |
| SBI Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;955612 |
| SCREEN Holdings Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;262693 |
| SCSK Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;281910 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Japan (continued)** | **Japan (continued)** |  |
| Secom Company, Ltd. | &nbsp;&nbsp;&nbsp;13022 | &nbsp;&nbsp;$468635 |
| Seiko Epson Corp. | &nbsp;&nbsp;&nbsp;32400 | &nbsp;&nbsp;&nbsp;&nbsp;414540 |
| Sekisui Chemical Company, Ltd. | &nbsp;&nbsp;&nbsp;43600 | &nbsp;&nbsp;&nbsp;&nbsp;762663 |
| Sekisui House, Ltd. (A) | &nbsp;&nbsp;&nbsp;44300 | &nbsp;&nbsp;&nbsp;&nbsp;938132 |
| Seven & i Holdings Company, Ltd. | 123500 | 1638789 |
| SG Holdings Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp;&nbsp;239105 |
| Shimadzu Corp. | &nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;285777 |
| Shimano, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2186 | &nbsp;&nbsp;&nbsp;&nbsp;240759 |
| Shin-Etsu Chemical Company, Ltd. | &nbsp;&nbsp;&nbsp;43290 | 1264225 |
| Shionogi & Company, Ltd. | &nbsp;&nbsp;&nbsp;40613 | &nbsp;&nbsp;&nbsp;&nbsp;687071 |
| Shiseido Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5577 | &nbsp;&nbsp;&nbsp;&nbsp;90995 |
| SMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;260882 |
| SoftBank Corp. | 639700 | &nbsp;&nbsp;&nbsp;&nbsp;929190 |
| SoftBank Group Corp. | &nbsp;&nbsp;&nbsp;45436 | 3565561 |
| Sompo Holdings, Inc. | &nbsp;&nbsp;&nbsp;46000 | 1366903 |
| Sony Group Corp. | 141700 | 3466822 |
| Subaru Corp. | &nbsp;&nbsp;&nbsp;79200 | 1462749 |
| Sumitomo Corp. | &nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;833583 |
| Sumitomo Electric Industries, Ltd. | &nbsp;&nbsp;&nbsp;59300 | 1480776 |
| Sumitomo Forestry Company, Ltd. | &nbsp;&nbsp;&nbsp;44400 | &nbsp;&nbsp;&nbsp;&nbsp;455078 |
| Sumitomo Metal Mining Company, Ltd. | &nbsp;&nbsp;&nbsp;30100 | &nbsp;&nbsp;&nbsp;&nbsp;671022 |
| Sumitomo Mitsui Financial Group, Inc. | 103600 | 2653763 |
| Sumitomo Mitsui Trust Group, Inc. | &nbsp;&nbsp;&nbsp;21250 | &nbsp;&nbsp;&nbsp;&nbsp;561555 |
| Sumitomo Realty & Development Company, Ltd. | &nbsp;&nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;802788 |
| Suntory Beverage & Food, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;291390 |
| Suzuki Motor Corp. | &nbsp;&nbsp;&nbsp;96200 | 1065267 |
| Sysmex Corp. | &nbsp;&nbsp;&nbsp;32644 | &nbsp;&nbsp;&nbsp;&nbsp;537288 |
| T&D Holdings, Inc. | &nbsp;&nbsp;&nbsp;43400 | 1071915 |
| Taisei Corp. | &nbsp;&nbsp;&nbsp;18261 | 1100065 |
| Takeda Pharmaceutical Company, Ltd. | &nbsp;&nbsp;&nbsp;47647 | 1329728 |
| TDK Corp. | &nbsp;&nbsp;&nbsp;83400 | 1029096 |
| Terumo Corp. | &nbsp;&nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;299502 |
| The Chiba Bank, Ltd. | &nbsp;&nbsp;&nbsp;59400 | &nbsp;&nbsp;&nbsp;&nbsp;560865 |
| The Kansai Electric Power Company, Inc. | 114600 | 1387049 |
| TIS, Inc. | &nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;465942 |
| Toho Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;272495 |
| Tokio Marine Holdings, Inc. | &nbsp;&nbsp;&nbsp;54000 | 2197389 |
| Tokyo Century Corp. | &nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp;270003 |
| Tokyo Electron, Ltd. | &nbsp;&nbsp;&nbsp;10571 | 1919701 |
| Tokyo Gas Company, Ltd. | &nbsp;&nbsp;&nbsp;66200 | 2220963 |
| Tokyu Corp. | &nbsp;&nbsp;&nbsp;38100 | &nbsp;&nbsp;&nbsp;&nbsp;431899 |
| TOPPAN Holdings, Inc. | &nbsp;&nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;650006 |
| Toray Industries, Inc. | 150900 | 1040793 |
| Toyo Suisan Kaisha, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;96332 |
| Toyota Industries Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;508273 |
| Toyota Motor Corp. | 296140 | 5306100 |
| Toyota Tsusho Corp. | &nbsp;&nbsp;&nbsp;36700 | &nbsp;&nbsp;&nbsp;&nbsp;846445 |
| Trend Micro, Inc. | &nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;619308 |
| Unicharm Corp. | &nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;243264 |
| West Japan Railway Company | &nbsp;&nbsp;&nbsp;64762 | 1429115 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 5

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Japan (continued)** | **Japan (continued)** |  |
| Yakult Honsha Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;$145440 |
| Yamaha Motor Company, Ltd. | 153400 | &nbsp;&nbsp;&nbsp;&nbsp;1114608 |
| Yaskawa Electric Corp. (A) | &nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268523 |
| Zensho Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308162 |
| ZOZO, Inc. | &nbsp;&nbsp;&nbsp;32800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325831 |
| **Luxembourg - 0.3%** | **Luxembourg - 0.3%** | &nbsp;&nbsp;&nbsp;2252589 |
| ArcelorMittal SA | &nbsp;&nbsp;&nbsp;53220 | &nbsp;&nbsp;&nbsp;&nbsp;1676324 |
| CVC Capital Partners PLC (B) | &nbsp;&nbsp;&nbsp;12869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249071 |
| Tenaris SA | &nbsp;&nbsp;&nbsp;18515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327194 |
| **Macau - 0.0%** | **Macau - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85377 |
| Sands China, Ltd. (C) | &nbsp;&nbsp;&nbsp;35200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85377 |
| **Netherlands - 3.9%** | **Netherlands - 3.9%** | 27514038 |
| Adyen NV (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;1044290 |
| Argenx SE (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374857 |
| ASM International NV | &nbsp;&nbsp;&nbsp;&nbsp;4006 | &nbsp;&nbsp;&nbsp;&nbsp;1960116 |
| ASML Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;9845 | &nbsp;&nbsp;&nbsp;&nbsp;6908467 |
| Ferrovial SE | &nbsp;&nbsp;&nbsp;26608 | &nbsp;&nbsp;&nbsp;&nbsp;1367393 |
| Heineken Holding NV | &nbsp;&nbsp;&nbsp;10757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731328 |
| Heineken NV | &nbsp;&nbsp;&nbsp;&nbsp;6337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500893 |
| ING Groep NV | 104663 | &nbsp;&nbsp;&nbsp;&nbsp;2454538 |
| Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;&nbsp;66860 | &nbsp;&nbsp;&nbsp;&nbsp;2647751 |
| Koninklijke Philips NV | &nbsp;&nbsp;&nbsp;57326 | &nbsp;&nbsp;&nbsp;&nbsp;1515648 |
| Prosus NV (C) | &nbsp;&nbsp;&nbsp;35219 | &nbsp;&nbsp;&nbsp;&nbsp;2025169 |
| Stellantis NV | 158814 | &nbsp;&nbsp;&nbsp;&nbsp;1411085 |
| Universal Music Group NV | &nbsp;&nbsp;&nbsp;34276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995672 |
| Wolters Kluwer NV | &nbsp;&nbsp;&nbsp;22861 | &nbsp;&nbsp;&nbsp;&nbsp;3576831 |
| **New Zealand - 0.3%** | **New Zealand - 0.3%** | &nbsp;&nbsp;&nbsp;1879672 |
| Auckland International Airport, Ltd. | &nbsp;&nbsp;&nbsp;30302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134703 |
| Fisher & Paykel Healthcare Corp., Ltd. | &nbsp;&nbsp;&nbsp;12962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281598 |
| Fonterra Co-operative Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282 |
| Infratil, Ltd. | &nbsp;&nbsp;&nbsp;23381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160529 |
| Mercury NZ, Ltd. | &nbsp;&nbsp;&nbsp;14168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51815 |
| Meridian Energy, Ltd. | &nbsp;&nbsp;&nbsp;26182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88102 |
| Xero, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;9960 | &nbsp;&nbsp;&nbsp;&nbsp;1160643 |
| **Norway - 0.5%** | **Norway - 0.5%** | &nbsp;&nbsp;&nbsp;3336351 |
| Aker BP ASA | &nbsp;&nbsp;&nbsp;23392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568810 |
| DNB Bank ASA | &nbsp;&nbsp;&nbsp;20537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523328 |
| Equinor ASA | &nbsp;&nbsp;&nbsp;33002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858277 |
| Gjensidige Forsikring ASA | &nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57865 |
| Kongsberg Gruppen ASA | &nbsp;&nbsp;&nbsp;&nbsp;6895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207484 |
| Mowi ASA | &nbsp;&nbsp;&nbsp;&nbsp;5762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108316 |
| Norsk Hydro ASA | &nbsp;&nbsp;&nbsp;38080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227738 |
| Orkla ASA | &nbsp;&nbsp;&nbsp;&nbsp;8661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91714 |
| Salmar ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32928 |
| Telenor ASA | &nbsp;&nbsp;&nbsp;19099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294460 |
| Var Energi ASA | &nbsp;&nbsp;&nbsp;16077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55696 |
| Vend Marketplaces ASA, Class A | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49886 |
| Vend Marketplaces ASA, Class B | &nbsp;&nbsp;&nbsp;&nbsp;1444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54654 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Norway (continued)** | **Norway (continued)** |  |
| Yara International ASA | &nbsp;&nbsp;&nbsp;&nbsp;5499 | &nbsp;&nbsp;&nbsp;&nbsp;$205195 |
| **Portugal - 0.1%** | **Portugal - 0.1%** | &nbsp;&nbsp;&nbsp;1061886 |
| Banco Comercial Portugues SA | 243212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200871 |
| EDP SA | &nbsp;&nbsp;&nbsp;82165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356043 |
| Galp Energia SGPS SA | &nbsp;&nbsp;&nbsp;14760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282376 |
| Jeronimo Martins SGPS SA | &nbsp;&nbsp;&nbsp;&nbsp;9088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222596 |
| **Singapore - 1.9%** | **Singapore - 1.9%** | 13401571 |
| CapitaLand Ascendas REIT | 106592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229230 |
| CapitaLand Integrated Commercial Trust | 189740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321754 |
| CapitaLand Investment, Ltd. (A) | 102800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220283 |
| DBS Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;71613 | &nbsp;&nbsp;&nbsp;&nbsp;2644605 |
| Grab Holdings, Ltd., Class A (C) | &nbsp;&nbsp;&nbsp;71064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347503 |
| Keppel, Ltd. | 135100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882026 |
| Oversea-Chinese Banking Corp., Ltd. | 133168 | &nbsp;&nbsp;&nbsp;&nbsp;1731641 |
| Sea, Ltd., ADR (C) | &nbsp;&nbsp;&nbsp;&nbsp;4384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686754 |
| Sembcorp Industries, Ltd. | &nbsp;&nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270360 |
| Singapore Airlines, Ltd. (A) | 289400 | &nbsp;&nbsp;&nbsp;&nbsp;1516877 |
| Singapore Exchange, Ltd. | &nbsp;&nbsp;&nbsp;87600 | &nbsp;&nbsp;&nbsp;&nbsp;1080356 |
| Singapore Technologies Engineering, Ltd. | 106800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721961 |
| Singapore Telecommunications, Ltd. | 111200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332567 |
| United Overseas Bank, Ltd. | &nbsp;&nbsp;&nbsp;77924 | &nbsp;&nbsp;&nbsp;&nbsp;2173715 |
| Wilmar International, Ltd. | 106400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241939 |
| **South Africa - 0.1%** | **South Africa - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360875 |
| Valterra Platinum, Ltd. (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;8068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360875 |
| **Spain - 3.4%** | **Spain - 3.4%** | 24055470 |
| Aena SME SA (B) | &nbsp;&nbsp;&nbsp;47042 | &nbsp;&nbsp;&nbsp;&nbsp;1270400 |
| Amadeus IT Group SA | &nbsp;&nbsp;&nbsp;31267 | &nbsp;&nbsp;&nbsp;&nbsp;2520095 |
| Banco Bilbao Vizcaya Argentaria SA | 355219 | &nbsp;&nbsp;&nbsp;&nbsp;5952124 |
| Banco Santander SA | 460823 | &nbsp;&nbsp;&nbsp;&nbsp;3974749 |
| CaixaBank SA | 115440 | &nbsp;&nbsp;&nbsp;&nbsp;1090046 |
| Cellnex Telecom SA (B)(C) | &nbsp;&nbsp;&nbsp;26952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956285 |
| EDP Renovaveis SA | &nbsp;&nbsp;&nbsp;&nbsp;1846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21762 |
| Endesa SA | &nbsp;&nbsp;&nbsp;12991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376925 |
| Iberdrola SA | &nbsp;&nbsp;&nbsp;88679 | &nbsp;&nbsp;&nbsp;&nbsp;1558495 |
| Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;38077 | &nbsp;&nbsp;&nbsp;&nbsp;1826481 |
| Naturgy Energy Group SA (A) | &nbsp;&nbsp;&nbsp;15198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478011 |
| Telefonica SA (A) | 778320 | &nbsp;&nbsp;&nbsp;&nbsp;4030097 |
| **Sweden - 2.8%** | **Sweden - 2.8%** | 20141026 |
| AAK AB | &nbsp;&nbsp;&nbsp;&nbsp;7324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189557 |
| AddTech AB, B Shares | &nbsp;&nbsp;&nbsp;15716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531392 |
| Alfa Laval AB | &nbsp;&nbsp;&nbsp;&nbsp;5814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254070 |
| Assa Abloy AB, B Shares | &nbsp;&nbsp;&nbsp;15148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502564 |
| Atlas Copco AB, A Shares | &nbsp;&nbsp;&nbsp;86729 | &nbsp;&nbsp;&nbsp;&nbsp;1327621 |
| Atlas Copco AB, B Shares | &nbsp;&nbsp;&nbsp;48928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665003 |
| Beijer Ref AB (A) | &nbsp;&nbsp;&nbsp;15620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263113 |
| Boliden AB (C) | &nbsp;&nbsp;&nbsp;24408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752512 |
| Castellum AB (A) | &nbsp;&nbsp;&nbsp;27549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315296 |
| Epiroc AB, A Shares | &nbsp;&nbsp;&nbsp;20785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424973 |

---

6 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Sweden (continued)** | **Sweden (continued)** |  |
| Epiroc AB, B Shares | &nbsp;&nbsp;&nbsp;12384 | &nbsp;&nbsp;&nbsp;&nbsp;$223069 |
| EQT AB (A) | &nbsp;&nbsp;&nbsp;&nbsp;5276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177690 |
| Essity AB, B Shares | &nbsp;&nbsp;&nbsp;14135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349762 |
| Evolution AB (B) | &nbsp;&nbsp;&nbsp;&nbsp;4146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370599 |
| Fastighets AB Balder, B Shares (C) | &nbsp;&nbsp;&nbsp;49224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334387 |
| Getinge AB, B Shares | &nbsp;&nbsp;&nbsp;10396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205687 |
| Hennes & Mauritz AB, B Shares (A) | &nbsp;&nbsp;&nbsp;21955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297726 |
| Hexagon AB, B Shares | &nbsp;&nbsp;&nbsp;42658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471826 |
| Holmen AB, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;7098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264726 |
| Indutrade AB | &nbsp;&nbsp;&nbsp;13759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336087 |
| Lifco AB, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229788 |
| Nibe Industrier AB, B Shares | &nbsp;&nbsp;&nbsp;17979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83118 |
| Saab AB, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;3937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215289 |
| Sagax AB, B Shares | &nbsp;&nbsp;&nbsp;14760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313959 |
| Sandvik AB | &nbsp;&nbsp;&nbsp;46946 | &nbsp;&nbsp;&nbsp;&nbsp;1150585 |
| Securitas AB, B Shares | &nbsp;&nbsp;&nbsp;16508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246103 |
| Skandinaviska Enskilda Banken AB, A Shares | &nbsp;&nbsp;&nbsp;42043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738352 |
| Skandinaviska Enskilda Banken AB, C Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7862 |
| Skanska AB, B Shares | &nbsp;&nbsp;&nbsp;39825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930765 |
| SKF AB, B Shares | &nbsp;&nbsp;&nbsp;41442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971104 |
| Svenska Cellulosa AB SCA, B Shares | &nbsp;&nbsp;&nbsp;38026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478647 |
| Svenska Handelsbanken AB, A Shares | &nbsp;&nbsp;&nbsp;48571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595704 |
| Svenska Handelsbanken AB, B Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29040 |
| Swedbank AB, A Shares | &nbsp;&nbsp;&nbsp;31386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839657 |
| Swedish Orphan Biovitrum AB (C) | &nbsp;&nbsp;&nbsp;&nbsp;6477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178918 |
| Tele2 AB, B Shares | &nbsp;&nbsp;&nbsp;58463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906315 |
| Telefonaktiebolaget LM Ericsson, B Shares | 146878 | &nbsp;&nbsp;&nbsp;&nbsp;1073616 |
| Telia Company AB (A) | 113954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404101 |
| Trelleborg AB, B Shares | &nbsp;&nbsp;&nbsp;19841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724130 |
| Volvo AB, A Shares | &nbsp;&nbsp;&nbsp;14133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406911 |
| Volvo AB, B Shares | &nbsp;&nbsp;&nbsp;45765 | &nbsp;&nbsp;&nbsp;&nbsp;1318584 |
| Volvo Car AB, B Shares (A)(C) | &nbsp;&nbsp;&nbsp;21224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40818 |
| **Switzerland - 8.7%** | **Switzerland - 8.7%** | 61839172 |
| ABB, Ltd. | &nbsp;&nbsp;&nbsp;22061 | &nbsp;&nbsp;&nbsp;&nbsp;1453980 |
| Alcon, Inc. | &nbsp;&nbsp;&nbsp;39355 | &nbsp;&nbsp;&nbsp;&nbsp;3480668 |
| Chocoladefabriken Lindt & Spruengli AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879256 |
| Cie Financiere Richemont SA, A Shares | &nbsp;&nbsp;&nbsp;11225 | &nbsp;&nbsp;&nbsp;&nbsp;1843994 |
| Coca-Cola HBC AG (C) | &nbsp;&nbsp;&nbsp;14186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740784 |
| DSM-Firmenich AG | &nbsp;&nbsp;&nbsp;13123 | &nbsp;&nbsp;&nbsp;&nbsp;1269484 |
| Galderma Group AG | &nbsp;&nbsp;&nbsp;&nbsp;2161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339299 |
| Givaudan SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;1612984 |
| Glencore PLC (C) | 381594 | &nbsp;&nbsp;&nbsp;&nbsp;1538934 |
| Holcim, Ltd. (C) | &nbsp;&nbsp;&nbsp;43641 | &nbsp;&nbsp;&nbsp;&nbsp;3492140 |
| Kuehne + Nagel International AG | &nbsp;&nbsp;&nbsp;&nbsp;4903 | &nbsp;&nbsp;&nbsp;&nbsp;1003785 |
| Lonza Group AG | &nbsp;&nbsp;&nbsp;&nbsp;4668 | &nbsp;&nbsp;&nbsp;&nbsp;3288093 |
| Nestle SA | &nbsp;&nbsp;&nbsp;58521 | &nbsp;&nbsp;&nbsp;&nbsp;5123876 |
| Novartis AG | &nbsp;&nbsp;&nbsp;91784 | &nbsp;&nbsp;&nbsp;10646062 |
| Partners Group Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;2043 | &nbsp;&nbsp;&nbsp;&nbsp;2771214 |
| Roche Holding AG | &nbsp;&nbsp;&nbsp;15892 | &nbsp;&nbsp;&nbsp;&nbsp;5031504 |
| Roche Holding AG, Bearer Shares | &nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359120 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Switzerland (continued)** | **Switzerland (continued)** |  |
| Schindler Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$419492 |
| Schindler Holding AG, Participation Certificates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701239 |
| Sika AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899080 |
| Straumann Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689664 |
| Swiss Re AG | &nbsp;&nbsp;&nbsp;&nbsp;26406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4755714 |
| Swisscom AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047374 |
| UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;93790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3515753 |
| Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935679 |
| **United Arab Emirates - 0.0%** | **United Arab Emirates - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| NMC Health PLC (C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **United Kingdom - 14.5%** | **United Kingdom - 14.5%** | 102690860 |
| 3i Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;54315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2983646 |
| Admiral Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;26449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196344 |
| Anglo American PLC | &nbsp;&nbsp;&nbsp;&nbsp;71781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040415 |
| Ashtead Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;36627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461324 |
| Associated British Foods PLC | &nbsp;&nbsp;&nbsp;&nbsp;27617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803302 |
| AstraZeneca PLC | &nbsp;&nbsp;&nbsp;&nbsp;32847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4922325 |
| Aviva PLC | &nbsp;&nbsp;&nbsp;&nbsp;223711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920167 |
| BAE Systems PLC | &nbsp;&nbsp;&nbsp;&nbsp;36852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879776 |
| Barclays PLC | &nbsp;&nbsp;&nbsp;&nbsp;526214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585604 |
| BP PLC | &nbsp;&nbsp;&nbsp;&nbsp;941912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045125 |
| British American Tobacco PLC | &nbsp;&nbsp;&nbsp;&nbsp;65236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3487734 |
| BT Group PLC (A) | 1267286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473197 |
| Bunzl PLC | &nbsp;&nbsp;&nbsp;&nbsp;19804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590720 |
| Centrica PLC | &nbsp;&nbsp;&nbsp;&nbsp;601036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309197 |
| Coca-Cola Europacific Partners PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699423 |
| Compass Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;37851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334902 |
| Diageo PLC | &nbsp;&nbsp;&nbsp;&nbsp;63947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568088 |
| GSK PLC | &nbsp;&nbsp;&nbsp;&nbsp;93121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747425 |
| Haleon PLC | &nbsp;&nbsp;&nbsp;&nbsp;300703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430577 |
| Halma PLC | &nbsp;&nbsp;&nbsp;&nbsp;20477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881235 |
| HSBC Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;470108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5740899 |
| Imperial Brands PLC | &nbsp;&nbsp;&nbsp;&nbsp;74296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2904361 |
| Informa PLC | &nbsp;&nbsp;&nbsp;&nbsp;119702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375295 |
| InterContinental Hotels Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759890 |
| Intertek Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;12669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828217 |
| Legal & General Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;477514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622766 |
| Lloyds Banking Group PLC | 2117803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2180419 |
| London Stock Exchange Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851913 |
| Melrose Industries PLC | &nbsp;&nbsp;&nbsp;&nbsp;67789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459487 |
| National Grid PLC | &nbsp;&nbsp;&nbsp;&nbsp;153819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157698 |
| NatWest Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;262084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827788 |
| Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;14119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300047 |
| Pearson PLC | &nbsp;&nbsp;&nbsp;&nbsp;35127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498555 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;30274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2272379 |
| RELX PLC | &nbsp;&nbsp;&nbsp;&nbsp;55532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2892498 |
| Rentokil Initial PLC | &nbsp;&nbsp;&nbsp;&nbsp;139323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699696 |
| Rio Tinto PLC | &nbsp;&nbsp;&nbsp;&nbsp;31988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906391 |
| Rolls-Royce Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;132087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1873827 |
| Segro PLC | &nbsp;&nbsp;&nbsp;&nbsp;39663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339808 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 7

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **United Kingdom (continued)** | **United Kingdom (continued)** |  |
| Severn Trent PLC | &nbsp;&nbsp;&nbsp;&nbsp;15688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$549951 |
| Shell PLC | &nbsp;&nbsp;&nbsp;&nbsp;276039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9903180 |
| Smith & Nephew PLC | &nbsp;&nbsp;&nbsp;&nbsp;30147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463780 |
| SSE PLC | &nbsp;&nbsp;&nbsp;&nbsp;83893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2052201 |
| Standard Chartered PLC | &nbsp;&nbsp;&nbsp;&nbsp;234900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4229181 |
| Tesco PLC | &nbsp;&nbsp;&nbsp;&nbsp;556340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3131933 |
| The Sage Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;72865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176396 |
| Unilever PLC | &nbsp;&nbsp;&nbsp;&nbsp;62761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3661054 |
| Vodafone Group PLC | 1572342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706638 |
| Wise PLC, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;18561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249311 |
| WPP PLC | &nbsp;&nbsp;&nbsp;&nbsp;131738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714775 |
| **United States - 0.4%** | **United States - 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3155303 |
| Amrize, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;43354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216256 |
| Carnival PLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151580 |
| Flutter Entertainment PLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787467 |
| **PREFERRED SECURITIES - 0.3%** | **PREFERRED SECURITIES - 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp;**$2529395** |
| (Cost $3,015,554) |  |  |
| **Germany - 0.3%** | **Germany - 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2529395 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321829 |
| Dr. Ing. h.c. F. Porsche AG (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83383 |
| Henkel AG & Company KGaA | &nbsp;&nbsp;&nbsp;&nbsp;13350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032605 |
| Volkswagen AG | &nbsp;&nbsp;&nbsp;&nbsp;10353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091578 |
| **SHORT-TERM INVESTMENTS - 0.7%** | **SHORT-TERM INVESTMENTS - 0.7%** | &nbsp;&nbsp;&nbsp;&nbsp;**$4522093** |
| (Cost $4,522,041) |  |  |
| **Short-term funds - 0.7%** | **Short-term funds - 0.7%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4522093 |
| John Hancock Collateral Trust, 4.2650% (E)(F) | &nbsp;&nbsp;&nbsp;&nbsp;347711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477775 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.2386% (E) | 1044318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044318 |
| **Total investments (Multifactor Developed International ETF) (Cost $592,988,162) - 100.1%** | **Total investments (Multifactor Developed International ETF) (Cost $592,988,162) - 100.1%** | **$709867908** |
| **Other assets and liabilities, net - (0.1%)** | **Other assets and liabilities, net - (0.1%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(407654)** |
| **Total net assets - 100.0%** | **Total net assets - 100.0%** | **$709460254** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| (A) | All or a portion of this security is on loan as of 7-31-25. The value of securities on loan amounted to $13,218,716. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $10,880,517 in the form of U.S. Treasuries was pledged to the fund. |
| (B) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (C) | Non-income producing security. |
| (D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (E) | The rate shown is the annualized seven-day yield as of 7-31-25. |
| (F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

---

The fund had the following sector composition as a percentage of net assets on 7-31-25:

---

| | |
|:---|:---|
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;24.5% |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;19.5% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;9.2% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;8.4% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;7.9% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;7.2% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;6.0% |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;5.6% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.0% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;4.3% |
| Real estate | &nbsp;&nbsp;&nbsp;&nbsp;1.8% |
| Short-term investments and other | &nbsp;&nbsp;&nbsp;&nbsp;0.6% |
| **TOTAL** | **100.0%** |

---

#### MULTIFACTOR EMERGING MARKETS ETF

------

#### As of 7-31-25 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS - 99.1%** | **COMMON STOCKS - 99.1%** | **$606528676** |
| (Cost $445,684,098) |  |  |
| **Brazil - 2.8%** | **Brazil - 2.8%** | &nbsp;&nbsp;&nbsp;&nbsp;17254020 |
| Ambev SA | 228200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507877 |
| B3 SA - Brasil Bolsa Balcao | 321700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722863 |
| Banco Bradesco SA | 139205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333184 |
| Banco BTG Pactual SA | &nbsp;&nbsp;&nbsp;51948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363081 |
| Banco do Brasil SA | 161400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567929 |
| BB Seguridade Participacoes SA | &nbsp;&nbsp;&nbsp;88100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530311 |
| BRF SA | &nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132508 |
| Caixa Seguridade Participacoes S/A | &nbsp;&nbsp;&nbsp;29700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73102 |
| Centrais Eletricas Brasileiras SA | &nbsp;&nbsp;&nbsp;54837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370344 |
| Cia de Saneamento Basico do Estado de Sao Paulo | &nbsp;&nbsp;&nbsp;34200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661636 |
| Cia Energetica de Minas Gerais | &nbsp;&nbsp;&nbsp;36478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95910 |
| Cia Paranaense de Energia | &nbsp;&nbsp;&nbsp;31600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62313 |
| CPFL Energia SA | &nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179442 |
| Embraer SA | &nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345775 |
| Energisa SA | &nbsp;&nbsp;&nbsp;18402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150081 |
| Engie Brasil Energia SA | &nbsp;&nbsp;&nbsp;35525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253372 |
| Equatorial Energia SA | &nbsp;&nbsp;&nbsp;70903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431481 |
| JBS NV (A) | &nbsp;&nbsp;&nbsp;48490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665957 |
| Klabin SA | &nbsp;&nbsp;&nbsp;85210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283092 |
| Localiza Rent a Car SA | &nbsp;&nbsp;&nbsp;67211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415736 |
| Motiva Infraestrutura de Mobilidade SA | &nbsp;&nbsp;&nbsp;81100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178321 |
| Neoenergia SA | &nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60853 |
| Petroleo Brasileiro SA | 450200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878006 |
| Porto Seguro SA | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29659 |
| PRIO SA (A) | &nbsp;&nbsp;&nbsp;63100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475514 |
| Raia Drogasil SA | 144372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347356 |
| Rede D'Or Sao Luiz SA (B) | &nbsp;&nbsp;&nbsp;49036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284658 |
| Rumo SA | &nbsp;&nbsp;&nbsp;87590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258770 |
| Suzano SA | &nbsp;&nbsp;&nbsp;72465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675005 |
| Telefonica Brasil SA | 100600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565662 |
| TIM SA | 112300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415417 |

---

8 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

#### MULTIFACTOR EMERGING MARKETS ETF (continued)<br>

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Brazil (continued)** | **Brazil (continued)** |  |
| Vale SA | &nbsp;&nbsp;&nbsp;&nbsp;323600 | &nbsp;&nbsp;&nbsp;&nbsp;$3090024 |
| Vibra Energia SA | &nbsp;&nbsp;&nbsp;&nbsp;64300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243599 |
| WEG SA | &nbsp;&nbsp;&nbsp;&nbsp;91300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605182 |
| **Chile - 0.4%** | **Chile - 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;2246874 |
| Banco de Chile | 2876808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393670 |
| Banco de Credito e Inversiones SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280783 |
| Banco Santander Chile | 3490727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200299 |
| Cencosud SA | &nbsp;&nbsp;&nbsp;&nbsp;49320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147595 |
| Cia Sud Americana de Vapores SA | 1227282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61610 |
| Empresas CMPC SA | &nbsp;&nbsp;&nbsp;&nbsp;134048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187583 |
| Empresas COPEC SA | &nbsp;&nbsp;&nbsp;&nbsp;30983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203762 |
| Enel Americas SA | 1810881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179409 |
| Enel Chile SA | 3413124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217181 |
| Falabella SA | &nbsp;&nbsp;&nbsp;&nbsp;53391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264479 |
| Latam Airlines Group SA | 5086561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110503 |
| **China - 23.7%** | **China - 23.7%** | 145227222 |
| 360 Security Technology, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;34400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54042 |
| Agricultural Bank of China, Ltd., H Shares | 2819000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849408 |
| Aier Eye Hospital Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;69143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123523 |
| Alibaba Group Holding, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;993200 | &nbsp;&nbsp;&nbsp;&nbsp;14638629 |
| Aluminum Corp. of China, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;618000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490464 |
| Anhui Conch Cement Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482917 |
| Anhui Gujing Distillery Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51167 |
| Anhui Jianghuai Automobile Group Corp., Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22710 |
| ANTA Sports Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;156200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790828 |
| Avary Holding Shenzhen Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47894 |
| Bank of Beijing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;118300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106082 |
| Bank of Chengdu Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49045 |
| Bank of China, Ltd., H Shares | 6221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597878 |
| Bank of Communications Company, Ltd., H Shares | 2086000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878729 |
| Bank of Hangzhou Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;36500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81445 |
| Bank of Jiangsu Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;97100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152543 |
| Bank of Nanjing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;63400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101188 |
| Bank of Ningbo Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;55515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215101 |
| Bank of Shanghai Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;99600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141655 |
| Baoshan Iron & Steel Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;170200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173681 |
| Beijing Kingsoft Office Software, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52955 |
| Beijing Wantai Biological Pharmacy Enterprise Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15952 |
| Beijing-Shanghai High Speed Railway Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;144200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108257 |
| BOE Technology Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;310200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174228 |
| BYD Company, Ltd., H Shares (C) | &nbsp;&nbsp;&nbsp;&nbsp;283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160280 |
| BYD Electronic International Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;82500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345764 |
| Cambricon Technologies Corp., Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100316 |
| Chaozhou Three-Circle Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20702 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| China CITIC Bank Corp., Ltd., H Shares | 1269000 | $1181706 |
| China Coal Energy Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;350713 |
| China Construction Bank Corp., H Shares | 6817000 | &nbsp;&nbsp;&nbsp;6990682 |
| China Eastern Airlines Corp., Ltd., H Shares (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77870 |
| China Energy Engineering Corp., Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;588000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97376 |
| China Everbright Bank Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;211529 |
| China Galaxy Securities Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;311500 | &nbsp;&nbsp;&nbsp;&nbsp;421418 |
| China Hongqiao Group, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;309500 | &nbsp;&nbsp;&nbsp;&nbsp;820076 |
| China Life Insurance Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;728000 | &nbsp;&nbsp;&nbsp;2109809 |
| China Longyuan Power Group Corp., Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;466000 | &nbsp;&nbsp;&nbsp;&nbsp;420884 |
| China Mengniu Dairy Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;584255 |
| China Merchants Bank Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;329500 | &nbsp;&nbsp;&nbsp;2140701 |
| China Merchants Expressway Network & Technology Holdings Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33975 |
| China Merchants Securities Company, Ltd., H Shares (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;76740 | &nbsp;&nbsp;&nbsp;&nbsp;158759 |
| China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45962 |
| China Minsheng Banking Corp., Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;862500 | &nbsp;&nbsp;&nbsp;&nbsp;519697 |
| China Northern Rare Earth Group High-Tech Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;17300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90193 |
| China Pacific Insurance Group Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;347200 | &nbsp;&nbsp;&nbsp;1399857 |
| China Petroleum & Chemical Corp., H Shares | 2396000 | &nbsp;&nbsp;&nbsp;1404025 |
| China Resources Microelectronics, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21847 |
| China Resources Mixc Lifestyle Services, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;141350 |
| China Shenhua Energy Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;380500 | &nbsp;&nbsp;&nbsp;1650449 |
| China Southern Airlines Company, Ltd., H Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;218000 | &nbsp;&nbsp;&nbsp;&nbsp;100530 |
| China Tourism Group Duty Free Corp., Ltd., H Shares (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59437 |
| China Tower Corp., Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;757300 | &nbsp;&nbsp;&nbsp;1061185 |
| China Vanke Company, Ltd., H Shares (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;274272 | &nbsp;&nbsp;&nbsp;&nbsp;174346 |
| China Zheshang Bank Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;136700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48063 |
| CITIC Securities Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;143250 | &nbsp;&nbsp;&nbsp;&nbsp;503656 |
| CITIC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;960408 |
| CMOC Group, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;489000 | &nbsp;&nbsp;&nbsp;&nbsp;556899 |
| CNPC Capital Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18300 |
| Contemporary Amperex Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;19860 | &nbsp;&nbsp;&nbsp;&nbsp;730631 |
| COSCO SHIPPING Holdings Company, Ltd., H Shares (C) | &nbsp;&nbsp;&nbsp;&nbsp;454199 | &nbsp;&nbsp;&nbsp;&nbsp;830866 |
| CSC Financial Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;116000 | &nbsp;&nbsp;&nbsp;&nbsp;185600 |
| Daqin Railway Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;80200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72920 |
| East Money Information Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;52506 | &nbsp;&nbsp;&nbsp;&nbsp;169572 |
| ENN Natural Gas Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;15100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38690 |
| Eoptolink Technology, Inc., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23675 |
| Eve Energy Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60329 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 9

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Everbright Securities Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;$26383 |
| Focus Media Information Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;47100 | &nbsp;&nbsp;&nbsp;&nbsp;49111 |
| Foshan Haitian Flavouring & Food Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;19264 | &nbsp;&nbsp;&nbsp;&nbsp;102709 |
| Founder Securities Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp;18401 |
| Foxconn Industrial Internet Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;55900 | &nbsp;&nbsp;&nbsp;&nbsp;268973 |
| Fuyao Glass Industry Group Company, Ltd. , H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;98000 | &nbsp;&nbsp;&nbsp;&nbsp;708471 |
| Ganfeng Lithium Group Company, Ltd., H Shares (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;77136 |
| GD Power Development Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;147300 | &nbsp;&nbsp;&nbsp;&nbsp;93792 |
| GF Securities Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;131600 | &nbsp;&nbsp;&nbsp;&nbsp;287341 |
| GigaDevice Semiconductor, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;33680 |
| GoerTek, Inc., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;97292 |
| Great Wall Motor Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;268500 | &nbsp;&nbsp;&nbsp;&nbsp;439177 |
| Gree Electric Appliances, Inc. of Zhuhai, A Shares | &nbsp;&nbsp;&nbsp;&nbsp;53400 | &nbsp;&nbsp;&nbsp;&nbsp;338682 |
| Guangdong Haid Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;83929 |
| Guangzhou Automobile Group Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;214000 | &nbsp;&nbsp;&nbsp;&nbsp;86690 |
| Guosen Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;32400 | &nbsp;&nbsp;&nbsp;&nbsp;59729 |
| Guotai Haitong Securities Company, Ltd., H Shares (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;74256 | &nbsp;&nbsp;&nbsp;&nbsp;160052 |
| H World Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;150700 | &nbsp;&nbsp;&nbsp;&nbsp;470338 |
| Haidilao International Holding, Ltd. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;101000 | &nbsp;&nbsp;&nbsp;&nbsp;179098 |
| Haier Smart Home Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;320800 | 1009396 |
| Hansoh Pharmaceutical Group Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;432306 |
| Henan Shuanghui Investment & Development Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;18300 | &nbsp;&nbsp;&nbsp;&nbsp;62790 |
| Hengli Petrochemical Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;55400 | &nbsp;&nbsp;&nbsp;&nbsp;118997 |
| Hithink RoyalFlush Information Network Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;70970 |
| Huaneng Power International, Inc., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;237643 |
| Huatai Securities Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;184800 | &nbsp;&nbsp;&nbsp;&nbsp;425158 |
| Huaxia Bank Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;88909 | &nbsp;&nbsp;&nbsp;&nbsp;98267 |
| Huizhou Desay SV Automotive Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;42371 |
| Iflytek Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;75277 |
| Industrial & Commercial Bank of China, Ltd., H Shares | 5432000 | 4165687 |
| Industrial Bank Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;119400 | &nbsp;&nbsp;&nbsp;&nbsp;375817 |
| Inner Mongolia BaoTou Steel Union Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;248000 | &nbsp;&nbsp;&nbsp;&nbsp;92747 |
| Inner Mongolia Yili Industrial Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;36900 | &nbsp;&nbsp;&nbsp;&nbsp;140615 |
| Innovent Biologics, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;343312 |
| JCET Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;28766 |
| JD Health International, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;70200 | &nbsp;&nbsp;&nbsp;&nbsp;449817 |
| JD Logistics, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;204800 | &nbsp;&nbsp;&nbsp;&nbsp;356378 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| JD.com, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;221600 | $3469381 |
| Jiangsu Expressway Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85873 |
| Jiangsu Hengli Hydraulic Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62417 |
| Jiangsu Hengrui Pharmaceuticals Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;21651 | &nbsp;&nbsp;&nbsp;&nbsp;189332 |
| Jiangsu King's Luck Brewery JSC, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45884 |
| Jiangsu Yanghe Distillery Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91817 |
| KE Holdings, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;61030 | &nbsp;&nbsp;&nbsp;1124173 |
| Kuaishou Technology (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;263400 | &nbsp;&nbsp;&nbsp;2583669 |
| Kuang-Chi Technologies Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19882 |
| Kweichow Moutai Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5292 | &nbsp;&nbsp;&nbsp;1045959 |
| Lenovo Group, Ltd. | 1250000 | &nbsp;&nbsp;&nbsp;1611465 |
| Lens Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71986 |
| Li Auto, Inc., Class A (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;105800 | &nbsp;&nbsp;&nbsp;1398986 |
| Longfor Group Holdings, Ltd. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;226500 | &nbsp;&nbsp;&nbsp;&nbsp;282476 |
| LONGi Green Energy Technology Company, Ltd., A Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40534 |
| Luxshare Precision Industry Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;46600 | &nbsp;&nbsp;&nbsp;&nbsp;237312 |
| Luzhou Laojiao Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;145233 |
| Meituan, Class B (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;309370 | &nbsp;&nbsp;&nbsp;4792279 |
| Midea Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;&nbsp;&nbsp;282013 |
| Montage Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42788 |
| Muyuan Foods Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;35960 | &nbsp;&nbsp;&nbsp;&nbsp;231771 |
| NARI Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;37652 | &nbsp;&nbsp;&nbsp;&nbsp;114533 |
| NAURA Technology Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295 | &nbsp;&nbsp;&nbsp;&nbsp;106950 |
| NetEase, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;137500 | &nbsp;&nbsp;&nbsp;3580255 |
| New China Life Insurance Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;129700 | &nbsp;&nbsp;&nbsp;&nbsp;831071 |
| Ningbo Tuopu Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41765 |
| Ningxia Baofeng Energy Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;55700 | &nbsp;&nbsp;&nbsp;&nbsp;120338 |
| NIO, Inc., Class A (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;119750 | &nbsp;&nbsp;&nbsp;&nbsp;530866 |
| Nongfu Spring Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;115200 | &nbsp;&nbsp;&nbsp;&nbsp;666986 |
| OmniVision Integrated Circuits Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96361 |
| Orient Securities Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;77600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74733 |
| PetroChina Company, Ltd., H Shares | 2430000 | &nbsp;&nbsp;&nbsp;2374280 |
| PICC Property & Casualty Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;952000 | &nbsp;&nbsp;&nbsp;1979190 |
| Ping An Bank Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;112900 | &nbsp;&nbsp;&nbsp;&nbsp;191962 |
| Ping An Insurance Group Company of China, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;563000 | &nbsp;&nbsp;&nbsp;3869280 |
| Poly Developments and Holdings Group Company, Ltd., A Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;94800 | &nbsp;&nbsp;&nbsp;&nbsp;105174 |
| Pop Mart International Group, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;1021605 |
| Postal Savings Bank of China Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;724000 | &nbsp;&nbsp;&nbsp;&nbsp;511873 |
| Qinghai Salt Lake Industry Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24816 |
| Range Intelligent Computing Technology Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25612 |

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10 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Rongsheng Petrochemical Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;75850 | &nbsp;&nbsp;&nbsp;&nbsp;$96382 |
| SAIC Motor Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;37700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90045 |
| Sany Heavy Industry Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;58700 | &nbsp;&nbsp;&nbsp;&nbsp;162727 |
| Satellite Chemical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;22900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62146 |
| SDIC Power Holdings Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;48400 | &nbsp;&nbsp;&nbsp;&nbsp;105980 |
| Seres Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97041 |
| SF Holding Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;37100 | &nbsp;&nbsp;&nbsp;&nbsp;237262 |
| Shaanxi Coal Industry Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;90100 | &nbsp;&nbsp;&nbsp;&nbsp;252404 |
| Shandong Gold Mining Company, Ltd., H Shares (B)(C) | &nbsp;&nbsp;&nbsp;52470 | &nbsp;&nbsp;&nbsp;&nbsp;162757 |
| Shanghai Baosight Software Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;11764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40462 |
| Shanghai Electric Group Company, Ltd., H Shares (A)(C) | 142000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57885 |
| Shanghai International Airport Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66660 |
| Shanghai Pharmaceuticals Holding Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55911 |
| Shanghai Pudong Development Bank Company, Ltd., Class A | 177400 | &nbsp;&nbsp;&nbsp;&nbsp;315936 |
| Shanghai Rural Commercial Bank Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46759 |
| Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;8045 | &nbsp;&nbsp;&nbsp;&nbsp;200205 |
| Shengyi Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20884 |
| Shenwan Hongyuan Group Company, Ltd., H Shares (B)(C) | 148800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62174 |
| Shenzhen Inovance Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp;102670 |
| Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;218571 |
| Shenzhen Transsion Holdings Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51411 |
| Shenzhou International Group Holdings, Ltd. | 110700 | &nbsp;&nbsp;&nbsp;&nbsp;801694 |
| Sichuan Chuantou Energy Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;24700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53535 |
| Sichuan Road and Bridge Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;41240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47645 |
| Silergy Corp. | &nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;304883 |
| Smoore International Holdings, Ltd. (B)(C) | &nbsp;&nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp;199847 |
| Sungrow Power Supply Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;15440 | &nbsp;&nbsp;&nbsp;&nbsp;154552 |
| Sunny Optical Technology Group Company, Ltd. | &nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;838662 |
| TCL Technology Group Corp., A Shares | 107320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65649 |
| Tencent Holdings, Ltd. | 346200 | 24256051 |
| Tencent Music Entertainment Group, ADR | &nbsp;&nbsp;&nbsp;57554 | &nbsp;&nbsp;&nbsp;1208058 |
| The People's Insurance Company Group of China, Ltd., H Shares | 792000 | &nbsp;&nbsp;&nbsp;&nbsp;609386 |
| Tongwei Company, Ltd., A Shares (A) | &nbsp;&nbsp;&nbsp;39300 | &nbsp;&nbsp;&nbsp;&nbsp;111624 |
| Tsingtao Brewery Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;292408 |
| Unisplendour Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30255 |
| Wanhua Chemical Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;238225 |
| Weichai Power Company, Ltd., H Shares | 263000 | &nbsp;&nbsp;&nbsp;&nbsp;557493 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Wens Foodstuffs Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;44500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$107091 |
| Wuliangye Yibin Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;28200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474973 |
| WUS Printed Circuit Kunshan Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17993 |
| WuXi AppTec Company, Ltd., H Shares (B)(C) | &nbsp;&nbsp;&nbsp;33580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452154 |
| WuXi Biologics Cayman, Inc. (A)(B) | 248500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019325 |
| XCMG Construction Machinery Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;68300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79572 |
| XPeng, Inc., Class A (A) | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957707 |
| Yankuang Energy Group Company, Ltd., H Shares | 476399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543762 |
| Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;46900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183090 |
| Yunnan Baiyao Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;10040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78278 |
| Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132791 |
| Zhejiang China Commodities City Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24282 |
| Zhejiang Juhua Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34240 |
| Zhejiang NHU Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;18900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58858 |
| Zhejiang Sanhua Intelligent Controls Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25741 |
| Zhongji Innolight Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137956 |
| Zijin Mining Group Company, Ltd., H Shares (C) | 878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2343197 |
| Zoomlion Heavy Industry Science and Technology Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;92800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72349 |
| ZTO Express Cayman, Inc. | &nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481823 |
| **Hong Kong - 0.8%** | **Hong Kong - 0.8%** | &nbsp;&nbsp;&nbsp;&nbsp;4972692 |
| China Resources Beer Holdings Company, Ltd. | 202500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674570 |
| China Resources Land, Ltd. | 378000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389210 |
| China Resources Power Holdings Company, Ltd. | 294000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728820 |
| Geely Automobile Holdings, Ltd. | 728000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639623 |
| Kunlun Energy Company, Ltd. | 224000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216010 |
| Orient Overseas International, Ltd. | &nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324459 |
| **India - 21.6%** | **India - 21.6%** | 132436533 |
| 360 ONE WAM, Ltd. | &nbsp;&nbsp;&nbsp;10622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127684 |
| ABB India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213639 |
| ACC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92352 |
| Adani Energy Solutions, Ltd. (A) | &nbsp;&nbsp;&nbsp;21369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197325 |
| Adani Enterprises, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218537 |
| Adani Green Energy, Ltd. (A) | &nbsp;&nbsp;&nbsp;10119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114002 |
| Adani Ports & Special Economic Zone, Ltd. | &nbsp;&nbsp;&nbsp;23144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363017 |
| Adani Power, Ltd. (A) | &nbsp;&nbsp;&nbsp;29745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199440 |
| Adani Total Gas, Ltd. | &nbsp;&nbsp;&nbsp;14962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103156 |
| Aditya Birla Capital, Ltd. (A) | &nbsp;&nbsp;&nbsp;53842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157656 |
| Alkem Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161846 |
| Ambuja Cements, Ltd. | &nbsp;&nbsp;&nbsp;48630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327536 |
| APL Apollo Tubes, Ltd. | &nbsp;&nbsp;&nbsp;14922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272552 |
| Apollo Hospitals Enterprise, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838979 |
| Ashok Leyland, Ltd. | 271406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375667 |
| Asian Paints, Ltd. | &nbsp;&nbsp;&nbsp;41596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135359 |
| Astral, Ltd. | &nbsp;&nbsp;&nbsp;11090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176987 |
| AU Small Finance Bank, Ltd. (B) | &nbsp;&nbsp;&nbsp;29976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253893 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 11

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **India (continued)** | **India (continued)** |  |
| Aurobindo Pharma, Ltd. (A) | &nbsp;&nbsp;&nbsp;23060 | &nbsp;&nbsp;$299521 |
| Avenue Supermarts, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7656 | &nbsp;&nbsp;&nbsp;&nbsp;371618 |
| Axis Bank, Ltd. | 189343 | 2309326 |
| Bajaj Auto, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5892 | &nbsp;&nbsp;&nbsp;&nbsp;538292 |
| Bajaj Finance, Ltd. | 168923 | 1696968 |
| Bajaj Finserv, Ltd. | &nbsp;&nbsp;&nbsp;23808 | &nbsp;&nbsp;&nbsp;&nbsp;530524 |
| Bajaj Holdings & Investment, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3902 | &nbsp;&nbsp;&nbsp;&nbsp;626200 |
| Balkrishna Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8067 | &nbsp;&nbsp;&nbsp;&nbsp;246535 |
| Bank of Baroda | &nbsp;&nbsp;&nbsp;98796 | &nbsp;&nbsp;&nbsp;&nbsp;268129 |
| Bank of India | &nbsp;&nbsp;&nbsp;63172 | &nbsp;&nbsp;&nbsp;&nbsp;80257 |
| Berger Paints India, Ltd. | &nbsp;&nbsp;&nbsp;34790 | &nbsp;&nbsp;&nbsp;&nbsp;223199 |
| Bharat Dynamics, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp;33044 |
| Bharat Electronics, Ltd. | 315213 | 1378177 |
| Bharat Forge, Ltd. | &nbsp;&nbsp;&nbsp;20594 | &nbsp;&nbsp;&nbsp;&nbsp;273157 |
| Bharat Heavy Electricals, Ltd. | &nbsp;&nbsp;&nbsp;85684 | &nbsp;&nbsp;&nbsp;&nbsp;233385 |
| Bharat Petroleum Corp., Ltd. | 290169 | 1083677 |
| Bharti Airtel, Ltd. | 203617 | 4444307 |
| Biocon, Ltd. | &nbsp;&nbsp;&nbsp;26036 | &nbsp;&nbsp;&nbsp;&nbsp;116153 |
| Blue Star, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5426 | &nbsp;&nbsp;&nbsp;&nbsp;107673 |
| Bosch, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 | &nbsp;&nbsp;&nbsp;&nbsp;306471 |
| Britannia Industries, Ltd. | &nbsp;&nbsp;&nbsp;12008 | &nbsp;&nbsp;&nbsp;&nbsp;790264 |
| Canara Bank | 163002 | &nbsp;&nbsp;&nbsp;&nbsp;199197 |
| CG Power & Industrial Solutions, Ltd. | &nbsp;&nbsp;&nbsp;51879 | &nbsp;&nbsp;&nbsp;&nbsp;392888 |
| Cholamandalam Investment and Finance Company, Ltd. | &nbsp;&nbsp;&nbsp;49573 | &nbsp;&nbsp;&nbsp;&nbsp;812420 |
| Cipla, Ltd. | &nbsp;&nbsp;&nbsp;84874 | 1503725 |
| Coal India, Ltd. | 330367 | 1417845 |
| Cochin Shipyard, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;28288 |
| Coforge, Ltd. | &nbsp;&nbsp;&nbsp;15361 | &nbsp;&nbsp;&nbsp;&nbsp;306435 |
| Colgate-Palmolive India, Ltd. | &nbsp;&nbsp;&nbsp;13565 | &nbsp;&nbsp;&nbsp;&nbsp;347074 |
| Container Corp. of India, Ltd. | &nbsp;&nbsp;&nbsp;31071 | &nbsp;&nbsp;&nbsp;&nbsp;204731 |
| Coromandel International, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8840 | &nbsp;&nbsp;&nbsp;&nbsp;269442 |
| Cummins India, Ltd. | &nbsp;&nbsp;&nbsp;10138 | &nbsp;&nbsp;&nbsp;&nbsp;412192 |
| Dabur India, Ltd. | &nbsp;&nbsp;&nbsp;47194 | &nbsp;&nbsp;&nbsp;&nbsp;285108 |
| Divi's Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9834 | &nbsp;&nbsp;&nbsp;&nbsp;740143 |
| Dixon Technologies India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2414 | &nbsp;&nbsp;&nbsp;&nbsp;463572 |
| DLF, Ltd. | &nbsp;&nbsp;&nbsp;34983 | &nbsp;&nbsp;&nbsp;&nbsp;313454 |
| Dr. Reddy's Laboratories, Ltd. | 102943 | 1489052 |
| Eicher Motors, Ltd. | &nbsp;&nbsp;&nbsp;12628 | &nbsp;&nbsp;&nbsp;&nbsp;787603 |
| Eternal, Ltd. (A) | 251130 | &nbsp;&nbsp;&nbsp;&nbsp;885418 |
| Federal Bank, Ltd. | 149357 | &nbsp;&nbsp;&nbsp;&nbsp;346868 |
| Fortis Healthcare, Ltd. | &nbsp;&nbsp;&nbsp;21727 | &nbsp;&nbsp;&nbsp;&nbsp;212821 |
| FSN E-Commerce Ventures, Ltd. (A) | &nbsp;&nbsp;&nbsp;66051 | &nbsp;&nbsp;&nbsp;&nbsp;157831 |
| GAIL India, Ltd. | 364970 | &nbsp;&nbsp;&nbsp;&nbsp;739783 |
| GE Vernova T&D India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2402 | &nbsp;&nbsp;&nbsp;&nbsp;74770 |
| GlaxoSmithKline Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2991 | &nbsp;&nbsp;&nbsp;&nbsp;107049 |
| Glenmark Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;10152 | &nbsp;&nbsp;&nbsp;&nbsp;245077 |
| GMR Airports, Ltd. (A) | 178093 | &nbsp;&nbsp;&nbsp;&nbsp;182975 |
| Godrej Consumer Products, Ltd. | &nbsp;&nbsp;&nbsp;30449 | &nbsp;&nbsp;&nbsp;&nbsp;437624 |
| Godrej Industries, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2478 | &nbsp;&nbsp;&nbsp;&nbsp;32053 |
| Godrej Properties, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;166059 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **India (continued)** | **India (continued)** |  |
| Grasim Industries, Ltd. | &nbsp;&nbsp;&nbsp;38254 | $1205280 |
| Gujarat Fluorochemicals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40240 |
| Havells India, Ltd. | &nbsp;&nbsp;&nbsp;30922 | &nbsp;&nbsp;&nbsp;&nbsp;529106 |
| HCL Technologies, Ltd. | &nbsp;&nbsp;&nbsp;97623 | &nbsp;&nbsp;&nbsp;1632868 |
| HDFC Asset Management Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;566101 |
| HDFC Bank, Ltd. | 358495 | &nbsp;&nbsp;&nbsp;8258599 |
| HDFC Life Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;52572 | &nbsp;&nbsp;&nbsp;&nbsp;454310 |
| Hero MotoCorp, Ltd. | &nbsp;&nbsp;&nbsp;19326 | &nbsp;&nbsp;&nbsp;&nbsp;938052 |
| Hindalco Industries, Ltd. | 198085 | &nbsp;&nbsp;&nbsp;1546035 |
| Hindustan Aeronautics, Ltd. | &nbsp;&nbsp;&nbsp;11008 | &nbsp;&nbsp;&nbsp;&nbsp;569597 |
| Hindustan Petroleum Corp., Ltd. | 109442 | &nbsp;&nbsp;&nbsp;&nbsp;521356 |
| Hindustan Unilever, Ltd. | &nbsp;&nbsp;&nbsp;74742 | &nbsp;&nbsp;&nbsp;2153556 |
| Hitachi Energy India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;126943 |
| ICICI Bank, Ltd. | 467083 | &nbsp;&nbsp;&nbsp;7918663 |
| ICICI Lombard General Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;19173 | &nbsp;&nbsp;&nbsp;&nbsp;421768 |
| ICICI Prudential Life Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;23515 | &nbsp;&nbsp;&nbsp;&nbsp;165413 |
| IDFC First Bank, Ltd. | 201940 | &nbsp;&nbsp;&nbsp;&nbsp;158534 |
| Indian Bank | &nbsp;&nbsp;&nbsp;30921 | &nbsp;&nbsp;&nbsp;&nbsp;219556 |
| Indian Oil Corp., Ltd. | 520341 | &nbsp;&nbsp;&nbsp;&nbsp;863208 |
| Indian Railway Catering & Tourism Corp., Ltd. | &nbsp;&nbsp;&nbsp;23381 | &nbsp;&nbsp;&nbsp;&nbsp;193990 |
| Indian Renewable Energy Development Agency, Ltd. (A) | &nbsp;&nbsp;&nbsp;32571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54825 |
| Indus Towers, Ltd. (A) | 194865 | &nbsp;&nbsp;&nbsp;&nbsp;803941 |
| IndusInd Bank, Ltd. (A) | &nbsp;&nbsp;&nbsp;47063 | &nbsp;&nbsp;&nbsp;&nbsp;428731 |
| Info Edge India, Ltd. | &nbsp;&nbsp;&nbsp;34116 | &nbsp;&nbsp;&nbsp;&nbsp;542164 |
| Infosys, Ltd. | 254712 | &nbsp;&nbsp;&nbsp;4387448 |
| InterGlobe Aviation, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;10611 | &nbsp;&nbsp;&nbsp;&nbsp;714133 |
| ITC Hotels, Ltd. (A) | &nbsp;&nbsp;&nbsp;31235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82225 |
| ITC, Ltd. | 281309 | &nbsp;&nbsp;&nbsp;1322107 |
| Jindal Stainless, Ltd. | &nbsp;&nbsp;&nbsp;45852 | &nbsp;&nbsp;&nbsp;&nbsp;362215 |
| Jindal Steel & Power, Ltd. | &nbsp;&nbsp;&nbsp;49880 | &nbsp;&nbsp;&nbsp;&nbsp;549485 |
| Jio Financial Services, Ltd. (A) | 124365 | &nbsp;&nbsp;&nbsp;&nbsp;467085 |
| JSW Energy, Ltd. | &nbsp;&nbsp;&nbsp;37098 | &nbsp;&nbsp;&nbsp;&nbsp;219267 |
| JSW Steel, Ltd. | &nbsp;&nbsp;&nbsp;88052 | &nbsp;&nbsp;&nbsp;1063374 |
| Jubilant Foodworks, Ltd. | &nbsp;&nbsp;&nbsp;24001 | &nbsp;&nbsp;&nbsp;&nbsp;178229 |
| Kalyan Jewellers India, Ltd. | &nbsp;&nbsp;&nbsp;19098 | &nbsp;&nbsp;&nbsp;&nbsp;129219 |
| Kotak Mahindra Bank, Ltd. | &nbsp;&nbsp;&nbsp;68797 | &nbsp;&nbsp;&nbsp;1555023 |
| KPIT Technologies, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9488 | &nbsp;&nbsp;&nbsp;&nbsp;132271 |
| L&T Finance, Ltd. | &nbsp;&nbsp;&nbsp;46770 | &nbsp;&nbsp;&nbsp;&nbsp;107850 |
| L&T Technology Services, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;2442 | &nbsp;&nbsp;&nbsp;&nbsp;119989 |
| Larsen & Toubro, Ltd. | &nbsp;&nbsp;&nbsp;34743 | &nbsp;&nbsp;&nbsp;1439118 |
| Linde India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78841 |
| Lloyds Metals & Energy, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99383 |
| Lodha Developers, Ltd. (B) | &nbsp;&nbsp;&nbsp;11873 | &nbsp;&nbsp;&nbsp;&nbsp;167661 |
| LTIMindtree, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8042 | &nbsp;&nbsp;&nbsp;&nbsp;468756 |
| Lupin, Ltd. | &nbsp;&nbsp;&nbsp;18530 | &nbsp;&nbsp;&nbsp;&nbsp;407200 |
| Mahindra & Mahindra Financial Services, Ltd. | &nbsp;&nbsp;&nbsp;34018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99687 |
| Mahindra & Mahindra, Ltd. | &nbsp;&nbsp;&nbsp;87523 | &nbsp;&nbsp;&nbsp;3194735 |
| Mankind Pharma, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;113961 |

---

12 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **India (continued)** | **India (continued)** |  |
| Marico, Ltd. | &nbsp;&nbsp;&nbsp;66741 | &nbsp;&nbsp;$540869 |
| Maruti Suzuki India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7570 | 1082024 |
| Max Healthcare Institute, Ltd. | &nbsp;&nbsp;&nbsp;39354 | &nbsp;&nbsp;&nbsp;&nbsp;561566 |
| Motilal Oswal Financial Services, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;100275 |
| Mphasis, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9418 | &nbsp;&nbsp;&nbsp;&nbsp;300391 |
| MRF, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;496686 |
| Muthoot Finance, Ltd. | &nbsp;&nbsp;&nbsp;20222 | &nbsp;&nbsp;&nbsp;&nbsp;604429 |
| Nestle India, Ltd. | &nbsp;&nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp;884567 |
| NHPC, Ltd. | 231696 | &nbsp;&nbsp;&nbsp;&nbsp;219850 |
| Nippon Life India Asset Management, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5952 | &nbsp;&nbsp;&nbsp;&nbsp;55104 |
| NMDC, Ltd. | 549939 | &nbsp;&nbsp;&nbsp;&nbsp;443850 |
| NTPC, Ltd. | 440857 | 1679407 |
| Oberoi Realty, Ltd. | &nbsp;&nbsp;&nbsp;10130 | &nbsp;&nbsp;&nbsp;&nbsp;188136 |
| Oil & Natural Gas Corp., Ltd. | 359466 | &nbsp;&nbsp;&nbsp;&nbsp;985919 |
| Oil India, Ltd. | &nbsp;&nbsp;&nbsp;54101 | &nbsp;&nbsp;&nbsp;&nbsp;270632 |
| One 97 Communications, Ltd. (A) | &nbsp;&nbsp;&nbsp;15696 | &nbsp;&nbsp;&nbsp;&nbsp;195486 |
| Oracle Financial Services Software, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1856 | &nbsp;&nbsp;&nbsp;&nbsp;179109 |
| Page Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;306397 |
| Patanjali Foods, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4067 | &nbsp;&nbsp;&nbsp;&nbsp;86541 |
| PB Fintech, Ltd. (A) | &nbsp;&nbsp;&nbsp;15705 | &nbsp;&nbsp;&nbsp;&nbsp;324144 |
| Persistent Systems, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9296 | &nbsp;&nbsp;&nbsp;&nbsp;546944 |
| Petronet LNG, Ltd. | 135989 | &nbsp;&nbsp;&nbsp;&nbsp;446861 |
| PI Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp;284849 |
| Pidilite Industries, Ltd. | &nbsp;&nbsp;&nbsp;15024 | &nbsp;&nbsp;&nbsp;&nbsp;491374 |
| Polycab India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3976 | &nbsp;&nbsp;&nbsp;&nbsp;309642 |
| Power Finance Corp., Ltd. | 188024 | &nbsp;&nbsp;&nbsp;&nbsp;880785 |
| Power Grid Corp. of India, Ltd. | 653105 | 2171456 |
| Prestige Estates Projects, Ltd. | &nbsp;&nbsp;&nbsp;11476 | &nbsp;&nbsp;&nbsp;&nbsp;212885 |
| Procter & Gamble Hygiene & Health Care, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp;&nbsp;&nbsp;182237 |
| Punjab National Bank | 205655 | &nbsp;&nbsp;&nbsp;&nbsp;246696 |
| Rail Vikas Nigam, Ltd. | &nbsp;&nbsp;&nbsp;23052 | &nbsp;&nbsp;&nbsp;&nbsp;91578 |
| REC, Ltd. | 151813 | &nbsp;&nbsp;&nbsp;&nbsp;684728 |
| Reliance Industries, Ltd. | 475443 | 7544237 |
| Samvardhana Motherson International, Ltd. | 623357 | &nbsp;&nbsp;&nbsp;&nbsp;691466 |
| SBI Cards & Payment Services, Ltd. | &nbsp;&nbsp;&nbsp;18836 | &nbsp;&nbsp;&nbsp;&nbsp;173526 |
| SBI Life Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;39813 | &nbsp;&nbsp;&nbsp;&nbsp;836267 |
| Schaeffler India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3262 | &nbsp;&nbsp;&nbsp;&nbsp;153272 |
| Shree Cement, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;&nbsp;293304 |
| Shriram Finance, Ltd. | 125740 | &nbsp;&nbsp;&nbsp;&nbsp;906891 |
| Siemens Energy India, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4122 | &nbsp;&nbsp;&nbsp;&nbsp;151566 |
| Siemens, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4611 | &nbsp;&nbsp;&nbsp;&nbsp;159756 |
| Solar Industries India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2084 | &nbsp;&nbsp;&nbsp;&nbsp;335063 |
| SRF, Ltd. | &nbsp;&nbsp;&nbsp;11375 | &nbsp;&nbsp;&nbsp;&nbsp;394235 |
| State Bank of India | 161856 | 1470767 |
| Steel Authority of India, Ltd. | 150186 | &nbsp;&nbsp;&nbsp;&nbsp;212578 |
| Sun Pharmaceutical Industries, Ltd. | &nbsp;&nbsp;&nbsp;56396 | 1094459 |
| Sundaram Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;259721 |
| Supreme Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;241642 |
| Suzlon Energy, Ltd. (A) | 780426 | &nbsp;&nbsp;&nbsp;&nbsp;547642 |
| Tata Communications, Ltd. | &nbsp;&nbsp;&nbsp;10916 | &nbsp;&nbsp;&nbsp;&nbsp;213289 |
| Tata Consultancy Services, Ltd. | &nbsp;&nbsp;&nbsp;74212 | 2569670 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **India (continued)** | **India (continued)** |  |
| Tata Consumer Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;50217 | &nbsp;&nbsp;&nbsp;$614995 |
| Tata Elxsi, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3014 | &nbsp;&nbsp;&nbsp;&nbsp;209331 |
| Tata Motors, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;178508 | &nbsp;&nbsp;1358086 |
| Tata Steel, Ltd. | 1007184 | &nbsp;&nbsp;1808588 |
| Tech Mahindra, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;49616 | &nbsp;&nbsp;&nbsp;&nbsp;829211 |
| The Indian Hotels Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;43696 | &nbsp;&nbsp;&nbsp;&nbsp;369800 |
| The Phoenix Mills, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7445 | &nbsp;&nbsp;&nbsp;&nbsp;126210 |
| The Tata Power Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;152895 | &nbsp;&nbsp;&nbsp;&nbsp;693623 |
| Thermax, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55862 |
| Titan Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33041 | &nbsp;&nbsp;1259800 |
| Torrent Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10549 | &nbsp;&nbsp;&nbsp;&nbsp;452192 |
| Torrent Power, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12407 | &nbsp;&nbsp;&nbsp;&nbsp;185399 |
| Trent, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15412 | &nbsp;&nbsp;&nbsp;&nbsp;883915 |
| Tube Investments of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8009 | &nbsp;&nbsp;&nbsp;&nbsp;259382 |
| TVS Motor Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19086 | &nbsp;&nbsp;&nbsp;&nbsp;612024 |
| UltraTech Cement, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929 | &nbsp;&nbsp;&nbsp;&nbsp;829124 |
| Union Bank of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;117310 | &nbsp;&nbsp;&nbsp;&nbsp;175566 |
| United Breweries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;125748 |
| United Spirits, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26815 | &nbsp;&nbsp;&nbsp;&nbsp;409271 |
| UNO Minda, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13772 | &nbsp;&nbsp;&nbsp;&nbsp;163568 |
| UPL, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;74508 | &nbsp;&nbsp;&nbsp;&nbsp;597604 |
| Varun Beverages, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;95215 | &nbsp;&nbsp;&nbsp;&nbsp;566298 |
| Vedanta, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;272343 | &nbsp;&nbsp;1320230 |
| Vodafone Idea, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;579727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45730 |
| Voltas, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8598 | &nbsp;&nbsp;&nbsp;&nbsp;129580 |
| Wipro, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;260018 | &nbsp;&nbsp;&nbsp;&nbsp;736877 |
| Yes Bank, Ltd. (A) | 1092475 | &nbsp;&nbsp;&nbsp;&nbsp;235833 |
| Zydus Lifesciences, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;41602 | &nbsp;&nbsp;&nbsp;&nbsp;457819 |
| **Indonesia - 1.4%** | **Indonesia - 1.4%** | 8603963 |
| Alamtri Resources Indonesia Tbk PT | 2287500 | &nbsp;&nbsp;&nbsp;&nbsp;257179 |
| Amman Mineral Internasional PT (A) | &nbsp;&nbsp;&nbsp;&nbsp;368200 | &nbsp;&nbsp;&nbsp;&nbsp;187960 |
| Astra International Tbk PT | 2031100 | &nbsp;&nbsp;&nbsp;&nbsp;629511 |
| Bank Central Asia Tbk PT | 3593700 | &nbsp;&nbsp;1807224 |
| Bank Mandiri Persero Tbk PT | 3986900 | &nbsp;&nbsp;1092733 |
| Bank Negara Indonesia Persero Tbk PT | 2009900 | &nbsp;&nbsp;&nbsp;&nbsp;489802 |
| Bank Rakyat Indonesia Persero Tbk PT | 4223350 | &nbsp;&nbsp;&nbsp;&nbsp;952211 |
| Barito Pacific Tbk PT (A) | 1800855 | &nbsp;&nbsp;&nbsp;&nbsp;287830 |
| Charoen Pokphand Indonesia Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;518600 | &nbsp;&nbsp;&nbsp;&nbsp;155375 |
| Dayamitra Telekomunikasi PT | 1371900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48356 |
| Dian Swastatika Sentosa Tbk PT (A) | &nbsp;&nbsp;&nbsp;&nbsp;125800 | &nbsp;&nbsp;&nbsp;&nbsp;495402 |
| Indofood CBP Sukses Makmur Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;179800 | &nbsp;&nbsp;&nbsp;&nbsp;107082 |
| Indofood Sukses Makmur Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;570500 | &nbsp;&nbsp;&nbsp;&nbsp;295564 |
| Indosat Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;733000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98001 |
| Kalbe Farma Tbk PT | 1417700 | &nbsp;&nbsp;&nbsp;&nbsp;123203 |
| Mayora Indah Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;547500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74198 |
| Sumber Alfaria Trijaya Tbk PT | 1569500 | &nbsp;&nbsp;&nbsp;&nbsp;221285 |
| Telkom Indonesia Persero Tbk PT | 4945400 | &nbsp;&nbsp;&nbsp;&nbsp;865558 |
| United Tractors Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;283100 | &nbsp;&nbsp;&nbsp;&nbsp;415489 |
| **Ireland - 1.3%** | **Ireland - 1.3%** | 8170102 |
| PDD Holdings, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;72015 | &nbsp;&nbsp;8170102 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 13

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Luxembourg - 0.0%** | **Luxembourg - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$95965 |
| Zabka Group SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;17269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95965 |
| **Malaysia - 1.8%** | **Malaysia - 1.8%** | 11019906 |
| AMMB Holdings BHD | &nbsp;&nbsp;&nbsp;&nbsp;140300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166123 |
| Axiata Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;474095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300130 |
| CELCOMDIGI BHD | &nbsp;&nbsp;&nbsp;&nbsp;333300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300087 |
| CIMB Group Holdings BHD | &nbsp;&nbsp;&nbsp;&nbsp;746824 | &nbsp;&nbsp;&nbsp;&nbsp;1146940 |
| Gamuda BHD | &nbsp;&nbsp;&nbsp;&nbsp;207339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251821 |
| Genting BHD | &nbsp;&nbsp;&nbsp;&nbsp;315100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231246 |
| Genting Malaysia BHD | &nbsp;&nbsp;&nbsp;&nbsp;427100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196276 |
| Hong Leong Bank BHD | &nbsp;&nbsp;&nbsp;&nbsp;60900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271301 |
| Hong Leong Financial Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;36500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138127 |
| IHH Healthcare BHD | &nbsp;&nbsp;&nbsp;&nbsp;163500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254930 |
| IOI Corp. BHD | &nbsp;&nbsp;&nbsp;&nbsp;242000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213913 |
| Kuala Lumpur Kepong BHD | &nbsp;&nbsp;&nbsp;&nbsp;49776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228514 |
| Malayan Banking BHD | &nbsp;&nbsp;&nbsp;&nbsp;524022 | &nbsp;&nbsp;&nbsp;&nbsp;1153708 |
| Maxis BHD | &nbsp;&nbsp;&nbsp;&nbsp;197200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159055 |
| MISC BHD | &nbsp;&nbsp;&nbsp;&nbsp;129100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225811 |
| Mr. DIY Group M BHD (B) | &nbsp;&nbsp;&nbsp;&nbsp;191900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74240 |
| Nestle Malaysia BHD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105324 |
| Petronas Chemicals Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;154600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140644 |
| Petronas Dagangan BHD | &nbsp;&nbsp;&nbsp;&nbsp;49400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249954 |
| Petronas Gas BHD | &nbsp;&nbsp;&nbsp;&nbsp;62400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263060 |
| PPB Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;83300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184178 |
| Press Metal Aluminium Holdings BHD | &nbsp;&nbsp;&nbsp;&nbsp;326700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409045 |
| Public Bank BHD | &nbsp;&nbsp;&nbsp;&nbsp;962200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949792 |
| QL Resources BHD | &nbsp;&nbsp;&nbsp;&nbsp;123500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123066 |
| RHB Bank BHD | &nbsp;&nbsp;&nbsp;&nbsp;181616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261033 |
| SD Guthrie BHD | &nbsp;&nbsp;&nbsp;&nbsp;268038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299775 |
| Sime Darby BHD | &nbsp;&nbsp;&nbsp;&nbsp;581900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222391 |
| Sunway BHD | &nbsp;&nbsp;&nbsp;&nbsp;97200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107797 |
| Telekom Malaysia BHD | &nbsp;&nbsp;&nbsp;&nbsp;162870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257766 |
| Tenaga Nasional BHD | &nbsp;&nbsp;&nbsp;&nbsp;477100 | &nbsp;&nbsp;&nbsp;&nbsp;1456469 |
| Westports Holdings BHD | &nbsp;&nbsp;&nbsp;&nbsp;132800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174368 |
| YTL Corp. BHD | &nbsp;&nbsp;&nbsp;&nbsp;203100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118574 |
| YTL Power International BHD | &nbsp;&nbsp;&nbsp;&nbsp;399920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384448 |
| **Mexico - 2.3%** | **Mexico - 2.3%** | 14181893 |
| America Movil SAB de CV, Series B | 1802588 | &nbsp;&nbsp;&nbsp;&nbsp;1633277 |
| Arca Continental SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;37564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392389 |
| Cemex SAB de CV (C) | 1839688 | &nbsp;&nbsp;&nbsp;&nbsp;1608267 |
| Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;29100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242339 |
| El Puerto de Liverpool SAB de CV, Series C1 | &nbsp;&nbsp;&nbsp;&nbsp;17471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85441 |
| Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;124748 | &nbsp;&nbsp;&nbsp;&nbsp;1129977 |
| Gruma SAB de CV, Class B | &nbsp;&nbsp;&nbsp;&nbsp;17215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297122 |
| Grupo Aeroportuario del Pacifico SAB de CV, Series B (C) | &nbsp;&nbsp;&nbsp;&nbsp;38633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890989 |
| Grupo Aeroportuario del Sureste SAB de CV, Series B | &nbsp;&nbsp;&nbsp;&nbsp;18194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552734 |
| Grupo Bimbo SAB de CV, Series A (C) | &nbsp;&nbsp;&nbsp;&nbsp;136700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397645 |
| Grupo Carso SAB de CV, Series A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;41504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295599 |
| Grupo Comercial Chedraui SA de CV (C) | &nbsp;&nbsp;&nbsp;&nbsp;18018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146079 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Mexico (continued)** | **Mexico (continued)** |  |
| Grupo Financiero Banorte SAB de CV, Series O | 204204 | $1822148 |
| Grupo Financiero Inbursa SAB de CV, Series O (C) | 252840 | &nbsp;&nbsp;&nbsp;&nbsp;652360 |
| Grupo Mexico SAB de CV, Series B | 329308 | &nbsp;&nbsp;&nbsp;2058383 |
| Industrias Penoles SAB de CV (A) | &nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;360500 |
| Kimberly-Clark de Mexico SAB de CV, Class A (C) | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;251368 |
| Wal-Mart de Mexico SAB de CV | 462340 | &nbsp;&nbsp;&nbsp;1365276 |
| **Netherlands - 0.1%** | **Netherlands - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;409378 |
| NEPI Rockcastle NV (A) | &nbsp;&nbsp;&nbsp;53168 | &nbsp;&nbsp;&nbsp;&nbsp;409378 |
| **Philippines - 0.7%** | **Philippines - 0.7%** | &nbsp;&nbsp;4209976 |
| Aboitiz Equity Ventures, Inc. | 315380 | &nbsp;&nbsp;&nbsp;&nbsp;171389 |
| Aboitiz Power Corp. | 112000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82945 |
| Ayala Corp. | &nbsp;&nbsp;&nbsp;23550 | &nbsp;&nbsp;&nbsp;&nbsp;238195 |
| Ayala Land, Inc. | 553800 | &nbsp;&nbsp;&nbsp;&nbsp;237346 |
| Bank of the Philippine Islands | 279161 | &nbsp;&nbsp;&nbsp;&nbsp;565668 |
| BDO Unibank, Inc. | 257364 | &nbsp;&nbsp;&nbsp;&nbsp;629595 |
| Emperador, Inc. | &nbsp;&nbsp;&nbsp;42700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11859 |
| Globe Telecom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4349 | &nbsp;&nbsp;&nbsp;&nbsp;124507 |
| International Container Terminal Services, Inc. | &nbsp;&nbsp;&nbsp;78850 | &nbsp;&nbsp;&nbsp;&nbsp;605577 |
| Jollibee Foods Corp. | &nbsp;&nbsp;&nbsp;43660 | &nbsp;&nbsp;&nbsp;&nbsp;162418 |
| Manila Electric Company | &nbsp;&nbsp;&nbsp;27130 | &nbsp;&nbsp;&nbsp;&nbsp;249755 |
| Metropolitan Bank & Trust Company | 246552 | &nbsp;&nbsp;&nbsp;&nbsp;313619 |
| PLDT, Inc. | &nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp;263027 |
| SM Investments Corp. | &nbsp;&nbsp;&nbsp;22945 | &nbsp;&nbsp;&nbsp;&nbsp;320972 |
| SM Prime Holdings, Inc. | 586100 | &nbsp;&nbsp;&nbsp;&nbsp;233104 |
| **Poland - 1.4%** | **Poland - 1.4%** | &nbsp;&nbsp;8455299 |
| Alior Bank SA | &nbsp;&nbsp;&nbsp;&nbsp;6432 | &nbsp;&nbsp;&nbsp;&nbsp;174408 |
| Allegro.eu SA (A)(B) | &nbsp;&nbsp;&nbsp;26389 | &nbsp;&nbsp;&nbsp;&nbsp;261593 |
| Bank Handlowy w Warszawie SA | &nbsp;&nbsp;&nbsp;&nbsp;2634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77172 |
| Bank Polska Kasa Opieki SA | &nbsp;&nbsp;&nbsp;25920 | &nbsp;&nbsp;&nbsp;1420949 |
| Budimex SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 | &nbsp;&nbsp;&nbsp;&nbsp;109085 |
| CD Projekt SA | &nbsp;&nbsp;&nbsp;&nbsp;3048 | &nbsp;&nbsp;&nbsp;&nbsp;205050 |
| Dino Polska SA (A)(B) | &nbsp;&nbsp;&nbsp;45605 | &nbsp;&nbsp;&nbsp;&nbsp;605909 |
| ING Bank Slaski SA | &nbsp;&nbsp;&nbsp;&nbsp;1966 | &nbsp;&nbsp;&nbsp;&nbsp;175592 |
| KGHM Polska Miedz SA (A) | &nbsp;&nbsp;&nbsp;13913 | &nbsp;&nbsp;&nbsp;&nbsp;476187 |
| LPP SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;567657 |
| mBank SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;199899 |
| ORLEN SA | &nbsp;&nbsp;&nbsp;54172 | &nbsp;&nbsp;&nbsp;1213720 |
| PGE Polska Grupa Energetyczna SA (A) | 105255 | &nbsp;&nbsp;&nbsp;&nbsp;341360 |
| Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp;&nbsp;58257 | &nbsp;&nbsp;&nbsp;1285274 |
| Powszechny Zaklad Ubezpieczen SA | &nbsp;&nbsp;&nbsp;53616 | &nbsp;&nbsp;&nbsp;&nbsp;904896 |
| Santander Bank Polska SA | &nbsp;&nbsp;&nbsp;&nbsp;2967 | &nbsp;&nbsp;&nbsp;&nbsp;436548 |
| **Russia - 0.0%** | **Russia - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Gazprom PJSC, ADR (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;4562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| LUKOIL PJSC, ADR (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| MMC Norilsk Nickel PJSC, ADR (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Novatek PJSC, GDR (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Sberbank of Russia PJSC, ADR (A)(D) | 263203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |

---

14 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Saudi Arabia - 3.4%** | **Saudi Arabia - 3.4%** | $20621981 |
| ACWA Power Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;6308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369961 |
| Ades Holding Company | &nbsp;&nbsp;&nbsp;10085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33876 |
| Al Rajhi Bank | 131628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3324826 |
| Al Rajhi Company for Co-operative Insurance (A) | &nbsp;&nbsp;&nbsp;&nbsp;2856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90452 |
| Aldrees Petroleum and Transport Services Company | &nbsp;&nbsp;&nbsp;&nbsp;2118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67417 |
| Alinma Bank | 129426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890880 |
| Almarai Company JSC | &nbsp;&nbsp;&nbsp;49884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636998 |
| Arabian Internet & Communications Services Company | &nbsp;&nbsp;&nbsp;&nbsp;1971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125424 |
| Astra Industrial Group Company | &nbsp;&nbsp;&nbsp;&nbsp;2242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83737 |
| Bank AlBilad | &nbsp;&nbsp;&nbsp;54158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375963 |
| Bank Al-Jazira (A) | &nbsp;&nbsp;&nbsp;56175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188243 |
| Banque Saudi Fransi | 116468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532801 |
| Bupa Arabia for Cooperative Insurance Company | &nbsp;&nbsp;&nbsp;&nbsp;2521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113311 |
| Dallah Healthcare Company | &nbsp;&nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54203 |
| Dar Al Arkan Real Estate Development Company (A) | &nbsp;&nbsp;&nbsp;44502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226597 |
| Dr Sulaiman Al Habib Medical Services Group Company | &nbsp;&nbsp;&nbsp;&nbsp;8145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569331 |
| Elm Company | &nbsp;&nbsp;&nbsp;&nbsp;2468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598726 |
| Etihad Etisalat Company | &nbsp;&nbsp;&nbsp;69143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128083 |
| Jarir Marketing Company | &nbsp;&nbsp;&nbsp;61081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209243 |
| Mouwasat Medical Services Company | &nbsp;&nbsp;&nbsp;&nbsp;8912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180564 |
| Nahdi Medical Company | &nbsp;&nbsp;&nbsp;&nbsp;3207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105843 |
| Power & Water Utility Company for Jubail & Yanbu | &nbsp;&nbsp;&nbsp;&nbsp;7912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84623 |
| Riyad Bank | 129086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970442 |
| Riyadh Cables Group Company | &nbsp;&nbsp;&nbsp;&nbsp;3481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121753 |
| SABIC Agri-Nutrients Company | &nbsp;&nbsp;&nbsp;28022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890465 |
| Sahara International Petrochemical Company | &nbsp;&nbsp;&nbsp;52813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252020 |
| SAL Saudi Logistics Services | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77487 |
| Saudi Arabian Mining Company (A) | &nbsp;&nbsp;&nbsp;69100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957906 |
| Saudi Aramco Base Oil Company | &nbsp;&nbsp;&nbsp;&nbsp;3738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104035 |
| Saudi Awwal Bank | &nbsp;&nbsp;&nbsp;35304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304937 |
| Saudi Basic Industries Corp. | &nbsp;&nbsp;&nbsp;61448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895240 |
| Saudi Electricity Company | 113227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445833 |
| Saudi Industrial Investment Group (A) | &nbsp;&nbsp;&nbsp;23132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110878 |
| Saudi Research & Media Group (A) | &nbsp;&nbsp;&nbsp;&nbsp;2571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126182 |
| Saudi Tadawul Group Holding Company | &nbsp;&nbsp;&nbsp;&nbsp;2339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102075 |
| Saudi Telecom Company | 198383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223354 |
| The Company for Cooperative Insurance | &nbsp;&nbsp;&nbsp;&nbsp;6576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235439 |
| The Saudi Investment Bank | &nbsp;&nbsp;&nbsp;56210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215633 |
| The Saudi National Bank | 224390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243242 |
| The Savola Group (A) | &nbsp;&nbsp;&nbsp;11566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76498 |
| Yanbu National Petrochemical Company | &nbsp;&nbsp;&nbsp;34124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277460 |
| **Singapore - 0.5%** | **Singapore - 0.5%** | &nbsp;&nbsp;&nbsp;&nbsp;3227771 |
| Trip.com Group, Ltd. | &nbsp;&nbsp;&nbsp;51500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3227771 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **South Africa - 3.5%** | **South Africa - 3.5%** | $21581511 |
| Absa Group, Ltd. | &nbsp;&nbsp;&nbsp;78842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786785 |
| Aspen Pharmacare Holdings, Ltd. | &nbsp;&nbsp;&nbsp;38121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247288 |
| Bid Corp., Ltd. | &nbsp;&nbsp;&nbsp;32023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811090 |
| Capitec Bank Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672032 |
| Clicks Group, Ltd. | &nbsp;&nbsp;&nbsp;26918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568519 |
| Discovery, Ltd. | &nbsp;&nbsp;&nbsp;45478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543095 |
| Exxaro Resources, Ltd. | &nbsp;&nbsp;&nbsp;24937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219658 |
| FirstRand, Ltd. | 480132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056741 |
| Gold Fields, Ltd. | &nbsp;&nbsp;&nbsp;78736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1919360 |
| Harmony Gold Mining Company, Ltd. | &nbsp;&nbsp;&nbsp;40773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545218 |
| Impala Platinum Holdings, Ltd. (A) | 106494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012437 |
| Investec, Ltd. | &nbsp;&nbsp;&nbsp;20658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153497 |
| Kumba Iron Ore, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86389 |
| Mr. Price Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111221 |
| MTN Group, Ltd. | 147682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252428 |
| Naspers, Ltd., N Shares | &nbsp;&nbsp;&nbsp;10808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3374296 |
| Nedbank Group, Ltd. | &nbsp;&nbsp;&nbsp;61619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847042 |
| Old Mutual, Ltd. | 232913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164485 |
| OUTsurance Group, Ltd. | &nbsp;&nbsp;&nbsp;63022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269235 |
| Pepkor Holdings, Ltd. (B) | 148827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225432 |
| Sanlam, Ltd. | 128012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620433 |
| Sasol, Ltd. (A) | &nbsp;&nbsp;&nbsp;61708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319827 |
| Shoprite Holdings, Ltd. | &nbsp;&nbsp;&nbsp;49220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722710 |
| Standard Bank Group, Ltd. | 137399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781153 |
| The Bidvest Group, Ltd. | &nbsp;&nbsp;&nbsp;32813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431754 |
| Valterra Platinum, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140520 |
| Vodacom Group, Ltd. | &nbsp;&nbsp;&nbsp;56777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436695 |
| Woolworths Holdings, Ltd. | &nbsp;&nbsp;&nbsp;94814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262171 |
| **South Korea - 12.6%** | **South Korea - 12.6%** | &nbsp;&nbsp;&nbsp;77032304 |
| Alteogen, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435078 |
| AMOREPACIFIC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197271 |
| Celltrion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074200 |
| CJ CheilJedang Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249723 |
| Coway Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558399 |
| DB Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688365 |
| Doosan Bobcat, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220593 |
| Doosan Enerbility Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;28089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328698 |
| Ecopro BM Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308273 |
| Ecopro Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236084 |
| Ecopro Materials Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27177 |
| GS Holdings Corp. | &nbsp;&nbsp;&nbsp;10171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361574 |
| Hana Financial Group, Inc. | &nbsp;&nbsp;&nbsp;40095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469075 |
| Hanjin Kal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80160 |
| Hankook Tire & Technology Company, Ltd. | &nbsp;&nbsp;&nbsp;12343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395620 |
| Hanmi Semiconductor Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169446 |
| Hanwha Aerospace Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682025 |
| Hanwha Ocean Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359379 |
| Hanwha Systems Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59751 |
| HD Hyundai Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578811 |
| HD Hyundai Electric Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576938 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 15

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **South Korea (continued)** | **South Korea (continued)** |  |
| HD Hyundai Heavy Industries Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;$287198 |
| HD Korea Shipbuilding & Offshore Engineering Company, Ltd. | &nbsp;&nbsp;&nbsp;3308 | &nbsp;&nbsp;&nbsp;&nbsp;856340 |
| HLB, Inc. (A) | &nbsp;&nbsp;&nbsp;6031 | &nbsp;&nbsp;&nbsp;&nbsp;208745 |
| HMM Company, Ltd. | 26675 | &nbsp;&nbsp;&nbsp;&nbsp;451059 |
| HYBE Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;1036 | &nbsp;&nbsp;&nbsp;&nbsp;193858 |
| Hyundai Autoever Corp. | &nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;27113 |
| Hyundai Engineering & Construction Company, Ltd. | 10448 | &nbsp;&nbsp;&nbsp;&nbsp;508538 |
| Hyundai Glovis Company, Ltd. | &nbsp;&nbsp;&nbsp;6218 | &nbsp;&nbsp;&nbsp;&nbsp;661346 |
| Hyundai Mobis Company, Ltd. | &nbsp;&nbsp;&nbsp;5721 | 1214908 |
| Hyundai Motor Company | 12962 | 1990847 |
| Hyundai Rotem Company, Ltd. | &nbsp;&nbsp;&nbsp;4087 | &nbsp;&nbsp;&nbsp;&nbsp;595309 |
| Hyundai Steel Company | &nbsp;&nbsp;&nbsp;9289 | &nbsp;&nbsp;&nbsp;&nbsp;239124 |
| Industrial Bank of Korea | 37785 | &nbsp;&nbsp;&nbsp;&nbsp;529121 |
| Kakao Corp. | 17373 | &nbsp;&nbsp;&nbsp;&nbsp;726589 |
| KakaoBank Corp. | 15031 | &nbsp;&nbsp;&nbsp;&nbsp;304565 |
| Kangwon Land, Inc. | &nbsp;&nbsp;&nbsp;8310 | &nbsp;&nbsp;&nbsp;&nbsp;111994 |
| KB Financial Group, Inc. | 33301 | 2663023 |
| Kia Corp. | 29781 | 2196853 |
| Korea Aerospace Industries, Ltd. | &nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp;&nbsp;&nbsp;373898 |
| Korea Electric Power Corp. | 40399 | 1123004 |
| Korea Investment Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;6221 | &nbsp;&nbsp;&nbsp;&nbsp;641479 |
| Korea Zinc Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;498414 |
| Korean Air Lines Company, Ltd. | 26069 | &nbsp;&nbsp;&nbsp;&nbsp;445511 |
| Krafton, Inc. (A) | &nbsp;&nbsp;&nbsp;2401 | &nbsp;&nbsp;&nbsp;&nbsp;568740 |
| KT&G Corp. | &nbsp;&nbsp;&nbsp;7717 | &nbsp;&nbsp;&nbsp;&nbsp;727294 |
| LG Chem, Ltd. | &nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;590260 |
| LG Corp. | 13328 | &nbsp;&nbsp;&nbsp;&nbsp;761161 |
| LG Display Company, Ltd. (A) | 42425 | &nbsp;&nbsp;&nbsp;&nbsp;331617 |
| LG Electronics, Inc. | 18893 | 1054455 |
| LG Energy Solution, Ltd. (A) | &nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;449854 |
| LG H&H Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;170213 |
| LG Innotek Company, Ltd. | &nbsp;&nbsp;&nbsp;1532 | &nbsp;&nbsp;&nbsp;&nbsp;172886 |
| LG Uplus Corp. | 54708 | &nbsp;&nbsp;&nbsp;&nbsp;577140 |
| LIG Nex1 Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;189740 |
| LS Electric Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;873 | &nbsp;&nbsp;&nbsp;&nbsp;195462 |
| Macquarie Korea Infrastructure Fund | 28229 | &nbsp;&nbsp;&nbsp;&nbsp;240195 |
| Meritz Financial Group, Inc. | &nbsp;&nbsp;&nbsp;7802 | &nbsp;&nbsp;&nbsp;&nbsp;651479 |
| Mirae Asset Securities Company, Ltd. | 34634 | &nbsp;&nbsp;&nbsp;&nbsp;476754 |
| NAVER Corp. | &nbsp;&nbsp;&nbsp;7307 | 1238207 |
| NCSoft Corp. | &nbsp;&nbsp;&nbsp;1267 | &nbsp;&nbsp;&nbsp;&nbsp;176967 |
| Netmarble Corp. (B) | &nbsp;&nbsp;&nbsp;2453 | &nbsp;&nbsp;&nbsp;&nbsp;105422 |
| NH Investment & Securities Company, Ltd. | &nbsp;&nbsp;&nbsp;4547 | &nbsp;&nbsp;&nbsp;&nbsp;66231 |
| Orion Corp. | &nbsp;&nbsp;&nbsp;2432 | &nbsp;&nbsp;&nbsp;&nbsp;195184 |
| Posco DX Company, Ltd. | &nbsp;&nbsp;&nbsp;1611 | &nbsp;&nbsp;&nbsp;&nbsp;27822 |
| POSCO Future M Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;2298 | &nbsp;&nbsp;&nbsp;&nbsp;236130 |
| POSCO Holdings, Inc. | &nbsp;&nbsp;&nbsp;6168 | 1372100 |
| Posco International Corp. | &nbsp;&nbsp;&nbsp;4079 | &nbsp;&nbsp;&nbsp;&nbsp;143536 |
| Rainbow Robotics (A) | &nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;32158 |
| Samsung Biologics Company, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;723233 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **South Korea (continued)** | **South Korea (continued)** |  |
| Samsung C&T Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$819900 |
| Samsung Card Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125649 |
| Samsung Electro-Mechanics Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462570 |
| Samsung Electronics Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;372957 | &nbsp;&nbsp;&nbsp;&nbsp;19201853 |
| Samsung Fire & Marine Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821729 |
| Samsung Heavy Industries Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;54577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749312 |
| Samsung Life Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963678 |
| Samsung SDI Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486267 |
| Samsung SDS Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338447 |
| Samyang Foods Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177806 |
| Shinhan Financial Group Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;43740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2144736 |
| SK Biopharmaceuticals Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133944 |
| SK Bioscience Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37278 |
| SK Hynix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6286871 |
| SK Innovation Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404742 |
| SK Telecom Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607319 |
| SK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574981 |
| SKC Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63487 |
| S-Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273849 |
| Woori Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711278 |
| Yuhan Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266892 |
| **Taiwan - 18.3%** | **Taiwan - 18.3%** | 111824051 |
| Accton Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195410 |
| Acer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225123 |
| Advantech Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;47981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539329 |
| Airtac International Group | &nbsp;&nbsp;&nbsp;&nbsp;13743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394137 |
| Alchip Technologies, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780970 |
| ASE Technology Holding Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;349000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783148 |
| Asia Cement Corp. | &nbsp;&nbsp;&nbsp;&nbsp;334000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453204 |
| Asia Vital Components Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773097 |
| ASMedia Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191976 |
| ASPEED Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458330 |
| Asustek Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107044 |
| AUO Corp. (A) | 1025600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412336 |
| Caliway Biopharmaceuticals Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124131 |
| Catcher Technology Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688969 |
| Cathay Financial Holding Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;876513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788412 |
| Chailease Holding Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;166510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647128 |
| Chang Hwa Commercial Bank, Ltd. | 1008293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624958 |
| Cheng Shin Rubber Industry Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370805 |
| Chicony Electronics Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;41000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179948 |
| China Airlines, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;487000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336115 |
| China Steel Corp. | 1258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819771 |
| Chroma ATE, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461546 |
| Chunghwa Telecom Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408962 |
| Compal Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;599000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592026 |
| CTBC Financial Holding Company, Ltd. | 1867000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580241 |
| Delta Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374571 |
| E Ink Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503828 |

---

16 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Taiwan (continued)** | **Taiwan (continued)** |  |
| E.Sun Financial Holding Company, Ltd. | 1577939 | $1694378 |
| Eclat Textile Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;270039 |
| Elite Material Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;962560 |
| eMemory Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266 | &nbsp;&nbsp;&nbsp;&nbsp;427215 |
| Eva Airways Corp. | &nbsp;&nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp;551629 |
| Evergreen Marine Corp. Taiwan, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;143000 | &nbsp;&nbsp;&nbsp;&nbsp;948622 |
| Far Eastern New Century Corp. | &nbsp;&nbsp;&nbsp;&nbsp;534000 | &nbsp;&nbsp;&nbsp;&nbsp;513470 |
| Far EasTone Telecommunications Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;202000 | &nbsp;&nbsp;&nbsp;&nbsp;552924 |
| Feng TAY Enterprise Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;86601 | &nbsp;&nbsp;&nbsp;&nbsp;345272 |
| First Financial Holding Company, Ltd. | 1607003 | &nbsp;&nbsp;&nbsp;1593677 |
| Formosa Chemicals & Fibre Corp. | &nbsp;&nbsp;&nbsp;&nbsp;416000 | &nbsp;&nbsp;&nbsp;&nbsp;402097 |
| Formosa Petrochemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;162000 | &nbsp;&nbsp;&nbsp;&nbsp;237728 |
| Formosa Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;437000 | &nbsp;&nbsp;&nbsp;&nbsp;624443 |
| Fortune Electric Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14080 | &nbsp;&nbsp;&nbsp;&nbsp;314645 |
| Fubon Financial Holding Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;758171 | &nbsp;&nbsp;&nbsp;2093083 |
| Gigabyte Technology Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;359327 |
| Global Unichip Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;284948 |
| Globalwafers Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp;390150 |
| Gold Circuit Electronics, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;263489 |
| Hon Hai Precision Industry Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;872800 | &nbsp;&nbsp;&nbsp;5205072 |
| Hotai Motor Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32820 | &nbsp;&nbsp;&nbsp;&nbsp;606973 |
| Hua Nan Financial Holdings Company, Ltd. | 1466908 | &nbsp;&nbsp;&nbsp;1410512 |
| Innolux Corp. | 1001055 | &nbsp;&nbsp;&nbsp;&nbsp;387375 |
| International Games System Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;526677 |
| Inventec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;411000 | &nbsp;&nbsp;&nbsp;&nbsp;612765 |
| Jentech Precision Industrial Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;192981 |
| KGI Financial Holding Company, Ltd. | 2459159 | &nbsp;&nbsp;&nbsp;1252340 |
| King Slide Works Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;267862 |
| King Yuan Electronics Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;99000 | &nbsp;&nbsp;&nbsp;&nbsp;391390 |
| Largan Precision Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;792361 |
| Lite-On Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;308000 | &nbsp;&nbsp;&nbsp;1227976 |
| Lotes Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;380601 |
| MediaTek, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;115537 | &nbsp;&nbsp;&nbsp;5303147 |
| Mega Financial Holding Company, Ltd. | 1131288 | &nbsp;&nbsp;&nbsp;1614637 |
| Micro-Star International Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;98000 | &nbsp;&nbsp;&nbsp;&nbsp;472803 |
| Nan Ya Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;576000 | &nbsp;&nbsp;&nbsp;&nbsp;790257 |
| Nanya Technology Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;171000 | &nbsp;&nbsp;&nbsp;&nbsp;255232 |
| Nien Made Enterprise Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;230237 |
| Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;87850 | &nbsp;&nbsp;&nbsp;1398065 |
| Pegatron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;289000 | &nbsp;&nbsp;&nbsp;&nbsp;774604 |
| PharmaEssentia Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;14307 | &nbsp;&nbsp;&nbsp;&nbsp;237751 |
| Phison Electronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;248597 |
| Pou Chen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;322372 |
| President Chain Store Corp. | &nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;737616 |
| Quanta Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;1886255 |
| Realtek Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;886171 |
| Ruentex Development Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;155250 | &nbsp;&nbsp;&nbsp;&nbsp;155783 |
| SinoPac Financial Holdings Company, Ltd. | 1784662 | &nbsp;&nbsp;&nbsp;1479869 |
| Synnex Technology International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;235812 |
| Taishin Financial Holding Company, Ltd. | 3499923 | &nbsp;&nbsp;&nbsp;1917204 |
| Taiwan Business Bank | &nbsp;&nbsp;&nbsp;&nbsp;624288 | &nbsp;&nbsp;&nbsp;&nbsp;336746 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Taiwan (continued)** | **Taiwan (continued)** |  |
| Taiwan Cooperative Financial Holding Company, Ltd. | 1072720 | &nbsp;&nbsp;&nbsp;&nbsp;$912877 |
| Taiwan High Speed Rail Corp. | &nbsp;&nbsp;&nbsp;&nbsp;294000 | &nbsp;&nbsp;&nbsp;&nbsp;268414 |
| Taiwan Mobile Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;249000 | &nbsp;&nbsp;&nbsp;&nbsp;880124 |
| Taiwan Semiconductor Manufacturing Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;722000 | 28059975 |
| Tatung Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;105300 | &nbsp;&nbsp;&nbsp;&nbsp;126124 |
| TCC Group Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;832117 | &nbsp;&nbsp;&nbsp;&nbsp;677459 |
| Teco Electric & Machinery Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;181121 |
| The Shanghai Commercial & Savings Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;458265 | &nbsp;&nbsp;&nbsp;&nbsp;660203 |
| Tripod Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;337717 |
| Unimicron Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp;847642 |
| Uni-President Enterprises Corp. | &nbsp;&nbsp;&nbsp;&nbsp;441000 | &nbsp;&nbsp;&nbsp;1170188 |
| United Microelectronics Corp. | 1109000 | &nbsp;&nbsp;&nbsp;1543813 |
| Vanguard International Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;148643 | &nbsp;&nbsp;&nbsp;&nbsp;465140 |
| Voltronic Power Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;237206 |
| Walsin Lihwa Corp. | &nbsp;&nbsp;&nbsp;&nbsp;275400 | &nbsp;&nbsp;&nbsp;&nbsp;207605 |
| Wan Hai Lines, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;127950 | &nbsp;&nbsp;&nbsp;&nbsp;380238 |
| Wistron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;251000 | &nbsp;&nbsp;&nbsp;1034358 |
| Wiwynn Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17064 | &nbsp;&nbsp;&nbsp;1580768 |
| WPG Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;99000 | &nbsp;&nbsp;&nbsp;&nbsp;220571 |
| WT Microelectronics Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp;157199 |
| Yageo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57471 | &nbsp;&nbsp;&nbsp;1020509 |
| Yang Ming Marine Transport Corp. | &nbsp;&nbsp;&nbsp;&nbsp;249000 | &nbsp;&nbsp;&nbsp;&nbsp;507218 |
| Yuanta Financial Holding Company, Ltd. | 1720553 | &nbsp;&nbsp;&nbsp;1798518 |
| Zhen Ding Technology Holding, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;87000 | &nbsp;&nbsp;&nbsp;&nbsp;365810 |
| **Thailand - 1.6%** | **Thailand - 1.6%** | &nbsp;&nbsp;9566590 |
| Advanced Info Service PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;99700 | &nbsp;&nbsp;&nbsp;&nbsp;887782 |
| Airports of Thailand PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;240400 | &nbsp;&nbsp;&nbsp;&nbsp;301603 |
| Asset World Corp. PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;694000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44596 |
| Bangkok Bank PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;57500 | &nbsp;&nbsp;&nbsp;&nbsp;260404 |
| Bangkok Dusit Medical Services PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;276316 |
| Bangkok Expressway & Metro PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;581600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98772 |
| Berli Jucker PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;123100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72323 |
| Bumrungrad Hospital PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;36800 | &nbsp;&nbsp;&nbsp;&nbsp;191432 |
| Central Pattana PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;141200 | &nbsp;&nbsp;&nbsp;&nbsp;225756 |
| Central Retail Corp. PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;415600 | &nbsp;&nbsp;&nbsp;&nbsp;273421 |
| Charoen Pokphand Foods PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;475600 | &nbsp;&nbsp;&nbsp;&nbsp;331814 |
| CP ALL PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;230700 | &nbsp;&nbsp;&nbsp;&nbsp;333555 |
| Delta Electronics Thailand PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;322400 | &nbsp;&nbsp;&nbsp;1440343 |
| Global Power Synergy PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;84386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86503 |
| Gulf Development PCL, NVDR (A) | &nbsp;&nbsp;&nbsp;&nbsp;402322 | &nbsp;&nbsp;&nbsp;&nbsp;581693 |
| Home Product Center PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;401100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87756 |
| Indorama Ventures PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;243500 | &nbsp;&nbsp;&nbsp;&nbsp;172119 |
| Kasikornbank PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;52700 | &nbsp;&nbsp;&nbsp;&nbsp;261242 |
| Krung Thai Bank PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;328600 | &nbsp;&nbsp;&nbsp;&nbsp;221212 |
| Krungthai Card PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;103500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90262 |
| Minor International PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;381329 | &nbsp;&nbsp;&nbsp;&nbsp;291714 |
| Muangthai Capital PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;74200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85711 |
| PTT Exploration & Production PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;221800 | &nbsp;&nbsp;&nbsp;&nbsp;855165 |
| PTT Oil & Retail Business PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;251000 | &nbsp;&nbsp;&nbsp;&nbsp;106759 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 17

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Thailand (continued)** | **Thailand (continued)** |  |
| PTT PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;822500 | &nbsp;&nbsp;&nbsp;&nbsp;$836846 |
| SCB X PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;74600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288767 |
| Thai Beverage PCL | &nbsp;&nbsp;&nbsp;&nbsp;802700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287706 |
| The Siam Cement PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156839 |
| TMBThanachart Bank PCL, NVDR | 2182085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128869 |
| True Corp. PCL, NVDR (A) | &nbsp;&nbsp;&nbsp;&nbsp;909100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289310 |
| **Turkey - 0.6%** | **Turkey - 0.6%** | &nbsp;&nbsp;&nbsp;3665754 |
| Akbank TAS | &nbsp;&nbsp;&nbsp;&nbsp;271261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451066 |
| Anadolu Efes Biracilik Ve Malt Sanayii AS | &nbsp;&nbsp;&nbsp;&nbsp;27070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10110 |
| Arcelik AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14636 |
| Aselsan Elektronik Sanayi Ve Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;55088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253774 |
| Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;10134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26113 |
| BIM Birlesik Magazalar AS | &nbsp;&nbsp;&nbsp;&nbsp;24784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323896 |
| Coca-Cola Icecek AS | &nbsp;&nbsp;&nbsp;&nbsp;40084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50163 |
| Enka Insaat ve Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;142789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244823 |
| Eregli Demir ve Celik Fabrikalari TAS | &nbsp;&nbsp;&nbsp;&nbsp;217460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143141 |
| Ford Otomotiv Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;37238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87286 |
| KOC Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;116619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515108 |
| Oyak Cimento Fabrikalari AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;39440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23241 |
| Pegasus Hava Tasimaciligi AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;12417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77084 |
| Tofas Turk Otomobil Fabrikasi AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18501 |
| Turk Hava Yollari AO (A) | &nbsp;&nbsp;&nbsp;&nbsp;48483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343978 |
| Turkcell Iletisim Hizmetleri AS | &nbsp;&nbsp;&nbsp;&nbsp;109802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252237 |
| Turkiye Is Bankasi AS, Class C | &nbsp;&nbsp;&nbsp;&nbsp;770609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281340 |
| Turkiye Petrol Rafinerileri AS | &nbsp;&nbsp;&nbsp;&nbsp;73707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306681 |
| Turkiye Sise ve Cam Fabrikalari AS | &nbsp;&nbsp;&nbsp;&nbsp;55343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50117 |
| Yapi ve Kredi Bankasi AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;232100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192459 |
| **United Kingdom - 0.1%** | **United Kingdom - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599518 |
| Anglogold Ashanti PLC | &nbsp;&nbsp;&nbsp;&nbsp;13137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599518 |
| **United States - 0.2%** | **United States - 0.2%** | &nbsp;&nbsp;&nbsp;1125373 |
| BeOne Medicines, Ltd., H Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;48700 | &nbsp;&nbsp;&nbsp;&nbsp;1125373 |
| **PREFERRED SECURITIES - 1.3%** | **PREFERRED SECURITIES - 1.3%** | **$7995406** |
| (Cost $8,485,466) |  |  |
| **Brazil - 1.2%** | **Brazil - 1.2%** | &nbsp;&nbsp;&nbsp;7550111 |
| Banco Bradesco SA | &nbsp;&nbsp;&nbsp;&nbsp;416447 | &nbsp;&nbsp;&nbsp;&nbsp;1155196 |
| Centrais Eletricas Brasileiras SA, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;27060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197686 |
| Cia Energetica de Minas Gerais | &nbsp;&nbsp;&nbsp;&nbsp;265526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489928 |
| Cia Paranaense de Energia, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;135900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287891 |
| Gerdau SA | &nbsp;&nbsp;&nbsp;&nbsp;184996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556453 |
| Itau Unibanco Holding SA | &nbsp;&nbsp;&nbsp;&nbsp;267465 | &nbsp;&nbsp;&nbsp;&nbsp;1679733 |
| Petroleo Brasileiro SA | &nbsp;&nbsp;&nbsp;&nbsp;546000 | &nbsp;&nbsp;&nbsp;&nbsp;3183224 |
| **Chile - 0.1%** | **Chile - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316825 |
| Sociedad Quimica y Minera de Chile SA, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316825 |
| **Taiwan - 0.0%** | **Taiwan - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128470 |
| Taishin Financial Holding Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;429397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128470 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **WARRANTS - 0.0%** | **WARRANTS - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$8431** |
| (Cost $0) |  |  |
| YTL Corp. BHD (Expiration Date: 6-2-28) (A)(E) | &nbsp;&nbsp;&nbsp;36320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8431 |
| **SHORT-TERM INVESTMENTS - 0.2%** | **SHORT-TERM INVESTMENTS - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;**$1257511** |
| (Cost $1,257,516) |  |  |
| **Short-term funds - 0.2%** | **Short-term funds - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257511 |
| John Hancock Collateral Trust, 4.2650% (F)(G) | &nbsp;&nbsp;&nbsp;40489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404967 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.2386% (F) | 852544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852544 |
| **Total investments (Multifactor Emerging Markets ETF) (Cost $455,427,080) - 100.6%** | **Total investments (Multifactor Emerging Markets ETF) (Cost $455,427,080) - 100.6%** | **$615790024** |
| **Other assets and liabilities, net - (0.6%)** | **Other assets and liabilities, net - (0.6%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(3717592)** |
| **Total net assets - 100.0%** | **Total net assets - 100.0%** | **$612072432** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| GDR | Global Depositary Receipt |
| NVDR | Non-Voting Depositary Receipt |
| (A) | Non-income producing security. |
| (B) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (C) | All or a portion of this security is on loan as of 7-31-25. The value of securities on loan amounted to $14,102,559. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $14,510,212 in the form of U.S. Treasuries was pledged to the fund. |
| (D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (E) | Strike price and/or expiration date not available. |
| (F) | The rate shown is the annualized seven-day yield as of 7-31-25. |
| (G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

---

The fund had the following sector composition as a percentage of total investments on 7-31-25:

---

| | |
|:---|:---|
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;25.2% |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;19.4% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;13.9% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.4% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.5% |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.1% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.3% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.1% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.0% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.9% |
| Real estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.0% |
| Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.2% |
| **TOTAL** | **100.0%** |

---

18 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

#### MULTIFACTOR LARGE CAP ETF

------

#### As of 7-31-25 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 99.8%** |  | **$1001004492** |
| (Cost $713,039,171) |  |  |
| **Communication services – 7.7%** | **Communication services – 7.7%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77530786 |
| **Diversified telecommunication services – 0.6%** | **Diversified telecommunication services – 0.6%** |  |
| AT&T, Inc. | 109791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009371 |
| Frontier Communications Parent, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61429 |
| GCI Liberty, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;78957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3376201 |
| **Entertainment – 1.3%** | **Entertainment – 1.3%** |  |
| Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326968 |
| Live Nation Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677795 |
| Netflix, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4839336 |
| ROBLOX Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;4727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651333 |
| Roku, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302065 |
| Take-Two Interactive Software, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142605 |
| The Walt Disney Company | &nbsp;&nbsp;&nbsp;22219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2646505 |
| TKO Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174058 |
| Warner Brothers Discovery, Inc. (A) | &nbsp;&nbsp;&nbsp;65898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867877 |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116513 |
| **Interactive media and services – 4.9%** | **Interactive media and services – 4.9%** |  |
| Alphabet, Inc., Class A | 103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19765700 |
| Alphabet, Inc., Class C | &nbsp;&nbsp;&nbsp;27298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5264692 |
| Match Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219499 |
| Meta Platforms, Inc., Class A | &nbsp;&nbsp;&nbsp;29752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23011387 |
| Pinterest, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;12236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472310 |
| Reddit, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64878 |
| Snap, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;19887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187534 |
| **Media – 0.7%** | **Media – 0.7%** |  |
| Charter Communications, Inc., Class A (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545993 |
| Comcast Corp., Class A | &nbsp;&nbsp;&nbsp;67126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230597 |
| EchoStar Corp., Class A (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24638 |
| Fox Corp., Class A | &nbsp;&nbsp;&nbsp;11792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657522 |
| Fox Corp., Class B | &nbsp;&nbsp;&nbsp;&nbsp;4437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226908 |
| Liberty Broadband Corp., Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30382 |
| Liberty Broadband Corp., Series C (A) | &nbsp;&nbsp;&nbsp;&nbsp;6386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391590 |
| News Corp., Class A | &nbsp;&nbsp;&nbsp;13678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401039 |
| News Corp., Class B | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130171 |
| Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;10917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786570 |
| Paramount Global, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4563 |
| Paramount Global, Class B | &nbsp;&nbsp;&nbsp;17295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217398 |
| Sirius XM Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58059 |
| The Interpublic Group of Companies, Inc. | &nbsp;&nbsp;&nbsp;20089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494189 |
| The New York Times Company, Class A | &nbsp;&nbsp;&nbsp;&nbsp;2099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108917 |
| The Trade Desk, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;9477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824120 |
| **Wireless telecommunication services – 0.2%** | **Wireless telecommunication services – 0.2%** |  |
| T-Mobile US, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220074 |
| **Consumer discretionary – 10.2%** | **Consumer discretionary – 10.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101853250 |
| **Automobile components – 0.1%** | **Automobile components – 0.1%** |  |
| Aptiv PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573419 |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429468 |

---

#### MULTIFACTOR LARGE CAP ETF (continued)<br>

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| Automobile components (continued) | Automobile components (continued) |  |
| Mobileye Global, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;&nbsp;&nbsp;$14155 |
| **Automobiles – 0.9%** | **Automobiles – 0.9%** |  |
| Ford Motor Company | &nbsp;&nbsp;&nbsp;75508 | &nbsp;&nbsp;&nbsp;&nbsp;835874 |
| General Motors Company | &nbsp;&nbsp;&nbsp;32303 | &nbsp;&nbsp;&nbsp;1723042 |
| Rivian Automotive, Inc., Class A (A)(C) | &nbsp;&nbsp;&nbsp;11646 | &nbsp;&nbsp;&nbsp;&nbsp;149884 |
| Tesla, Inc. (A) | &nbsp;&nbsp;&nbsp;21148 | &nbsp;&nbsp;&nbsp;6519294 |
| **Broadline retail – 3.2%** | **Broadline retail – 3.2%** |  |
| Amazon.com, Inc. (A) | 125162 | 29301676 |
| Coupang, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9499 | &nbsp;&nbsp;&nbsp;&nbsp;279556 |
| eBay, Inc. | &nbsp;&nbsp;&nbsp;25339 | &nbsp;&nbsp;&nbsp;2324853 |
| **Distributors – 0.2%** | **Distributors – 0.2%** |  |
| Genuine Parts Company | &nbsp;&nbsp;&nbsp;&nbsp;7169 | &nbsp;&nbsp;&nbsp;&nbsp;923941 |
| LKQ Corp. | &nbsp;&nbsp;&nbsp;10603 | &nbsp;&nbsp;&nbsp;&nbsp;312470 |
| Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;417530 |
| **Diversified consumer services – 0.1%** | **Diversified consumer services – 0.1%** |  |
| Bright Horizons Family Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43657 |
| Duolingo, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;131689 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51188 |
| Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;8024 | &nbsp;&nbsp;&nbsp;&nbsp;612311 |
| **Hotels, restaurants and leisure – 2.2%** | **Hotels, restaurants and leisure – 2.2%** |  |
| Airbnb, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;2036 | &nbsp;&nbsp;&nbsp;&nbsp;269587 |
| Aramark | &nbsp;&nbsp;&nbsp;10892 | &nbsp;&nbsp;&nbsp;&nbsp;463564 |
| Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;2504347 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;30007 | &nbsp;&nbsp;&nbsp;&nbsp;893308 |
| Cava Group, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46205 |
| Chipotle Mexican Grill, Inc. (A) | &nbsp;&nbsp;&nbsp;31340 | &nbsp;&nbsp;&nbsp;1343859 |
| Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2458 | &nbsp;&nbsp;&nbsp;&nbsp;263104 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6091 | &nbsp;&nbsp;&nbsp;1228372 |
| Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp;551683 |
| DoorDash, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;4616 | &nbsp;&nbsp;&nbsp;1155154 |
| DraftKings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;8334 | &nbsp;&nbsp;&nbsp;&nbsp;375363 |
| Dutch Bros, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27264 |
| Expedia Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5239 | &nbsp;&nbsp;&nbsp;&nbsp;944173 |
| Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4939 | &nbsp;&nbsp;&nbsp;1324047 |
| Hyatt Hotels Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;213570 |
| Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7577 | &nbsp;&nbsp;&nbsp;&nbsp;397035 |
| Light & Wonder, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2706 | &nbsp;&nbsp;&nbsp;&nbsp;260642 |
| Marriott International, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4652 | &nbsp;&nbsp;&nbsp;1227337 |
| McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9466 | &nbsp;&nbsp;&nbsp;2840463 |
| Norwegian Cruise Line Holdings, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4218 | &nbsp;&nbsp;&nbsp;&nbsp;107812 |
| Royal Caribbean Cruises, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8893 | &nbsp;&nbsp;&nbsp;2826818 |
| Starbucks Corp. | &nbsp;&nbsp;&nbsp;15519 | &nbsp;&nbsp;&nbsp;1383674 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2094 | &nbsp;&nbsp;&nbsp;&nbsp;387662 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43946 |
| Wynn Resorts, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3091 | &nbsp;&nbsp;&nbsp;&nbsp;337012 |
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7782 | &nbsp;&nbsp;&nbsp;1121775 |
| **Household durables – 0.7%** | **Household durables – 0.7%** |  |
| D.R. Horton, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9328 | &nbsp;&nbsp;&nbsp;1332412 |
| Garmin, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5781 | &nbsp;&nbsp;&nbsp;1264652 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 19

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| Household durables (continued) | Household durables (continued) |  |
| Lennar Corp., A Shares | &nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;&nbsp;&nbsp;$699442 |
| Lennar Corp., B Shares (C) | &nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43194 |
| Mohawk Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40422 |
| NVR, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;1404205 |
| PulteGroup, Inc. | 11039 | &nbsp;&nbsp;&nbsp;&nbsp;1246524 |
| SharkNinja, Inc. (A) | &nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124924 |
| Somnigroup International, Inc. (C) | &nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322453 |
| Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304185 |
| TopBuild Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295233 |
| **Leisure products – 0.1%** | **Leisure products – 0.1%** |  |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;6533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491020 |
| **Specialty retail – 2.2%** | **Specialty retail – 2.2%** |  |
| AutoZone, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;1311396 |
| Best Buy Company, Inc. | 13939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906871 |
| Burlington Stores, Inc. (A) | &nbsp;&nbsp;&nbsp;2301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628081 |
| CarMax, Inc. (A) | &nbsp;&nbsp;&nbsp;7453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421914 |
| Carvana Company (A) | &nbsp;&nbsp;&nbsp;2272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886466 |
| Chewy, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;2122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77877 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;3222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681485 |
| Floor & Decor Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;3619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277360 |
| GameStop Corp., Class A (A) | &nbsp;&nbsp;&nbsp;5457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122510 |
| Lithia Motors, Inc. | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316800 |
| Lowe's Companies, Inc. | &nbsp;&nbsp;&nbsp;7867 | &nbsp;&nbsp;&nbsp;&nbsp;1758825 |
| Murphy USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171816 |
| O'Reilly Automotive, Inc. (A) | 17838 | &nbsp;&nbsp;&nbsp;&nbsp;1753832 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111160 |
| Ross Stores, Inc. | 10595 | &nbsp;&nbsp;&nbsp;&nbsp;1446641 |
| The Gap, Inc. | &nbsp;&nbsp;&nbsp;5097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99188 |
| The Home Depot, Inc. | 12227 | &nbsp;&nbsp;&nbsp;&nbsp;4493545 |
| The TJX Companies, Inc. | 19512 | &nbsp;&nbsp;&nbsp;&nbsp;2429829 |
| Tractor Supply Company | 29243 | &nbsp;&nbsp;&nbsp;&nbsp;1665389 |
| Ulta Beauty, Inc. (A) | &nbsp;&nbsp;&nbsp;2611 | &nbsp;&nbsp;&nbsp;&nbsp;1344691 |
| Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;7413 | &nbsp;&nbsp;&nbsp;&nbsp;1386602 |
| **Textiles, apparel and luxury goods – 0.5%** | **Textiles, apparel and luxury goods – 0.5%** |  |
| Amer Sports, Inc. (A) | &nbsp;&nbsp;&nbsp;1042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39117 |
| Birkenstock Holding PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31757 |
| Deckers Outdoor Corp. (A) | &nbsp;&nbsp;&nbsp;6819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723973 |
| Lululemon Athletica, Inc. (A) | &nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698446 |
| NIKE, Inc., Class B | 18438 | &nbsp;&nbsp;&nbsp;&nbsp;1377134 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;1574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470233 |
| Skechers USA, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;3831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242311 |
| Tapestry, Inc. | 11090 | &nbsp;&nbsp;&nbsp;&nbsp;1198053 |
| VF Corp. | &nbsp;&nbsp;&nbsp;2517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29499 |
| **Consumer staples – 5.4%** | **Consumer staples – 5.4%** | 53679168 |
| **Beverages – 1.0%** | **Beverages – 1.0%** |  |
| Brown-Forman Corp., Class A | &nbsp;&nbsp;&nbsp;2123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60803 |
| Brown-Forman Corp., Class B | &nbsp;&nbsp;&nbsp;8057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232444 |
| Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;1389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155221 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer staples (continued)** | **Consumer staples (continued)** |  |
| Beverages (continued) | Beverages (continued) |  |
| Constellation Brands, Inc., Class A | &nbsp;&nbsp;&nbsp;4823 | &nbsp;&nbsp;$805634 |
| Keurig Dr. Pepper, Inc. | 19246 | &nbsp;&nbsp;&nbsp;&nbsp;628382 |
| Molson Coors Beverage Company, Class B | &nbsp;&nbsp;&nbsp;6936 | &nbsp;&nbsp;&nbsp;&nbsp;337922 |
| Monster Beverage Corp. (A) | 15553 | &nbsp;&nbsp;&nbsp;&nbsp;913739 |
| PepsiCo, Inc. | 19413 | 2677441 |
| Primo Brands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;25180 |
| The Coca-Cola Company | 52134 | 3539377 |
| **Consumer staples distribution and retail – 2.2%** | **Consumer staples distribution and retail – 2.2%** |  |
| Albertsons Companies, Inc., Class A | 13163 | &nbsp;&nbsp;&nbsp;&nbsp;252993 |
| BJ's Wholesale Club Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;5055 | &nbsp;&nbsp;&nbsp;&nbsp;535325 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;571623 |
| Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;5139 | 4828810 |
| Dollar General Corp. | &nbsp;&nbsp;&nbsp;6507 | &nbsp;&nbsp;&nbsp;&nbsp;682584 |
| Dollar Tree, Inc. (A) | &nbsp;&nbsp;&nbsp;9644 | 1095076 |
| Maplebear, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp;89608 |
| Performance Food Group Company (A) | &nbsp;&nbsp;&nbsp;4935 | &nbsp;&nbsp;&nbsp;&nbsp;495474 |
| Sprouts Farmers Market, Inc. (A) | &nbsp;&nbsp;&nbsp;1188 | &nbsp;&nbsp;&nbsp;&nbsp;180030 |
| Sysco Corp. | 16851 | 1341340 |
| Target Corp. | 11916 | 1197558 |
| The Kroger Company | 41672 | 2921207 |
| U.S. Foods Holding Corp. (A) | &nbsp;&nbsp;&nbsp;8974 | &nbsp;&nbsp;&nbsp;&nbsp;747803 |
| Walgreens Boots Alliance, Inc. | 19824 | &nbsp;&nbsp;&nbsp;&nbsp;230751 |
| Walmart, Inc. | 70444 | 6902103 |
| **Food products – 0.8%** | **Food products – 0.8%** |  |
| Archer-Daniels-Midland Company | 14406 | &nbsp;&nbsp;&nbsp;&nbsp;780517 |
| Bunge Global SA | &nbsp;&nbsp;&nbsp;6184 | &nbsp;&nbsp;&nbsp;&nbsp;493236 |
| Conagra Brands, Inc. | 18335 | &nbsp;&nbsp;&nbsp;&nbsp;334797 |
| General Mills, Inc. | 18994 | &nbsp;&nbsp;&nbsp;&nbsp;930326 |
| Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;9768 | &nbsp;&nbsp;&nbsp;&nbsp;274383 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;167056 |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;312173 |
| McCormick & Company, Inc. | 10019 | &nbsp;&nbsp;&nbsp;&nbsp;707642 |
| Mondelez International, Inc., Class A | 23299 | 1507212 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;37343 |
| The Campbell's Company | &nbsp;&nbsp;&nbsp;9037 | &nbsp;&nbsp;&nbsp;&nbsp;288461 |
| The Hershey Company | &nbsp;&nbsp;&nbsp;4492 | &nbsp;&nbsp;&nbsp;&nbsp;836096 |
| The J.M. Smucker Company | &nbsp;&nbsp;&nbsp;4044 | &nbsp;&nbsp;&nbsp;&nbsp;434083 |
| The Kraft Heinz Company | 19844 | &nbsp;&nbsp;&nbsp;&nbsp;544916 |
| Tyson Foods, Inc., Class A | 10413 | &nbsp;&nbsp;&nbsp;&nbsp;544600 |
| **Household products – 0.9%** | **Household products – 0.9%** |  |
| Church & Dwight Company, Inc. | &nbsp;&nbsp;&nbsp;8928 | &nbsp;&nbsp;&nbsp;&nbsp;837179 |
| Colgate-Palmolive Company | 14193 | 1190083 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;8177 | 1019018 |
| The Clorox Company | &nbsp;&nbsp;&nbsp;5127 | &nbsp;&nbsp;&nbsp;&nbsp;643746 |
| The Procter & Gamble Company | 33402 | 5025999 |
| **Personal care products – 0.1%** | **Personal care products – 0.1%** |  |
| BellRing Brands, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;35313 |
| Kenvue, Inc. | 35389 | &nbsp;&nbsp;&nbsp;&nbsp;758740 |
| The Estee Lauder Companies, Inc., Class A | &nbsp;&nbsp;&nbsp;2929 | &nbsp;&nbsp;&nbsp;&nbsp;273393 |

---

20 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer staples (continued)** | **Consumer staples (continued)** |  |
| Tobacco – 0.4% | Tobacco – 0.4% |  |
| Altria Group, Inc. | 25012 | &nbsp;&nbsp;&nbsp;&nbsp;$1549243 |
| Philip Morris International, Inc. | 16490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705185 |
| **Energy – 3.5%** | **Energy – 3.5%** | &nbsp;&nbsp;&nbsp;35338034 |
| **Energy equipment and services – 0.3%** | **Energy equipment and services – 0.3%** |  |
| Baker Hughes Company | 27518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239686 |
| Halliburton Company | 25718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576083 |
| Schlumberger, Ltd. | 17061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576662 |
| TechnipFMC PLC | &nbsp;&nbsp;&nbsp;8070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293506 |
| **Oil, gas and consumable fuels – 3.2%** | **Oil, gas and consumable fuels – 3.2%** |  |
| Antero Midstream Corp. | &nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33948 |
| Antero Resources Corp. (A) | &nbsp;&nbsp;&nbsp;5694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198891 |
| APA Corp. (C) | &nbsp;&nbsp;&nbsp;7386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142476 |
| Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp;7082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670502 |
| Chevron Corp. | 33206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5035358 |
| ConocoPhillips | 25798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2459581 |
| Coterra Energy, Inc. | 30464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743017 |
| Devon Energy Corp. | 13591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451493 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;8086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202065 |
| DT Midstream, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44996 |
| EOG Resources, Inc. | 14903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788658 |
| EQT Corp. | 12908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693805 |
| Expand Energy Corp. | &nbsp;&nbsp;&nbsp;4648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487017 |
| Exxon Mobil Corp. | 57549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6424770 |
| Kinder Morgan, Inc. | 34772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975702 |
| Kinetik Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12537 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;9055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541070 |
| Occidental Petroleum Corp. | 17309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760557 |
| ONEOK, Inc. | 11481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942705 |
| Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;8843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364155 |
| Permian Resources Corp. | &nbsp;&nbsp;&nbsp;4028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57036 |
| Phillips 66 | &nbsp;&nbsp;&nbsp;8495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049812 |
| Range Resources Corp. | &nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167076 |
| Targa Resources Corp. | &nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149893 |
| Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524726 |
| The Williams Companies, Inc. | 25212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511459 |
| Valero Energy Corp. | 16159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2218792 |
| **Financials – 16.0%** | **Financials – 16.0%** | 160363658 |
| **Banks – 3.9%** | **Banks – 3.9%** |  |
| Bank of America Corp. | 97410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4604571 |
| Citigroup, Inc. | 32679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062022 |
| Citizens Financial Group, Inc. | 19161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914363 |
| Comerica, Inc. | &nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71286 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;1686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103183 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54914 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;6141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615635 |
| Fifth Third Bancorp | 33968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412050 |
| First Citizens BancShares, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953495 |
| First Horizon Corp. | 17716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386386 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Banks (continued) | Banks (continued) |  |
| Huntington Bancshares, Inc. | 58800 | &nbsp;&nbsp;&nbsp;&nbsp;$966084 |
| JPMorgan Chase & Co. | 42210 | 12504290 |
| KeyCorp | 44025 | &nbsp;&nbsp;&nbsp;&nbsp;788928 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;6607 | &nbsp;&nbsp;&nbsp;1246741 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53701 |
| Regions Financial Corp. | 51341 | &nbsp;&nbsp;&nbsp;1300468 |
| SouthState Corp. | &nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68367 |
| The PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;8363 | &nbsp;&nbsp;&nbsp;1591228 |
| Truist Financial Corp. | 35753 | &nbsp;&nbsp;&nbsp;1562764 |
| U.S. Bancorp | 31710 | &nbsp;&nbsp;&nbsp;1425682 |
| Webster Financial Corp. | &nbsp;&nbsp;&nbsp;5559 | &nbsp;&nbsp;&nbsp;&nbsp;320476 |
| Wells Fargo & Company | 64692 | &nbsp;&nbsp;&nbsp;5216116 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;1597 | &nbsp;&nbsp;&nbsp;&nbsp;123863 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67957 |
| **Capital markets – 4.2%** | **Capital markets – 4.2%** |  |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;2578 | &nbsp;&nbsp;&nbsp;1335894 |
| Ares Management Corp., Class A | &nbsp;&nbsp;&nbsp;4557 | &nbsp;&nbsp;&nbsp;&nbsp;845460 |
| BlackRock, Inc. | &nbsp;&nbsp;&nbsp;1602 | &nbsp;&nbsp;&nbsp;1771828 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;644782 |
| CME Group, Inc. | &nbsp;&nbsp;&nbsp;5149 | &nbsp;&nbsp;&nbsp;1432864 |
| Coinbase Global, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;2418 | &nbsp;&nbsp;&nbsp;&nbsp;913424 |
| Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;142138 |
| FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;1438 | &nbsp;&nbsp;&nbsp;&nbsp;579370 |
| Franklin Resources, Inc. | 11909 | &nbsp;&nbsp;&nbsp;&nbsp;285816 |
| Hamilton Lane, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54828 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp;227076 |
| Interactive Brokers Group, Inc., Class A | &nbsp;&nbsp;&nbsp;8487 | &nbsp;&nbsp;&nbsp;&nbsp;556408 |
| Intercontinental Exchange, Inc. | 10216 | &nbsp;&nbsp;&nbsp;1888223 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;4884 | &nbsp;&nbsp;&nbsp;&nbsp;281611 |
| KKR & Company, Inc. | &nbsp;&nbsp;&nbsp;9596 | &nbsp;&nbsp;&nbsp;1406582 |
| LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;3011 | &nbsp;&nbsp;&nbsp;1191543 |
| MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;1306 | &nbsp;&nbsp;&nbsp;&nbsp;268383 |
| Moody's Corp. | &nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp;&nbsp;1841156 |
| Morgan Stanley | 23070 | &nbsp;&nbsp;&nbsp;3286552 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;238861 |
| MSCI, Inc. | &nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;1052550 |
| Nasdaq, Inc. | 14341 | &nbsp;&nbsp;&nbsp;1379891 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;8922 | &nbsp;&nbsp;&nbsp;1159860 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;8105 | &nbsp;&nbsp;&nbsp;1354589 |
| Robinhood Markets, Inc., Class A (A) | 15348 | &nbsp;&nbsp;&nbsp;1581611 |
| S&P Global, Inc. | &nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;2474439 |
| SEI Investments Company | &nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp;&nbsp;514621 |
| State Street Corp. | 13144 | &nbsp;&nbsp;&nbsp;1468842 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;2656 | &nbsp;&nbsp;&nbsp;&nbsp;303103 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;8560 | &nbsp;&nbsp;&nbsp;&nbsp;868412 |
| The Bank of New York Mellon Corp. | 23750 | &nbsp;&nbsp;&nbsp;2409438 |
| The Blackstone Group, Inc. | &nbsp;&nbsp;&nbsp;7614 | &nbsp;&nbsp;&nbsp;1316917 |
| The Carlyle Group, Inc. | &nbsp;&nbsp;&nbsp;5804 | &nbsp;&nbsp;&nbsp;&nbsp;352071 |
| The Charles Schwab Corp. | 21460 | &nbsp;&nbsp;&nbsp;2097286 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 21

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Capital markets (continued) | Capital markets (continued) |  |
| The Goldman Sachs Group, Inc. | &nbsp;&nbsp;&nbsp;5491 | $3973233 |
| Tradeweb Markets, Inc., Class A | &nbsp;&nbsp;&nbsp;2636 | &nbsp;&nbsp;&nbsp;&nbsp;365218 |
| **Consumer finance – 1.1%** | **Consumer finance – 1.1%** |  |
| Ally Financial, Inc. | 17597 | &nbsp;&nbsp;&nbsp;&nbsp;666046 |
| American Express Company | 10280 | &nbsp;&nbsp;&nbsp;3076907 |
| Capital One Financial Corp. | 25738 | &nbsp;&nbsp;&nbsp;5533670 |
| SoFi Technologies, Inc. (A) | 11938 | &nbsp;&nbsp;&nbsp;&nbsp;269560 |
| Synchrony Financial | 25147 | &nbsp;&nbsp;&nbsp;1751991 |
| **Financial services – 3.4%** | **Financial services – 3.4%** |  |
| Affirm Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;3122 | &nbsp;&nbsp;&nbsp;&nbsp;214044 |
| Apollo Global Management, Inc. | &nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;1392166 |
| Berkshire Hathaway, Inc., Class B (A) | 21337 | 10068504 |
| Block, Inc. (A) | &nbsp;&nbsp;&nbsp;8859 | &nbsp;&nbsp;&nbsp;&nbsp;684446 |
| Corebridge Financial, Inc. | &nbsp;&nbsp;&nbsp;8411 | &nbsp;&nbsp;&nbsp;&nbsp;299095 |
| Corpay, Inc. (A) | &nbsp;&nbsp;&nbsp;3194 | &nbsp;&nbsp;&nbsp;1031822 |
| Equitable Holdings, Inc. | 16489 | &nbsp;&nbsp;&nbsp;&nbsp;846710 |
| Fidelity National Information Services, Inc. | 15124 | &nbsp;&nbsp;&nbsp;1200997 |
| Fiserv, Inc. (A) | 10664 | &nbsp;&nbsp;&nbsp;1481656 |
| Global Payments, Inc. | &nbsp;&nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;656390 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;2881 | &nbsp;&nbsp;&nbsp;&nbsp;489237 |
| Mastercard, Inc., Class A | 11318 | &nbsp;&nbsp;&nbsp;6411307 |
| PayPal Holdings, Inc. (A) | 16058 | &nbsp;&nbsp;&nbsp;1104148 |
| Rocket Companies, Inc., Class A (C) | &nbsp;&nbsp;&nbsp;2202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32524 |
| Shift4 Payments, Inc., Class A (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38419 |
| Toast, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;6016 | &nbsp;&nbsp;&nbsp;&nbsp;293821 |
| UWM Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| Visa, Inc., Class A | 21957 | &nbsp;&nbsp;&nbsp;7585485 |
| **Insurance – 3.4%** | **Insurance – 3.4%** |  |
| Aflac, Inc. | 14079 | &nbsp;&nbsp;&nbsp;1398889 |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;3164 | &nbsp;&nbsp;&nbsp;&nbsp;395184 |
| American International Group, Inc. | 25438 | &nbsp;&nbsp;&nbsp;1974752 |
| Aon PLC, Class A | &nbsp;&nbsp;&nbsp;4038 | &nbsp;&nbsp;&nbsp;1436357 |
| Arch Capital Group, Ltd. | 15248 | &nbsp;&nbsp;&nbsp;1312243 |
| Arthur J. Gallagher & Company | &nbsp;&nbsp;&nbsp;5483 | &nbsp;&nbsp;&nbsp;1574992 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;1908 | &nbsp;&nbsp;&nbsp;&nbsp;357368 |
| Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp;8788 | &nbsp;&nbsp;&nbsp;&nbsp;802960 |
| Chubb, Ltd. | &nbsp;&nbsp;&nbsp;6139 | &nbsp;&nbsp;&nbsp;1633220 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;6383 | &nbsp;&nbsp;&nbsp;&nbsp;941556 |
| CNA Financial Corp. (C) | &nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51822 |
| Erie Indemnity Company, Class A | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;308148 |
| Everest Group, Ltd. | &nbsp;&nbsp;&nbsp;1741 | &nbsp;&nbsp;&nbsp;&nbsp;584628 |
| Fidelity National Financial, Inc. | 12758 | &nbsp;&nbsp;&nbsp;&nbsp;719934 |
| Globe Life, Inc. | &nbsp;&nbsp;&nbsp;4602 | &nbsp;&nbsp;&nbsp;&nbsp;646443 |
| Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp;233125 |
| Loews Corp. | 11366 | &nbsp;&nbsp;&nbsp;1029078 |
| Markel Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;1074435 |
| Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;&nbsp;7932 | &nbsp;&nbsp;&nbsp;1580054 |
| MetLife, Inc. | 13444 | &nbsp;&nbsp;&nbsp;1021072 |
| Old Republic International Corp. | &nbsp;&nbsp;&nbsp;9399 | &nbsp;&nbsp;&nbsp;&nbsp;339962 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Insurance (continued) | Insurance (continued) |  |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;1031 | &nbsp;&nbsp;&nbsp;&nbsp;$273865 |
| Principal Financial Group, Inc. | 10701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832859 |
| Prudential Financial, Inc. | 16058 | &nbsp;&nbsp;&nbsp;&nbsp;1663288 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;2782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535396 |
| RenaissanceRe Holdings, Ltd. | &nbsp;&nbsp;&nbsp;1689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411677 |
| The Allstate Corp. | &nbsp;&nbsp;&nbsp;8725 | &nbsp;&nbsp;&nbsp;&nbsp;1773356 |
| The Hartford Financial Services Group, Inc. | 19189 | &nbsp;&nbsp;&nbsp;&nbsp;2386920 |
| The Progressive Corp. | &nbsp;&nbsp;&nbsp;7470 | &nbsp;&nbsp;&nbsp;&nbsp;1808039 |
| The Travelers Companies, Inc. | &nbsp;&nbsp;&nbsp;7705 | &nbsp;&nbsp;&nbsp;&nbsp;2005149 |
| Unum Group | &nbsp;&nbsp;&nbsp;6579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472438 |
| W.R. Berkley Corp. | 14042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966230 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;1409776 |
| **Health care – 9.1%** | **Health care – 9.1%** | 91457819 |
| **Biotechnology – 1.6%** | **Biotechnology – 1.6%** |  |
| AbbVie, Inc. | 21814 | &nbsp;&nbsp;&nbsp;&nbsp;4123282 |
| Alnylam Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;2442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957850 |
| Amgen, Inc. | &nbsp;&nbsp;&nbsp;9208 | &nbsp;&nbsp;&nbsp;&nbsp;2717281 |
| Biogen, Inc. (A) | &nbsp;&nbsp;&nbsp;5008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641024 |
| BioMarin Pharmaceutical, Inc. (A) | &nbsp;&nbsp;&nbsp;5957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344612 |
| Exact Sciences Corp. (A) | &nbsp;&nbsp;&nbsp;3859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181180 |
| Exelixis, Inc. (A) | &nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84755 |
| Gilead Sciences, Inc. | 23809 | &nbsp;&nbsp;&nbsp;&nbsp;2673513 |
| Incyte Corp. (A) | &nbsp;&nbsp;&nbsp;4828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361569 |
| Insmed, Inc. (A) | &nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130774 |
| Moderna, Inc. (A) | &nbsp;&nbsp;&nbsp;5697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168403 |
| Natera, Inc. (A) | &nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199822 |
| Neurocrine Biosciences, Inc. (A) | &nbsp;&nbsp;&nbsp;2624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336476 |
| Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930009 |
| Roivant Sciences, Ltd. (A)(C) | &nbsp;&nbsp;&nbsp;2902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32967 |
| Sarepta Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;1514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24860 |
| Summit Therapeutics, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17404 |
| United Therapeutics Corp. (A) | &nbsp;&nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432927 |
| Vaxcyte, Inc. (A) | &nbsp;&nbsp;&nbsp;1819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61755 |
| Vertex Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;3063 | &nbsp;&nbsp;&nbsp;&nbsp;1399393 |
| **Health care equipment and supplies – 2.1%** | **Health care equipment and supplies – 2.1%** |  |
| Abbott Laboratories | 24568 | &nbsp;&nbsp;&nbsp;&nbsp;3100236 |
| ABIOMED, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18158 |
| Align Technology, Inc. (A) | &nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157263 |
| Baxter International, Inc. | 15111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328815 |
| Becton, Dickinson and Company | &nbsp;&nbsp;&nbsp;5481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976988 |
| Boston Scientific Corp. (A) | 22989 | &nbsp;&nbsp;&nbsp;&nbsp;2412006 |
| DexCom, Inc. (A) | &nbsp;&nbsp;&nbsp;9726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785569 |
| Edwards Lifesciences Corp. (A) | 11329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898503 |
| GE HealthCare Technologies, Inc. | 14731 | &nbsp;&nbsp;&nbsp;&nbsp;1050615 |
| Globus Medical, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75314 |
| Hologic, Inc. (A) | 11277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753529 |
| IDEXX Laboratories, Inc. (A) | &nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;1186168 |
| Insulet Corp. (A) | &nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488550 |
| Intuitive Surgical, Inc. (A) | &nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;1950820 |

---

22 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

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| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Health care (continued)** | **Health care (continued)** |  |
| Health care equipment and supplies (continued) | Health care equipment and supplies (continued) |  |
| Masimo Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;$37679 |
| Medtronic PLC | 16969 | 1531283 |
| Penumbra, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;108476 |
| ResMed, Inc. | &nbsp;&nbsp;&nbsp;5383 | 1463853 |
| Solventum Corp. (A) | &nbsp;&nbsp;&nbsp;3615 | &nbsp;&nbsp;&nbsp;&nbsp;257966 |
| STERIS PLC | &nbsp;&nbsp;&nbsp;3541 | &nbsp;&nbsp;&nbsp;&nbsp;802001 |
| Stryker Corp. | &nbsp;&nbsp;&nbsp;4564 | 1792420 |
| The Cooper Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;7026 | &nbsp;&nbsp;&nbsp;&nbsp;496668 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;7428 | &nbsp;&nbsp;&nbsp;&nbsp;680776 |
| **Health care providers and services – 2.0%** | **Health care providers and services – 2.0%** |  |
| Cardinal Health, Inc. | 10032 | 1557167 |
| Cencora, Inc. | &nbsp;&nbsp;&nbsp;6301 | 1802590 |
| Centene Corp. (A) | 17242 | &nbsp;&nbsp;&nbsp;&nbsp;449499 |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;179351 |
| CVS Health Corp. | 23779 | 1476676 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;275125 |
| Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;4456 | 1261404 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;2521 | &nbsp;&nbsp;&nbsp;&nbsp;277587 |
| HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;2615 | &nbsp;&nbsp;&nbsp;&nbsp;925684 |
| HealthEquity, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;48306 |
| Henry Schein, Inc. (A) | &nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;444799 |
| Hims & Hers Health, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;64724 |
| Humana, Inc. | &nbsp;&nbsp;&nbsp;3456 | &nbsp;&nbsp;&nbsp;&nbsp;863551 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp;&nbsp;4490 | 1167759 |
| McKesson Corp. | &nbsp;&nbsp;&nbsp;2572 | 1783785 |
| Molina Healthcare, Inc. (A) | &nbsp;&nbsp;&nbsp;2559 | &nbsp;&nbsp;&nbsp;&nbsp;403989 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;7135 | 1194470 |
| Tenet Healthcare Corp. (A) | &nbsp;&nbsp;&nbsp;2866 | &nbsp;&nbsp;&nbsp;&nbsp;462228 |
| The Cigna Corp. | &nbsp;&nbsp;&nbsp;5706 | 1525670 |
| The Ensign Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp;61350 |
| UnitedHealth Group, Inc. | 12278 | 3064098 |
| Universal Health Services, Inc., Class B | &nbsp;&nbsp;&nbsp;3729 | &nbsp;&nbsp;&nbsp;&nbsp;620692 |
| **Health care technology – 0.1%** | **Health care technology – 0.1%** |  |
| Doximity, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;35603 |
| Veeva Systems, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;3099 | &nbsp;&nbsp;&nbsp;&nbsp;880736 |
| **Life sciences tools and services – 1.1%** | **Life sciences tools and services – 1.1%** |  |
| Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;9724 | 1116412 |
| Avantor, Inc. (A) | 21265 | &nbsp;&nbsp;&nbsp;&nbsp;285802 |
| Bio-Rad Laboratories, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;742 | &nbsp;&nbsp;&nbsp;&nbsp;179527 |
| Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;4116 | &nbsp;&nbsp;&nbsp;&nbsp;225269 |
| Charles River Laboratories International, Inc. (A) | &nbsp;&nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp;306539 |
| Danaher Corp. | &nbsp;&nbsp;&nbsp;8732 | 1721601 |
| ICON PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;603 | &nbsp;&nbsp;&nbsp;&nbsp;102022 |
| Illumina, Inc. (A) | &nbsp;&nbsp;&nbsp;2587 | &nbsp;&nbsp;&nbsp;&nbsp;265711 |
| IQVIA Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;6513 | 1210506 |
| Medpace Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp;227698 |
| Mettler-Toledo International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;861 | 1062198 |
| Repligen Corp. (A) | &nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;142006 |
| Revvity, Inc. (C) | &nbsp;&nbsp;&nbsp;4791 | &nbsp;&nbsp;&nbsp;&nbsp;421129 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Health care (continued)** | **Health care (continued)** |  |
| Life sciences tools and services (continued) | Life sciences tools and services (continued) |  |
| Tempus AI, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$18675 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;5606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621814 |
| Waters Corp. (A) | &nbsp;&nbsp;&nbsp;2539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733162 |
| West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;2423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579727 |
| **Pharmaceuticals – 2.2%** | **Pharmaceuticals – 2.2%** |  |
| Bristol-Myers Squibb Company | 35097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520051 |
| Eli Lilly & Company | 10824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8010518 |
| Jazz Pharmaceuticals PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64766 |
| Johnson & Johnson | 35991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929157 |
| Merck & Company, Inc. | 34998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734044 |
| Pfizer, Inc. | 91424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129265 |
| Royalty Pharma PLC, Class A | &nbsp;&nbsp;&nbsp;9844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362259 |
| Viatris, Inc. | 39863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348403 |
| Zoetis, Inc. | &nbsp;&nbsp;&nbsp;7814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139203 |
| **Industrials – 12.4%** | **Industrials – 12.4%** | 124688692 |
| **Aerospace and defense – 2.2%** | **Aerospace and defense – 2.2%** |  |
| ATI, Inc. (A) | &nbsp;&nbsp;&nbsp;1917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147494 |
| Axon Enterprise, Inc. (A) | &nbsp;&nbsp;&nbsp;1262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953428 |
| BWX Technologies, Inc. | &nbsp;&nbsp;&nbsp;1684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255850 |
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486788 |
| General Dynamics Corp. | &nbsp;&nbsp;&nbsp;4798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495105 |
| General Electric Company | 12669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3434313 |
| HEICO Corp. | &nbsp;&nbsp;&nbsp;1109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362421 |
| HEICO Corp., Class A | &nbsp;&nbsp;&nbsp;2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527278 |
| Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp;8374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505394 |
| L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;5702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1567024 |
| Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;3624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525632 |
| Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;2596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496880 |
| Rocket Lab Corp. (A)(C) | &nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78340 |
| RTX Corp. | 23072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635455 |
| StandardAero, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14989 |
| Textron, Inc. | 10074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783455 |
| The Boeing Company (A) | &nbsp;&nbsp;&nbsp;6499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441738 |
| TransDigm Group, Inc. | &nbsp;&nbsp;&nbsp;1128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814343 |
| Woodward, Inc. | &nbsp;&nbsp;&nbsp;1443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370966 |
| **Air freight and logistics – 0.4%** | **Air freight and logistics – 0.4%** |  |
| C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;5727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660438 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;7092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824374 |
| FedEx Corp. | &nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228078 |
| United Parcel Service, Inc., Class B | &nbsp;&nbsp;&nbsp;9421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811713 |
| **Building products – 1.1%** | **Building products – 1.1%** |  |
| A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344747 |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;2251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258302 |
| Allegion PLC | &nbsp;&nbsp;&nbsp;4831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801560 |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;6602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839312 |
| Carlisle Companies, Inc. | &nbsp;&nbsp;&nbsp;2549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904156 |
| Carrier Global Corp. | 19268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322170 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;5879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320641 |

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SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 23

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Building products (continued) | Building products (continued) |  |
| Johnson Controls International PLC | 16333 | $1714965 |
| Lennox International, Inc. | &nbsp;&nbsp;&nbsp;1283 | &nbsp;&nbsp;&nbsp;&nbsp;781347 |
| Masco Corp. | &nbsp;&nbsp;&nbsp;8835 | &nbsp;&nbsp;&nbsp;&nbsp;601929 |
| Owens Corning | &nbsp;&nbsp;&nbsp;5258 | &nbsp;&nbsp;&nbsp;&nbsp;733123 |
| Trane Technologies PLC | &nbsp;&nbsp;&nbsp;5438 | &nbsp;&nbsp;&nbsp;2382279 |
| **Commercial services and supplies – 0.8%** | **Commercial services and supplies – 0.8%** |  |
| Cintas Corp. | &nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;1819346 |
| Clean Harbors, Inc. (A) | &nbsp;&nbsp;&nbsp;1578 | &nbsp;&nbsp;&nbsp;&nbsp;372108 |
| Copart, Inc. (A) | 18850 | &nbsp;&nbsp;&nbsp;&nbsp;854471 |
| Republic Services, Inc. | &nbsp;&nbsp;&nbsp;5931 | &nbsp;&nbsp;&nbsp;1367985 |
| Rollins, Inc. | &nbsp;&nbsp;&nbsp;9539 | &nbsp;&nbsp;&nbsp;&nbsp;546299 |
| Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;7438 | &nbsp;&nbsp;&nbsp;&nbsp;273272 |
| Veralto Corp. | &nbsp;&nbsp;&nbsp;5328 | &nbsp;&nbsp;&nbsp;&nbsp;558534 |
| Waste Management, Inc. | 10880 | &nbsp;&nbsp;&nbsp;2493261 |
| **Construction and engineering – 0.4%** | **Construction and engineering – 0.4%** |  |
| AECOM | &nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;554117 |
| API Group Corp. (A) | &nbsp;&nbsp;&nbsp;7244 | &nbsp;&nbsp;&nbsp;&nbsp;261291 |
| Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp;508486 |
| EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;1387 | &nbsp;&nbsp;&nbsp;&nbsp;870329 |
| MasTec, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;153260 |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;5034 | &nbsp;&nbsp;&nbsp;2044458 |
| **Electrical equipment – 1.3%** | **Electrical equipment – 1.3%** |  |
| Acuity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;144466 |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp;8814 | &nbsp;&nbsp;&nbsp;1629268 |
| Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;6688 | &nbsp;&nbsp;&nbsp;2573007 |
| Emerson Electric Company | 13214 | &nbsp;&nbsp;&nbsp;1922769 |
| GE Vernova, Inc. | &nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;2182258 |
| Generac Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;153026 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;2119 | &nbsp;&nbsp;&nbsp;&nbsp;927020 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp;3937 | &nbsp;&nbsp;&nbsp;&nbsp;308740 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;286650 |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;4820 | &nbsp;&nbsp;&nbsp;1695242 |
| Vertiv Holdings Company, Class A | 10151 | &nbsp;&nbsp;&nbsp;1477986 |
| **Ground transportation – 1.0%** | **Ground transportation – 1.0%** |  |
| CSX Corp. | 48469 | &nbsp;&nbsp;&nbsp;1722588 |
| J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;4748 | &nbsp;&nbsp;&nbsp;&nbsp;683949 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;227375 |
| Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;6497 | &nbsp;&nbsp;&nbsp;1806166 |
| Old Dominion Freight Line, Inc. | &nbsp;&nbsp;&nbsp;4774 | &nbsp;&nbsp;&nbsp;&nbsp;712520 |
| Saia, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp;161094 |
| Uber Technologies, Inc. (A) | 19178 | &nbsp;&nbsp;&nbsp;1682870 |
| U-Haul Holding Company (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23318 |
| U-Haul Holding Company, Series N | &nbsp;&nbsp;&nbsp;3868 | &nbsp;&nbsp;&nbsp;&nbsp;201136 |
| Union Pacific Corp. | 10468 | &nbsp;&nbsp;&nbsp;2323582 |
| XPO, Inc. (A) | &nbsp;&nbsp;&nbsp;2731 | &nbsp;&nbsp;&nbsp;&nbsp;328512 |
| **Industrial conglomerates – 0.4%** | **Industrial conglomerates – 0.4%** |  |
| 3M Company | &nbsp;&nbsp;&nbsp;9860 | &nbsp;&nbsp;&nbsp;1471309 |
| Honeywell International, Inc. | 10305 | &nbsp;&nbsp;&nbsp;2291317 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Machinery – 2.6% | Machinery – 2.6% |  |
| Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;1658 | &nbsp;&nbsp;$149336 |
| Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;9511 | 4166008 |
| Chart Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;72374 |
| CNH Industrial NV | 15486 | &nbsp;&nbsp;&nbsp;&nbsp;200699 |
| Crane Company | &nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;120007 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;6054 | 2225571 |
| Deere & Company | &nbsp;&nbsp;&nbsp;5212 | 2733016 |
| Donaldson Company, Inc. | &nbsp;&nbsp;&nbsp;3562 | &nbsp;&nbsp;&nbsp;&nbsp;256357 |
| Dover Corp. | &nbsp;&nbsp;&nbsp;6534 | 1183569 |
| Fortive Corp. | 12031 | &nbsp;&nbsp;&nbsp;&nbsp;576646 |
| Graco, Inc. | &nbsp;&nbsp;&nbsp;5781 | &nbsp;&nbsp;&nbsp;&nbsp;485488 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;2831 | &nbsp;&nbsp;&nbsp;&nbsp;462897 |
| Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;6708 | 1717047 |
| Ingersoll Rand, Inc. | 13021 | 1101967 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;2232 | &nbsp;&nbsp;&nbsp;&nbsp;379351 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;&nbsp;534726 |
| Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;139580 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;1842 | &nbsp;&nbsp;&nbsp;&nbsp;394575 |
| Otis Worldwide Corp. | 11174 | &nbsp;&nbsp;&nbsp;&nbsp;957500 |
| PACCAR, Inc. | 16625 | 1641885 |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;3222 | 2358182 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;6348 | &nbsp;&nbsp;&nbsp;&nbsp;648766 |
| RBC Bearings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;461 | &nbsp;&nbsp;&nbsp;&nbsp;178564 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;2315 | &nbsp;&nbsp;&nbsp;&nbsp;743555 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;437357 |
| Symbotic, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;18019 |
| The Middleby Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;352 | &nbsp;&nbsp;&nbsp;&nbsp;51110 |
| The Toro Company | &nbsp;&nbsp;&nbsp;4016 | &nbsp;&nbsp;&nbsp;&nbsp;298188 |
| Wabtec Corp. | &nbsp;&nbsp;&nbsp;6133 | 1177843 |
| Xylem, Inc. | &nbsp;&nbsp;&nbsp;7762 | 1122540 |
| **Passenger airlines – 0.1%** | **Passenger airlines – 0.1%** |  |
| Alaska Air Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;14723 |
| American Airlines Group, Inc. (A) | &nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp;15557 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;8121 | &nbsp;&nbsp;&nbsp;&nbsp;432118 |
| Southwest Airlines Company | &nbsp;&nbsp;&nbsp;6805 | &nbsp;&nbsp;&nbsp;&nbsp;210479 |
| United Airlines Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;4368 | &nbsp;&nbsp;&nbsp;&nbsp;385738 |
| **Professional services – 1.1%** | **Professional services – 1.1%** |  |
| Amentum Holdings, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4644 |
| Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;6650 | 2058175 |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;5542 | &nbsp;&nbsp;&nbsp;&nbsp;594823 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;4350 | 1076669 |
| CACI International, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;255616 |
| Dayforce, Inc. (A) | &nbsp;&nbsp;&nbsp;4635 | &nbsp;&nbsp;&nbsp;&nbsp;267300 |
| Equifax, Inc. | &nbsp;&nbsp;&nbsp;4686 | 1125718 |
| Genpact, Ltd. | &nbsp;&nbsp;&nbsp;1256 | &nbsp;&nbsp;&nbsp;&nbsp;55327 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;437669 |
| Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;5627 | &nbsp;&nbsp;&nbsp;&nbsp;898351 |
| Paychex, Inc. | &nbsp;&nbsp;&nbsp;7702 | 1111630 |
| Paycom Software, Inc. | &nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;398249 |

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24 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Professional services (continued) | Professional services (continued) |  |
| Paylocity Holding Corp. (A) | &nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$202074 |
| SS&C Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;8496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726238 |
| TransUnion | &nbsp;&nbsp;&nbsp;6764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643865 |
| UL Solutions, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51769 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;5559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549349 |
| **Trading companies and distributors – 1.0%** | **Trading companies and distributors – 1.0%** |  |
| Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73577 |
| Core & Main, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;3931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250169 |
| Fastenal Company | 42770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972980 |
| Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp;5371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199505 |
| FTAI Aviation, Ltd. | &nbsp;&nbsp;&nbsp;1243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171049 |
| United Rentals, Inc. | &nbsp;&nbsp;&nbsp;4181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3691572 |
| W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;1349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402339 |
| Watsco, Inc. (C) | &nbsp;&nbsp;&nbsp;1116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503182 |
| WESCO International, Inc. | &nbsp;&nbsp;&nbsp;1624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336103 |
| **Information technology – 25.7%** | **Information technology – 25.7%** | 257809993 |
| **Communications equipment – 0.9%** | **Communications equipment – 0.9%** |  |
| Arista Networks, Inc. (A) | 16604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045945 |
| Ciena Corp. (A) | &nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244819 |
| Cisco Systems, Inc. | 58020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950002 |
| F5, Inc. (A) | &nbsp;&nbsp;&nbsp;2546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797967 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;3523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546527 |
| Ubiquiti, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68804 |
| **Electronic equipment, instruments and components – 1.6%** | **Electronic equipment, instruments and components – 1.6%** |  |
| Amphenol Corp., Class A | 34494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3673956 |
| CDW Corp. | &nbsp;&nbsp;&nbsp;5224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910961 |
| Coherent Corp. (A) | &nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303432 |
| Corning, Inc. | 34062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154081 |
| Flex, Ltd. (A) | 20416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018146 |
| Jabil, Inc. | &nbsp;&nbsp;&nbsp;5899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316480 |
| Keysight Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;7420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216212 |
| Ralliant Corp. (A) | &nbsp;&nbsp;&nbsp;4018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183703 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;1553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224238 |
| TE Connectivity PLC | 11828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433611 |
| Teledyne Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863448 |
| Trimble, Inc. (A) | &nbsp;&nbsp;&nbsp;8842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741755 |
| Zebra Technologies Corp., Class A (A) | &nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667869 |
| **IT services – 1.5%** | **IT services – 1.5%** |  |
| Accenture PLC, Class A | &nbsp;&nbsp;&nbsp;9372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2503261 |
| Akamai Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;6757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515627 |
| Amdocs, Ltd. | &nbsp;&nbsp;&nbsp;6036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515233 |
| Cloudflare, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;5811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206828 |
| Cognizant Technology Solutions Corp., Class A | 18585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333660 |
| EPAM Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;1666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262745 |
| Gartner, Inc. (A) | &nbsp;&nbsp;&nbsp;3216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089098 |
| GoDaddy, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;4630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748115 |
| IBM Corp. | 16649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4214694 |
| Kyndryl Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;2716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102583 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| IT services (continued) | IT services (continued) |  |
| MongoDB, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1353 | &nbsp;&nbsp;&nbsp;&nbsp;$321865 |
| Okta, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3834 | &nbsp;&nbsp;&nbsp;&nbsp;374965 |
| Snowflake, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;690615 |
| Twilio, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;4654 | &nbsp;&nbsp;&nbsp;&nbsp;600366 |
| VeriSign, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3353 | &nbsp;&nbsp;&nbsp;&nbsp;901521 |
| **Semiconductors and semiconductor equipment – 9.0%** | **Semiconductors and semiconductor equipment – 9.0%** |  |
| Advanced Micro Devices, Inc. (A) | &nbsp;&nbsp;&nbsp;21362 | &nbsp;&nbsp;&nbsp;3766334 |
| Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8860 | &nbsp;&nbsp;&nbsp;1990222 |
| Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;16554 | &nbsp;&nbsp;&nbsp;2980713 |
| Astera Labs, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;100497 |
| Broadcom, Inc. | &nbsp;&nbsp;&nbsp;55433 | 16280672 |
| Credo Technology Group Holding, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95710 |
| Enphase Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3284 | &nbsp;&nbsp;&nbsp;&nbsp;106270 |
| Entegris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5087 | &nbsp;&nbsp;&nbsp;&nbsp;399126 |
| First Solar, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;580104 |
| GlobalFoundries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68349 |
| Intel Corp. | &nbsp;&nbsp;&nbsp;69413 | &nbsp;&nbsp;&nbsp;1374377 |
| KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3023 | &nbsp;&nbsp;&nbsp;2657308 |
| Lam Research Corp. | &nbsp;&nbsp;&nbsp;25563 | &nbsp;&nbsp;&nbsp;2424395 |
| MACOM Technology Solutions Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55679 |
| Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;23195 | &nbsp;&nbsp;&nbsp;1864182 |
| Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;22948 | &nbsp;&nbsp;&nbsp;1551055 |
| Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;19920 | &nbsp;&nbsp;&nbsp;2174069 |
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1369 | &nbsp;&nbsp;&nbsp;&nbsp;973688 |
| NVIDIA Corp. | 234929 | 41786821 |
| NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;5713 | &nbsp;&nbsp;&nbsp;1221268 |
| ON Semiconductor Corp. (A) | &nbsp;&nbsp;&nbsp;15015 | &nbsp;&nbsp;&nbsp;&nbsp;846245 |
| Qualcomm, Inc. | &nbsp;&nbsp;&nbsp;19469 | &nbsp;&nbsp;&nbsp;2857270 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7353 | &nbsp;&nbsp;&nbsp;&nbsp;503975 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7162 | &nbsp;&nbsp;&nbsp;&nbsp;769414 |
| Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;15258 | &nbsp;&nbsp;&nbsp;2762613 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;131404 |
| **Software – 8.8%** | **Software – 8.8%** |  |
| Adobe, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5111 | &nbsp;&nbsp;&nbsp;1828154 |
| Appfolio, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57754 |
| AppLovin Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3957 | &nbsp;&nbsp;&nbsp;1546000 |
| Atlassian Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;1703 | &nbsp;&nbsp;&nbsp;&nbsp;326601 |
| Aurora Innovation, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;11564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67187 |
| Autodesk, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3821 | &nbsp;&nbsp;&nbsp;1158183 |
| Bentley Systems, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;256562 |
| Cadence Design Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5823 | &nbsp;&nbsp;&nbsp;2122891 |
| Confluent, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;1331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23592 |
| Crowdstrike Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3104 | &nbsp;&nbsp;&nbsp;1410985 |
| Datadog, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5678 | &nbsp;&nbsp;&nbsp;&nbsp;794806 |
| DocuSign, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4404 | &nbsp;&nbsp;&nbsp;&nbsp;333119 |
| Dropbox, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;7230 | &nbsp;&nbsp;&nbsp;&nbsp;196439 |
| Dynatrace, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;396942 |
| Elastic NV (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71229 |
| Fair Isaac Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;1235579 |

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SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 25

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| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Software (continued) | Software (continued) |  |
| Fortinet, Inc. (A) | &nbsp;&nbsp;&nbsp;14007 | &nbsp;&nbsp;&nbsp;$1399299 |
| Gen Digital, Inc. | &nbsp;&nbsp;&nbsp;25493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751789 |
| Gitlab, Inc., Class A (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77675 |
| Guidewire Software, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399052 |
| HubSpot, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632414 |
| Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3946 | &nbsp;&nbsp;&nbsp;&nbsp;3098123 |
| Klaviyo, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13497 |
| Manhattan Associates, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418892 |
| Microsoft Corp. | &nbsp;&nbsp;&nbsp;85348 | &nbsp;&nbsp;&nbsp;45533153 |
| Nutanix, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239642 |
| Oracle Corp. | &nbsp;&nbsp;&nbsp;22754 | &nbsp;&nbsp;&nbsp;&nbsp;5774283 |
| Palantir Technologies, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;24203 | &nbsp;&nbsp;&nbsp;&nbsp;3832545 |
| Palo Alto Networks, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8511 | &nbsp;&nbsp;&nbsp;&nbsp;1477510 |
| Procore Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153073 |
| PTC, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796301 |
| Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;1221888 |
| Rubrik, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40164 |
| Salesforce, Inc. | &nbsp;&nbsp;&nbsp;10972 | &nbsp;&nbsp;&nbsp;&nbsp;2834397 |
| Samsara, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151359 |
| ServiceNow, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;1797587 |
| Synopsys, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4493 | &nbsp;&nbsp;&nbsp;&nbsp;2846181 |
| Tyler Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851119 |
| Unity Software, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81765 |
| Workday, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740439 |
| Zoom Communications, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443782 |
| Zscaler, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571691 |
| **Technology hardware, storage and peripherals – 3.9%** | **Technology hardware, storage and peripherals – 3.9%** |  |
| Apple, Inc. | 157982 | &nbsp;&nbsp;&nbsp;32792324 |
| Dell Technologies, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;5176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686803 |
| Hewlett Packard Enterprise Company | &nbsp;&nbsp;&nbsp;46529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962685 |
| HP, Inc. | &nbsp;&nbsp;&nbsp;34032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843994 |
| NetApp, Inc. | &nbsp;&nbsp;&nbsp;11331 | &nbsp;&nbsp;&nbsp;&nbsp;1179897 |
| Pure Storage, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;6818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405807 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;8099 | &nbsp;&nbsp;&nbsp;&nbsp;1271624 |
| Super Micro Computer, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;8856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522238 |
| Western Digital Corp. | &nbsp;&nbsp;&nbsp;13675 | &nbsp;&nbsp;&nbsp;&nbsp;1076086 |
| **Materials – 3.1%** | **Materials – 3.1%** | 30925279 |
| **Chemicals – 1.6%** | **Chemicals – 1.6%** |  |
| Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4347 | &nbsp;&nbsp;&nbsp;&nbsp;1251414 |
| Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244667 |
| Axalta Coating Systems, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50721 |
| CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869724 |
| Corteva, Inc. | &nbsp;&nbsp;&nbsp;21180 | &nbsp;&nbsp;&nbsp;&nbsp;1527713 |
| Dow, Inc. | &nbsp;&nbsp;&nbsp;28016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652493 |
| DuPont de Nemours, Inc. | &nbsp;&nbsp;&nbsp;14821 | &nbsp;&nbsp;&nbsp;&nbsp;1065630 |
| Eastman Chemical Company | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439654 |
| Ecolab, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4954 | &nbsp;&nbsp;&nbsp;&nbsp;1296759 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572360 |
| Linde PLC | &nbsp;&nbsp;&nbsp;&nbsp;6026 | &nbsp;&nbsp;&nbsp;&nbsp;2773527 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Materials (continued)** | **Materials (continued)** |  |
| Chemicals (continued) | Chemicals (continued) |  |
| LyondellBasell Industries NV, Class A | 12689 | &nbsp;&nbsp;&nbsp;&nbsp;$735074 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;9548 | &nbsp;&nbsp;&nbsp;&nbsp;1007314 |
| RPM International, Inc. | &nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623447 |
| The Mosaic Company | 15127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544723 |
| The Sherwin-Williams Company | &nbsp;&nbsp;&nbsp;5612 | &nbsp;&nbsp;&nbsp;&nbsp;1856899 |
| Westlake Corp. | &nbsp;&nbsp;&nbsp;1712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135762 |
| **Construction materials – 0.3%** | **Construction materials – 0.3%** |  |
| CRH PLC | &nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251034 |
| Eagle Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106089 |
| Martin Marietta Materials, Inc. | &nbsp;&nbsp;&nbsp;2257 | &nbsp;&nbsp;&nbsp;&nbsp;1297504 |
| Vulcan Materials Company | &nbsp;&nbsp;&nbsp;4616 | &nbsp;&nbsp;&nbsp;&nbsp;1267877 |
| **Containers and packaging – 0.5%** | **Containers and packaging – 0.5%** |  |
| Amcor PLC | 77321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722951 |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386879 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;3124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524113 |
| Ball Corp. | 13471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771349 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;5688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565160 |
| Graphic Packaging Holding Company | 10345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231314 |
| International Paper Company | 18819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879600 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;4493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870519 |
| Smurfit WestRock PLC | &nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312879 |
| **Metals and mining – 0.7%** | **Metals and mining – 0.7%** |  |
| Alcoa Corp. | &nbsp;&nbsp;&nbsp;3072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92068 |
| Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62846 |
| Freeport-McMoRan, Inc. | 31901 | &nbsp;&nbsp;&nbsp;&nbsp;1283696 |
| Newmont Corp. | 27240 | &nbsp;&nbsp;&nbsp;&nbsp;1691604 |
| Nucor Corp. | 10904 | &nbsp;&nbsp;&nbsp;&nbsp;1560035 |
| Reliance, Inc. | &nbsp;&nbsp;&nbsp;3016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875032 |
| Royal Gold, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112354 |
| Southern Copper Corp. | &nbsp;&nbsp;&nbsp;2329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219299 |
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;9354 | &nbsp;&nbsp;&nbsp;&nbsp;1193196 |
| **Real estate – 2.6%** | **Real estate – 2.6%** | 26360071 |
| **Diversified REITs – 0.0%** | **Diversified REITs – 0.0%** |  |
| WP Carey, Inc. | &nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325291 |
| **Health care REITs – 0.3%** | **Health care REITs – 0.3%** |  |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;4053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309771 |
| Healthpeak Properties, Inc. | 15184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257217 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp;4994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194267 |
| Ventas, Inc. | 10704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719095 |
| Welltower, Inc. | &nbsp;&nbsp;&nbsp;9867 | &nbsp;&nbsp;&nbsp;&nbsp;1628746 |
| **Hotel and resort REITs – 0.0%** | **Hotel and resort REITs – 0.0%** |  |
| Host Hotels & Resorts, Inc. | 19034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299214 |
| **Industrial REITs – 0.2%** | **Industrial REITs – 0.2%** |  |
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172218 |
| Lineage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11003 |
| Prologis, Inc. | 12172 | &nbsp;&nbsp;&nbsp;&nbsp;1299726 |
| Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;4003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146230 |

---

26 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |
| Office REITs – 0.0% | Office REITs – 0.0% |  |
| BXP, Inc. | &nbsp;&nbsp;&nbsp;4086 | &nbsp;&nbsp;&nbsp;&nbsp;$267347 |
| **Real estate management and development – 0.5%** | **Real estate management and development – 0.5%** |  |
| CBRE Group, Inc., Class A (A) | 15853 | &nbsp;&nbsp;&nbsp;&nbsp;2468946 |
| CoStar Group, Inc. (A) | 10941 | &nbsp;&nbsp;&nbsp;&nbsp;1041474 |
| Jones Lang LaSalle, Inc. (A) | &nbsp;&nbsp;&nbsp;2335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631291 |
| Zillow Group, Inc., Class A (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65161 |
| Zillow Group, Inc., Class C (A) | &nbsp;&nbsp;&nbsp;5159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410398 |
| **Residential REITs – 0.4%** | **Residential REITs – 0.4%** |  |
| American Homes 4 Rent, Class A | &nbsp;&nbsp;&nbsp;7968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276410 |
| AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp;3717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692403 |
| Camden Property Trust | &nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298116 |
| Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;4511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270299 |
| Equity Residential | &nbsp;&nbsp;&nbsp;9486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599515 |
| Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449591 |
| Invitation Homes, Inc. | 14781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453038 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;3058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435551 |
| Sun Communities, Inc. | &nbsp;&nbsp;&nbsp;3169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393051 |
| UDR, Inc. | &nbsp;&nbsp;&nbsp;8333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327404 |
| **Retail REITs – 0.3%** | **Retail REITs – 0.3%** |  |
| Brixmor Property Group, Inc. | &nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71387 |
| Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;2173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200264 |
| Kimco Realty Corp. | 15447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327940 |
| NNN REIT, Inc. | &nbsp;&nbsp;&nbsp;4646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191694 |
| Realty Income Corp. | 15946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895049 |
| Regency Centers Corp. | &nbsp;&nbsp;&nbsp;4567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326084 |
| Simon Property Group, Inc. | &nbsp;&nbsp;&nbsp;6147 | &nbsp;&nbsp;&nbsp;&nbsp;1006817 |
| **Specialized REITs – 0.9%** | **Specialized REITs – 0.9%** |  |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;5561 | &nbsp;&nbsp;&nbsp;&nbsp;1158857 |
| Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807091 |
| CubeSmart | &nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211281 |
| Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;6535 | &nbsp;&nbsp;&nbsp;&nbsp;1153035 |
| Equinix, Inc. | &nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973611 |
| Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;4979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668978 |
| Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;&nbsp;6456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294264 |
| Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp;7696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749283 |
| Lamar Advertising Company, Class A | &nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272618 |
| Public Storage | &nbsp;&nbsp;&nbsp;2071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563188 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;2662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598205 |
| VICI Properties, Inc. | 24637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803166 |
| Weyerhaeuser Company | 25728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644486 |
| **Utilities – 4.1%** | **Utilities – 4.1%** | 40997742 |
| **Electric utilities – 2.3%** | **Electric utilities – 2.3%** |  |
| Alliant Energy Corp. | 10032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652180 |
| American Electric Power Company, Inc. | 15736 | &nbsp;&nbsp;&nbsp;&nbsp;1780371 |
| Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;6295 | &nbsp;&nbsp;&nbsp;&nbsp;2189653 |
| Duke Energy Corp. | 16186 | &nbsp;&nbsp;&nbsp;&nbsp;1968865 |
| Edison International | 18077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942173 |
| Entergy Corp. | 23212 | &nbsp;&nbsp;&nbsp;&nbsp;2099061 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Utilities (continued)** | **Utilities (continued)** |  |
| Electric utilities (continued) | Electric utilities (continued) |  |
| Evergy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$800394 |
| Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;14585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964069 |
| Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935296 |
| FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948760 |
| NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395121 |
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093488 |
| OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132899 |
| PG&E Corp. | &nbsp;&nbsp;&nbsp;&nbsp;76864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077633 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556951 |
| PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286196 |
| The Southern Company | &nbsp;&nbsp;&nbsp;&nbsp;20102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899237 |
| Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626549 |
| **Gas utilities – 0.1%** | **Gas utilities – 0.1%** |  |
| Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774611 |
| **Independent power and renewable electricity producers –<br>0.4%** | **Independent power and renewable electricity producers –<br>0.4%** |  |
| The AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410938 |
| Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3092023 |
| **Multi-utilities – 1.2%** | **Multi-utilities – 1.2%** |  |
| Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181704 |
| CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118249 |
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866264 |
| Consolidated Edison, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1636956 |
| Dominion Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105874 |
| DTE Energy Company | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208458 |
| NiSource, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857405 |
| Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922853 |
| Sempra | &nbsp;&nbsp;&nbsp;&nbsp;14191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159121 |
| WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232277 |
| **Water utilities – 0.1%** | **Water utilities – 0.1%** |  |
| American Water Works Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805819 |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276294 |
| **SHORT-TERM INVESTMENTS – 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$1834016** |
| (Cost $1,834,015) |  |  |
| **Short-term funds – 0.2%** | **Short-term funds – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834016 |
| John Hancock Collateral Trust, 4.2650% (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63113 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.2386% (D) | 1770903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770903 |
| **Total investments (Multifactor Large Cap ETF) (Cost $714,873,186) 100.0%** | **Total investments (Multifactor Large Cap ETF) (Cost $714,873,186) 100.0%** | **$1002838508** |
| **Other assets and liabilities, net 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**219922** |
| **Total net assets 100.0%** |  | **$1003058430** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| (A) | Non-income producing security. |
| (B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 27

------

(C) All or a portion of this security is on loan as of 7-31-25. The value of securities on loan amounted to $3,456,875. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash
collateral of $3,471,898 in the form of U.S. Treasuries was pledged to the fund.

(D) The rate shown is the annualized seven-day yield as of 7-31-25.

(E) Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending.

#### MULTIFACTOR MID CAP ETF

------

#### As of 7-31-25 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 99.9%** |  | **$4173653721** |
| (Cost $3,310,108,995) |  |  |
| **Communication services – 3.1%** | **Communication services – 3.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129633631 |
| **Diversified telecommunication services – 0.2%** | **Diversified telecommunication services – 0.2%** |  |
| AST SpaceMobile, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;36667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949584 |
| Frontier Communications Parent, Inc. (A) | 192542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7073993 |
| GCI Liberty, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;32082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Entertainment – 1.3%** | **Entertainment – 1.3%** |  |
| Live Nation Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;42900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6336330 |
| ROBLOX Corp., Class A (A) | &nbsp;&nbsp;&nbsp;82237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11331436 |
| Roku, Inc. (A) | &nbsp;&nbsp;&nbsp;55335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210344 |
| Take-Two Interactive Software, Inc. (A) | &nbsp;&nbsp;&nbsp;72228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16087342 |
| TKO Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;22651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3805595 |
| Warner Brothers Discovery, Inc. (A) | 679561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8949818 |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;44956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315413 |
| **Interactive media and services – 0.3%** | **Interactive media and services – 0.3%** |  |
| Match Group, Inc. | 109802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3762915 |
| Pinterest, Inc., Class A (A) | 166135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6412811 |
| Reddit, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;12093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1942015 |
| Snap, Inc., Class A (A) | 202891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1913262 |
| **Media – 1.3%** | **Media – 1.3%** |  |
| EchoStar Corp., Class A (A)(B) | &nbsp;&nbsp;&nbsp;64622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106031 |
| Fox Corp., Class A | 141606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7895951 |
| Fox Corp., Class B | &nbsp;&nbsp;&nbsp;87332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4466158 |
| Liberty Broadband Corp., Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;8574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524129 |
| Liberty Broadband Corp., Series C (A) | &nbsp;&nbsp;&nbsp;73032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4478322 |
| News Corp., Class A | 229693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6734599 |
| News Corp., Class B | &nbsp;&nbsp;&nbsp;91103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3044662 |
| Omnicom Group, Inc. | 105816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7624043 |
| Paramount Global, Class A | &nbsp;&nbsp;&nbsp;&nbsp;2157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41177 |
| Paramount Global, Class B | 256606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225537 |
| Sirius XM Holdings, Inc. | &nbsp;&nbsp;&nbsp;19650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415008 |
| The Interpublic Group of Companies, Inc. | 312191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7679899 |
| The New York Times Company, Class A | 102279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5307257 |
| **Consumer discretionary – 11.4%** | **Consumer discretionary – 11.4%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474600153 |
| **Automobile components – 0.7%** | **Automobile components – 0.7%** |  |
| Aptiv PLC (A) | 106734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7326222 |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;68020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7587631 |
| BorgWarner, Inc. | 186643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868462 |
| Gentex Corp. | 171746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4537529 |
| Mobileye Global, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;30786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438393 |
| **Automobiles – 0.1%** | **Automobiles – 0.1%** |  |
| Lucid Group, Inc. (A) | 396500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975390 |
| Rivian Automotive, Inc., Class A (A)(B) | 279072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591657 |

---

#### MULTIFACTOR MID CAP ETF (continued)<br>

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| Broadline retail – 0.6% | Broadline retail – 0.6% |  |
| Dillard's, Inc., Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;2618 | $1222423 |
| eBay, Inc. | 210500 | 19313375 |
| Etsy, Inc. (A) | &nbsp;&nbsp;&nbsp;44371 | &nbsp;&nbsp;&nbsp;2585498 |
| Ollie's Bargain Outlet Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;18116 | &nbsp;&nbsp;&nbsp;2475189 |
| **Distributors – 0.5%** | **Distributors – 0.5%** |  |
| Genuine Parts Company | &nbsp;&nbsp;&nbsp;65066 | &nbsp;&nbsp;&nbsp;8385706 |
| LKQ Corp. | 173857 | &nbsp;&nbsp;&nbsp;5123566 |
| Pool Corp. | &nbsp;&nbsp;&nbsp;19391 | &nbsp;&nbsp;&nbsp;5975143 |
| **Diversified consumer services – 0.7%** | **Diversified consumer services – 0.7%** |  |
| ADT, Inc. | 411954 | &nbsp;&nbsp;&nbsp;3439816 |
| Bright Horizons Family Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;30601 | &nbsp;&nbsp;&nbsp;3460973 |
| Duolingo, Inc. (A) | &nbsp;&nbsp;&nbsp;11896 | &nbsp;&nbsp;&nbsp;4122559 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;78169 | &nbsp;&nbsp;&nbsp;4247703 |
| Service Corp. International | 145933 | 11136147 |
| Stride, Inc. (A) | &nbsp;&nbsp;&nbsp;14974 | &nbsp;&nbsp;&nbsp;1920116 |
| **Hotels, restaurants and leisure – 2.6%** | **Hotels, restaurants and leisure – 2.6%** |  |
| Aramark | 189221 | &nbsp;&nbsp;&nbsp;8053246 |
| Brinker International, Inc. (A) | &nbsp;&nbsp;&nbsp;14420 | &nbsp;&nbsp;&nbsp;2272592 |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;80365 | &nbsp;&nbsp;&nbsp;2144138 |
| Carnival Corp. (A) | 301708 | &nbsp;&nbsp;&nbsp;8981847 |
| Cava Group, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;24354 | &nbsp;&nbsp;&nbsp;2143396 |
| Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;17332 | &nbsp;&nbsp;&nbsp;2213470 |
| Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;41239 | &nbsp;&nbsp;&nbsp;4414223 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;57005 | 11496198 |
| Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;13372 | &nbsp;&nbsp;&nbsp;6194044 |
| DraftKings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;96837 | &nbsp;&nbsp;&nbsp;4361538 |
| Dutch Bros, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;24641 | &nbsp;&nbsp;&nbsp;1460472 |
| Expedia Group, Inc. | &nbsp;&nbsp;&nbsp;46977 | &nbsp;&nbsp;&nbsp;8466195 |
| Hyatt Hotels Corp., Class A | &nbsp;&nbsp;&nbsp;20858 | &nbsp;&nbsp;&nbsp;2940352 |
| Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;16133 | &nbsp;&nbsp;&nbsp;&nbsp;845369 |
| Life Time Group Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;30453 | &nbsp;&nbsp;&nbsp;&nbsp;874610 |
| Light & Wonder, Inc. (A) | &nbsp;&nbsp;&nbsp;56391 | &nbsp;&nbsp;&nbsp;5431581 |
| MGM Resorts International (A) | &nbsp;&nbsp;&nbsp;&nbsp;4088 | &nbsp;&nbsp;&nbsp;&nbsp;149008 |
| Norwegian Cruise Line Holdings, Ltd. (A) | 297689 | &nbsp;&nbsp;&nbsp;7608931 |
| Planet Fitness, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;38284 | &nbsp;&nbsp;&nbsp;4180230 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;38030 | &nbsp;&nbsp;&nbsp;7040494 |
| Vail Resorts, Inc. | &nbsp;&nbsp;&nbsp;25566 | &nbsp;&nbsp;&nbsp;3841547 |
| Wingstop, Inc. | &nbsp;&nbsp;&nbsp;10112 | &nbsp;&nbsp;&nbsp;3815662 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;59827 | &nbsp;&nbsp;&nbsp;5145122 |
| Wynn Resorts, Ltd. (B) | &nbsp;&nbsp;&nbsp;43663 | &nbsp;&nbsp;&nbsp;4760577 |
| **Household durables – 2.0%** | **Household durables – 2.0%** |  |
| Garmin, Ltd. | &nbsp;&nbsp;&nbsp;59464 | 13008345 |
| Lennar Corp., A Shares | &nbsp;&nbsp;&nbsp;26120 | &nbsp;&nbsp;&nbsp;2930142 |
| Mohawk Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;34210 | &nbsp;&nbsp;&nbsp;3917387 |
| NVR, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1669 | 12600099 |
| PulteGroup, Inc. | 131841 | 14887486 |
| SharkNinja, Inc. (A) | &nbsp;&nbsp;&nbsp;30657 | &nbsp;&nbsp;&nbsp;3559278 |
| Somnigroup International, Inc. (B) | 105598 | &nbsp;&nbsp;&nbsp;7643183 |
| Taylor Morrison Home Corp. (A) | &nbsp;&nbsp;&nbsp;65388 | &nbsp;&nbsp;&nbsp;3876201 |

---

28 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| Household durables (continued) | Household durables (continued) |  |
| Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;85947 | &nbsp;&nbsp;&nbsp;$10172687 |
| TopBuild Corp. (A) | &nbsp;&nbsp;&nbsp;22775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8436543 |
| Whirlpool Corp. (B) | &nbsp;&nbsp;&nbsp;42887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3561336 |
| **Leisure products – 0.3%** | **Leisure products – 0.3%** |  |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;97393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7320058 |
| Mattel, Inc. (A) | 240835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4096603 |
| **Specialty retail – 2.9%** | **Specialty retail – 2.9%** |  |
| AutoNation, Inc. (A) | &nbsp;&nbsp;&nbsp;39800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7667072 |
| Bath & Body Works, Inc. | 101990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953630 |
| Best Buy Company, Inc. | 116463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7577083 |
| Burlington Stores, Inc. (A) | &nbsp;&nbsp;&nbsp;33113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9038524 |
| CarMax, Inc. (A) | &nbsp;&nbsp;&nbsp;92705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5248030 |
| Carvana Company (A) | &nbsp;&nbsp;&nbsp;29404 | &nbsp;&nbsp;&nbsp;&nbsp;11472559 |
| Chewy, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;40871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499966 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;36407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700445 |
| Floor & Decor Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;61963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4748844 |
| GameStop Corp., Class A (A) | 172846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880393 |
| Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2117215 |
| Lithia Motors, Inc. | &nbsp;&nbsp;&nbsp;21525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6199200 |
| Murphy USA, Inc. | &nbsp;&nbsp;&nbsp;11248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077175 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;17230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2884474 |
| RH (A) | &nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810143 |
| The Gap, Inc. | 176969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3443817 |
| Tractor Supply Company | 265151 | &nbsp;&nbsp;&nbsp;&nbsp;15100349 |
| Ulta Beauty, Inc. (A) | &nbsp;&nbsp;&nbsp;23366 | &nbsp;&nbsp;&nbsp;&nbsp;12033724 |
| Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;72050 | &nbsp;&nbsp;&nbsp;&nbsp;13476953 |
| **Textiles, apparel and luxury goods – 1.0%** | **Textiles, apparel and luxury goods – 1.0%** |  |
| Amer Sports, Inc. (A) | &nbsp;&nbsp;&nbsp;20334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763338 |
| Birkenstock Holding PLC (A) | &nbsp;&nbsp;&nbsp;17772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890199 |
| Crocs, Inc. (A) | &nbsp;&nbsp;&nbsp;42547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4243212 |
| Deckers Outdoor Corp. (A) | &nbsp;&nbsp;&nbsp;74166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7874204 |
| Levi Strauss & Company, Class A | &nbsp;&nbsp;&nbsp;59666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174824 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;21972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6564135 |
| Skechers USA, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;92907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5876368 |
| Tapestry, Inc. | 129672 | &nbsp;&nbsp;&nbsp;&nbsp;14008466 |
| VF Corp. | 144891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698123 |
| **Consumer staples – 4.3%** | **Consumer staples – 4.3%** | 180313924 |
| **Beverages – 0.3%** | **Beverages – 0.3%** |  |
| Brown-Forman Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238285 |
| Brown-Forman Corp., Class B | &nbsp;&nbsp;&nbsp;50836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466619 |
| Celsius Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;39681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1799137 |
| Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;30376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3394518 |
| Molson Coors Beverage Company, Class B | 111531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5433790 |
| Primo Brands Corp. | &nbsp;&nbsp;&nbsp;41983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159151 |
| **Consumer staples distribution and retail – 2.0%** | **Consumer staples distribution and retail – 2.0%** |  |
| Albertsons Companies, Inc., Class A | 246013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4728370 |
| BJ's Wholesale Club Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;90636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9598352 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;19699 | &nbsp;&nbsp;&nbsp;&nbsp;10246041 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer staples (continued)** | **Consumer staples (continued)** |  |
| Consumer staples distribution and retail (continued) | Consumer staples distribution and retail (continued) |  |
| Dollar Tree, Inc. (A) | 102285 | &nbsp;&nbsp;&nbsp;$11614462 |
| Maplebear, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;63198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3031608 |
| Performance Food Group Company (A) | 104755 | &nbsp;&nbsp;&nbsp;&nbsp;10517402 |
| Sprouts Farmers Market, Inc. (A) | &nbsp;&nbsp;&nbsp;52528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7960093 |
| The Kroger Company | 188353 | &nbsp;&nbsp;&nbsp;&nbsp;13203545 |
| U.S. Foods Holding Corp. (A) | 149091 | &nbsp;&nbsp;&nbsp;&nbsp;12423753 |
| **Food products – 1.6%** | **Food products – 1.6%** |  |
| Archer-Daniels-Midland Company | &nbsp;&nbsp;&nbsp;94954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5144608 |
| Bunge Global SA | &nbsp;&nbsp;&nbsp;92634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7388488 |
| Conagra Brands, Inc. | 217732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975786 |
| Darling Ingredients, Inc. (A) | 116733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3779815 |
| General Mills, Inc. | &nbsp;&nbsp;&nbsp;81698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4001568 |
| Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;99824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804056 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;53125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6988063 |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;74998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4280136 |
| McCormick & Company, Inc. | &nbsp;&nbsp;&nbsp;81466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5753944 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;33553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590077 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;45008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4762296 |
| The Campbell's Company | 133675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4266906 |
| The J.M. Smucker Company | &nbsp;&nbsp;&nbsp;59732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6411633 |
| Tyson Foods, Inc., Class A | 106551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5572617 |
| **Household products – 0.3%** | **Household products – 0.3%** |  |
| Church & Dwight Company, Inc. | &nbsp;&nbsp;&nbsp;85983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8062626 |
| The Clorox Company | &nbsp;&nbsp;&nbsp;45476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5709967 |
| **Personal care products – 0.1%** | **Personal care products – 0.1%** |  |
| BellRing Brands, Inc. (A) | &nbsp;&nbsp;&nbsp;55079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3006212 |
| **Energy – 3.8%** | **Energy – 3.8%** | 159332031 |
| **Energy equipment and services – 0.7%** | **Energy equipment and services – 0.7%** |  |
| Baker Hughes Company | 290836 | &nbsp;&nbsp;&nbsp;&nbsp;13102162 |
| Halliburton Company | 259539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5813674 |
| NOV, Inc. | 203869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2564672 |
| TechnipFMC PLC | 191871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6978348 |
| **Oil, gas and consumable fuels – 3.1%** | **Oil, gas and consumable fuels – 3.1%** |  |
| Antero Midstream Corp. | 141988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2605480 |
| Antero Resources Corp. (A) | 162143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5663655 |
| APA Corp. (B) | 162690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3138290 |
| Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp;70949 | &nbsp;&nbsp;&nbsp;&nbsp;16735450 |
| Chord Energy Corp. | &nbsp;&nbsp;&nbsp;26648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940074 |
| Coterra Energy, Inc. | 343040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8366746 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;78789 | &nbsp;&nbsp;&nbsp;&nbsp;11712773 |
| DT Midstream, Inc. | &nbsp;&nbsp;&nbsp;43582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4477179 |
| EQT Corp. | 188734 | &nbsp;&nbsp;&nbsp;&nbsp;10144453 |
| Expand Energy Corp. | &nbsp;&nbsp;&nbsp;91123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9547868 |
| HF Sinclair Corp. | 100142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400239 |
| Kinetik Holdings, Inc. | &nbsp;&nbsp;&nbsp;14018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608101 |
| Matador Resources Company | &nbsp;&nbsp;&nbsp;72309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606773 |
| Ovintiv, Inc. | 228284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400735 |
| Permian Resources Corp. | 435213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6162616 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 29

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |
| Oil, gas and consumable fuels (continued) | Oil, gas and consumable fuels (continued) |  |
| Range Resources Corp. | 150588 | &nbsp;&nbsp;&nbsp;&nbsp;$5529591 |
| Targa Resources Corp. | &nbsp;&nbsp;&nbsp;95228 | &nbsp;&nbsp;&nbsp;&nbsp;15846891 |
| Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;10315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9986261 |
| **Financials – 16.7%** | **Financials – 16.7%** | 696780924 |
| **Banks – 4.1%** | **Banks – 4.1%** |  |
| BOK Financial Corp. | &nbsp;&nbsp;&nbsp;16819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707633 |
| Cadence Bank | &nbsp;&nbsp;&nbsp;59663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079256 |
| Citizens Financial Group, Inc. | 210873 | &nbsp;&nbsp;&nbsp;&nbsp;10062860 |
| Comerica, Inc. | 104782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7080120 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;85045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5204754 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;36758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4683337 |
| East West Bancorp, Inc. | 108629 | &nbsp;&nbsp;&nbsp;&nbsp;10890057 |
| Fifth Third Bancorp | 322294 | &nbsp;&nbsp;&nbsp;&nbsp;13397762 |
| First Citizens BancShares, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;6351 | &nbsp;&nbsp;&nbsp;&nbsp;12668721 |
| First Horizon Corp. | 303096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6610524 |
| Huntington Bancshares, Inc. | 627691 | &nbsp;&nbsp;&nbsp;&nbsp;10312963 |
| KeyCorp | 432667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7753393 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;72651 | &nbsp;&nbsp;&nbsp;&nbsp;13709244 |
| Old National Bancorp | 171489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3620133 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;43865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855295 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;48033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5503621 |
| Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;54179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3609405 |
| Regions Financial Corp. | 475570 | &nbsp;&nbsp;&nbsp;&nbsp;12046188 |
| SouthState Corp. | &nbsp;&nbsp;&nbsp;48106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4530142 |
| Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;52333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472211 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;18861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2074521 |
| Webster Financial Corp. | 116326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6706194 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;81674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6334635 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;42323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5416498 |
| Zions Bancorp NA | 122828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6586037 |
| **Capital markets – 4.8%** | **Capital markets – 4.8%** |  |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;35916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8657193 |
| Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;19882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5987265 |
| FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;18653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7515294 |
| Franklin Resources, Inc. | 167715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025160 |
| Hamilton Lane, Inc., Class A | &nbsp;&nbsp;&nbsp;19745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007164 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;31269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5961748 |
| Interactive Brokers Group, Inc., Class A | 190352 | &nbsp;&nbsp;&nbsp;&nbsp;12479477 |
| Invesco, Ltd. | 292841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6152589 |
| Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp;36939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599459 |
| Jefferies Financial Group, Inc. | 114626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6609335 |
| LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;36776 | &nbsp;&nbsp;&nbsp;&nbsp;14553366 |
| MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;21569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4432430 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;15395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4256102 |
| Nasdaq, Inc. | 158097 | &nbsp;&nbsp;&nbsp;&nbsp;15212093 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;81742 | &nbsp;&nbsp;&nbsp;&nbsp;10626460 |
| PJT Partners, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;6352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134594 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;85823 | &nbsp;&nbsp;&nbsp;&nbsp;14343598 |
| Robinhood Markets, Inc., Class A (A) | 232978 | &nbsp;&nbsp;&nbsp;&nbsp;24008383 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Capital markets (continued) | Capital markets (continued) |  |
| SEI Investments Company | &nbsp;&nbsp;&nbsp;82475 | $7267697 |
| State Street Corp. | 128070 | 14311823 |
| StepStone Group, Inc., Class A | &nbsp;&nbsp;&nbsp;15452 | &nbsp;&nbsp;&nbsp;&nbsp;917231 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;75537 | &nbsp;&nbsp;&nbsp;8620282 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;84237 | &nbsp;&nbsp;&nbsp;8545844 |
| The Carlyle Group, Inc. | &nbsp;&nbsp;&nbsp;90741 | &nbsp;&nbsp;&nbsp;5504349 |
| Tradeweb Markets, Inc., Class A | &nbsp;&nbsp;&nbsp;30842 | &nbsp;&nbsp;&nbsp;4273159 |
| **Consumer finance – 1.1%** | **Consumer finance – 1.1%** |  |
| Ally Financial, Inc. | 285728 | 10814805 |
| Credit Acceptance Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;3976 | &nbsp;&nbsp;&nbsp;1949353 |
| OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp;66961 | &nbsp;&nbsp;&nbsp;3869676 |
| SLM Corp. | &nbsp;&nbsp;&nbsp;82836 | &nbsp;&nbsp;&nbsp;2634185 |
| SoFi Technologies, Inc. (A) | 344654 | &nbsp;&nbsp;&nbsp;7782287 |
| Synchrony Financial | 256700 | 17884289 |
| Upstart Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;14909 | &nbsp;&nbsp;&nbsp;1218662 |
| **Financial services – 1.8%** | **Financial services – 1.8%** |  |
| Affirm Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;70488 | &nbsp;&nbsp;&nbsp;4832657 |
| Block, Inc. (A) | &nbsp;&nbsp;&nbsp;38595 | &nbsp;&nbsp;&nbsp;2981850 |
| Corebridge Financial, Inc. | 119084 | &nbsp;&nbsp;&nbsp;4234627 |
| Corpay, Inc. (A) | &nbsp;&nbsp;&nbsp;30024 | &nbsp;&nbsp;&nbsp;9699253 |
| Equitable Holdings, Inc. | 160606 | &nbsp;&nbsp;&nbsp;8247118 |
| Essent Group, Ltd. | &nbsp;&nbsp;&nbsp;65446 | &nbsp;&nbsp;&nbsp;3664322 |
| Global Payments, Inc. | &nbsp;&nbsp;&nbsp;86812 | &nbsp;&nbsp;&nbsp;6940619 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;42067 | &nbsp;&nbsp;&nbsp;7143608 |
| Jackson Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;58536 | &nbsp;&nbsp;&nbsp;5125412 |
| MGIC Investment Corp. | 150680 | &nbsp;&nbsp;&nbsp;3902612 |
| Rocket Companies, Inc., Class A (B) | &nbsp;&nbsp;&nbsp;24530 | &nbsp;&nbsp;&nbsp;&nbsp;362308 |
| Shift4 Payments, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;33476 | &nbsp;&nbsp;&nbsp;3448028 |
| Toast, Inc., Class A (A) | 126346 | &nbsp;&nbsp;&nbsp;6170739 |
| UWM Holdings Corp. | &nbsp;&nbsp;&nbsp;29476 | &nbsp;&nbsp;&nbsp;&nbsp;118494 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;67012 | &nbsp;&nbsp;&nbsp;4690840 |
| WEX, Inc. (A) | &nbsp;&nbsp;&nbsp;27294 | &nbsp;&nbsp;&nbsp;4631246 |
| **Insurance – 4.9%** | **Insurance – 4.9%** |  |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;54858 | &nbsp;&nbsp;&nbsp;6851764 |
| Arch Capital Group, Ltd. | 140821 | 12119055 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;36853 | &nbsp;&nbsp;&nbsp;6902567 |
| Axis Capital Holdings, Ltd. | &nbsp;&nbsp;&nbsp;29700 | &nbsp;&nbsp;&nbsp;2787048 |
| Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp;90976 | &nbsp;&nbsp;&nbsp;8312477 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;59784 | &nbsp;&nbsp;&nbsp;8818738 |
| CNA Financial Corp. (B) | &nbsp;&nbsp;&nbsp;15776 | &nbsp;&nbsp;&nbsp;&nbsp;699350 |
| Erie Indemnity Company, Class A | &nbsp;&nbsp;&nbsp;11905 | &nbsp;&nbsp;&nbsp;4241037 |
| Everest Group, Ltd. | &nbsp;&nbsp;&nbsp;25079 | &nbsp;&nbsp;&nbsp;8421528 |
| Fidelity National Financial, Inc. | 128652 | &nbsp;&nbsp;&nbsp;7259832 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;77758 | &nbsp;&nbsp;&nbsp;4669368 |
| Globe Life, Inc. | &nbsp;&nbsp;&nbsp;68101 | &nbsp;&nbsp;&nbsp;9566147 |
| Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;12583 | &nbsp;&nbsp;&nbsp;5545202 |
| Lincoln National Corp. | &nbsp;&nbsp;&nbsp;56087 | &nbsp;&nbsp;&nbsp;2137476 |
| Loews Corp. | &nbsp;&nbsp;&nbsp;98644 | &nbsp;&nbsp;&nbsp;8931228 |
| Markel Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5806 | 11660132 |

---

30 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Insurance (continued) | Insurance (continued) |  |
| Old Republic International Corp. | 195870 | &nbsp;&nbsp;&nbsp;&nbsp;$7084618 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;22878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6077083 |
| Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;91200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7098096 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;44291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8523803 |
| RenaissanceRe Holdings, Ltd. | &nbsp;&nbsp;&nbsp;44362 | &nbsp;&nbsp;&nbsp;&nbsp;10812794 |
| RLI Corp. | &nbsp;&nbsp;&nbsp;51354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388850 |
| The Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;11669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2002750 |
| The Hartford Financial Services Group, Inc. | 157610 | &nbsp;&nbsp;&nbsp;&nbsp;19605108 |
| Unum Group | 122829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8820350 |
| W.R. Berkley Corp. | 139126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9573260 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;43085 | &nbsp;&nbsp;&nbsp;&nbsp;13606674 |
| **Health care – 9.6%** | **Health care – 9.6%** | 400703900 |
| **Biotechnology – 1.8%** | **Biotechnology – 1.8%** |  |
| Alnylam Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;32830 | &nbsp;&nbsp;&nbsp;&nbsp;12877239 |
| BioMarin Pharmaceutical, Inc. (A) | &nbsp;&nbsp;&nbsp;75200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350320 |
| Blueprint Medicines Corp. (A)(C) | &nbsp;&nbsp;&nbsp;17937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8251 |
| BridgeBio Pharma, Inc. (A) | &nbsp;&nbsp;&nbsp;28494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346911 |
| Cytokinetics, Inc. (A) | &nbsp;&nbsp;&nbsp;29774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120693 |
| Exact Sciences Corp. (A) | &nbsp;&nbsp;&nbsp;77862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655621 |
| Exelixis, Inc. (A) | 231447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8383010 |
| Halozyme Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;72026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4319399 |
| Incyte Corp. (A) | &nbsp;&nbsp;&nbsp;71955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5388710 |
| Insmed, Inc. (A) | &nbsp;&nbsp;&nbsp;44471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4770849 |
| Madrigal Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140160 |
| Natera, Inc. (A) | &nbsp;&nbsp;&nbsp;36188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4836888 |
| Neurocrine Biosciences, Inc. (A) | &nbsp;&nbsp;&nbsp;58665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7522613 |
| REVOLUTION Medicines, Inc. (A) | &nbsp;&nbsp;&nbsp;52773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966850 |
| Roivant Sciences, Ltd. (A)(B) | 200688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279816 |
| Sarepta Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;38005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624042 |
| Summit Therapeutics, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;18837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496732 |
| United Therapeutics Corp. (A) | &nbsp;&nbsp;&nbsp;34925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9593898 |
| Vaxcyte, Inc. (A) | &nbsp;&nbsp;&nbsp;49889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693732 |
| **Health care equipment and supplies – 2.3%** | **Health care equipment and supplies – 2.3%** |  |
| ABIOMED, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;18321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284342 |
| Align Technology, Inc. (A) | &nbsp;&nbsp;&nbsp;20086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591295 |
| Baxter International, Inc. | 188338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4098235 |
| Glaukos Corp. (A) | &nbsp;&nbsp;&nbsp;15379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323978 |
| Globus Medical, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;78140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4112508 |
| Hologic, Inc. (A) | 150235 | &nbsp;&nbsp;&nbsp;&nbsp;10038703 |
| Insulet Corp. (A) | &nbsp;&nbsp;&nbsp;30407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8769379 |
| Lantheus Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;36632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2607832 |
| Masimo Corp. (A) | &nbsp;&nbsp;&nbsp;29631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4556951 |
| Merit Medical Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;17781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508896 |
| Penumbra, Inc. (A) | &nbsp;&nbsp;&nbsp;14666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699792 |
| ResMed, Inc. | &nbsp;&nbsp;&nbsp;59042 | &nbsp;&nbsp;&nbsp;&nbsp;16055881 |
| Solventum Corp. (A) | &nbsp;&nbsp;&nbsp;73931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275716 |
| STERIS PLC | &nbsp;&nbsp;&nbsp;44501 | &nbsp;&nbsp;&nbsp;&nbsp;10079031 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp;29320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503740 |
| The Cooper Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;91822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6490897 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Health care (continued)** | **Health care (continued)** |  |
| Health care equipment and supplies (continued) | Health care equipment and supplies (continued) |  |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;97610 | &nbsp;&nbsp;&nbsp;&nbsp;$8945957 |
| **Health care providers and services – 3.0%** | **Health care providers and services – 3.0%** |  |
| Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp;96785 | &nbsp;&nbsp;&nbsp;&nbsp;15022968 |
| Cencora, Inc. | &nbsp;&nbsp;&nbsp;57218 | &nbsp;&nbsp;&nbsp;&nbsp;16368925 |
| Centene Corp. (A) | 129836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384825 |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;10212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4210408 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;35851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5032405 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;85343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9397118 |
| HealthEquity, Inc. (A) | &nbsp;&nbsp;&nbsp;46053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467141 |
| Henry Schein, Inc. (A) | 108461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7337387 |
| Hims & Hers Health, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;38864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2572020 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp;&nbsp;52577 | &nbsp;&nbsp;&nbsp;&nbsp;13674226 |
| Molina Healthcare, Inc. (A) | &nbsp;&nbsp;&nbsp;30822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865869 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;71713 | &nbsp;&nbsp;&nbsp;&nbsp;12005473 |
| Tenet Healthcare Corp. (A) | &nbsp;&nbsp;&nbsp;69171 | &nbsp;&nbsp;&nbsp;&nbsp;11155899 |
| The Ensign Group, Inc. | &nbsp;&nbsp;&nbsp;37821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673150 |
| Universal Health Services, Inc., Class B | &nbsp;&nbsp;&nbsp;53195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8854308 |
| **Health care technology – 0.2%** | **Health care technology – 0.2%** |  |
| Doximity, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;48532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2851255 |
| Veeva Systems, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;17180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4882556 |
| Waystar Holding Corp. (A) | &nbsp;&nbsp;&nbsp;24724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914294 |
| **Life sciences tools and services – 1.7%** | **Life sciences tools and services – 1.7%** |  |
| Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;34289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936720 |
| Avantor, Inc. (A) | 311708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4189356 |
| Bio-Rad Laboratories, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;13302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218419 |
| Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;87781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4804254 |
| Bruker Corp. | &nbsp;&nbsp;&nbsp;75560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2903771 |
| Charles River Laboratories International, Inc. (A) | &nbsp;&nbsp;&nbsp;39737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6740985 |
| ICON PLC (A) | &nbsp;&nbsp;&nbsp;16714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2827842 |
| Illumina, Inc. (A) | &nbsp;&nbsp;&nbsp;21010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157937 |
| Medpace Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;14183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058978 |
| Mettler-Toledo International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8407 | &nbsp;&nbsp;&nbsp;&nbsp;10371548 |
| Repligen Corp. (A) | &nbsp;&nbsp;&nbsp;28406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325490 |
| Revvity, Inc. (B) | &nbsp;&nbsp;&nbsp;75593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6644625 |
| Tempus AI, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;19322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093432 |
| Waters Corp. (A) | &nbsp;&nbsp;&nbsp;23839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6883750 |
| West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;30665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7336908 |
| **Pharmaceuticals – 0.6%** | **Pharmaceuticals – 0.6%** |  |
| Axsome Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752747 |
| Corcept Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;26564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784304 |
| Elanco Animal Health, Inc. (A) | 319718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4373742 |
| Jazz Pharmaceuticals PLC (A) | &nbsp;&nbsp;&nbsp;51034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850027 |
| Royalty Pharma PLC, Class A | 127186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680445 |
| Viatris, Inc. | 890106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7779526 |
| **Industrials – 21.0%** | **Industrials – 21.0%** | 876994913 |
| **Aerospace and defense – 1.9%** | **Aerospace and defense – 1.9%** |  |
| ATI, Inc. (A) | &nbsp;&nbsp;&nbsp;64560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4967246 |
| Axon Enterprise, Inc. (A) | &nbsp;&nbsp;&nbsp;19124 | &nbsp;&nbsp;&nbsp;&nbsp;14447991 |

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SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 31

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Aerospace and defense (continued) | Aerospace and defense (continued) |  |
| BWX Technologies, Inc. | &nbsp;&nbsp;&nbsp;46714 | $7097258 |
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;20525 | 10061766 |
| HEICO Corp. | &nbsp;&nbsp;&nbsp;13396 | &nbsp;&nbsp;&nbsp;4377813 |
| HEICO Corp., Class A | &nbsp;&nbsp;&nbsp;21337 | &nbsp;&nbsp;&nbsp;5506866 |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;26764 | &nbsp;&nbsp;&nbsp;7463409 |
| Leonardo DRS, Inc. | &nbsp;&nbsp;&nbsp;30013 | &nbsp;&nbsp;&nbsp;1248541 |
| Loar Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;692906 |
| Moog, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8532 | &nbsp;&nbsp;&nbsp;1651625 |
| Rocket Lab Corp. (A)(B) | &nbsp;&nbsp;&nbsp;74068 | &nbsp;&nbsp;&nbsp;3401203 |
| StandardAero, Inc. (A) | &nbsp;&nbsp;&nbsp;13303 | &nbsp;&nbsp;&nbsp;&nbsp;379801 |
| Textron, Inc. | 109829 | &nbsp;&nbsp;&nbsp;8541401 |
| Woodward, Inc. | &nbsp;&nbsp;&nbsp;36374 | &nbsp;&nbsp;&nbsp;9351028 |
| **Air freight and logistics – 0.4%** | **Air freight and logistics – 0.4%** |  |
| C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;68859 | &nbsp;&nbsp;&nbsp;7940820 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;76572 | &nbsp;&nbsp;&nbsp;8900729 |
| **Building products – 2.3%** | **Building products – 2.3%** |  |
| A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;80955 | &nbsp;&nbsp;&nbsp;5730804 |
| AAON, Inc. | &nbsp;&nbsp;&nbsp;32881 | &nbsp;&nbsp;&nbsp;2745564 |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;43905 | &nbsp;&nbsp;&nbsp;5038099 |
| Allegion PLC | &nbsp;&nbsp;&nbsp;59381 | &nbsp;&nbsp;&nbsp;9852496 |
| Armstrong World Industries, Inc. | &nbsp;&nbsp;&nbsp;14267 | &nbsp;&nbsp;&nbsp;2684621 |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;79116 | 10058017 |
| Carlisle Companies, Inc. | &nbsp;&nbsp;&nbsp;28655 | 10164215 |
| Fortune Brands Innovations, Inc. | 103696 | &nbsp;&nbsp;&nbsp;5655580 |
| Lennox International, Inc. | &nbsp;&nbsp;&nbsp;16761 | 10207449 |
| Masco Corp. | &nbsp;&nbsp;&nbsp;85976 | &nbsp;&nbsp;&nbsp;5857545 |
| Owens Corning | &nbsp;&nbsp;&nbsp;85022 | 11854617 |
| Simpson Manufacturing Company, Inc. | &nbsp;&nbsp;&nbsp;25462 | &nbsp;&nbsp;&nbsp;4568647 |
| Trex Company, Inc. (A) | &nbsp;&nbsp;&nbsp;64534 | &nbsp;&nbsp;&nbsp;4145664 |
| UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;41052 | &nbsp;&nbsp;&nbsp;4023096 |
| Zurn Elkay Water Solutions Corp. | &nbsp;&nbsp;&nbsp;53112 | &nbsp;&nbsp;&nbsp;2350206 |
| **Commercial services and supplies – 0.8%** | **Commercial services and supplies – 0.8%** |  |
| Casella Waste Systems, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;21506 | &nbsp;&nbsp;&nbsp;2338347 |
| Clean Harbors, Inc. (A) | &nbsp;&nbsp;&nbsp;35218 | &nbsp;&nbsp;&nbsp;8304757 |
| MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;20934 | &nbsp;&nbsp;&nbsp;3723531 |
| Rollins, Inc. | &nbsp;&nbsp;&nbsp;94892 | &nbsp;&nbsp;&nbsp;5434465 |
| Tetra Tech, Inc. | 138108 | &nbsp;&nbsp;&nbsp;5074088 |
| Veralto Corp. | &nbsp;&nbsp;&nbsp;71399 | &nbsp;&nbsp;&nbsp;7484757 |
| **Construction and engineering – 2.1%** | **Construction and engineering – 2.1%** |  |
| AECOM | &nbsp;&nbsp;&nbsp;86190 | &nbsp;&nbsp;&nbsp;9717061 |
| API Group Corp. (A) | 213943 | &nbsp;&nbsp;&nbsp;7716924 |
| Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;17567 | 12354871 |
| EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;25660 | 16101393 |
| Fluor Corp. (A) | &nbsp;&nbsp;&nbsp;83965 | &nbsp;&nbsp;&nbsp;4766693 |
| MasTec, Inc. (A) | &nbsp;&nbsp;&nbsp;37750 | &nbsp;&nbsp;&nbsp;7142678 |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;55510 | 22544276 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5813 | &nbsp;&nbsp;&nbsp;2115641 |
| WillScot Holdings Corp. | 131373 | &nbsp;&nbsp;&nbsp;3855798 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Electrical equipment – 2.3% | Electrical equipment – 2.3% |  |
| Acuity, Inc. | &nbsp;&nbsp;&nbsp;21614 | $6729519 |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp;96536 | 17844680 |
| Generac Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;35224 | &nbsp;&nbsp;&nbsp;6857761 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;29200 | 12774416 |
| NEXTracker, Inc., Class A (A) | 110933 | &nbsp;&nbsp;&nbsp;6462957 |
| nVent Electric PLC | 100775 | &nbsp;&nbsp;&nbsp;7902776 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;38333 | &nbsp;&nbsp;&nbsp;5860349 |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;47205 | 16602471 |
| Vertiv Holdings Company, Class A | 111371 | 16215618 |
| **Ground transportation – 0.9%** | **Ground transportation – 0.9%** |  |
| J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;41464 | &nbsp;&nbsp;&nbsp;5972889 |
| Knight-Swift Transportation Holdings, Inc. | 117016 | &nbsp;&nbsp;&nbsp;4973180 |
| Landstar System, Inc. | &nbsp;&nbsp;&nbsp;24382 | &nbsp;&nbsp;&nbsp;3251827 |
| Ryder System, Inc. | &nbsp;&nbsp;&nbsp;32205 | &nbsp;&nbsp;&nbsp;5723151 |
| Saia, Inc. (A) | &nbsp;&nbsp;&nbsp;14305 | &nbsp;&nbsp;&nbsp;4323543 |
| U-Haul Holding Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;8084 | &nbsp;&nbsp;&nbsp;&nbsp;467740 |
| U-Haul Holding Company, Series N | &nbsp;&nbsp;&nbsp;72433 | &nbsp;&nbsp;&nbsp;3766516 |
| XPO, Inc. (A) | &nbsp;&nbsp;&nbsp;62610 | &nbsp;&nbsp;&nbsp;7531357 |
| **Machinery – 4.9%** | **Machinery – 4.9%** |  |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;58604 | &nbsp;&nbsp;&nbsp;6913514 |
| Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;61791 | &nbsp;&nbsp;&nbsp;5565515 |
| Chart Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;18811 | &nbsp;&nbsp;&nbsp;3740191 |
| CNH Industrial NV | 412774 | &nbsp;&nbsp;&nbsp;5349551 |
| Crane Company | &nbsp;&nbsp;&nbsp;26238 | &nbsp;&nbsp;&nbsp;5136613 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;21280 | &nbsp;&nbsp;&nbsp;7822954 |
| Donaldson Company, Inc. | &nbsp;&nbsp;&nbsp;89828 | &nbsp;&nbsp;&nbsp;6464921 |
| Dover Corp. | &nbsp;&nbsp;&nbsp;65144 | 11800184 |
| Esab Corp. | &nbsp;&nbsp;&nbsp;33430 | &nbsp;&nbsp;&nbsp;4485303 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;71897 | &nbsp;&nbsp;&nbsp;4029108 |
| Fortive Corp. | 110385 | &nbsp;&nbsp;&nbsp;5290753 |
| Graco, Inc. | &nbsp;&nbsp;&nbsp;94612 | &nbsp;&nbsp;&nbsp;7945516 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;36911 | &nbsp;&nbsp;&nbsp;6035318 |
| Ingersoll Rand, Inc. | 129176 | 10932165 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;56974 | &nbsp;&nbsp;&nbsp;9683301 |
| JBT Marel Corp. | &nbsp;&nbsp;&nbsp;15936 | &nbsp;&nbsp;&nbsp;2195981 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;33566 | &nbsp;&nbsp;&nbsp;8173321 |
| Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;54349 | &nbsp;&nbsp;&nbsp;4639774 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;28713 | &nbsp;&nbsp;&nbsp;6150612 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;52393 | &nbsp;&nbsp;&nbsp;6629286 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;93534 | &nbsp;&nbsp;&nbsp;9559175 |
| RBC Bearings, Inc. (A) | &nbsp;&nbsp;&nbsp;12766 | &nbsp;&nbsp;&nbsp;4944782 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;31772 | 10204849 |
| SPX Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;16433 | &nbsp;&nbsp;&nbsp;2997215 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;84251 | &nbsp;&nbsp;&nbsp;5699580 |
| Symbotic, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3681 | &nbsp;&nbsp;&nbsp;&nbsp;198590 |
| The Middleby Corp. (A) | &nbsp;&nbsp;&nbsp;38639 | &nbsp;&nbsp;&nbsp;5610383 |
| The Timken Company | &nbsp;&nbsp;&nbsp;45308 | &nbsp;&nbsp;&nbsp;3447486 |
| The Toro Company | &nbsp;&nbsp;&nbsp;65924 | &nbsp;&nbsp;&nbsp;4894857 |
| Wabtec Corp. | &nbsp;&nbsp;&nbsp;77847 | 14950516 |

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32 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

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| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Machinery (continued) | Machinery (continued) |  |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;15003 | &nbsp;&nbsp;&nbsp;&nbsp;$3935587 |
| Xylem, Inc. | &nbsp;&nbsp;&nbsp;78186 | &nbsp;&nbsp;&nbsp;&nbsp;11307259 |
| **Marine transportation – 0.0%** | **Marine transportation – 0.0%** |  |
| Kirby Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618848 |
| **Passenger airlines – 0.3%** | **Passenger airlines – 0.3%** |  |
| Alaska Air Group, Inc. (A) | &nbsp;&nbsp;&nbsp;12223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647330 |
| American Airlines Group, Inc. (A) | &nbsp;&nbsp;&nbsp;75247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864588 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;89588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4766977 |
| Southwest Airlines Company | &nbsp;&nbsp;&nbsp;52679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629361 |
| United Airlines Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;67713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5979735 |
| **Professional services – 2.9%** | **Professional services – 2.9%** |  |
| Amentum Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;2338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58380 |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;66835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7173401 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;55041 | &nbsp;&nbsp;&nbsp;&nbsp;13623198 |
| CACI International, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;15398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7091857 |
| Dayforce, Inc. (A) | &nbsp;&nbsp;&nbsp;91776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5292722 |
| Equifax, Inc. | &nbsp;&nbsp;&nbsp;41992 | &nbsp;&nbsp;&nbsp;&nbsp;10087738 |
| ExlService Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;65199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2831593 |
| FTI Consulting, Inc. (A) | &nbsp;&nbsp;&nbsp;21412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3561886 |
| Genpact, Ltd. | 126500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5572325 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;38391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5446531 |
| KBR, Inc. | &nbsp;&nbsp;&nbsp;77791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635951 |
| Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;56204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8972969 |
| Parsons Corp. (A) | &nbsp;&nbsp;&nbsp;19345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435399 |
| Paycom Software, Inc. | &nbsp;&nbsp;&nbsp;29520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6835061 |
| Paylocity Holding Corp. (A) | &nbsp;&nbsp;&nbsp;27057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5002298 |
| Robert Half, Inc. | &nbsp;&nbsp;&nbsp;85061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3139602 |
| SS&C Technologies Holdings, Inc. | 122722 | &nbsp;&nbsp;&nbsp;&nbsp;10490277 |
| TransUnion | &nbsp;&nbsp;&nbsp;63601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6054179 |
| UL Solutions, Inc., Class A | &nbsp;&nbsp;&nbsp;25105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835678 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;52228 | &nbsp;&nbsp;&nbsp;&nbsp;14556466 |
| **Trading companies and distributors – 2.2%** | **Trading companies and distributors – 2.2%** |  |
| Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71909 |
| Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;23195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6297443 |
| Core & Main, Inc., Class A (A) | 112951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7188202 |
| Fastenal Company | 443288 | &nbsp;&nbsp;&nbsp;&nbsp;20448875 |
| FTAI Aviation, Ltd. | &nbsp;&nbsp;&nbsp;44905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6179377 |
| GATX Corp. | &nbsp;&nbsp;&nbsp;16425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507933 |
| SiteOne Landscape Supply, Inc. (A) | &nbsp;&nbsp;&nbsp;24281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346650 |
| United Rentals, Inc. | &nbsp;&nbsp;&nbsp;33171 | &nbsp;&nbsp;&nbsp;&nbsp;29288003 |
| Watsco, Inc. | &nbsp;&nbsp;&nbsp;12963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5844757 |
| WESCO International, Inc. | &nbsp;&nbsp;&nbsp;43391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8980201 |
| **Information technology – 13.6%** | **Information technology – 13.6%** | 570500550 |
| **Communications equipment – 0.6%** | **Communications equipment – 0.6%** |  |
| Ciena Corp. (A) | 128400 | &nbsp;&nbsp;&nbsp;&nbsp;11920656 |
| F5, Inc. (A) | &nbsp;&nbsp;&nbsp;37317 | &nbsp;&nbsp;&nbsp;&nbsp;11695894 |
| Ubiquiti, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897068 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Electronic equipment, instruments and components – 3.7% | Electronic equipment, instruments and components – 3.7% |  |
| Arrow Electronics, Inc. (A) | &nbsp;&nbsp;&nbsp;45093 | $5230788 |
| Badger Meter, Inc. | &nbsp;&nbsp;&nbsp;15962 | &nbsp;&nbsp;&nbsp;3012987 |
| CDW Corp. | &nbsp;&nbsp;&nbsp;63286 | 11035813 |
| Cognex Corp. | 105397 | &nbsp;&nbsp;&nbsp;4297036 |
| Coherent Corp. (A) | 105447 | 11346097 |
| Corning, Inc. | 283155 | 17906722 |
| Fabrinet (A) | &nbsp;&nbsp;&nbsp;16049 | &nbsp;&nbsp;&nbsp;5195543 |
| Flex, Ltd. (A) | 461724 | 23026176 |
| Jabil, Inc. | &nbsp;&nbsp;&nbsp;65543 | 14627231 |
| Keysight Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;86422 | 14165430 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;21094 | &nbsp;&nbsp;&nbsp;5428119 |
| Ralliant Corp. (A) | &nbsp;&nbsp;&nbsp;36979 | &nbsp;&nbsp;&nbsp;1690680 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;35621 | &nbsp;&nbsp;&nbsp;5143316 |
| Teledyne Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;20419 | 11251277 |
| Trimble, Inc. (A) | 136764 | 11473132 |
| Zebra Technologies Corp., Class A (A) | &nbsp;&nbsp;&nbsp;29347 | &nbsp;&nbsp;&nbsp;9949220 |
| **IT services – 2.0%** | **IT services – 2.0%** |  |
| Akamai Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;94823 | &nbsp;&nbsp;&nbsp;7235943 |
| Amdocs, Ltd. | 106677 | &nbsp;&nbsp;&nbsp;9105949 |
| Cloudflare, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;52203 | 10841519 |
| EPAM Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;33075 | &nbsp;&nbsp;&nbsp;5216258 |
| Gartner, Inc. (A) | &nbsp;&nbsp;&nbsp;31395 | 10631917 |
| Globant SA (A) | &nbsp;&nbsp;&nbsp;27994 | &nbsp;&nbsp;&nbsp;2358774 |
| GoDaddy, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;59057 | &nbsp;&nbsp;&nbsp;9542430 |
| Kyndryl Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;91612 | &nbsp;&nbsp;&nbsp;3460185 |
| MongoDB, Inc. (A) | &nbsp;&nbsp;&nbsp;12445 | &nbsp;&nbsp;&nbsp;2960541 |
| Okta, Inc. (A) | &nbsp;&nbsp;&nbsp;51054 | &nbsp;&nbsp;&nbsp;4993081 |
| Twilio, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;72530 | &nbsp;&nbsp;&nbsp;9356370 |
| VeriSign, Inc. | &nbsp;&nbsp;&nbsp;32846 | &nbsp;&nbsp;&nbsp;8831304 |
| **Semiconductors and semiconductor equipment – 2.0%** | **Semiconductors and semiconductor equipment – 2.0%** |  |
| Astera Labs, Inc. (A) | &nbsp;&nbsp;&nbsp;30281 | &nbsp;&nbsp;&nbsp;4140321 |
| Cirrus Logic, Inc. (A) | &nbsp;&nbsp;&nbsp;21420 | &nbsp;&nbsp;&nbsp;2157208 |
| Credo Technology Group Holding, Ltd. (A) | &nbsp;&nbsp;&nbsp;26403 | &nbsp;&nbsp;&nbsp;2945255 |
| Enphase Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;46492 | &nbsp;&nbsp;&nbsp;1504481 |
| Entegris, Inc. | &nbsp;&nbsp;&nbsp;71659 | &nbsp;&nbsp;&nbsp;5622365 |
| First Solar, Inc. (A) | &nbsp;&nbsp;&nbsp;56549 | &nbsp;&nbsp;&nbsp;9880807 |
| Lattice Semiconductor Corp. (A) | &nbsp;&nbsp;&nbsp;73049 | &nbsp;&nbsp;&nbsp;3640032 |
| MACOM Technology Solutions Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;31311 | &nbsp;&nbsp;&nbsp;4293991 |
| MKS, Inc. | &nbsp;&nbsp;&nbsp;54300 | &nbsp;&nbsp;&nbsp;5168274 |
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;18964 | 13487955 |
| Onto Innovation, Inc. (A) | &nbsp;&nbsp;&nbsp;28203 | &nbsp;&nbsp;&nbsp;2672234 |
| Qorvo, Inc. (A) | &nbsp;&nbsp;&nbsp;77103 | &nbsp;&nbsp;&nbsp;6445811 |
| Rambus, Inc. (A) | &nbsp;&nbsp;&nbsp;38321 | &nbsp;&nbsp;&nbsp;2833072 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;89471 | &nbsp;&nbsp;&nbsp;6132342 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp;87067 | &nbsp;&nbsp;&nbsp;9353608 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;32026 | &nbsp;&nbsp;&nbsp;4624554 |
| **Software – 3.6%** | **Software – 3.6%** |  |
| ACI Worldwide, Inc. (A) | &nbsp;&nbsp;&nbsp;36865 | &nbsp;&nbsp;&nbsp;1568974 |
| Appfolio, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;10926 | &nbsp;&nbsp;&nbsp;2921394 |

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SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 33

------

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| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Software (continued) | Software (continued) |  |
| Aurora Innovation, Inc. (A)(B) | 350775 | &nbsp;&nbsp;&nbsp;&nbsp;$2038003 |
| Bentley Systems, Inc., Class B | &nbsp;&nbsp;&nbsp;83696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4852694 |
| BILL Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;44815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920323 |
| CCC Intelligent Solutions Holdings, Inc. (A) | 188833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826015 |
| Clearwater Analytics Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;49734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007611 |
| CommVault Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;17961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3411692 |
| Confluent, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;77443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372677 |
| DocuSign, Inc. (A) | &nbsp;&nbsp;&nbsp;83688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6330160 |
| Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;48474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652031 |
| Dropbox, Inc., Class A (A) | 145575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955273 |
| Dynatrace, Inc. (A) | &nbsp;&nbsp;&nbsp;90491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4760732 |
| Elastic NV (A) | &nbsp;&nbsp;&nbsp;29264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2449397 |
| Fair Isaac Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;12384526 |
| Gen Digital, Inc. | 337609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9956089 |
| Gitlab, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;38508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1687035 |
| Guidewire Software, Inc. (A) | &nbsp;&nbsp;&nbsp;24112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5454617 |
| HubSpot, Inc. (A) | &nbsp;&nbsp;&nbsp;13522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7026707 |
| Informatica, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;35520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877344 |
| Klaviyo, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;25079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779957 |
| Manhattan Associates, Inc. (A) | &nbsp;&nbsp;&nbsp;31832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6992217 |
| Nutanix, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;57101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4292282 |
| Pegasystems, Inc. | &nbsp;&nbsp;&nbsp;49543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2908670 |
| Pivotal Software, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;9845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Procore Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;38066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2726668 |
| PTC, Inc. (A) | &nbsp;&nbsp;&nbsp;52607 | &nbsp;&nbsp;&nbsp;&nbsp;11300510 |
| Rubrik, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;19744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1874693 |
| Samsara, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;43526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655294 |
| SentinelOne, Inc., Class A (A) | 129446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374040 |
| Synopsys, Inc. (A) | &nbsp;&nbsp;&nbsp;13215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8371306 |
| Tyler Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;18147 | &nbsp;&nbsp;&nbsp;&nbsp;10608010 |
| UiPath, Inc., Class A (A) | 145559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710318 |
| Unity Software, Inc. (A) | 132483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4419633 |
| Zoom Communications, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;93819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6947297 |
| Zscaler, Inc. (A) | &nbsp;&nbsp;&nbsp;18176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5190339 |
| **Technology hardware, storage and peripherals – 1.7%** | **Technology hardware, storage and peripherals – 1.7%** |  |
| Hewlett Packard Enterprise Company | 639291 | &nbsp;&nbsp;&nbsp;&nbsp;13226931 |
| HP, Inc. | 197688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4902662 |
| NetApp, Inc. | 104927 | &nbsp;&nbsp;&nbsp;&nbsp;10926049 |
| Pure Storage, Inc., Class A (A) | 135944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8091387 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;78328 | &nbsp;&nbsp;&nbsp;&nbsp;12298279 |
| Super Micro Computer, Inc. (A)(B) | 106408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6274880 |
| Western Digital Corp. | 183582 | &nbsp;&nbsp;&nbsp;&nbsp;14446068 |
| **Materials – 5.0%** | **Materials – 5.0%** | 210045537 |
| **Chemicals – 1.6%** | **Chemicals – 1.6%** |  |
| Albemarle Corp. | &nbsp;&nbsp;&nbsp;34080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312328 |
| Axalta Coating Systems, Ltd. (A) | 148768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4213110 |
| Celanese Corp. | &nbsp;&nbsp;&nbsp;56634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957994 |
| CF Industries Holdings, Inc. | 105788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9820300 |
| DuPont de Nemours, Inc. | &nbsp;&nbsp;&nbsp;64639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4647544 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Materials (continued)** | **Materials (continued)** |  |
| Chemicals (continued) | Chemicals (continued) |  |
| Eastman Chemical Company | &nbsp;&nbsp;&nbsp;&nbsp;81235 | &nbsp;&nbsp;&nbsp;&nbsp;$5898473 |
| Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145311 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5860827 |
| LyondellBasell Industries NV, Class A | &nbsp;&nbsp;&nbsp;&nbsp;111708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6471244 |
| NewMarket Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359573 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7245951 |
| RPM International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7132775 |
| The Mosaic Company | &nbsp;&nbsp;&nbsp;&nbsp;187523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6752703 |
| Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482038 |
| **Construction materials – 0.6%** | **Construction materials – 0.6%** |  |
| Eagle Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4147346 |
| Martin Marietta Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21193 | &nbsp;&nbsp;&nbsp;&nbsp;12183432 |
| Vulcan Materials Company | &nbsp;&nbsp;&nbsp;&nbsp;38422 | &nbsp;&nbsp;&nbsp;&nbsp;10553371 |
| **Containers and packaging – 1.8%** | **Containers and packaging – 1.8%** |  |
| Amcor PLC | 1665609 | &nbsp;&nbsp;&nbsp;&nbsp;15573426 |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6805105 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7292291 |
| Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;153685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800003 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7894748 |
| Graphic Packaging Holding Company | &nbsp;&nbsp;&nbsp;&nbsp;231124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5167933 |
| International Paper Company | &nbsp;&nbsp;&nbsp;&nbsp;180950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8457603 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;41330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8007688 |
| Smurfit WestRock PLC | &nbsp;&nbsp;&nbsp;&nbsp;155930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6920173 |
| **Metals and mining – 0.9%** | **Metals and mining – 0.9%** |  |
| Alcoa Corp. | &nbsp;&nbsp;&nbsp;&nbsp;100299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005961 |
| Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731178 |
| Commercial Metals Company | &nbsp;&nbsp;&nbsp;&nbsp;84937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4404833 |
| Reliance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8534174 |
| Royal Gold, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5322564 |
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83276 | &nbsp;&nbsp;&nbsp;&nbsp;10622687 |
| **Paper and forest products – 0.1%** | **Paper and forest products – 0.1%** |  |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320850 |
| **Real estate – 5.5%** | **Real estate – 5.5%** | 227980201 |
| **Diversified REITs – 0.2%** | **Diversified REITs – 0.2%** |  |
| Essential Properties Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391015 |
| WP Carey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441025 |
| **Health care REITs – 0.5%** | **Health care REITs – 0.5%** |  |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3333036 |
| Healthcare Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;156514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404055 |
| Healthpeak Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;252838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4283076 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;115091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4477040 |
| Ventas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;108661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7299846 |
| **Hotel and resort REITs – 0.2%** | **Hotel and resort REITs – 0.2%** |  |
| Host Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;291078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575746 |
| Ryman Hospitality Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753572 |
| **Industrial REITs – 0.4%** | **Industrial REITs – 0.4%** |  |
| Americold Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949378 |
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3468360 |

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34 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

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| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |
| Industrial REITs (continued) | Industrial REITs (continued) |  |
| First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;57041 | &nbsp;&nbsp;&nbsp;&nbsp;$2779038 |
| Lineage, Inc. | &nbsp;&nbsp;&nbsp;14471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624424 |
| Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;94380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3447701 |
| STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;78812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705616 |
| Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;38520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137475 |
| **Office REITs – 0.1%** | **Office REITs – 0.1%** |  |
| BXP, Inc. | &nbsp;&nbsp;&nbsp;61335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4013149 |
| Vornado Realty Trust | &nbsp;&nbsp;&nbsp;58728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256330 |
| **Real estate management and development – 1.1%** | **Real estate management and development – 1.1%** |  |
| CBRE Group, Inc., Class A (A) | 121003 | &nbsp;&nbsp;&nbsp;&nbsp;18845007 |
| CoStar Group, Inc. (A) | &nbsp;&nbsp;&nbsp;70483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6709277 |
| Jones Lang LaSalle, Inc. (A) | &nbsp;&nbsp;&nbsp;42763 | &nbsp;&nbsp;&nbsp;&nbsp;11561405 |
| Zillow Group, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;15914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221400 |
| Zillow Group, Inc., Class C (A) | &nbsp;&nbsp;&nbsp;76012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6046755 |
| **Residential REITs – 1.1%** | **Residential REITs – 1.1%** |  |
| American Homes 4 Rent, Class A | 135102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4686688 |
| AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp;28932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5389453 |
| Camden Property Trust | &nbsp;&nbsp;&nbsp;44872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900022 |
| Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;73088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4379433 |
| Equity Residential | &nbsp;&nbsp;&nbsp;90633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5728006 |
| Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;16609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4321330 |
| Invitation Homes, Inc. | 156529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4797614 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;30330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4319902 |
| Sun Communities, Inc. | &nbsp;&nbsp;&nbsp;32036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973425 |
| UDR, Inc. | 138875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5456399 |
| **Retail REITs – 0.6%** | **Retail REITs – 0.6%** |  |
| Agree Realty Corp. | &nbsp;&nbsp;&nbsp;42300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032910 |
| Brixmor Property Group, Inc. | 129803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391752 |
| Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;36066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3323843 |
| Kimco Realty Corp. | 270295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5738363 |
| NNN REIT, Inc. | &nbsp;&nbsp;&nbsp;79224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268782 |
| Regency Centers Corp. | &nbsp;&nbsp;&nbsp;76880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5489232 |
| **Specialized REITs – 1.3%** | **Specialized REITs – 1.3%** |  |
| CubeSmart | &nbsp;&nbsp;&nbsp;96690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3762208 |
| Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;72917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9797128 |
| Gaming and Leisure Properties, Inc. | 111597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5086591 |
| Iron Mountain, Inc. | 110563 | &nbsp;&nbsp;&nbsp;&nbsp;10764414 |
| Lamar Advertising Company, Class A | &nbsp;&nbsp;&nbsp;41966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130344 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;24770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5566314 |
| VICI Properties, Inc. | 231959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7561863 |
| Weyerhaeuser Company | 215188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5390459 |
| **Utilities – 5.9%** | **Utilities – 5.9%** | 246767957 |
| **Electric utilities – 2.8%** | **Electric utilities – 2.8%** |  |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;89345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5808318 |
| Edison International | 215854 | &nbsp;&nbsp;&nbsp;&nbsp;11250310 |
| Entergy Corp. | 196891 | &nbsp;&nbsp;&nbsp;&nbsp;17804853 |
| Evergy, Inc. | 164417 | &nbsp;&nbsp;&nbsp;&nbsp;11640724 |
| Eversource Energy | 144512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9552243 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Utilities (continued)** | **Utilities (continued)** |  |
| Electric utilities (continued) | Electric utilities (continued) |  |
| FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;235513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10058760 |
| IDACORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743842 |
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17066940 |
| OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;152775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6939041 |
| PG&E Corp. | &nbsp;&nbsp;&nbsp;&nbsp;505016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7080324 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;101247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9175003 |
| PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;262115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9354884 |
| **Gas utilities – 0.4%** | **Gas utilities – 0.4%** |  |
| Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8647011 |
| National Fuel Gas Company | &nbsp;&nbsp;&nbsp;&nbsp;19811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719397 |
| UGI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;128027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4632017 |
| **Independent power and renewable electricity producers –<br>0.8%** | **Independent power and renewable electricity producers –<br>0.8%** |  |
| The AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;375109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932683 |
| Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;148159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30897078 |
| **Multi-utilities – 1.6%** | **Multi-utilities – 1.6%** |  |
| Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;110133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11137750 |
| CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;354389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13757381 |
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;122107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9011497 |
| DTE Energy Company | &nbsp;&nbsp;&nbsp;&nbsp;76294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10559853 |
| NiSource, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;229264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9732257 |
| WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;100869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11002791 |
| **Water utilities – 0.3%** | **Water utilities – 0.3%** |  |
| American Water Works Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8348066 |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;133558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4914934 |
| **SHORT-TERM INVESTMENTS – 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$6644620** |
| (Cost $6,644,576) |  |  |
| **Short-term funds – 0.2%** | **Short-term funds – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6644620 |
| John Hancock Collateral Trust, 4.2650% (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;188829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888647 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.2386% (D) | 4755973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4755973 |
| **Total investments (Multifactor Mid Cap ETF) (Cost $3,316,753,571) 100.1%** | **Total investments (Multifactor Mid Cap ETF) (Cost $3,316,753,571) 100.1%** | **$4180298341** |
| **Other assets and liabilities, net (0.1%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(2297726)** |
| **Total net assets 100.0%** |  | **$4178000615** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 7-31-25. The value of securities on loan amounted to $55,918,974. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $55,494,069 in the form of U.S. Treasuries was pledged to the fund. |
| (C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (D) | The rate shown is the annualized seven-day yield as of 7-31-25. |
| (E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 35

------

#### MULTIFACTOR SMALL CAP ETF

------

#### As of 7-31-25 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 99.9%** |  | **$547700361** |
| (Cost $507,606,503) |  |  |
| **Communication services – 1.9%** | **Communication services – 1.9%** | &nbsp;&nbsp;&nbsp;&nbsp;10291118 |
| **Diversified telecommunication services – 0.6%** | **Diversified telecommunication services – 0.6%** |  |
| Iridium Communications, Inc. | &nbsp;&nbsp;&nbsp;20795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508646 |
| Liberty Global, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;68256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683925 |
| Liberty Global, Ltd., Class C (A) | &nbsp;&nbsp;&nbsp;65145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666433 |
| Lumen Technologies, Inc. (A) | 352612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569123 |
| **Entertainment – 0.4%** | **Entertainment – 0.4%** |  |
| Cinemark Holdings, Inc. | &nbsp;&nbsp;&nbsp;23812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639828 |
| Madison Square Garden Sports Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507060 |
| **Interactive media and services – 0.2%** | **Interactive media and services – 0.2%** |  |
| CarGurus, Inc. (A) | &nbsp;&nbsp;&nbsp;17554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576122 |
| ZoomInfo Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;59810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647742 |
| **Media – 0.5%** | **Media – 0.5%** |  |
| Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;10733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008252 |
| TEGNA, Inc. | &nbsp;&nbsp;&nbsp;33622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561487 |
| **Wireless telecommunication services – 0.2%** | **Wireless telecommunication services – 0.2%** |  |
| Telephone & Data Systems, Inc. | &nbsp;&nbsp;&nbsp;18328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715525 |
| United States Cellular Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;2838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206975 |
| **Consumer discretionary – 13.9%** | **Consumer discretionary – 13.9%** | &nbsp;&nbsp;&nbsp;&nbsp;76437811 |
| **Automobile components – 1.7%** | **Automobile components – 1.7%** |  |
| BorgWarner, Inc. | &nbsp;&nbsp;&nbsp;49958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838454 |
| Dorman Products, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642181 |
| Gentex Corp. | &nbsp;&nbsp;&nbsp;53288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407869 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;21006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980656 |
| Modine Manufacturing Company (A) | &nbsp;&nbsp;&nbsp;21509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2894251 |
| Patrick Industries, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658607 |
| **Automobiles – 0.6%** | **Automobiles – 0.6%** |  |
| Harley-Davidson, Inc. | &nbsp;&nbsp;&nbsp;48143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171319 |
| Lucid Group, Inc. (A) | 262475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645689 |
| Thor Industries, Inc. (B) | &nbsp;&nbsp;&nbsp;18943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1723624 |
| **Broadline retail – 1.2%** | **Broadline retail – 1.2%** |  |
| Dillard's, Inc., Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581795 |
| Etsy, Inc. (A) | &nbsp;&nbsp;&nbsp;38671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2253359 |
| Macy's, Inc. | &nbsp;&nbsp;&nbsp;57566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727059 |
| Ollie's Bargain Outlet Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;21478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2934539 |
| **Diversified consumer services – 1.3%** | **Diversified consumer services – 1.3%** |  |
| ADT, Inc. | 169976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419300 |
| Adtalem Global Education, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852797 |
| Bright Horizons Family Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209801 |
| frontdoor, Inc. (A) | &nbsp;&nbsp;&nbsp;16405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959693 |
| Graham Holdings Company, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628805 |
| Grand Canyon Education, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970466 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338267 |
| Laureate Education, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;25704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580910 |
| Stride, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084826 |
| **Hotels, restaurants and leisure – 2.3%** | **Hotels, restaurants and leisure – 2.3%** |  |
| Brinker International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825351 |

---

#### MULTIFACTOR SMALL CAP ETF (continued)<br>

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| Hotels, restaurants and leisure (continued) | Hotels, restaurants and leisure (continued) |  |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;48833 | $1302864 |
| Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;10196 | &nbsp;&nbsp;&nbsp;1302131 |
| Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;141828 |
| Global Business Travel Group I (A) | &nbsp;&nbsp;&nbsp;21447 | &nbsp;&nbsp;&nbsp;&nbsp;137904 |
| Hilton Grand Vacations, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;14995 | &nbsp;&nbsp;&nbsp;&nbsp;672076 |
| Life Time Group Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;29522 | &nbsp;&nbsp;&nbsp;&nbsp;847872 |
| Planet Fitness, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;27265 | &nbsp;&nbsp;&nbsp;2977065 |
| Shake Shack, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;8396 | &nbsp;&nbsp;&nbsp;1010375 |
| The Wendy's Company | &nbsp;&nbsp;&nbsp;35339 | &nbsp;&nbsp;&nbsp;&nbsp;348089 |
| Travel + Leisure Company | &nbsp;&nbsp;&nbsp;13739 | &nbsp;&nbsp;&nbsp;&nbsp;814036 |
| Vail Resorts, Inc. | &nbsp;&nbsp;&nbsp;13458 | &nbsp;&nbsp;&nbsp;2022199 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2961 | &nbsp;&nbsp;&nbsp;&nbsp;254646 |
| **Household durables – 1.6%** | **Household durables – 1.6%** |  |
| Cavco Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;658386 |
| Champion Homes, Inc. (A) | &nbsp;&nbsp;&nbsp;20814 | &nbsp;&nbsp;&nbsp;1267573 |
| Installed Building Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;1936927 |
| Mohawk Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;125159 |
| Taylor Morrison Home Corp. (A) | &nbsp;&nbsp;&nbsp;35766 | &nbsp;&nbsp;&nbsp;2120208 |
| Tri Pointe Homes, Inc. (A) | &nbsp;&nbsp;&nbsp;18322 | &nbsp;&nbsp;&nbsp;&nbsp;564318 |
| Whirlpool Corp. (B) | &nbsp;&nbsp;&nbsp;22214 | &nbsp;&nbsp;&nbsp;1844651 |
| **Leisure products – 1.0%** | **Leisure products – 1.0%** |  |
| Acushnet Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5426 | &nbsp;&nbsp;&nbsp;&nbsp;432018 |
| Brunswick Corp. | &nbsp;&nbsp;&nbsp;28469 | &nbsp;&nbsp;&nbsp;1659458 |
| Mattel, Inc. (A) | 116562 | &nbsp;&nbsp;&nbsp;1982720 |
| Peloton Interactive, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;81825 | &nbsp;&nbsp;&nbsp;&nbsp;584231 |
| YETI Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;17190 | &nbsp;&nbsp;&nbsp;&nbsp;631561 |
| **Specialty retail – 3.4%** | **Specialty retail – 3.4%** |  |
| Abercrombie & Fitch Company, Class A (A) | &nbsp;&nbsp;&nbsp;19594 | &nbsp;&nbsp;&nbsp;1881416 |
| Academy Sports & Outdoors, Inc. | &nbsp;&nbsp;&nbsp;14498 | &nbsp;&nbsp;&nbsp;&nbsp;736353 |
| Asbury Automotive Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7522 | &nbsp;&nbsp;&nbsp;1670787 |
| AutoNation, Inc. (A) | &nbsp;&nbsp;&nbsp;12306 | &nbsp;&nbsp;&nbsp;2370628 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;76055 | &nbsp;&nbsp;&nbsp;2202553 |
| Boot Barn Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;1160325 |
| Five Below, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;320276 |
| Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4784 | &nbsp;&nbsp;&nbsp;1971726 |
| RH (A) | &nbsp;&nbsp;&nbsp;&nbsp;3491 | &nbsp;&nbsp;&nbsp;&nbsp;717819 |
| Urban Outfitters, Inc. (A) | &nbsp;&nbsp;&nbsp;14115 | &nbsp;&nbsp;&nbsp;1062577 |
| Valvoline, Inc. (A) | &nbsp;&nbsp;&nbsp;49910 | &nbsp;&nbsp;&nbsp;1759328 |
| Wayfair, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;45481 | &nbsp;&nbsp;&nbsp;2985373 |
| **Textiles, apparel and luxury goods – 0.8%** | **Textiles, apparel and luxury goods – 0.8%** |  |
| Columbia Sportswear Company | &nbsp;&nbsp;&nbsp;&nbsp;6298 | &nbsp;&nbsp;&nbsp;&nbsp;356278 |
| Crocs, Inc. (A) | &nbsp;&nbsp;&nbsp;10935 | &nbsp;&nbsp;&nbsp;1090548 |
| Kontoor Brands, Inc. | &nbsp;&nbsp;&nbsp;11657 | &nbsp;&nbsp;&nbsp;&nbsp;648829 |
| Levi Strauss & Company, Class A | &nbsp;&nbsp;&nbsp;40672 | &nbsp;&nbsp;&nbsp;&nbsp;800832 |
| PVH Corp. | &nbsp;&nbsp;&nbsp;23170 | &nbsp;&nbsp;&nbsp;1701141 |
| VF Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33109 |

---

36 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer staples – 2.1%** | **Consumer staples – 2.1%** | $11330608 |
| **Beverages – 0.1%** | **Beverages – 0.1%** |  |
| National Beverage Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214071 |
| **Food products – 1.6%** | **Food products – 1.6%** |  |
| Cal-Maine Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917905 |
| Darling Ingredients, Inc. (A) | &nbsp;&nbsp;&nbsp;61361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1986869 |
| Flowers Foods, Inc. | &nbsp;&nbsp;&nbsp;78297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241007 |
| Freshpet, Inc. (A) | &nbsp;&nbsp;&nbsp;19925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361276 |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218293 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;16789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776444 |
| The Marzetti Company | &nbsp;&nbsp;&nbsp;&nbsp;4121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732549 |
| The Simply Good Foods Company (A) | &nbsp;&nbsp;&nbsp;19682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599514 |
| **Household products – 0.2%** | **Household products – 0.2%** |  |
| Reynolds Consumer Products, Inc. | &nbsp;&nbsp;&nbsp;21682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487628 |
| WD-40 Company | &nbsp;&nbsp;&nbsp;&nbsp;2734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586170 |
| **Personal care products – 0.2%** | **Personal care products – 0.2%** |  |
| BellRing Brands, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305539 |
| e.l.f. Beauty, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431194 |
| Interparfums, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472149 |
| **Energy – 3.7%** | **Energy – 3.7%** | &nbsp;&nbsp;&nbsp;20385141 |
| **Energy equipment and services – 1.2%** | **Energy equipment and services – 1.2%** |  |
| Archrock, Inc. | &nbsp;&nbsp;&nbsp;37645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879387 |
| Cactus, Inc., Class A | &nbsp;&nbsp;&nbsp;14931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631731 |
| Kodiak Gas Services, Inc. | &nbsp;&nbsp;&nbsp;10603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342795 |
| Noble Corp. PLC | &nbsp;&nbsp;&nbsp;54525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461815 |
| NOV, Inc. | 143692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807645 |
| Patterson-UTI Energy, Inc. | &nbsp;&nbsp;&nbsp;84843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501422 |
| Weatherford International PLC | &nbsp;&nbsp;&nbsp;21791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232281 |
| **Oil, gas and consumable fuels – 2.5%** | **Oil, gas and consumable fuels – 2.5%** |  |
| APA Corp. (B) | &nbsp;&nbsp;&nbsp;13231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255226 |
| California Resources Corp. | &nbsp;&nbsp;&nbsp;19041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917395 |
| Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790625 |
| Civitas Resources, Inc. | &nbsp;&nbsp;&nbsp;41205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250984 |
| CNX Resources Corp. (A)(B) | &nbsp;&nbsp;&nbsp;27610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836859 |
| Comstock Resources, Inc. (A) | &nbsp;&nbsp;&nbsp;14774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264011 |
| Core Natural Resources, Inc. | &nbsp;&nbsp;&nbsp;10726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791686 |
| Crescent Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;40160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371078 |
| Excelerate Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76980 |
| HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116441 |
| Magnolia Oil & Gas Corp., Class A | &nbsp;&nbsp;&nbsp;73573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752509 |
| Matador Resources Company | &nbsp;&nbsp;&nbsp;46185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303708 |
| Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;59837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484556 |
| Northern Oil & Gas, Inc. (B) | &nbsp;&nbsp;&nbsp;21520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606003 |
| Sitio Royalties Corp., Class A | &nbsp;&nbsp;&nbsp;16375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297534 |
| SM Energy Company | &nbsp;&nbsp;&nbsp;51195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412470 |
| **Financials – 19.8%** | **Financials – 19.8%** | 108613690 |
| **Banks – 8.6%** | **Banks – 8.6%** |  |
| Ameris Bancorp | &nbsp;&nbsp;&nbsp;14294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976995 |
| Associated Banc-Corp. | &nbsp;&nbsp;&nbsp;35304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873421 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Banks (continued) | Banks (continued) |  |
| Atlantic Union Bankshares Corp. | &nbsp;&nbsp;&nbsp;18933 | &nbsp;&nbsp;$600176 |
| Axos Financial, Inc. (A) | &nbsp;&nbsp;&nbsp;11686 | 1009086 |
| BancFirst Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3972 | &nbsp;&nbsp;&nbsp;&nbsp;494593 |
| Bank OZK | &nbsp;&nbsp;&nbsp;41482 | 2045063 |
| BOK Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9173 | &nbsp;&nbsp;&nbsp;&nbsp;931335 |
| Cadence Bank | &nbsp;&nbsp;&nbsp;67904 | 2366454 |
| Cathay General Bancorp | &nbsp;&nbsp;&nbsp;14201 | &nbsp;&nbsp;&nbsp;&nbsp;642169 |
| Columbia Banking System, Inc. | &nbsp;&nbsp;&nbsp;78982 | 1879772 |
| Community Financial System, Inc. | &nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;590240 |
| Eastern Bankshares, Inc. | &nbsp;&nbsp;&nbsp;42440 | &nbsp;&nbsp;&nbsp;&nbsp;655698 |
| First BanCorp | &nbsp;&nbsp;&nbsp;34284 | &nbsp;&nbsp;&nbsp;&nbsp;714136 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;46896 | 1623540 |
| First Hawaiian, Inc. | &nbsp;&nbsp;&nbsp;26797 | &nbsp;&nbsp;&nbsp;&nbsp;649827 |
| First Interstate BancSystem, Inc., Class A | &nbsp;&nbsp;&nbsp;18822 | &nbsp;&nbsp;&nbsp;&nbsp;541885 |
| Flagstar Financial, Inc. | &nbsp;&nbsp;&nbsp;68888 | &nbsp;&nbsp;&nbsp;&nbsp;777746 |
| FNB Corp. | 137771 | 2110652 |
| Fulton Financial Corp. | &nbsp;&nbsp;&nbsp;38975 | &nbsp;&nbsp;&nbsp;&nbsp;699601 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;43202 | 1893544 |
| Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;18137 | 1083142 |
| Home BancShares, Inc. | &nbsp;&nbsp;&nbsp;68435 | 1927130 |
| Independent Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8974 | &nbsp;&nbsp;&nbsp;&nbsp;570298 |
| International Bancshares Corp. | &nbsp;&nbsp;&nbsp;12140 | &nbsp;&nbsp;&nbsp;&nbsp;827705 |
| Old National Bancorp | 112404 | 2372848 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;25291 | 2897843 |
| Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;32431 | 2160553 |
| ServisFirst Bancshares, Inc. | &nbsp;&nbsp;&nbsp;10625 | &nbsp;&nbsp;&nbsp;&nbsp;835656 |
| Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;48658 | 2298604 |
| Texas Capital Bancshares, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9894 | &nbsp;&nbsp;&nbsp;&nbsp;830799 |
| TFS Financial Corp. | &nbsp;&nbsp;&nbsp;10344 | &nbsp;&nbsp;&nbsp;&nbsp;135610 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;20653 | 2271623 |
| United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;53127 | 1887071 |
| United Community Banks, Inc. | &nbsp;&nbsp;&nbsp;25945 | &nbsp;&nbsp;&nbsp;&nbsp;791323 |
| Valley National Bancorp | 104452 | &nbsp;&nbsp;&nbsp;&nbsp;968270 |
| WSFS Financial Corp. | &nbsp;&nbsp;&nbsp;12160 | &nbsp;&nbsp;&nbsp;&nbsp;666854 |
| Zions Bancorp NA | &nbsp;&nbsp;&nbsp;51357 | 2753762 |
| **Capital markets – 3.3%** | **Capital markets – 3.3%** |  |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;11192 | 2348865 |
| Artisan Partners Asset Management, Inc., Class A | &nbsp;&nbsp;&nbsp;14727 | &nbsp;&nbsp;&nbsp;&nbsp;666397 |
| BGC Group, Inc., Class A | 149464 | 1385531 |
| Cohen & Steers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5826 | &nbsp;&nbsp;&nbsp;&nbsp;428561 |
| Federated Hermes, Inc. | &nbsp;&nbsp;&nbsp;16634 | &nbsp;&nbsp;&nbsp;&nbsp;824547 |
| Invesco, Ltd. | &nbsp;&nbsp;&nbsp;45368 | &nbsp;&nbsp;&nbsp;&nbsp;953182 |
| Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp;48894 | 2117110 |
| Lazard, Inc. | &nbsp;&nbsp;&nbsp;42690 | 2219026 |
| Moelis & Company, Class A | &nbsp;&nbsp;&nbsp;15822 | 1109755 |
| Piper Sandler Companies | &nbsp;&nbsp;&nbsp;&nbsp;7062 | 2226790 |
| PJT Partners, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9273 | 1656343 |
| StoneX Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8672 | &nbsp;&nbsp;&nbsp;&nbsp;843265 |
| Victory Capital Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;10548 | &nbsp;&nbsp;&nbsp;&nbsp;726863 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 37

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Capital markets (continued) | Capital markets (continued) |  |
| Virtu Financial, Inc., Class A | 16707 | &nbsp;&nbsp;&nbsp;&nbsp;$737447 |
| **Consumer finance – 1.6%** | **Consumer finance – 1.6%** |  |
| Credit Acceptance Corp. (A)(B) | &nbsp;&nbsp;&nbsp;2074 | &nbsp;&nbsp;&nbsp;&nbsp;1016841 |
| FirstCash Holdings, Inc. | 15028 | &nbsp;&nbsp;&nbsp;&nbsp;2003082 |
| Nelnet, Inc., Class A | &nbsp;&nbsp;&nbsp;2793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348483 |
| OneMain Holdings, Inc. | 44725 | &nbsp;&nbsp;&nbsp;&nbsp;2584658 |
| SLM Corp. | 75257 | &nbsp;&nbsp;&nbsp;&nbsp;2393173 |
| Upstart Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87135 |
| **Financial services – 2.8%** | **Financial services – 2.8%** |  |
| Enact Holdings, Inc. | 11824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411002 |
| Essent Group, Ltd. | 36960 | &nbsp;&nbsp;&nbsp;&nbsp;2069390 |
| Euronet Worldwide, Inc. (A) | 17166 | &nbsp;&nbsp;&nbsp;&nbsp;1668192 |
| Jackson Financial, Inc., Class A | 26871 | &nbsp;&nbsp;&nbsp;&nbsp;2352825 |
| MGIC Investment Corp. | 88686 | &nbsp;&nbsp;&nbsp;&nbsp;2296967 |
| Paymentus Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;5727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159669 |
| Payoneer Global, Inc. (A) | 60605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398175 |
| PennyMac Financial Services, Inc. | 10930 | &nbsp;&nbsp;&nbsp;&nbsp;1018020 |
| The Western Union Company | 69203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557084 |
| Voya Financial, Inc. | 33963 | &nbsp;&nbsp;&nbsp;&nbsp;2377410 |
| Walker & Dunlop, Inc. | &nbsp;&nbsp;&nbsp;6780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508568 |
| WEX, Inc. (A) | &nbsp;&nbsp;&nbsp;8807 | &nbsp;&nbsp;&nbsp;&nbsp;1494372 |
| **Insurance – 3.5%** | **Insurance – 3.5%** |  |
| Assured Guaranty, Ltd. | &nbsp;&nbsp;&nbsp;9582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810446 |
| Axis Capital Holdings, Ltd. | 25189 | &nbsp;&nbsp;&nbsp;&nbsp;2363736 |
| Brighthouse Financial, Inc. (A) | 12796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612289 |
| F&G Annuities & Life, Inc. | &nbsp;&nbsp;&nbsp;7285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232464 |
| First American Financial Corp. | 35393 | &nbsp;&nbsp;&nbsp;&nbsp;2125350 |
| Genworth Financial, Inc., Class A (A) | 88805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698007 |
| Goosehead Insurance, Inc., Class A | &nbsp;&nbsp;&nbsp;4428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402549 |
| Hagerty, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;5982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60777 |
| Kemper Corp. | 12707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782624 |
| Lincoln National Corp. | 63543 | &nbsp;&nbsp;&nbsp;&nbsp;2421624 |
| Mercury General Corp. | &nbsp;&nbsp;&nbsp;5240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362870 |
| Palomar Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706834 |
| RLI Corp. | 30793 | &nbsp;&nbsp;&nbsp;&nbsp;2032030 |
| Selective Insurance Group, Inc. | 22088 | &nbsp;&nbsp;&nbsp;&nbsp;1722201 |
| The Baldwin Insurance Group, Inc. (A)(B) | 27333 | &nbsp;&nbsp;&nbsp;&nbsp;1006948 |
| The Hanover Insurance Group, Inc. | 11744 | &nbsp;&nbsp;&nbsp;&nbsp;2015623 |
| White Mountains Insurance Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913566 |
| **Health care – 6.4%** | **Health care – 6.4%** | 35025154 |
| **Biotechnology – 2.4%** | **Biotechnology – 2.4%** |  |
| ACADIA Pharmaceuticals, Inc. (A) | 27359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651965 |
| ADMA Biologics, Inc. (A) | 45287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846867 |
| Akero Therapeutics, Inc. (A) | 16757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818579 |
| Alkermes PLC (A) | 31578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836501 |
| BridgeBio Pharma, Inc. (A) | 56567 | &nbsp;&nbsp;&nbsp;&nbsp;2673922 |
| Crinetics Pharmaceuticals, Inc. (A) | 19302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551844 |
| CRISPR Therapeutics AG (A)(B) | 17375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977518 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Health care (continued)** | **Health care (continued)** |  |
| Biotechnology (continued) | Biotechnology (continued) |  |
| Cytokinetics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$50626 |
| Halozyme Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;14099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845517 |
| Ionis Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186748 |
| Krystal Biotech, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523313 |
| Madrigal Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38116 |
| PTC Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;16865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878835 |
| REVOLUTION Medicines, Inc. (A) | &nbsp;&nbsp;&nbsp;62973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2347004 |
| Rhythm Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44234 |
| TG Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14555 |
| **Health care equipment and supplies – 1.4%** | **Health care equipment and supplies – 1.4%** |  |
| Dentsply Sirona, Inc. | &nbsp;&nbsp;&nbsp;83597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196273 |
| Envista Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;37752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713135 |
| Glaukos Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21781 |
| Haemonetics Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740178 |
| ICU Medical, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623431 |
| Integer Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757508 |
| Lantheus Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;22401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594727 |
| Merit Medical Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;20442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734708 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174590 |
| **Health care providers and services – 1.5%** | **Health care providers and services – 1.5%** |  |
| Acadia Healthcare Company, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181235 |
| Amedisys, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644055 |
| BrightSpring Health Services, Inc. (A) | &nbsp;&nbsp;&nbsp;12353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255089 |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123690 |
| Concentra Group Holdings Parent, Inc. | &nbsp;&nbsp;&nbsp;23548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470254 |
| CorVel Corp. (A) | &nbsp;&nbsp;&nbsp;11489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017925 |
| Guardant Health, Inc. (A) | &nbsp;&nbsp;&nbsp;25038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026057 |
| Hims & Hers Health, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;2663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176237 |
| LifeStance Health Group, Inc. (A) | &nbsp;&nbsp;&nbsp;18818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74896 |
| Option Care Health, Inc. (A) | &nbsp;&nbsp;&nbsp;58121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705851 |
| Privia Health Group, Inc. (A) | &nbsp;&nbsp;&nbsp;20225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394792 |
| RadNet, Inc. (A) | &nbsp;&nbsp;&nbsp;28279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547710 |
| Surgery Partners, Inc. (A) | &nbsp;&nbsp;&nbsp;14413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316365 |
| **Life sciences tools and services – 0.1%** | **Life sciences tools and services – 0.1%** |  |
| Repligen Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172444 |
| Sotera Health Company (A) | &nbsp;&nbsp;&nbsp;33432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384134 |
| **Pharmaceuticals – 1.0%** | **Pharmaceuticals – 1.0%** |  |
| Corcept Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;20207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357304 |
| Elanco Animal Health, Inc. (A) | 114954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572571 |
| Jazz Pharmaceuticals PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;2193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251384 |
| Organon & Company | 107449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042255 |
| Perrigo Company PLC | &nbsp;&nbsp;&nbsp;27301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728118 |
| Prestige Consumer Healthcare, Inc. (A) | &nbsp;&nbsp;&nbsp;10011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740313 |
| **Industrials – 22.8%** | **Industrials – 22.8%** | 124970159 |
| **Aerospace and defense – 2.0%** | **Aerospace and defense – 2.0%** |  |
| AeroVironment, Inc. (A) | &nbsp;&nbsp;&nbsp;11561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3094194 |
| Archer Aviation, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53269 |
| Hexcel Corp. | &nbsp;&nbsp;&nbsp;32124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924549 |

---

38 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Aerospace and defense (continued) | Aerospace and defense (continued) |  |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp;$505573 |
| Kratos Defense & Security Solutions, Inc. (A) | 30516 | 1791289 |
| Loar Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;8164 | &nbsp;&nbsp;&nbsp;&nbsp;603401 |
| Moog, Inc., Class A | 11029 | 2134994 |
| Spirit AeroSystems Holdings, Inc., Class A (A) | 24541 | &nbsp;&nbsp;&nbsp;&nbsp;966915 |
| **Air freight and logistics – 0.4%** | **Air freight and logistics – 0.4%** |  |
| GXO Logistics, Inc. (A) | 47482 | 2360330 |
| **Building products – 3.3%** | **Building products – 3.3%** |  |
| AAON, Inc. | 25382 | 2119397 |
| Armstrong World Industries, Inc. | 15382 | 2894431 |
| AZZ, Inc. | &nbsp;&nbsp;&nbsp;6357 | &nbsp;&nbsp;&nbsp;&nbsp;696092 |
| CSW Industrials, Inc. | &nbsp;&nbsp;&nbsp;6235 | 1617858 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;4362 | &nbsp;&nbsp;&nbsp;&nbsp;237903 |
| Griffon Corp. | &nbsp;&nbsp;&nbsp;9573 | &nbsp;&nbsp;&nbsp;&nbsp;777998 |
| Hayward Holdings, Inc. (A) | 40514 | &nbsp;&nbsp;&nbsp;&nbsp;623105 |
| Simpson Manufacturing Company, Inc. | &nbsp;&nbsp;&nbsp;8928 | 1601951 |
| Tecnoglass, Inc. | &nbsp;&nbsp;&nbsp;5116 | &nbsp;&nbsp;&nbsp;&nbsp;399201 |
| Trex Company, Inc. (A) | 39220 | 2519493 |
| UFP Industries, Inc. | 20109 | 1970682 |
| Zurn Elkay Water Solutions Corp. | 54451 | 2409457 |
| **Commercial services and supplies – 1.5%** | **Commercial services and supplies – 1.5%** |  |
| ABM Industries, Inc. | 12872 | &nbsp;&nbsp;&nbsp;&nbsp;593785 |
| Brady Corp., Class A | &nbsp;&nbsp;&nbsp;9066 | &nbsp;&nbsp;&nbsp;&nbsp;639788 |
| Casella Waste Systems, Inc., Class A (A) | 20951 | 2278002 |
| Driven Brands Holdings, Inc. (A) | 12191 | &nbsp;&nbsp;&nbsp;&nbsp;206028 |
| MSA Safety, Inc. | 13630 | 2424368 |
| The Brink's Company | 18327 | 1600680 |
| UniFirst Corp. | &nbsp;&nbsp;&nbsp;3146 | &nbsp;&nbsp;&nbsp;&nbsp;538060 |
| **Construction and engineering – 2.6%** | **Construction and engineering – 2.6%** |  |
| Arcosa, Inc. | 10355 | &nbsp;&nbsp;&nbsp;&nbsp;889287 |
| Dycom Industries, Inc. (A) | 11430 | 3072498 |
| Fluor Corp. (A) | 36198 | 2054960 |
| Granite Construction, Inc. (B) | &nbsp;&nbsp;&nbsp;9115 | &nbsp;&nbsp;&nbsp;&nbsp;861094 |
| IES Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;1852 | &nbsp;&nbsp;&nbsp;&nbsp;653886 |
| Primoris Services Corp. | 11070 | 1042462 |
| Sterling Infrastructure, Inc. (A) | &nbsp;&nbsp;&nbsp;6310 | 1688493 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;7063 | 2570579 |
| WillScot Holdings Corp. | 42885 | 1258675 |
| **Electrical equipment – 1.1%** | **Electrical equipment – 1.1%** |  |
| EnerSys | &nbsp;&nbsp;&nbsp;8138 | &nbsp;&nbsp;&nbsp;&nbsp;751707 |
| Generac Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;2228 | &nbsp;&nbsp;&nbsp;&nbsp;433769 |
| NEXTracker, Inc., Class A (A) | 50283 | 2929488 |
| Sensata Technologies Holding PLC | 62862 | 1933635 |
| **Ground transportation – 1.0%** | **Ground transportation – 1.0%** |  |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;8036 | &nbsp;&nbsp;&nbsp;&nbsp;341530 |
| Landstar System, Inc. | 12974 | 1730342 |
| Lyft, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;4802 | &nbsp;&nbsp;&nbsp;&nbsp;67516 |
| RXO, Inc. (A) | 33353 | &nbsp;&nbsp;&nbsp;&nbsp;515304 |
| Ryder System, Inc. | 14587 | 2592256 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Ground transportation (continued) | Ground transportation (continued) |  |
| Saia, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 | &nbsp;&nbsp;$267785 |
| Schneider National, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;184475 |
| **Machinery – 5.0%** | **Machinery – 5.0%** |  |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;13936 | 1644030 |
| Atmus Filtration Technologies, Inc. | &nbsp;&nbsp;&nbsp;18144 | &nbsp;&nbsp;&nbsp;&nbsp;705983 |
| Chart Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1356 | &nbsp;&nbsp;&nbsp;&nbsp;269613 |
| Enpro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4508 | &nbsp;&nbsp;&nbsp;&nbsp;957544 |
| Esab Corp. | &nbsp;&nbsp;&nbsp;20659 | 2771818 |
| ESCO Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5311 | 1028741 |
| Federal Signal Corp. | &nbsp;&nbsp;&nbsp;22791 | 2884657 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;48681 | 2728083 |
| Franklin Electric Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8248 | &nbsp;&nbsp;&nbsp;&nbsp;774900 |
| Gates Industrial Corp. PLC (A) | &nbsp;&nbsp;&nbsp;52598 | 1304430 |
| JBT Marel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1458 | &nbsp;&nbsp;&nbsp;&nbsp;200912 |
| Kadant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2468 | &nbsp;&nbsp;&nbsp;&nbsp;821276 |
| Mueller Water Products, Inc., Class A | &nbsp;&nbsp;&nbsp;32596 | &nbsp;&nbsp;&nbsp;&nbsp;807077 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;24022 | 3039504 |
| SPX Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;16649 | 3036611 |
| The Timken Company | &nbsp;&nbsp;&nbsp;25652 | 1951861 |
| The Toro Company | &nbsp;&nbsp;&nbsp;&nbsp;4251 | &nbsp;&nbsp;&nbsp;&nbsp;315637 |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8485 | 2225785 |
| **Marine transportation – 0.1%** | **Marine transportation – 0.1%** |  |
| Kirby Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6078 | &nbsp;&nbsp;&nbsp;&nbsp;579294 |
| Matson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1746 | &nbsp;&nbsp;&nbsp;&nbsp;186438 |
| **Passenger airlines – 0.2%** | **Passenger airlines – 0.2%** |  |
| Copa Holdings SA, Class A | &nbsp;&nbsp;&nbsp;&nbsp;6503 | &nbsp;&nbsp;&nbsp;&nbsp;719622 |
| SkyWest, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2307 | &nbsp;&nbsp;&nbsp;&nbsp;267520 |
| **Professional services – 3.4%** | **Professional services – 3.4%** |  |
| Alight, Inc., Class A | &nbsp;&nbsp;&nbsp;91925 | &nbsp;&nbsp;&nbsp;&nbsp;492718 |
| CBIZ, Inc. (A) | &nbsp;&nbsp;&nbsp;10751 | &nbsp;&nbsp;&nbsp;&nbsp;657101 |
| Clarivate PLC (A) | 174810 | &nbsp;&nbsp;&nbsp;&nbsp;673019 |
| Concentrix Corp. | &nbsp;&nbsp;&nbsp;22953 | 1192867 |
| Dun & Bradstreet Holdings, Inc. | 129647 | 1179788 |
| ExlService Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;54254 | 2356251 |
| Exponent, Inc. | &nbsp;&nbsp;&nbsp;19959 | 1376373 |
| FTI Consulting, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7614 | 1266589 |
| Insperity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7127 | &nbsp;&nbsp;&nbsp;&nbsp;424627 |
| KBR, Inc. | &nbsp;&nbsp;&nbsp;26530 | 1240012 |
| Korn Ferry | &nbsp;&nbsp;&nbsp;10612 | &nbsp;&nbsp;&nbsp;&nbsp;752072 |
| Maximus, Inc. | &nbsp;&nbsp;&nbsp;21762 | 1607341 |
| Parsons Corp. (A) | &nbsp;&nbsp;&nbsp;10421 | &nbsp;&nbsp;&nbsp;&nbsp;773238 |
| Robert Half, Inc. | &nbsp;&nbsp;&nbsp;24142 | &nbsp;&nbsp;&nbsp;&nbsp;891081 |
| Science Applications International Corp. | &nbsp;&nbsp;&nbsp;17824 | 1987020 |
| TriNet Group, Inc. | &nbsp;&nbsp;&nbsp;12360 | &nbsp;&nbsp;&nbsp;&nbsp;838132 |
| Verra Mobility Corp. (A) | &nbsp;&nbsp;&nbsp;31502 | &nbsp;&nbsp;&nbsp;&nbsp;795741 |
| **Trading companies and distributors – 2.2%** | **Trading companies and distributors – 2.2%** |  |
| Air Lease Corp. | &nbsp;&nbsp;&nbsp;40121 | 2222703 |
| Boise Cascade Company | &nbsp;&nbsp;&nbsp;15915 | 1333836 |
| GATX Corp. | &nbsp;&nbsp;&nbsp;13134 | 2005430 |

---

SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 39

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Trading companies and distributors (continued) | Trading companies and distributors (continued) |  |
| GMS, Inc. (A) | &nbsp;&nbsp;&nbsp;8054 | &nbsp;&nbsp;&nbsp;&nbsp;$883041 |
| Herc Holdings, Inc. | &nbsp;&nbsp;&nbsp;7172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837761 |
| McGrath RentCorp | &nbsp;&nbsp;&nbsp;5172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645414 |
| MSC Industrial Direct Company, Inc., Class A | &nbsp;&nbsp;&nbsp;9276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803487 |
| Rush Enterprises, Inc., Class A | 13365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723581 |
| Rush Enterprises, Inc., Class B | &nbsp;&nbsp;&nbsp;1507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81845 |
| SiteOne Landscape Supply, Inc. (A) | 16580 | &nbsp;&nbsp;&nbsp;&nbsp;2285221 |
| **Information technology – 12.8%** | **Information technology – 12.8%** | 69939389 |
| **Communications equipment – 0.3%** | **Communications equipment – 0.3%** |  |
| Lumentum Holdings, Inc. (A)(B) | 14866 | &nbsp;&nbsp;&nbsp;&nbsp;1636449 |
| **Electronic equipment, instruments and components – 4.9%** | **Electronic equipment, instruments and components – 4.9%** |  |
| Advanced Energy Industries, Inc. | &nbsp;&nbsp;&nbsp;8188 | &nbsp;&nbsp;&nbsp;&nbsp;1137477 |
| Arrow Electronics, Inc. (A) | 19368 | &nbsp;&nbsp;&nbsp;&nbsp;2246688 |
| Avnet, Inc. | 34750 | &nbsp;&nbsp;&nbsp;&nbsp;1839665 |
| Badger Meter, Inc. | 10383 | &nbsp;&nbsp;&nbsp;&nbsp;1959895 |
| Belden, Inc. | &nbsp;&nbsp;&nbsp;8746 | &nbsp;&nbsp;&nbsp;&nbsp;1081443 |
| Cognex Corp. | 63933 | &nbsp;&nbsp;&nbsp;&nbsp;2606548 |
| Crane NXT Company | 10255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608532 |
| Fabrinet (A) | &nbsp;&nbsp;&nbsp;7717 | &nbsp;&nbsp;&nbsp;&nbsp;2498224 |
| Insight Enterprises, Inc. (A) | 11907 | &nbsp;&nbsp;&nbsp;&nbsp;1411932 |
| Itron, Inc. (A) | &nbsp;&nbsp;&nbsp;9362 | &nbsp;&nbsp;&nbsp;&nbsp;1165943 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;9466 | &nbsp;&nbsp;&nbsp;&nbsp;2435886 |
| Mirion Technologies, Inc. (A) | 42561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951238 |
| Novanta, Inc. (A) | 13655 | &nbsp;&nbsp;&nbsp;&nbsp;1679838 |
| OSI Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;3484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769999 |
| Plexus Corp. (A) | &nbsp;&nbsp;&nbsp;5702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727005 |
| Sanmina Corp. (A) | 11772 | &nbsp;&nbsp;&nbsp;&nbsp;1366023 |
| Vontier Corp. | 57804 | &nbsp;&nbsp;&nbsp;&nbsp;2397132 |
| **IT services – 0.4%** | **IT services – 0.4%** |  |
| ASGN, Inc. (A) | &nbsp;&nbsp;&nbsp;8859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444190 |
| DigitalOcean Holdings, Inc. (A) | 11940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332648 |
| DXC Technology Company (A) | 36586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497935 |
| Globant SA (A) | &nbsp;&nbsp;&nbsp;9120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768451 |
| **Semiconductors and semiconductor equipment – 2.6%** | **Semiconductors and semiconductor equipment – 2.6%** |  |
| Allegro MicroSystems, Inc. (A) | 21688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681220 |
| Amkor Technology, Inc. | 23346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526686 |
| Cirrus Logic, Inc. (A) | 19423 | &nbsp;&nbsp;&nbsp;&nbsp;1956090 |
| Lattice Semiconductor Corp. (A) | &nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326885 |
| MKS, Inc. | 16892 | &nbsp;&nbsp;&nbsp;&nbsp;1607781 |
| Onto Innovation, Inc. (A) | 10795 | &nbsp;&nbsp;&nbsp;&nbsp;1022826 |
| Power Integrations, Inc. | 11716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568460 |
| Qorvo, Inc. (A) | 19940 | &nbsp;&nbsp;&nbsp;&nbsp;1666984 |
| Rambus, Inc. (A) | 39508 | &nbsp;&nbsp;&nbsp;&nbsp;2920826 |
| Semtech Corp. (A) | 18970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969367 |
| Silicon Laboratories, Inc. (A) | &nbsp;&nbsp;&nbsp;6833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900384 |
| SiTime Corp. (A) | &nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778944 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;1481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213856 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Software – 4.6% | Software – 4.6% |  |
| ACI Worldwide, Inc. (A) | &nbsp;&nbsp;&nbsp;39583 | &nbsp;&nbsp;&nbsp;$1684652 |
| Alarm.com Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529966 |
| BILL Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;39510 | &nbsp;&nbsp;&nbsp;&nbsp;1693004 |
| Blackbaud, Inc. (A) | &nbsp;&nbsp;&nbsp;10302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694561 |
| Blackline, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;11946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642456 |
| Box, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;27832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893407 |
| C3.Ai, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;24821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584783 |
| CCC Intelligent Solutions Holdings, Inc. (A) | 195277 | &nbsp;&nbsp;&nbsp;&nbsp;1888329 |
| Clear Secure, Inc., Class A | &nbsp;&nbsp;&nbsp;19444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571848 |
| Clearwater Analytics Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13757 |
| CommVault Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;15106 | &nbsp;&nbsp;&nbsp;&nbsp;2869385 |
| Core Scientific, Inc. (A) | &nbsp;&nbsp;&nbsp;61886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837936 |
| Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;22590 | &nbsp;&nbsp;&nbsp;&nbsp;1701931 |
| Freshworks, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;49352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641082 |
| Gitlab, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14589 |
| InterDigital, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5331 | &nbsp;&nbsp;&nbsp;&nbsp;1376464 |
| JFrog, Ltd. (A) | &nbsp;&nbsp;&nbsp;19390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841720 |
| MARA Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94422 |
| NCino, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;23007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642470 |
| Pegasystems, Inc. | &nbsp;&nbsp;&nbsp;36996 | &nbsp;&nbsp;&nbsp;&nbsp;2172035 |
| Pivotal Software, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;33553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Q2 Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27121 |
| Qualys, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982589 |
| SentinelOne, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;64007 | &nbsp;&nbsp;&nbsp;&nbsp;1173888 |
| SPS Commerce, Inc. (A) | &nbsp;&nbsp;&nbsp;10315 | &nbsp;&nbsp;&nbsp;&nbsp;1122942 |
| UiPath, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59361 |
| Varonis Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16470 |
| Vertex, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;24337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807258 |
| Workiva, Inc. (A) | &nbsp;&nbsp;&nbsp;10301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657513 |
| **Materials – 5.5%** | **Materials – 5.5%** | 29902288 |
| **Chemicals – 2.3%** | **Chemicals – 2.3%** |  |
| Avient Corp. | &nbsp;&nbsp;&nbsp;19235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607249 |
| Axalta Coating Systems, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191302 |
| Balchem Corp. | &nbsp;&nbsp;&nbsp;11907 | &nbsp;&nbsp;&nbsp;&nbsp;1815460 |
| Cabot Corp. | &nbsp;&nbsp;&nbsp;21484 | &nbsp;&nbsp;&nbsp;&nbsp;1550715 |
| Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;85104 | &nbsp;&nbsp;&nbsp;&nbsp;2008454 |
| FMC Corp. | &nbsp;&nbsp;&nbsp;25687 | &nbsp;&nbsp;&nbsp;&nbsp;1002820 |
| HB Fuller Company | &nbsp;&nbsp;&nbsp;11580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650796 |
| Huntsman Corp. | &nbsp;&nbsp;&nbsp;34690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336493 |
| NewMarket Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2943 | &nbsp;&nbsp;&nbsp;&nbsp;2021841 |
| Olin Corp. | &nbsp;&nbsp;&nbsp;49465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936867 |
| Sensient Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977148 |
| The Scotts Miracle-Gro Company | &nbsp;&nbsp;&nbsp;11191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701228 |
| **Construction materials – 0.2%** | **Construction materials – 0.2%** |  |
| Eagle Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271839 |
| Knife River Corp. (A) | &nbsp;&nbsp;&nbsp;12596 | &nbsp;&nbsp;&nbsp;&nbsp;1038918 |
| **Containers and packaging – 1.0%** | **Containers and packaging – 1.0%** |  |
| Graphic Packaging Holding Company | &nbsp;&nbsp;&nbsp;&nbsp;8956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200256 |
| Sealed Air Corp. | &nbsp;&nbsp;&nbsp;59073 | &nbsp;&nbsp;&nbsp;&nbsp;1729067 |

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40 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

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---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Materials (continued)** | **Materials (continued)** |  |
| Containers and packaging (continued) | Containers and packaging (continued) |  |
| Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp;34756 | &nbsp;&nbsp;&nbsp;$1617197 |
| Sonoco Products Company | &nbsp;&nbsp;&nbsp;38475 | &nbsp;&nbsp;&nbsp;&nbsp;1734068 |
| **Metals and mining – 1.5%** | **Metals and mining – 1.5%** |  |
| Alcoa Corp. | &nbsp;&nbsp;&nbsp;12924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387332 |
| Cleveland-Cliffs, Inc. (A)(B) | 202937 | &nbsp;&nbsp;&nbsp;&nbsp;2134897 |
| Coeur Mining, Inc. (A) | 115856 | &nbsp;&nbsp;&nbsp;&nbsp;1006789 |
| Commercial Metals Company | &nbsp;&nbsp;&nbsp;43904 | &nbsp;&nbsp;&nbsp;&nbsp;2276861 |
| Hecla Mining Company | 122543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703397 |
| MP Materials Corp. (A) | &nbsp;&nbsp;&nbsp;25731 | &nbsp;&nbsp;&nbsp;&nbsp;1582457 |
| **Paper and forest products – 0.5%** | **Paper and forest products – 0.5%** |  |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;23101 | &nbsp;&nbsp;&nbsp;&nbsp;2088561 |
| Sylvamo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330276 |
| **Real estate – 6.6%** | **Real estate – 6.6%** | 36433225 |
| **Diversified REITs – 0.5%** | **Diversified REITs – 0.5%** |  |
| Broadstone Net Lease, Inc. | &nbsp;&nbsp;&nbsp;37586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610397 |
| Essential Properties Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;67023 | &nbsp;&nbsp;&nbsp;&nbsp;2043531 |
| **Health care REITs – 1.1%** | **Health care REITs – 1.1%** |  |
| American Healthcare REIT, Inc. | &nbsp;&nbsp;&nbsp;31003 | &nbsp;&nbsp;&nbsp;&nbsp;1197956 |
| CareTrust REIT, Inc. | &nbsp;&nbsp;&nbsp;37689 | &nbsp;&nbsp;&nbsp;&nbsp;1198510 |
| Healthcare Realty Trust, Inc. | 127008 | &nbsp;&nbsp;&nbsp;&nbsp;1950843 |
| Medical Properties Trust, Inc. | 109666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451824 |
| National Health Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604289 |
| Sabra Health Care REIT, Inc. | &nbsp;&nbsp;&nbsp;47042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848167 |
| **Hotel and resort REITs – 0.4%** | **Hotel and resort REITs – 0.4%** |  |
| Apple Hospitality REIT, Inc. | &nbsp;&nbsp;&nbsp;44110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518293 |
| Ryman Hospitality Properties, Inc. | &nbsp;&nbsp;&nbsp;21081 | &nbsp;&nbsp;&nbsp;&nbsp;2003960 |
| **Industrial REITs – 1.0%** | **Industrial REITs – 1.0%** |  |
| Americold Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;64078 | &nbsp;&nbsp;&nbsp;&nbsp;1030374 |
| First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;15217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741372 |
| STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;48868 | &nbsp;&nbsp;&nbsp;&nbsp;1677638 |
| Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;33941 | &nbsp;&nbsp;&nbsp;&nbsp;1883386 |
| **Office REITs – 1.3%** | **Office REITs – 1.3%** |  |
| COPT Defense Properties | &nbsp;&nbsp;&nbsp;23405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638488 |
| Cousins Properties, Inc. | &nbsp;&nbsp;&nbsp;35580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964218 |
| Douglas Emmett, Inc. | &nbsp;&nbsp;&nbsp;35287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534951 |
| Highwoods Properties, Inc. | &nbsp;&nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658527 |
| Kilroy Realty Corp. | &nbsp;&nbsp;&nbsp;24994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921279 |
| SL Green Realty Corp. | &nbsp;&nbsp;&nbsp;15348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878673 |
| Vornado Realty Trust | &nbsp;&nbsp;&nbsp;63801 | &nbsp;&nbsp;&nbsp;&nbsp;2451234 |
| **Real estate management and development – 0.2%** | **Real estate management and development – 0.2%** |  |
| Howard Hughes Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449838 |
| Newmark Group, Inc., Class A | &nbsp;&nbsp;&nbsp;28244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428461 |
| **Residential REITs – 0.1%** | **Residential REITs – 0.1%** |  |
| Independence Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;48352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810863 |
| **Retail REITs – 1.4%** | **Retail REITs – 1.4%** |  |
| Agree Realty Corp. | &nbsp;&nbsp;&nbsp;35183 | &nbsp;&nbsp;&nbsp;&nbsp;2522621 |
| Kite Realty Group Trust | &nbsp;&nbsp;&nbsp;81430 | &nbsp;&nbsp;&nbsp;&nbsp;1789831 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |
| Retail REITs (continued) | Retail REITs (continued) |  |
| Phillips Edison & Company, Inc. | &nbsp;&nbsp;&nbsp;48091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1624995 |
| Tanger, Inc. | &nbsp;&nbsp;&nbsp;22647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679863 |
| The Macerich Company | &nbsp;&nbsp;&nbsp;52462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876640 |
| **Specialized REITs – 0.6%** | **Specialized REITs – 0.6%** |  |
| EPR Properties | &nbsp;&nbsp;&nbsp;15448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850258 |
| Four Corners Property Trust, Inc. | &nbsp;&nbsp;&nbsp;20025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505431 |
| Millrose Properties, Inc., Class A | &nbsp;&nbsp;&nbsp;23753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712352 |
| National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;28348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835132 |
| Outfront Media, Inc. | &nbsp;&nbsp;&nbsp;30749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539030 |
| **Utilities – 4.4%** | **Utilities – 4.4%** | &nbsp;&nbsp;&nbsp;&nbsp;24371778 |
| **Electric utilities – 1.3%** | **Electric utilities – 1.3%** |  |
| ALLETE, Inc. | &nbsp;&nbsp;&nbsp;11724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772963 |
| IDACORP, Inc. | &nbsp;&nbsp;&nbsp;19267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2414733 |
| MGE Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639004 |
| Otter Tail Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649084 |
| Portland General Electric Company | &nbsp;&nbsp;&nbsp;41137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691553 |
| TXNM Energy, Inc. | &nbsp;&nbsp;&nbsp;19155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087812 |
| **Gas utilities – 2.1%** | **Gas utilities – 2.1%** |  |
| Chesapeake Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551088 |
| MDU Resources Group, Inc. | &nbsp;&nbsp;&nbsp;81703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409377 |
| National Fuel Gas Company | &nbsp;&nbsp;&nbsp;31026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692747 |
| New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;20227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928622 |
| ONE Gas, Inc. | &nbsp;&nbsp;&nbsp;12079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878143 |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;23729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854184 |
| Spire, Inc. | &nbsp;&nbsp;&nbsp;11533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858863 |
| UGI Corp. | &nbsp;&nbsp;&nbsp;74741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704129 |
| **Independent power and renewable electricity producers –<br>0.5%** | **Independent power and renewable electricity producers –<br>0.5%** |  |
| Clearway Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;15649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481676 |
| Clearway Energy, Inc., Class C | &nbsp;&nbsp;&nbsp;31107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015021 |
| Ormat Technologies, Inc. | &nbsp;&nbsp;&nbsp;11908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064694 |
| **Multi-utilities – 0.4%** | **Multi-utilities – 0.4%** |  |
| Avista Corp. | &nbsp;&nbsp;&nbsp;16117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601164 |
| Black Hills Corp. | &nbsp;&nbsp;&nbsp;14571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841912 |
| Northwestern Energy Group, Inc. | &nbsp;&nbsp;&nbsp;12645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679037 |
| **Water utilities – 0.1%** | **Water utilities – 0.1%** |  |
| American States Water Company | &nbsp;&nbsp;&nbsp;&nbsp;7555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555972 |
| **SHORT-TERM INVESTMENTS – 0.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2211670** |
| (Cost $2,211,626) |  |  |
| **Short-term funds – 0.4%** | **Short-term funds – 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2211670 |
| John Hancock Collateral Trust, 4.2650% (D)(E) | 147691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477192 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 4.2386% (D) | 734478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734478 |
| **Total investments (Multifactor Small Cap ETF) (Cost $509,818,129) 100.3%** | **Total investments (Multifactor Small Cap ETF) (Cost $509,818,129) 100.3%** | **$549912031** |
| **Other assets and liabilities, net (0.3%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(1586288)** |
| **Total net assets 100.0%** |  | **$548325743** |

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SEE NOTES TO FUNDS' INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK MULTIFACTOR ETFS 41

------

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 7-31-25. The value of securities on loan amounted to $19,387,436. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $18,604,507 in the form of U.S. Treasuries was pledged to the fund. |
| (C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (D) | The rate shown is the annualized seven-day yield as of 7-31-25. |
| (E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

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42 JOHN HANCOCK MULTIFACTOR ETFS \| QUARTERLY REPORT SEE NOTES TO FUNDS' INVESTMENTS

------

Notes to Funds' investments (unaudited)

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

In order to value the securities, the funds use the following valuation techniques: Equity securities, including exchange-traded and closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the funds in open-end mutual funds, including John Hancock Collateral Trust, are valued at their respective NAVs each business day. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor valued at London close.

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

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

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

The following is a summary of the values by input classification of the funds' investments as of July 31, 2025, by major security category or type:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 7-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Multifactor Developed International ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Australia | **$47789337** | &nbsp;&nbsp;&nbsp;&nbsp;$47789337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Austria | **1894453** | &nbsp;&nbsp;&nbsp;&nbsp;1894453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belgium | **8384187** | &nbsp;&nbsp;&nbsp;&nbsp;8384187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | **463923** | &nbsp;&nbsp;&nbsp;&nbsp;463923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | **13593067** | &nbsp;&nbsp;&nbsp;&nbsp;13593067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finland | **8616712** | &nbsp;&nbsp;&nbsp;&nbsp;8616712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | **85742395** | &nbsp;&nbsp;&nbsp;&nbsp;85742395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | **71760334** | &nbsp;&nbsp;&nbsp;&nbsp;71760334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | **13198311** | &nbsp;&nbsp;&nbsp;&nbsp;13198311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | **5735540** | &nbsp;&nbsp;&nbsp;&nbsp;5735540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel | **4823687** | &nbsp;&nbsp;&nbsp;&nbsp;4823687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Italy | **22638688** | &nbsp;&nbsp;&nbsp;&nbsp;22638688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan | **156401596** | &nbsp;&nbsp;&nbsp;&nbsp;156401596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | **2252589** | &nbsp;&nbsp;&nbsp;&nbsp;2252589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macau | **85377** | &nbsp;&nbsp;&nbsp;&nbsp;85377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | **27514038** | &nbsp;&nbsp;&nbsp;&nbsp;27514038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Zealand | **1879672** | &nbsp;&nbsp;&nbsp;&nbsp;1879672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Norway | **3336351** | &nbsp;&nbsp;&nbsp;&nbsp;3336351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portugal | **1061886** | &nbsp;&nbsp;&nbsp;&nbsp;1061886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

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|:---|:---|
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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 7-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Multifactor Developed International ETF (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Singapore | **$13401571** | &nbsp;&nbsp;&nbsp;&nbsp;$13401571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Africa | **360875** | &nbsp;&nbsp;&nbsp;&nbsp;360875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spain | **24055470** | &nbsp;&nbsp;&nbsp;&nbsp;24055470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sweden | **20141026** | &nbsp;&nbsp;&nbsp;&nbsp;20141026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Switzerland | **61839172** | &nbsp;&nbsp;&nbsp;&nbsp;61839172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | **102690860** | &nbsp;&nbsp;&nbsp;&nbsp;102690860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States | **3155303** | &nbsp;&nbsp;&nbsp;&nbsp;3155303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** | **2529395** | &nbsp;&nbsp;&nbsp;&nbsp;2529395 |  |  |
| **Short-term investments** | **4522093** | &nbsp;&nbsp;&nbsp;&nbsp;4522093 |  |  |
| **Total investments in securities** | **$709867908** | **$709867908** | **—** | **—** |
| *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* |
| **Multifactor Emerging Markets ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | **$17254020** | &nbsp;&nbsp;&nbsp;&nbsp;$17254020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | **2246874** | &nbsp;&nbsp;&nbsp;&nbsp;2246874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;China | **145227222** | &nbsp;&nbsp;&nbsp;&nbsp;145227222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | **4972692** | &nbsp;&nbsp;&nbsp;&nbsp;4972692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;India | **132436533** | &nbsp;&nbsp;&nbsp;&nbsp;132436533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indonesia | **8603963** | &nbsp;&nbsp;&nbsp;&nbsp;8603963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | **8170102** | &nbsp;&nbsp;&nbsp;&nbsp;8170102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | **95965** | &nbsp;&nbsp;&nbsp;&nbsp;95965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Malaysia | **11019906** | &nbsp;&nbsp;&nbsp;&nbsp;11019906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | **14181893** | &nbsp;&nbsp;&nbsp;&nbsp;14181893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | **409378** | &nbsp;&nbsp;&nbsp;&nbsp;409378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Philippines | **4209976** | &nbsp;&nbsp;&nbsp;&nbsp;4209976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Poland | **8455299** | &nbsp;&nbsp;&nbsp;&nbsp;8455299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Russia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | **20621981** | &nbsp;&nbsp;&nbsp;&nbsp;20621981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Singapore | **3227771** | &nbsp;&nbsp;&nbsp;&nbsp;3227771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Africa | **21581511** | &nbsp;&nbsp;&nbsp;&nbsp;21581511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Korea | **77032304** | &nbsp;&nbsp;&nbsp;&nbsp;77032304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taiwan | **111824051** | &nbsp;&nbsp;&nbsp;&nbsp;111824051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thailand | **9566590** | &nbsp;&nbsp;&nbsp;&nbsp;9566590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkey | **3665754** | &nbsp;&nbsp;&nbsp;&nbsp;3665754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | **599518** | &nbsp;&nbsp;&nbsp;&nbsp;599518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States | **1125373** | &nbsp;&nbsp;&nbsp;&nbsp;1125373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** | **7995406** | &nbsp;&nbsp;&nbsp;&nbsp;7995406 |  |  |
| **Warrants** | **8431** | &nbsp;&nbsp;&nbsp;&nbsp;8431 |  |  |
| **Short-term investments** | **1257511** | &nbsp;&nbsp;&nbsp;&nbsp;1257511 |  |  |
| **Total investments in securities** | **$615790024** | **$615790024** | **—** | **—** |
| *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* |
| **Multifactor Large Cap ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | **$77530786** | &nbsp;&nbsp;&nbsp;&nbsp;$77530786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | **101853250** | &nbsp;&nbsp;&nbsp;&nbsp;101853250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer staples | **53679168** | &nbsp;&nbsp;&nbsp;&nbsp;53679168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | **35338034** | &nbsp;&nbsp;&nbsp;&nbsp;35338034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

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|:---|:---|
| 44 | \| |

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------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 7-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Multifactor Large Cap ETF (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | **$160363658** | &nbsp;&nbsp;&nbsp;&nbsp;$160363658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | **91457819** | &nbsp;&nbsp;&nbsp;&nbsp;91439661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$18158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | **124688692** | &nbsp;&nbsp;&nbsp;&nbsp;124688692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | **257809993** | &nbsp;&nbsp;&nbsp;&nbsp;257809993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | **30925279** | &nbsp;&nbsp;&nbsp;&nbsp;30925279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | **26360071** | &nbsp;&nbsp;&nbsp;&nbsp;26360071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | **40997742** | &nbsp;&nbsp;&nbsp;&nbsp;40997742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Short-term investments** | **1834016** | &nbsp;&nbsp;&nbsp;&nbsp;1834016 |  |  |
| **Total investments in securities** | **$1002838508** | **$1002820350** | **—** | **$18158** |
| *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* |
| **Multifactor Mid Cap ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | **$129633631** | &nbsp;&nbsp;&nbsp;&nbsp;$129633631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | **474600153** | &nbsp;&nbsp;&nbsp;&nbsp;474600153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer staples | **180313924** | &nbsp;&nbsp;&nbsp;&nbsp;180313924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | **159332031** | &nbsp;&nbsp;&nbsp;&nbsp;159332031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | **696780924** | &nbsp;&nbsp;&nbsp;&nbsp;696780924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | **400703900** | &nbsp;&nbsp;&nbsp;&nbsp;400411307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$292593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | **876994913** | &nbsp;&nbsp;&nbsp;&nbsp;876994913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | **570500550** | &nbsp;&nbsp;&nbsp;&nbsp;570500550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | **210045537** | &nbsp;&nbsp;&nbsp;&nbsp;210045537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | **227980201** | &nbsp;&nbsp;&nbsp;&nbsp;227980201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | **246767957** | &nbsp;&nbsp;&nbsp;&nbsp;246767957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Short-term investments** | **6644620** | &nbsp;&nbsp;&nbsp;&nbsp;6644620 |  |  |
| **Total investments in securities** | **$4180298341** | **$4180005748** | **—** | **$292593** |
| *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* |
| **Multifactor Small Cap ETF** |  |  |  |  |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | **$547700361** | &nbsp;&nbsp;&nbsp;&nbsp;$547700361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | **2211670** | &nbsp;&nbsp;&nbsp;&nbsp;2211670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$549912031** | **$549912031** | **—** | **—** |
| *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* | *Level 3 includes securities valued at $0. Refer to Funds' investments.* |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** | **Multifactor Developed International ETF** |
| John Hancock Collateral Trust | 347711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $16563914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $31548034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(44632409) | &nbsp;&nbsp;&nbsp;&nbsp;$(349) | &nbsp;&nbsp;&nbsp;&nbsp;$(1415) | &nbsp;&nbsp;&nbsp;&nbsp;$26747 |  | &nbsp;&nbsp;&nbsp;&nbsp;$3477775 |
| **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** | **Multifactor Emerging Markets ETF** |
| John Hancock Collateral Trust | &nbsp;&nbsp;40489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1690756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2310813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(3596451) | &nbsp;&nbsp;&nbsp;&nbsp;$(110) | &nbsp;&nbsp;&nbsp;&nbsp;$(41) | &nbsp;&nbsp;&nbsp;&nbsp;$13348 |  | &nbsp;&nbsp;&nbsp;&nbsp;$404967 |

---

---

| | |
|:---|:---|
| \| | 45 |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** | **Multifactor Large Cap ETF** |
| John Hancock Collateral Trust | &nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $36256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1890929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(1864035) | &nbsp;&nbsp;&nbsp;&nbsp;$(35) | &nbsp;&nbsp;&nbsp;&nbsp;$(2) | &nbsp;&nbsp;&nbsp;&nbsp;$2173 |  | &nbsp;&nbsp;&nbsp;&nbsp;$63113 |
| **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** | **Multifactor Mid Cap ETF** |
| John Hancock Collateral Trust | 188829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3813897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $24507023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(26431770) | &nbsp;&nbsp;&nbsp;&nbsp;$(315) | &nbsp;&nbsp;&nbsp;&nbsp;$(188) | &nbsp;&nbsp;&nbsp;&nbsp;$39852 |  | &nbsp;&nbsp;&nbsp;&nbsp;$1888647 |
| **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** | **Multifactor Small Cap ETF** |
| John Hancock Collateral Trust | 147691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1212438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9459560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(9194592) | &nbsp;&nbsp;&nbsp;&nbsp;$(209) | &nbsp;&nbsp;&nbsp;&nbsp;$(5) | &nbsp;&nbsp;&nbsp;&nbsp;$12761 |  | &nbsp;&nbsp;&nbsp;&nbsp;$1477192 |

---

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

---

| | |
|:---|:---|
| 46 | \| |

---

## 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 Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22733

- **c. CIK number of Registrant:** 0001478482

- **d. LEI of Registrant:** 5493009IOCA1ISM4Y592

- **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:** John Hancock Multifactor Large Cap ETF

- **b. EDGAR series identifier (if any):** S000050077

- **c. LEI of Series:** 549300ZWPF7X6FT4WZ30

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1005288097.70

**Total Liabilities:** $361796.40

**Net Assets:** $1004926301.30

**Cash Not Reported:** $15.64

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158043 | 5.63%                | 4.67%                | 1.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $844414.18               | $48123168.50                               |
| Month 2  | $513633.91               | $42539861.50                               |
| Month 3  | $505046.78               | $17659978.40                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Arthur J. Gallagher and Co.                           | ARTHUR J GALLAGHER and CO COMMON STOCK USD1.0         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      5493 | NS      | $1577864.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc.                    | GAMING AND LEISURE PROPERTIES REIT                    | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      6469 | NS      | $294857.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                        | GAMESTOP CORP COMMON STOCK USD.001                    | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      5466 | NS      | $122711.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                          | GAP INC/THE COMMON STOCK USD.05                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      5106 | NS      | $99362.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                          | GARTNER INC COMMON STOCK USD.0005                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      3222 | NS      | $1091130.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC.                                       | GE VERNOVA INC COMMON STOCK USD.01                    | CUSIP: 36828A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3311 | NS      | $2186220.19   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc.                                           | ACUITY INC COMMON STOCK USD.01                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       465 | NS      | $144777.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                            | ADOBE INC COMMON STOCK USD.0001                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      5121 | NS      | $1831730.49   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc.                        | LIVE NATION ENTERTAINMENT INC COMMON STOCK USD.01     | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      4598 | NS      | $679124.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                     | LOEWS CORP COMMON STOCK USD.01                        | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     11387 | NS      | $1030978.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies Inc.                                 | LOWE'S COS INC COMMON STOCK USD.5                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      7882 | NS      | $1762178.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                              | LULULEMON ATHLETICA INC COMMON STOCK USD.005          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      3490 | NS      | $699849.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                         | PERMIAN RESOURCES CORP COMMON STOCK USD.0001          | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4037 | NS      | $57163.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                           | PFIZER INC COMMON STOCK USD.05                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     91593 | NS      | $2133200.97   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                      | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK           | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     16521 | NS      | $2710270.05   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                        | ZEBRA TECHNOLOGIES CORP COMMON STOCK USD.01           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1974 | NS      | $669225.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc.                                     | ZILLOW GROUP INC COMMON STOCK USD.0001                | CUSIP: 98954M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       850 | NS      | $65237.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| The Williams Companies Inc.                           | WILLIAMS COS INC/THE COMMON STOCK USD1.0              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     25259 | NS      | $1514277.05   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc.                                     | ZILLOW GROUP INC COMMON STOCK USD.0001                | CUSIP: 98954M200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5169 | NS      | $411193.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                           | ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      7442 | NS      | $682059.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                                  | WILLIAMS-SONOMA INC COMMON STOCK USD.01               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      7427 | NS      | $1389220.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                        | WINTRUST FINANCIAL CORP COMMON STOCK                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       532 | NS      | $68085.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                           | ZOETIS INC COMMON STOCK USD.01                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      7829 | NS      | $1141389.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc.                                          | ZSCALER INC COMMON STOCK USD.001                      | CUSIP: 98980G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2006 | NS      | $572833.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                         | WOODWARD INC COMMON STOCK USD.001455                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      1446 | NS      | $371737.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc.                                          | WORKDAY INC COMMON STOCK USD.001                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      3234 | NS      | $741814.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc.                              | ZOOM COMMUNICATIONS INC COMMON STOCK USD.001          | CUSIP: 98980L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6003 | NS      | $444522.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                          | ALLEGION PLC COMMON STOCK USD.01                      | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4840 | NS      | $803052.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                       | WYNDHAM HOTELS and RESORTS INC COMMON STOCK USD.01    | CUSIP: 98311A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       511 | NS      | $43946.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                                  | WYNN RESORTS LTD COMMON STOCK USD.01                  | CUSIP: 983134107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3096 | NS      | $337556.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Amcor PLC                                             | AMCOR PLC COMMON STOCK USD.01                         | CUSIP: G0250X107<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     77464 | NS      | $724288.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                        | AMDOCS LTD COMMON STOCK GBP.0001                      | CUSIP: G02602103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6047 | NS      | $516171.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc.                                      | AMER SPORTS INC COMMON STOCK                          | CUSIP: G0260P102<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      1043 | NS      | $39154.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon Public Limited Company                            | AON PLC COMMON STOCK                                  | CUSIP: G0403H108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4046 | NS      | $1439202.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc.                                              | XPO INC COMMON STOCK USD.001                          | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      2736 | NS      | $329113.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                      | XCEL ENERGY INC COMMON STOCK USD2.5                   | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     22189 | NS      | $1629560.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company                                | THE CAMPBELL'S COMPANY COMMON STOCK USD.0375          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      9053 | NS      | $288971.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                     | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     25786 | NS      | $5543990.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                            | XYLEM INC/NY COMMON STOCK                             | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      7777 | NS      | $1124709.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands Inc.                                      | YUM! BRANDS INC COMMON STOCK                          | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      7797 | NS      | $1123937.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                           | PHILLIPS 66 COMMON STOCK                              | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8511 | NS      | $1051789.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                           | PILGRIM'S PRIDE CORP COMMON STOCK USD.01              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       789 | NS      | $37390.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.                      | PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0    | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       612 | NS      | $53788.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                     | PINNACLE WEST CAPITAL CORP COMMON STOCK               | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      6157 | NS      | $557947.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc.                                        | PINTEREST INC COMMON STOCK USD.00001                  | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12258 | NS      | $473158.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                      | POOL CORP COMMON STOCK USD.001                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1358 | NS      | $418454.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc.                                   | STEEL DYNAMICS INC COMMON STOCK USD.005               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      9371 | NS      | $1195364.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                            | STERIS PLC COMMON STOCK USD75.0                       | CUSIP: 859152100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3548 | NS      | $803586.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                | STIFEL FINANCIAL CORP COMMON STOCK USD.15             | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      2661 | NS      | $303673.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                   | STRYKER CORP COMMON STOCK USD.1                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      4572 | NS      | $1795561.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics Inc.                              | SUMMIT THERAPEUTICS INC COMMON STOCK USD.01           | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       661 | NS      | $17430.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Communities Inc.                                  | SUN COMMUNITIES INC REIT USD.01                       | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      3175 | NS      | $393795.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Symbotic Inc                                          | SYMBOTIC INC COMMON STOCK USD.0001                    | CUSIP: 87151X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       334 | NS      | $18019.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                | MICRON TECHNOLOGY INC COMMON STOCK USD.1              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     19957 | NS      | $2178106.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc.                | MID-AMERICA APARTMENT COMMUNIT REIT USD.01            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      3064 | NS      | $436405.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings Inc.                             | CROWDSTRIKE HOLDINGS INC COMMON STOCK                 | CUSIP: 22788C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3110 | NS      | $1413712.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                              | MIDDLEBY CORP/THE COMMON STOCK USD.01                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       353 | NS      | $51255.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc.                                  | MOBILEYE GLOBAL INC COMMON STOCK USD.01               | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       994 | NS      | $14154.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                     | CROWN CASTLE INC REIT USD.01                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      7694 | NS      | $808562.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                                   | CROWN HOLDINGS INC COMMON STOCK USD5.0                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      5698 | NS      | $566153.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc.                                          | MODERNA INC COMMON STOCK USD.0001                     | CUSIP: 60770K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5706 | NS      | $168669.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                                | MOHAWK INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       354 | NS      | $40536.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                             | CUBESMART REIT USD.01                                 | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5441 | NS      | $211709.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc.                             | CULLEN/FROST BANKERS INC COMMON STOCK USD.01          | CUSIP: 229899109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $55041.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc.                                | MOLINA HEALTHCARE INC COMMON STOCK USD.001            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2564 | NS      | $404778.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                         | MOLSON COORS BEVERAGE CO COMMON STOCK USD.01          | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      6949 | NS      | $338555.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                    | DTE ENERGY CO COMMON STOCK                            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      8747 | NS      | $1210672.27   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                                     | DT MIDSTREAM INC COMMON STOCK USD.01                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       439 | NS      | $45098.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                   | DANAHER CORP COMMON STOCK USD.01                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      8748 | NS      | $1724755.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc.                               | DARDEN RESTAURANTS INC COMMON STOCK                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      6103 | NS      | $1230792.01   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                               | WALT DISNEY CO/THE COMMON STOCK USD.01                | CUSIP: 254687106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22261 | NS      | $2651507.71   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc.                                         | DOCUSIGN INC COMMON STOCK USD.0001                    | CUSIP: 256163106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4411 | NS      | $333648.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                            | DOLLAR GENERAL CORP COMMON STOCK USD.875              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      6519 | NS      | $683843.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc.                                      | DOLLAR TREE INC COMMON STOCK USD.01                   | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      9662 | NS      | $1097120.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                  | DOMINION ENERGY INC COMMON STOCK                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     18955 | NS      | $1107919.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc.                                     | MARKEL GROUP INC COMMON STOCK                         | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       536 | NS      | $1076443.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                             | MARKETAXESS HOLDINGS INC COMMON STOCK USD.003         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1308 | NS      | $268794.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh and McLennan Companies Inc.                     | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      7947 | NS      | $1583042.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc.                           | MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD.01     | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      4661 | NS      | $1229711.63   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                     | METTLER-TOLEDO INTERNATIONAL I COMMON STOCK USD.01    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       863 | NS      | $1064665.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                 | MICROSOFT CORP COMMON STOCK USD.00000625              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     85507 | NS      | $45617984.50  | 4.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                     | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     22990 | NS      | $1553894.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                              | PTC INC COMMON STOCK USD.01                           | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      3714 | NS      | $797804.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                            | PACCAR INC COMMON STOCK USD1.0                        | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     16656 | NS      | $1644946.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                      | PACKAGING CORP OF AMERICA COMMON STOCK USD.01         | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      4501 | NS      | $872068.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc.                            | PALANTIR TECHNOLOGIES INC COMMON STOCK USD.001        | CUSIP: 69608A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24248 | NS      | $3839670.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc.                               | PALO ALTO NETWORKS INC COMMON STOCK USD.0001          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      8527 | NS      | $1480287.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                             | SUPER MICRO COMPUTER INC COMMON STOCK USD.001         | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      8872 | NS      | $523181.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Synopsys Inc.                                         | SYNOPSYS INC COMMON STOCK USD.01                      | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      4501 | NS      | $2851248.47   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                                 | TD SYNNEX CORP COMMON STOCK USD.001                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1556 | NS      | $224670.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                   | SYNCHRONY FINANCIAL COMMON STOCK USD.001              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     25194 | NS      | $1755265.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                          | TENET HEALTHCARE CORP COMMON STOCK USD.05             | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      2871 | NS      | $463034.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                         | TERADYNE INC COMMON STOCK USD.125                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      7175 | NS      | $770810.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                            | TESLA INC COMMON STOCK USD.001                        | CUSIP: 88160R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21188 | NS      | $6531624.76   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc.                                       | TETRA TECH INC COMMON STOCK USD.01                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      7453 | NS      | $273823.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                        | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     15286 | NS      | $2767683.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                        | TEXAS PACIFIC LAND CORP COMMON STOCK USD.01           | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       543 | NS      | $525694.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc.                                  | TEXAS ROADHOUSE INC COMMON STOCK USD.001              | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2098 | NS      | $388402.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                          | TEXTRON INC COMMON STOCK USD.125                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     10093 | NS      | $784932.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk Inc.                                   | TRADE DESK INC/THE COMMON STOCK USD.000001            | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      9495 | NS      | $825685.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                         | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5616 | NS      | $2626490.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                            | 3M CO COMMON STOCK USD.01                             | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      9878 | NS      | $1473995.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc.                                   | UNITED RENTALS INC COMMON STOCK USD.01                | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4189 | NS      | $3698635.66   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                                | US FOODS HOLDING CORP COMMON STOCK USD.01             | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      8991 | NS      | $749220.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                       | UNITED THERAPEUTICS CORP COMMON STOCK USD.01          | CUSIP: 91307C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1579 | NS      | $433751.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                       | UNITEDHEALTH GROUP INC COMMON STOCK USD.01            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     12301 | NS      | $3069837.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc.                                   | UNITY SOFTWARE INC COMMON STOCK USD.000005            | CUSIP: 91332U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2454 | NS      | $81865.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                         | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01            | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       912 | NS      | $131692.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc.                        | UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD.01     | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3736 | NS      | $621857.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                            | UNUM GROUP COMMON STOCK USD.1                         | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      6591 | NS      | $473299.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                      | VF CORP COMMON STOCK                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      2521 | NS      | $29546.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                          | SHERWIN-WILLIAMS CO/THE COMMON STOCK USD1.0           | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      5622 | NS      | $1860207.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc.                             | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2583 | NS      | $1338484.77   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc.                                           | AMETEK INC COMMON STOCK USD.01                        | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      8830 | NS      | $1632225.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                            | AMGEN INC COMMON STOCK USD.0001                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      9225 | NS      | $2722297.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                  | AMPHENOL CORP COMMON STOCK USD.001                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     34558 | NS      | $3680772.58   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                   | ANALOG DEVICES INC COMMON STOCK USD.167               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8877 | NS      | $1994040.51   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                          | ANTERO RESOURCES CORP COMMON STOCK USD.01             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      5705 | NS      | $199275.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                  | ELEVANCE HEALTH INC COMMON STOCK USD.01               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      4464 | NS      | $1263669.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                          | ANTERO MIDSTREAM CORP COMMON STOCK                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1855 | NS      | $34039.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc.                                  | ARISTA NETWORKS INC COMMON STOCK USD.0001             | CUSIP: 040413205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16635 | NS      | $2049764.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                         | ASSURANT INC COMMON STOCK USD.01                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1912 | NS      | $358117.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc.                                      | ASTERA LABS INC COMMON STOCK USD.0001                 | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       737 | NS      | $100770.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corporation                                 | ATLASSIAN CORP COMMON STOCK USD.00001                 | CUSIP: 049468101<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1706 | NS      | $327176.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                              | ATMOS ENERGY CORP COMMON STOCK                        | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      4977 | NS      | $776013.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc.                                | AURORA INNOVATION INC COMMON STOCK USD.0001           | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11585 | NS      | $67308.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Autodesk Inc.                                         | AUTODESK INC COMMON STOCK USD.01                      | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3828 | NS      | $1160305.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                                          | AUTOLIV INC COMMON STOCK USD1.0                       | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |      3857 | NS      | $430248.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc.                        | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6662 | NS      | $2061889.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc.                                         | AUTOZONE INC COMMON STOCK USD.01                      | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       349 | NS      | $1315164.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc.                            | AVALONBAY COMMUNITIES INC REIT USD.01                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      3724 | NS      | $693706.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                          | AVANTOR INC COMMON STOCK USD.01                       | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21304 | NS      | $286325.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                            | AVERY DENNISON CORP COMMON STOCK USD1.0               | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      3130 | NS      | $525120.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc.                                  | AXON ENTERPRISE INC COMMON STOCK USD.00001            | CUSIP: 05464C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1264 | NS      | $954939.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc.                     | BJ'S WHOLESALE CLUB HOLDINGS I COMMON STOCK USD.01    | CUSIP: 05550J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5065 | NS      | $536383.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.                                 | BWX TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1687 | NS      | $256305.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                  | BAKER HUGHES CO COMMON STOCK USD.0001                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27570 | NS      | $1242028.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                      | BALL CORP COMMON STOCK                                | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     13496 | NS      | $772780.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                           | BANK OF AMERICA CORP COMMON STOCK USD.01              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     97591 | NS      | $4613126.57   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation               | BANK OF NEW YORK MELLON CORP/T COMMON STOCK USD.01    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     23794 | NS      | $2413901.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                             | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     15138 | NS      | $329402.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Company                          | BECTON DICKINSON and CO COMMON STOCK USD1.0           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      5491 | NS      | $978770.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                   | HERSHEY CO/THE COMMON STOCK USD1.0                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      4500 | NS      | $837585.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                    | HEWLETT PACKARD ENTERPRISE CO COMMON STOCK USD.01     | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     46614 | NS      | $964443.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims and Hers Health Inc.                             | HIMS and HERS HEALTH INC COMMON STOCK USD.0001        | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $64856.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Worldwide Holdings Inc.                        | HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01     | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      4948 | NS      | $1326459.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc.                                          | HOLOGIC INC COMMON STOCK USD.01                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     11298 | NS      | $754932.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot Inc.                                   | HOME DEPOT INC/THE COMMON STOCK USD.05                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     12250 | NS      | $4501997.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                          | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     10324 | NS      | $2295541.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                              | HORMEL FOODS CORP COMMON STOCK USD.01465              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      9785 | NS      | $274860.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels and Resorts Inc.                          | HOST HOTELS and RESORTS INC REIT USD.01               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     19071 | NS      | $299796.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                                   | HOULIHAN LOKEY INC COMMON STOCK USD.001               | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      1193 | NS      | $227457.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                 | HOWMET AEROSPACE INC COMMON STOCK                     | CUSIP: 443201108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8390 | NS      | $1508270.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter and Gamble Company                        | PROCTER and GAMBLE CO/THE COMMON STOCK                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     33465 | NS      | $5035478.55   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc.                             | PROCORE TECHNOLOGIES INC COMMON STOCK USD.0001        | CUSIP: 74275K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2140 | NS      | $153288.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                           | PROGRESSIVE CORP/THE COMMON STOCK USD1.0              | CUSIP: 743315103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7484 | NS      | $1811427.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                         | PROLOGIS INC REIT USD.01                              | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12195 | NS      | $1302182.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc.                             | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     16088 | NS      | $1666395.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                        | PUBLIC STORAGE REIT USD.1                             | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2075 | NS      | $564275.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc.                                       | PULTEGROUP INC COMMON STOCK USD.01                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11060 | NS      | $1248895.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                         | JH COLLATERAL                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      6485 | NS      | $64857.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                                    | MOSAIC CO/THE COMMON STOCK USD.01                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     15156 | NS      | $545767.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc.                               | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      3530 | NS      | $1549599.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                               | MUELLER INDUSTRIES INC COMMON STOCK USD.01            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      1638 | NS      | $139836.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc.                                        | DYNATRACE INC COMMON STOCK USD.001                    | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7558 | NS      | $397626.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                       | MURPHY USA INC COMMON STOCK USD.01                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       475 | NS      | $172178.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                                    | EOG RESOURCES INC COMMON STOCK USD.01                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     14931 | NS      | $1792018.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                       | EQT CORP COMMON STOCK                                 | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     12932 | NS      | $695095.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                                  | EAGLE MATERIALS INC COMMON STOCK USD.01               | CUSIP: 26969P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       474 | NS      | $106313.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc.                                | EAST WEST BANCORP INC COMMON STOCK USD.001            | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6152 | NS      | $616738.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                       | WP CAREY INC REIT USD.001                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      5080 | NS      | $325932.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                 | WEC ENERGY GROUP INC COMMON STOCK USD.01              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     11318 | NS      | $1234567.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation       | WESTINGHOUSE AIR BRAKE TECHNOL COMMON STOCK USD.01    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      6144 | NS      | $1179955.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                          | WALMART INC COMMON STOCK USD.1                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     70576 | NS      | $6915036.48   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc.                         | WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01      | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     19824 | NS      | $230751.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc.                                   | DOMINO'S PIZZA INC COMMON STOCK USD.01                | CUSIP: 25754A201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1193 | NS      | $552609.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company Inc.                                | DONALDSON CO INC COMMON STOCK USD5.0                  | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      3569 | NS      | $256860.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                       | ESTEE LAUDER COS INC/THE COMMON STOCK USD.01          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      2935 | NS      | $273952.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc.                                  | LEIDOS HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      5637 | NS      | $899947.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | LENNAR CORP COMMON STOCK USD.1                        | CUSIP: 526057104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6247 | NS      | $700788.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | LENNAR CORP COMMON STOCK USD.1                        | CUSIP: 526057302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       403 | NS      | $43193.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennox International Inc.                             | LENNOX INTERNATIONAL INC COMMON STOCK USD.01          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1285 | NS      | $782565.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                         | LIBERTY BROADBAND CORP COMMON STOCK USD.01            | CUSIP: 530307107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       498 | NS      | $30442.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                         | LIBERTY BROADBAND CORP COMMON STOCK USD.01            | CUSIP: 530307305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6398 | NS      | $392325.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                   | NEXTERA ENERGY INC COMMON STOCK USD.01                | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19670 | NS      | $1397750.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc.                                             | NIKE INC COMMON STOCK                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     18472 | NS      | $1379673.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                         | NISOURCE INC COMMON STOCK USD.01                      | CUSIP: 65473P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20236 | NS      | $859018.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                                   | NORDSON CORP COMMON STOCK                             | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1845 | NS      | $395217.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                          | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0             | CUSIP: 655844108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6509 | NS      | $1809502.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                            | NORTHERN TRUST CORP COMMON STOCK USD1.666666          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      8939 | NS      | $1162070.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                          | NORTHROP GRUMMAN CORP COMMON STOCK USD1.0             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2601 | NS      | $1499762.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                      | GEN DIGITAL INC COMMON STOCK USD.01                   | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     25540 | NS      | $753174.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                     | NUCOR CORP COMMON STOCK USD.4                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     10924 | NS      | $1562896.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc.                                          | NUTANIX INC COMMON STOCK USD.000025                   | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      3193 | NS      | $240017.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                    | NVIDIA CORP COMMON STOCK USD.001                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    235367 | NS      | $41864728.29  | 4.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                      | OGE ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      2932 | NS      | $133171.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc.                                            | TOAST INC COMMON STOCK USD.000001                     | CUSIP: 888787108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6026 | NS      | $294309.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                            | OTIS WORLDWIDE CORP COMMON STOCK USD.01               | CUSIP: 68902V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11195 | NS      | $959299.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc.                                    | TOLL BROTHERS INC COMMON STOCK USD.01                 | CUSIP: 889478103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2575 | NS      | $304777.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                        | TOPBUILD CORP COMMON STOCK                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       799 | NS      | $295973.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                              | O'REILLY AUTOMOTIVE INC COMMON STOCK USD.01           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     17871 | NS      | $1757076.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                      | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2          | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     17341 | NS      | $761963.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                             | OKTA INC COMMON STOCK                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      3841 | NS      | $375649.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                        | OLD DOMINION FREIGHT LINE INC COMMON STOCK USD.1      | CUSIP: 679580100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4783 | NS      | $713862.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation                | OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0    | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9416 | NS      | $340576.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                    | OMNICOM GROUP INC COMMON STOCK USD.15                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     10938 | NS      | $788082.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Omega Healthcare Investors Inc.                       | OMEGA HEALTHCARE INVESTORS INC REIT USD.1             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      5005 | NS      | $194694.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corporation                          | ON SEMICONDUCTOR CORP COMMON STOCK USD.01             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     15042 | NS      | $847767.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc.                                            | ONEOK INC COMMON STOCK USD.01                         | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     11502 | NS      | $944429.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                    | ORACLE CORP COMMON STOCK USD.01                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     22796 | NS      | $5784940.92   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                     | FEDEX CORP COMMON STOCK USD.1                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      5505 | NS      | $1230312.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc.                             | FERGUSON ENTERPRISES INC COMMON STOCK USD.0001        | CUSIP: 31488V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5381 | NS      | $1201738.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc.                                               | F5 INC COMMON STOCK                                   | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2551 | NS      | $799534.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc.           | FIDELITY NATIONAL INFORMATION COMMON STOCK USD.01     | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     15152 | NS      | $1203220.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc.                      | FIDELITY NATIONAL FINANCIAL IN COMMON STOCK USD.0001  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     12781 | NS      | $721231.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                   | FIFTH THIRD BANCORP COMMON STOCK                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     34030 | NS      | $1414627.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc.                                         | DOORDASH INC COMMON STOCK USD.00001                   | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4625 | NS      | $1157406.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc.                           | MONDELEZ INTERNATIONAL INC COMMON STOCK               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     23343 | NS      | $1510058.67   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                     | DOVER CORP COMMON STOCK USD1.0                        | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      6546 | NS      | $1185742.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                              | DOW INC COMMON STOCK USD.01                           | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28069 | NS      | $653727.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc.                                       | DRAFTKINGS INC COMMON STOCK USD.0001                  | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8349 | NS      | $376038.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc.                                    | EXPEDIA GROUP INC COMMON STOCK USD.001                | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      5249 | NS      | $945974.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                                 | GENERAC HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 368736104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       788 | NS      | $153415.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                          | GENERAL DYNAMICS CORP COMMON STOCK USD1.0             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4807 | NS      | $1497909.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                              | GENERAL ELECTRIC CO COMMON STOCK USD.01               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     12693 | NS      | $3440818.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc.                                    | GENERAL MILLS INC COMMON STOCK USD.1                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     19029 | NS      | $932040.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                | GENERAL MOTORS CO COMMON STOCK USD.01                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     32363 | NS      | $1726242.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc.                                          | MONGODB INC COMMON STOCK USD.001                      | CUSIP: 60937P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1356 | NS      | $322578.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                         | MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001     | CUSIP: 609839105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1372 | NS      | $975821.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.                  | APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK           | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       272 | NS      | $73848.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                | APPLIED MATERIALS INC COMMON STOCK USD.01             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     16585 | NS      | $2986295.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corporation                                  | APPLOVIN CORP COMMON STOCK USD.00003                  | CUSIP: 03831W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3964 | NS      | $1548734.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc.                                       | APTARGROUP INC COMMON STOCK USD.01                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      2467 | NS      | $387664.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                               | ARAMARK COMMON STOCK USD.01                           | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     10912 | NS      | $464414.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                        | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     14433 | NS      | $781979.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                           | ARES MANAGEMENT CORP COMMON STOCK                     | CUSIP: 03990B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4566 | NS      | $847129.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc.                                 | LABCORP HOLDINGS INC COMMON STOCK USD.1               | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4498 | NS      | $1169839.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc.                                | REPUBLIC SERVICES INC COMMON STOCK USD.01             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      5942 | NS      | $1370522.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                           | RESMED INC COMMON STOCK USD.004                       | CUSIP: 761152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5393 | NS      | $1466572.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                        | REXFORD INDUSTRIAL REALTY INC REIT USD.01             | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      4012 | NS      | $146558.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc.                                | RIVIAN AUTOMOTIVE INC COMMON STOCK USD.001            | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11666 | NS      | $150141.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Robinhood Markets Inc.                                | ROBINHOOD MARKETS INC COMMON STOCK USD.0001           | CUSIP: 770700102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15377 | NS      | $1584599.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Roblox Corporation                                    | ROBLOX CORP COMMON STOCK USD.0001                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4736 | NS      | $652573.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies Inc.                                 | ROCKET COS INC COMMON STOCK USD.00001                 | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2205 | NS      | $32567.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rocket Lab Corporation                                | ROCKET LAB CORP COMMON STOCK                          | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1710 | NS      | $78523.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rockwell Automation Inc.                              | ROCKWELL AUTOMATION INC COMMON STOCK USD1.0           | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      4829 | NS      | $1698407.59   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc.                                             | ROKU INC COMMON STOCK USD.0001                        | CUSIP: 77543R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3214 | NS      | $302630.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc.                                          | ROLLINS INC COMMON STOCK USD1.0                       | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      9557 | NS      | $547329.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc.                               | ROPER TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 776696106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2224 | NS      | $1224089.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc.                                      | ROSS STORES INC COMMON STOCK USD.01                   | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     10615 | NS      | $1449372.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc.                                       | ROYAL GOLD INC COMMON STOCK USD.01                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       743 | NS      | $112505.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                               | SEI INVESTMENTS CO COMMON STOCK USD.01                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      5851 | NS      | $515590.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SSandC Technologies Holdings Inc.                     | SSandC TECHNOLOGIES HOLDINGS INC COMMON STOCK USD.01  | CUSIP: 78467J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8512 | NS      | $727605.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                               | ARCH CAPITAL GROUP LTD COMMON STOCK USD.01            | CUSIP: G0450A105<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     15277 | NS      | $1314738.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                           | AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0        | CUSIP: G0750C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1796 | NS      | $50862.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                      | ACCENTURE PLC COMMON STOCK USD.0000225                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      9390 | NS      | $2508069.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                    | CREDO TECHNOLOGY GROUP HOLDING COMMON STOCK USD.00005 | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $95933.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH Public Limited Company                            | CRH PLC COMMON STOCK EUR.32                           | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |      2635 | NS      | $251510.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company              | EATON CORP PLC COMMON STOCK USD.01                    | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      6700 | NS      | $2577624.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                    | EVEREST GROUP LTD COMMON STOCK USD.01                 | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1744 | NS      | $585635.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                             | APTIV PLC COMMON STOCK USD.01                         | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8369 | NS      | $574448.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                       | GENPACT LTD COMMON STOCK USD.01                       | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1260 | NS      | $55503.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc.                                  | GLOBALFOUNDRIES INC COMMON STOCK USD.02               | CUSIP: G39387108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1830 | NS      | $68423.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Public Limited Company                           | ICON PLC COMMON STOCK EUR.06                          | CUSIP: G4705A100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       604 | NS      | $102190.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                           | DISCOVERY INC COMMON STOCK                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     66022 | NS      | $869509.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                              | WARNER MUSIC GROUP CORP COMMON STOCK                  | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3988 | NS      | $116688.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc.                                 | WASTE MANAGEMENT INC COMMON STOCK USD.01              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     10900 | NS      | $2497844.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corporation                          | MONSTER BEVERAGE CORP COMMON STOCK USD.005            | CUSIP: 61174X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15582 | NS      | $915442.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                   | MOODY'S CORP COMMON STOCK USD.01                      | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      3577 | NS      | $1844766.21   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                      | TORO CO/THE COMMON STOCK USD1.0                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      4023 | NS      | $298707.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                | TRACTOR SUPPLY CO COMMON STOCK USD.008                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     29297 | NS      | $1668464.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                           | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     21402 | NS      | $3773386.62   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc.                        | ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD.01     | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      2255 | NS      | $258761.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                                  | WESTLAKE CORP COMMON STOCK USD.01                     | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      1715 | NS      | $135999.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                  | WEYERHAEUSER CO REIT USD1.25                          | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     25777 | NS      | $645713.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                      | CATERPILLAR INC COMMON STOCK USD1.0                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      9529 | NS      | $4173892.58   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                   | CENTENE CORP COMMON STOCK USD.001                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     17273 | NS      | $450307.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                               | CENTERPOINT ENERGY INC COMMON STOCK USD.01            | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     28860 | NS      | $1120345.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc.                                         | DAYFORCE INC COMMON STOCK USD.01                      | CUSIP: 15677J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4644 | NS      | $267819.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc.                        | FIRST CITIZENS BANCSHARES INC/ COMMON STOCK USD1.0    | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       479 | NS      | $955490.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                             | FIRST HORIZON CORP COMMON STOCK USD.625               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     17749 | NS      | $387105.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc.                                      | FIRST SOLAR INC COMMON STOCK USD.001                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      3326 | NS      | $581151.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                           | FISERV INC COMMON STOCK USD.01                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     10684 | NS      | $1484434.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                     | FIRSTENERGY CORP COMMON STOCK USD.1                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     22256 | NS      | $950553.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor and Decor Holdings Inc.                         | FLOOR and DECOR HOLDINGS INC COMMON STOCK USD.001     | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3625 | NS      | $277820.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                    | FORD MOTOR CO COMMON STOCK USD.01                     | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     75650 | NS      | $837445.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc.                                    | KINDER MORGAN INC COMMON STOCK USD.01                 | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     34837 | NS      | $977526.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc.                            | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01         | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $233565.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Klaviyo Inc.                                          | KLAVIYO INC COMMON STOCK USD.001                      | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       434 | NS      | $13497.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.             | SWIFT TRANSPORTATION CO COMMON STOCK USD.01           | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5361 | NS      | $227842.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                               | KRAFT HEINZ CO/THE COMMON STOCK USD.01                | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19880 | NS      | $545904.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                        | KROGER CO/THE COMMON STOCK USD1.0                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     41750 | NS      | $2926675.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc.                                 | KYNDRYL HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 50155Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2720 | NS      | $102734.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                       | LKQ CORP COMMON STOCK USD.01                          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     10622 | NS      | $313030.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                           | LPL FINANCIAL HOLDINGS INC COMMON STOCK               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      3017 | NS      | $1193917.41   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc.                            | L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      5713 | NS      | $1570046.66   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                              | LAM RESEARCH CORP COMMON STOCK USD.001                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     25611 | NS      | $2428947.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                             | LAMAR ADVERTISING CO REIT USD.001                     | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2234 | NS      | $273106.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc.                             | LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0          | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      5480 | NS      | $312743.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc.                                          | SAMSARA INC COMMON STOCK USD.0001                     | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3987 | NS      | $151625.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja Inc.                                       | SHARKNINJA INC COMMON STOCK USD.2                     | CUSIP: 79970Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1078 | NS      | $125155.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc.                             | SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 803607100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1516 | NS      | $24892.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc.                                     | HENRY SCHEIN INC COMMON STOCK USD.01                  | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      6587 | NS      | $445610.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                     | SCHLUMBERGER NV COMMON STOCK USD.01                   | CUSIP: 806857108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17093 | NS      | $577743.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                        | CHARLES SCHWAB CORP/THE COMMON STOCK USD.01           | CUSIP: 808513105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21500 | NS      | $2101195.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder Inc.                                 | LIGHT and WONDER INC COMMON STOCK USD.001             | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2710 | NS      | $261027.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                | SEMPRA COMMON STOCK                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     14218 | NS      | $1161326.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                     | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      8038 | NS      | $613379.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc.                                       | SERVICENOW INC COMMON STOCK USD.001                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1910 | NS      | $1801359.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                         | WEBSTER FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      5569 | NS      | $321052.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                               | WELLS FARGO and CO COMMON STOCK USD1.666              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     64813 | NS      | $5225872.19   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                        | WELLTOWER INC REIT USD1.0                             | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9885 | NS      | $1631716.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc.                                          | DROPBOX INC COMMON STOCK USD.00001                    | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7243 | NS      | $196792.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                               | DUKE ENERGY CORP COMMON STOCK USD.001                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     16216 | NS      | $1972514.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc.                                         | DUOLINGO INC COMMON STOCK USD.0001                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       381 | NS      | $132035.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc.                                | DUPONT DE NEMOURS INC COMMON STOCK USD.01             | CUSIP: 26614N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14849 | NS      | $1067643.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc.                                         | DOXIMITY INC COMMON STOCK USD.001                     | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       607 | NS      | $35661.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc.                                       | DUTCH BROS INC COMMON STOCK USD.00001                 | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $27264.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                 | LAS VEGAS SANDS CORP COMMON STOCK USD.001             | CUSIP: 517834107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7591 | NS      | $397768.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                    | MASIMO CORP COMMON STOCK USD.001                      | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       246 | NS      | $37832.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                           | MASTEC INC COMMON STOCK USD.1                         | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       812 | NS      | $153638.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                               | MASTERCARD INC COMMON STOCK USD.0001                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     11339 | NS      | $6423203.33   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc.                                      | MATCH GROUP INC COMMON STOCK USD.001                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      6416 | NS      | $219876.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick and Company Incorporated                    | MCCORMICK and CO INC/MD COMMON STOCK USD.01           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     10038 | NS      | $708983.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                | MCDONALD'S CORP COMMON STOCK USD.01                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      9484 | NS      | $2845863.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                          | CHURCHILL DOWNS INC COMMON STOCK                      | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2462 | NS      | $263532.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.              | MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001   | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       407 | NS      | $55815.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc.                             | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01          | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1911 | NS      | $419770.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                                        | MAPLEBEAR INC COMMON STOCK USD.0001                   | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1871 | NS      | $89751.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Petroleum Corporation                        | MARATHON PETROLEUM CORP COMMON STOCK USD.01           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      9072 | NS      | $1543963.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc.                        | MARTIN MARIETTA MATERIALS INC COMMON STOCK USD.01     | CUSIP: 573284106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2261 | NS      | $1299803.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc.                               | MARVELL TECHNOLOGY INC COMMON STOCK USD.002           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23237 | NS      | $1867557.69   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                     | MASCO CORP COMMON STOCK USD1.0                        | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      8851 | NS      | $603018.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                  | MCKESSON CORP COMMON STOCK USD.01                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2577 | NS      | $1787252.58   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                      | MEDTRONIC PLC COMMON STOCK USD.1                      | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     17001 | NS      | $1534170.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | MORGAN STANLEY COMMON STOCK USD.01                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     23113 | NS      | $3292677.98   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc.                                      | MORNINGSTAR INC COMMON STOCK                          | CUSIP: 617700109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $239414.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                                 | MEDPACE HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       534 | NS      | $228124.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck and Co. Inc.                                    | MERCK and CO INC COMMON STOCK USD.5                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     35063 | NS      | $2739121.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                          | METLIFE INC COMMON STOCK USD.01                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     13469 | NS      | $1022970.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc.                                  | SHIFT4 PAYMENTS INC COMMON STOCK                      | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       374 | NS      | $38522.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Simon Property Group Inc.                             | SIMON PROPERTY GROUP INC REIT USD.0001                | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6158 | NS      | $1008618.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corporation                                 | SOLVENTUM CORP COMMON STOCK                           | CUSIP: 83444M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3622 | NS      | $258465.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                                | SOUTHSTATE CORP COMMON STOCK USD2.5                   | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       727 | NS      | $68461.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                  | SOUTHERN CO/THE COMMON STOCK USD5.0                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     20139 | NS      | $1902732.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                           | SOUTHERN COPPER CORP COMMON STOCK USD.01              | CUSIP: 84265V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2333 | NS      | $219675.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0             | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      6819 | NS      | $210911.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc.                           | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001       | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1190 | NS      | $180332.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc.                                            | BLOCK INC COMMON STOCK USD.0000001                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      8875 | NS      | $685682.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Aero Inc.                                    | STANDARD AERO INC COMMON STOCK USD.01                 | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $15045.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black and Decker Inc.                         | STANLEY BLACK and DECKER INC COMMON STOCK USD2.5      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      6477 | NS      | $438169.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                 | STARBUCKS CORP COMMON STOCK USD.001                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     15547 | NS      | $1386170.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                              | STATE STREET CORP COMMON STOCK USD1.0                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     13169 | NS      | $1471635.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                     | SYSCO CORP COMMON STOCK USD1.0                        | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     16883 | NS      | $1343886.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                | TJX COS INC/THE COMMON STOCK USD1.0                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     19549 | NS      | $2434436.97   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc.                               | TKO GROUP HOLDINGS INC COMMON STOCK USD.00001         | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1038 | NS      | $174394.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc.                                      | T-MOBILE US INC COMMON STOCK USD.0001                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      9330 | NS      | $2224365.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.                    | TAKE-TWO INTERACTIVE SOFTWARE COMMON STOCK USD.01     | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      5140 | NS      | $1144832.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc.                                         | TAPESTRY INC COMMON STOCK USD.01                      | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     11110 | NS      | $1200213.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                             | VISA INC COMMON STOCK USD.0001                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     21998 | NS      | $7599649.06   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                          | VISTRA CORP COMMON STOCK USD.01                       | CUSIP: 92840M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14855 | NS      | $3097861.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                              | VULCAN MATERIALS CO COMMON STOCK USD1.0               | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      4625 | NS      | $1270348.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                             | SAIA INC COMMON STOCK USD.001                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       534 | NS      | $161396.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                       | SALESFORCE INC COMMON STOCK USD.001                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     10992 | NS      | $2839563.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                    | WATERS CORP COMMON STOCK USD.01                       | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      2544 | NS      | $734605.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc.                                           | WATSCO INC COMMON STOCK USD.5                         | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1118 | NS      | $504083.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BellRing Brands Inc.                                  | BELLRING BRANDS INC COMMON STOCK USD.01               | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       648 | NS      | $35367.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc.                                  | CARDINAL HEALTH INC COMMON STOCK                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     10051 | NS      | $1560116.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                       | CARLISLE COS INC COMMON STOCK USD1.0                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2554 | NS      | $905929.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc.                                           | CARMAX INC COMMON STOCK USD.5                         | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7466 | NS      | $422650.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc.                           | CASEY'S GENERAL STORES INC COMMON STOCK               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1101 | NS      | $572663.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc.                                 | TRADEWEB MARKETS INC COMMON STOCK USD.00001           | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2641 | NS      | $365910.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                          | TRANSDIGM GROUP INC COMMON STOCK USD.01               | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1130 | NS      | $1817559.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                            | TRANSUNION COMMON STOCK USD.01                        | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      6776 | NS      | $645007.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies Inc.                          | TRAVELERS COS INC/THE COMMON STOCK                    | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      7719 | NS      | $2008792.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Incorporated                          | BENTLEY SYSTEMS INC COMMON STOCK USD.01               | CUSIP: 08265T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4432 | NS      | $256967.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                             | W R BERKLEY CORP COMMON STOCK USD.2                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     14068 | NS      | $968019.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                               | BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     21377 | NS      | $10087378.76  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co. Inc.                                     | BEST BUY CO INC COMMON STOCK USD.1                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     13964 | NS      | $908497.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc.                             | BIO-RAD LABORATORIES INC COMMON STOCK USD.0001        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       743 | NS      | $179768.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                          | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      5968 | NS      | $345248.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                           | BIOGEN INC COMMON STOCK USD.0005                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      5017 | NS      | $642176.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                          | TRIMBLE INC COMMON STOCK USD.001                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      8858 | NS      | $743097.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                          | TRUIST FINANCIAL CORP COMMON STOCK USD5.0             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     35819 | NS      | $1565648.49   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                                | BIO-TECHNE CORP COMMON STOCK USD.01                   | CUSIP: 09073M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4123 | NS      | $225651.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc.                                       | BLACKSTONE INC COMMON STOCK USD.00001                 | CUSIP: 09260D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7628 | NS      | $1319338.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc.                                        | BLACKROCK INC COMMON STOCK USD.01                     | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1605 | NS      | $1775146.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                           | TWILIO INC COMMON STOCK USD.001                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      4663 | NS      | $601527.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                          | EQUIFAX INC COMMON STOCK USD1.25                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      4695 | NS      | $1127879.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc.                                          | EQUINIX INC REIT USD.001                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1242 | NS      | $975181.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc.                               | EQUITABLE HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 29452E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16519 | NS      | $848250.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                           | PARKER-HANNIFIN CORP COMMON STOCK USD.5               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3228 | NS      | $2362573.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc.                                          | PAYCHEX INC COMMON STOCK USD.01                       | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7716 | NS      | $1113650.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc.                                  | PAYCOM SOFTWARE INC COMMON STOCK USD.01               | CUSIP: 70432V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1723 | NS      | $398943.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                         | PAYLOCITY HOLDING CORP COMMON STOCK USD.001           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      1095 | NS      | $202443.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc.                                  | PAYPAL HOLDINGS INC COMMON STOCK                      | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     16088 | NS      | $1106210.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc.                          | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       665 | NS      | $111327.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc.                                         | PENUMBRA INC COMMON STOCK USD.001                     | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       431 | NS      | $108728.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc.                                          | PEPSICO INC COMMON STOCK USD.017                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     19449 | NS      | $2682406.08   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                        | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01         | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      4944 | NS      | $496377.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc.                                          | REVVITY INC COMMON STOCK USD1.0                       | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      4800 | NS      | $421920.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Comcast Corporation                                   | COMCAST CORP COMMON STOCK USD.01                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     67251 | NS      | $2234750.73   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                 | COMERICA INC COMMON STOCK USD5.0                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1057 | NS      | $71421.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc.                              | COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0        | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1688 | NS      | $103305.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc.                                   | CONAGRA BRANDS INC COMMON STOCK USD5.0                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     18368 | NS      | $335399.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc.                                        | CONFLUENT INC COMMON STOCK USD.00001                  | CUSIP: 20717M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1333 | NS      | $23627.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                      | IDEX CORP COMMON STOCK USD.01                         | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      2836 | NS      | $463714.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                               | IDEXX LABORATORIES INC COMMON STOCK USD.1             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2224 | NS      | $1188305.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                              | ILLINOIS TOOL WORKS INC COMMON STOCK USD.01           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      6721 | NS      | $1720374.37   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc.                                         | ILLUMINA INC COMMON STOCK USD.01                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2592 | NS      | $266224.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                    | INCYTE CORP COMMON STOCK USD.001                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      4837 | NS      | $362242.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                   | INGERSOLL RAND INC COMMON STOCK USD.01                | CUSIP: 45687V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13045 | NS      | $1103998.35   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                | INGREDION INC COMMON STOCK USD.01                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1272 | NS      | $167318.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Incorporated                                   | INSMED INC COMMON STOCK USD.01                        | CUSIP: 457669307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1221 | NS      | $130988.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                                   | INSULET CORP COMMON STOCK USD.001                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1697 | NS      | $489414.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                     | INTEL CORP COMMON STOCK USD.001                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     69541 | NS      | $1376911.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc.                        | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01     | CUSIP: 45841N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8502 | NS      | $557391.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated          | PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     21455 | NS      | $1926444.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc.                                     | PURE STORAGE INC COMMON STOCK USD.0001                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      6830 | NS      | $406521.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Incorporated                                 | QUALCOMM INC COMMON STOCK USD.0001                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     19505 | NS      | $2862553.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc.                                  | QUANTA SERVICES INC COMMON STOCK USD.00001            | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      5043 | NS      | $2048113.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                        | QUEST DIAGNOSTICS INC COMMON STOCK USD.01             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      7148 | NS      | $1196646.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                                | RPM INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      5320 | NS      | $624621.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corporation                                  | RALLIANT CORP COMMON STOCK USD.01                     | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4018 | NS      | $183702.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                              | RALPH LAUREN CORP COMMON STOCK USD.01                 | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1577 | NS      | $471128.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                           | RANGE RESOURCES CORP COMMON STOCK USD.01              | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      4559 | NS      | $167406.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                          | RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01       | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      8120 | NS      | $1357095.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corporation                                       | RTX CORP COMMON STOCK USD1.0                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     23115 | NS      | $3642230.55   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc.                               | SIRIUS XM HOLDINGS INC COMMON STOCK USD.001           | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2753 | NS      | $58143.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A. Inc.                                  | SKECHERS USA INC COMMON STOCK USD.001                 | CUSIP: 830566105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3831 | NS      | $242310.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc.                               | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25            | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      7366 | NS      | $504865.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                               | A O SMITH CORP COMMON STOCK USD1.0                    | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      4879 | NS      | $345384.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                             | J M SMUCKER CO/THE COMMON STOCK                       | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      4051 | NS      | $434834.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Incorporated                                  | SNAP-ON INC COMMON STOCK USD1.0                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2319 | NS      | $744839.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc.                                             | SNAP INC COMMON STOCK USD.00001                       | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     19924 | NS      | $187883.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc.                                        | SNOWFLAKE INC COMMON STOCK USD1.0                     | CUSIP: 833445109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3096 | NS      | $691956.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc.                                | SOFI TECHNOLOGIES INC COMMON STOCK USD.0001           | CUSIP: 83406F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11959 | NS      | $270034.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc.                        | INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01     | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     10235 | NS      | $1891735.05   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation           | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2     | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     16680 | NS      | $4222542.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors and Fragrances Inc.             | INTERNATIONAL FLAVORS and FRAGRA COMMON STOCK USD.125 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      8073 | NS      | $573425.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                           | INTERNATIONAL PAPER CO COMMON STOCK USD1.0            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     18855 | NS      | $881282.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies Inc.               | INTERPUBLIC GROUP OF COS INC/T COMMON STOCK USD.1     | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     20089 | NS      | $494189.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                           | INTUIT INC COMMON STOCK USD.01                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3953 | NS      | $3103618.89   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                               | INTUITIVE SURGICAL INC COMMON STOCK USD.001           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4063 | NS      | $1954668.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                                 | INVITATION HOMES INC REIT USD.01                      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14810 | NS      | $453926.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group Inc.                              | T ROWE PRICE GROUP INC COMMON STOCK USD.2             | CUSIP: 74144T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8576 | NS      | $870035.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corporation                              | PRIMO BRANDS CORP COMMON STOCK USD.01                 | CUSIP: 741623102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       913 | NS      | $25207.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc.                                        | PRIMERICA INC COMMON STOCK                            | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1033 | NS      | $274395.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc.                        | PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD.01     | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     10721 | NS      | $834415.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company           | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001        | CUSIP: G50871105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       566 | NS      | $64880.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                          | LINDE PLC COMMON STOCK                                | CUSIP: G54950103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6037 | NS      | $2778589.62   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                   | NORWEGIAN CRUISE LINE HOLDINGS COMMON STOCK USD.001   | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4226 | NS      | $108016.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                    | NVENT ELECTRIC PLC COMMON STOCK USD.01                | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3944 | NS      | $309288.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                           | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0        | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      1692 | NS      | $412408.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                                 | ROIVANT SCIENCES LTD COMMON STOCK USD.0000001         | CUSIP: G76279101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2907 | NS      | $33023.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Seagate Technology Holdings Public Limited Company    | SEAGATE TECHNOLOGY HOLDINGS PL COMMON STOCK USD.00001 | CUSIP: G7997R103<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      8114 | NS      | $1273979.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Public Limited Company                        | PENTAIR PLC COMMON STOCK USD.01                       | CUSIP: G7S00T104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6360 | NS      | $649992.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock Public Limited Company               | SMURFIT WESTROCK PLC COMMON STOCK                     | CUSIP: G8267P108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7064 | NS      | $313500.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Public Limited Company                | TE CONNECTIVITY PLC COMMON STOCK USD.01               | CUSIP: G87052109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     11850 | NS      | $2438137.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                        | TECHNIPFMC PLC COMMON STOCK USD1.0                    | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      8085 | NS      | $294051.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | ALPHABET INC COMMON STOCK USD.001                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     27349 | NS      | $5274528.14   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | ALPHABET INC COMMON STOCK USD.001                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    103194 | NS      | $19802928.60  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | U-HAUL HOLDING CO COMMON STOCK USD.001                | CUSIP: 023586506<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3875 | NS      | $201500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                    | AMEREN CORP COMMON STOCK USD.01                       | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     11707 | NS      | $1183928.91   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                          | AMERICAN AIRLINES GROUP INC COMMON STOCK USD.01       | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1356 | NS      | $15580.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                                 | AMENTUM HOLDINGS INC COMMON STOCK                     | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186 | NS      | $4644.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Electric Power Company Inc.                  | AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     15765 | NS      | $1783652.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                              | AMERICAN EXPRESS CO COMMON STOCK USD.2                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     10299 | NS      | $3082593.69   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc.                         | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK           | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      3170 | NS      | $395933.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                 | AMERICAN HOMES 4 RENT REIT USD.01                     | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      7984 | NS      | $276964.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                     | AMERICAN INTERNATIONAL GROUP I COMMON STOCK USD2.5    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     25486 | NS      | $1978478.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                            | AMERICAN TOWER CORP REIT USD.01                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      5571 | NS      | $1160940.69   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company Inc.                     | AMERICAN WATER WORKS CO INC COMMON STOCK USD.01       | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5757 | NS      | $807361.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc.                                          | CENCORA INC COMMON STOCK USD.01                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      6313 | NS      | $1806023.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties Inc.                             | EASTGROUP PROPERTIES INC REIT                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1057 | NS      | $172544.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                              | EASTMAN CHEMICAL CO COMMON STOCK USD.01               | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      6066 | NS      | $440452.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                             | EBAY INC COMMON STOCK USD.001                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     25386 | NS      | $2329165.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                  | ECHOSTAR CORP COMMON STOCK USD.001                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       756 | NS      | $24638.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ecolab Inc.                                           | ECOLAB INC COMMON STOCK USD1.0                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      4963 | NS      | $1299114.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                  | EDISON INTERNATIONAL COMMON STOCK                     | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18111 | NS      | $943945.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                      | EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     11350 | NS      | $900168.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc.                      | EQUITY LIFESTYLE PROPERTIES IN REIT USD.01            | CUSIP: 29472R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4519 | NS      | $270778.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                    | EQUITY RESIDENTIAL REIT USD.01                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      9504 | NS      | $600652.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Company                                | ERIE INDEMNITY CO COMMON STOCK                        | CUSIP: 29530P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $308860.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                              | ESSENTIAL UTILITIES INC COMMON STOCK USD.5            | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7522 | NS      | $276809.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc.                             | ESSEX PROPERTY TRUST INC REIT USD.0001                | CUSIP: 297178105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1731 | NS      | $450371.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                         | EVERCORE INC COMMON STOCK USD.01                      | CUSIP: 29977A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       473 | NS      | $142439.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc.                                           | EVERGY INC COMMON STOCK                               | CUSIP: 30034W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11326 | NS      | $801880.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                     | EVERSOURCE ENERGY COMMON STOCK USD5.0                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     14612 | NS      | $965853.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                            | EXACT SCIENCES CORP COMMON STOCK USD.01               | CUSIP: 30063P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3865 | NS      | $181461.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                    | EXELON CORP COMMON STOCK                              | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     43145 | NS      | $1938936.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc.                                         | EXELIXIS INC COMMON STOCK USD.001                     | CUSIP: 30161Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2344 | NS      | $84899.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc.           | EXPEDITORS INTERNATIONAL OF WA COMMON STOCK USD.01    | CUSIP: 302130109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7105 | NS      | $825885.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                              | EXTRA SPACE STORAGE INC REIT USD.01                   | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4988 | NS      | $670187.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                               | EXXON MOBIL CORP COMMON STOCK                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     57656 | NS      | $6436715.84   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                   | META PLATFORMS INC COMMON STOCK USD.000006            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     29808 | NS      | $23054699.52  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                         | FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01      | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1441 | NS      | $580578.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                | FAIR ISAAC CORP COMMON STOCK USD.01                   | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       862 | NS      | $1238452.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                      | FASTENAL CO COMMON STOCK USD.01                       | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42850 | NS      | $1976670.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                       | FEDERAL REALTY INVESTMENT TRUS REIT USD.01            | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2177 | NS      | $200632.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc.                                       | NRG ENERGY INC COMMON STOCK USD.01                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      6552 | NS      | $1095494.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc.                                              | NVR INC COMMON STOCK USD.01                           | CUSIP: 62944T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186 | NS      | $1404205.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc.                                           | NASDAQ INC COMMON STOCK USD.01                        | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     14368 | NS      | $1382488.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc.                                           | NATERA INC COMMON STOCK                               | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1498 | NS      | $200222.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc.                                         | NNN REIT INC REIT USD.01                              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      4656 | NS      | $192106.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                           | NETAPP INC COMMON STOCK USD.001                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     11352 | NS      | $1182083.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc.                                          | NETFLIX INC COMMON STOCK USD.001                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      4182 | NS      | $4848610.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc.                           | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      2629 | NS      | $337116.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                            | NEW YORK TIMES CO/THE COMMON STOCK USD.1              | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2103 | NS      | $109124.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                   | NEWMONT CORP COMMON STOCK USD1.6                      | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     27291 | NS      | $1694771.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc.                                          | OVINTIV INC COMMON STOCK                              | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8859 | NS      | $364813.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                         | OWENS CORNING COMMON STOCK USD.001                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      5268 | NS      | $734517.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | NEWS CORP COMMON STOCK USD.01                         | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     13703 | NS      | $401771.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | NEWS CORP COMMON STOCK                                | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      3902 | NS      | $130404.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                    | PGandE CORP COMMON STOCK                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     77009 | NS      | $1079666.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group Inc.                 | PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      8379 | NS      | $1594272.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc.                                   | PPG INDUSTRIES INC COMMON STOCK USD1.66666            | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      9566 | NS      | $1009213.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                       | PPL CORP COMMON STOCK USD.01                          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     36105 | NS      | $1288587.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                            | JABIL INC COMMON STOCK USD.001                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      5910 | NS      | $1318934.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                                 | JACOBS SOLUTIONS INC COMMON STOCK                     | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3091 | NS      | $438520.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                      | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0         | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       253 | NS      | $63095.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc.                                       | CAVA GROUP INC COMMON STOCK USD.0001                  | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       525 | NS      | $46205.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Affirm Holdings Inc                                   | AFFIRM HOLDINGS INC COMMON STOCK USD.00001            | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3128 | NS      | $214455.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                             | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      9742 | NS      | $1118479.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc.                                           | AIRBNB INC COMMON STOCK USD.0001                      | CUSIP: 009066101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2040 | NS      | $270116.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc.                       | AIR PRODUCTS AND CHEMICALS INC COMMON STOCK USD1.0    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      4355 | NS      | $1253717.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                              | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01           | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      6769 | NS      | $516542.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group Inc.                                | CARLYLE GROUP INC/THE COMMON STOCK USD1.0             | CUSIP: 14316J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5814 | NS      | $352677.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                  | CARNIVAL CORP COMMON STOCK USD.01                     | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     30063 | NS      | $894975.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc.                                 | ALASKA AIR GROUP INC COMMON STOCK USD.01              | CUSIP: 011659109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       279 | NS      | $14775.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                 | ALBEMARLE CORP COMMON STOCK USD.01                    | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      3613 | NS      | $245142.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                             | ALBERTSONS COS INC COMMON STOCK USD.01                | CUSIP: 013091103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13187 | NS      | $253454.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                     | ALCOA CORP COMMON STOCK USD.01                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      3079 | NS      | $92277.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc.                        | JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      4892 | NS      | $282072.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                  | ALEXANDRIA REAL ESTATE EQUITIE REIT USD.01            | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      4060 | NS      | $310305.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                                 | ALIGN TECHNOLOGY INC COMMON STOCK USD.0001            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1221 | NS      | $157521.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                            | CARRIER GLOBAL CORP COMMON STOCK USD.01               | CUSIP: 14448C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19304 | NS      | $1324640.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                           | CARVANA CO COMMON STOCK USD.001                       | CUSIP: 146869102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2276 | NS      | $888026.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                              | ATI INC COMMON STOCK USD.1                            | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      1920 | NS      | $147724.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                            | ALLIANT ENERGY CORP COMMON STOCK USD.01               | CUSIP: 018802108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10051 | NS      | $653415.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc.                    | ALLISON TRANSMISSION HOLDINGS COMMON STOCK USD.01     | CUSIP: 01973R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1661 | NS      | $149606.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                              | ALLSTATE CORP/THE COMMON STOCK USD.01                 | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      8741 | NS      | $1776608.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                  | CORNING INC COMMON STOCK USD.5                        | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     34125 | NS      | $2158065.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc.                                           | CORPAY INC COMMON STOCK USD.001                       | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      3200 | NS      | $1033760.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc.                                          | CORTEVA INC COMMON STOCK USD.01                       | CUSIP: 22052L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21220 | NS      | $1530598.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                          | COSTCO WHOLESALE CORP COMMON STOCK USD.005            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      5149 | NS      | $4838206.36   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                   | ALLY FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     17629 | NS      | $667257.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                          | ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01       | CUSIP: 02043Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2447 | NS      | $959811.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc.                                     | COSTAR GROUP INC COMMON STOCK USD.01                  | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10961 | NS      | $1043377.59   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc.                                          | COUPANG INC COMMON STOCK USD.0001                     | CUSIP: 22266T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9516 | NS      | $280055.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                             | CRANE CO COMMON STOCK USD1.0                          | CUSIP: 224408104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       614 | NS      | $120202.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                          | CUMMINS INC COMMON STOCK USD2.5                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      6065 | NS      | $2229615.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                            | CURTISS-WRIGHT CORP COMMON STOCK USD1.0               | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       995 | NS      | $487768.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton Inc.                                      | DR HORTON INC COMMON STOCK USD.01                     | CUSIP: 23331A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9346 | NS      | $1334982.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc.                                          | DATADOG INC COMMON STOCK USD.00001                    | CUSIP: 23804L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5689 | NS      | $796346.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                           | DAVITA INC COMMON STOCK USD.001                       | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      1964 | NS      | $275686.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                           | DECKERS OUTDOOR CORP COMMON STOCK USD.01              | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      6831 | NS      | $725247.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere and Company                                     | DEERE and CO COMMON STOCK USD1.0                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5222 | NS      | $2738260.14   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc.                                | DELL TECHNOLOGIES INC COMMON STOCK                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      5186 | NS      | $688130.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                                  | DELTA AIR LINES INC COMMON STOCK USD.0001             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      8136 | NS      | $432916.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                              | DEVON ENERGY CORP COMMON STOCK USD.1                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     13616 | NS      | $452323.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc.                                           | DEXCOM INC COMMON STOCK USD.001                       | CUSIP: 252131107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9744 | NS      | $787022.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                               | DIAMONDBACK ENERGY INC COMMON STOCK USD.01            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      8101 | NS      | $1204294.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc.                            | DICK'S SPORTING GOODS INC COMMON STOCK USD.01         | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3228 | NS      | $682754.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                             | DIGITAL REALTY TRUST INC REIT USD.01                  | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6547 | NS      | $1155152.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                     | CIENA CORP COMMON STOCK USD.01                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      2642 | NS      | $245283.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                      | CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0         | CUSIP: 172062101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6395 | NS      | $943326.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                    | CISCO SYSTEMS INC COMMON STOCK USD.001                | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58127 | NS      | $3957286.16   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                    | CINTAS CORP COMMON STOCK                              | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8190 | NS      | $1822684.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                        | CITIGROUP INC COMMON STOCK USD.01                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     32740 | NS      | $3067738.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc.                         | CITIZENS FINANCIAL GROUP INC COMMON STOCK USD.01      | CUSIP: 174610105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19196 | NS      | $916033.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc.                                    | CLEAN HARBORS INC COMMON STOCK USD.01                 | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1581 | NS      | $372815.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                    | CLOROX CO/THE COMMON STOCK USD1.0                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      5137 | NS      | $645001.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc.                                       | CLOUDFLARE INC COMMON STOCK USD.001                   | CUSIP: 18915M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5822 | NS      | $1209112.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc.                           | COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0        | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1392 | NS      | $155556.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                 | COCA-COLA CO/THE COMMON STOCK USD.25                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     52232 | NS      | $3546030.48   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation            | COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01    | CUSIP: 192446102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18619 | NS      | $1336099.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                               | TYLER TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 902252105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1459 | NS      | $852873.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc.                                      | TYSON FOODS INC COMMON STOCK USD.1                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     10432 | NS      | $545593.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc.                                              | UDR INC REIT USD.01                                   | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      8349 | NS      | $328032.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                          | US BANCORP COMMON STOCK USD.01                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     31768 | NS      | $1428289.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc.                                | UBER TECHNOLOGIES INC COMMON STOCK USD.00001          | CUSIP: 90353T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19214 | NS      | $1686028.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc.                                         | UBIQUITI INC COMMON STOCK USD.001                     | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       158 | NS      | $68804.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UL Solutions Inc.                                     | UL SOLUTIONS INC COMMON STOCK USD.001                 | CUSIP: 903731107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       709 | NS      | $51842.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc.                                      | ULTA BEAUTY INC COMMON STOCK                          | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2616 | NS      | $1347266.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                             | UNION PACIFIC CORP COMMON STOCK USD2.5                | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     10488 | NS      | $2328021.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc.                         | UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 910047109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4376 | NS      | $386444.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc.                            | UNITED PARCEL SERVICE INC COMMON STOCK USD.01         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      9439 | NS      | $813264.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corporation                              | UWM HOLDINGS CORP COMMON STOCK USD.0001               | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $48.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                             | VALERO ENERGY CORP COMMON STOCK USD.01                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     16189 | NS      | $2222911.59   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                        | COHERENT CORP COMMON STOCK                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2825 | NS      | $303970.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                  | ELECTRONIC ARTS INC COMMON STOCK USD.01               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      8718 | NS      | $1329407.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc.                                      | EMCOR GROUP INC COMMON STOCK USD.01                   | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1390 | NS      | $872211.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                  | EMERSON ELECTRIC CO COMMON STOCK USD.5                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     13239 | NS      | $1926406.89   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                          | ENCOMPASS HEALTH CORP COMMON STOCK USD.01             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      2526 | NS      | $278137.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc.                                   | ENPHASE ENERGY INC COMMON STOCK USD.00001             | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      3289 | NS      | $106432.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group Inc.                                 | ENSIGN GROUP INC COMMON STOCK USD.001                 | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       410 | NS      | $61500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc.                                         | ENTEGRIS INC COMMON STOCK USD.01                      | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      5097 | NS      | $399910.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                   | ENTERGY CORP COMMON STOCK USD.01                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     23255 | NS      | $2102949.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                                     | EPAM SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1669 | NS      | $263217.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                    | TARGET CORP COMMON STOCK USD.0833                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     11938 | NS      | $1199769.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                 | TARGA RESOURCES CORP COMMON STOCK USD.001             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      6923 | NS      | $1152056.43   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                    | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01         | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1570 | NS      | $865101.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI Inc.                                        | TEMPUS AI INC COMMON STOCK USD.0001                   | CUSIP: 88023B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       331 | NS      | $18731.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinetik Holdings Inc.                                 | KINETIK HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $12536.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc.                                       | AMAZON.COM INC COMMON STOCK USD.01                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    125399 | NS      | $29357159.89  | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | U-HAUL HOLDING CO COMMON STOCK USD.25                 | CUSIP: 023586100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       404 | NS      | $23375.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.                         | SOMNIGROUP INTERNATIONAL INC COMMON STOCK USD.01      | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      4463 | NS      | $323031.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Trane Technologies Public Limited Company             | TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0            | CUSIP: G8994E103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5448 | NS      | $2386659.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company           | WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635   | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |      4472 | NS      | $1412302.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corporation                                       | APA CORP COMMON STOCK USD.625                         | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7400 | NS      | $142746.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Global Management Inc.                         | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK USD.0001    | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9598 | NS      | $1394781.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                            | APPLE INC COMMON STOCK USD.00001                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    158277 | NS      | $32853556.89  | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                         | APPFOLIO INC COMMON STOCK USD.0001                    | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       216 | NS      | $57754.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                    | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     58908 | NS      | $967858.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                              | HYATT HOTELS CORP COMMON STOCK USD.01                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      1518 | NS      | $213992.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ITT Inc.                                              | ITT INC COMMON STOCK USD1.0                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      2236 | NS      | $380030.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                       | BUNGE GLOBAL SA COMMON STOCK USD.01                   | CUSIP: H11356104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6196 | NS      | $494192.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                           | GARMIN LTD COMMON STOCK CHF.1                         | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5792 | NS      | $1267057.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc.                                  | COINBASE GLOBAL INC COMMON STOCK USD.00001            | CUSIP: 19260Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2422 | NS      | $914934.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Birkenstock Holding plc                               | BIRKENSTOCK HOLDING PLC COMMON STOCK                  | CUSIP: M2029K104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       634 | NS      | $31757.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic N.V.                                          | ELASTIC NV COMMON STOCK EUR.01                        | CUSIP: N14506104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $71396.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                             | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     14220 | NS      | $1192347.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                              | COMFORT SYSTEMS USA INC COMMON STOCK USD.01           | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       724 | NS      | $509189.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                                   | CNH INDUSTRIAL NV COMMON STOCK EUR.01                 | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |     15517 | NS      | $201100.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                        | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04      | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |     12713 | NS      | $736464.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                               | NXP SEMICONDUCTORS NV COMMON STOCK EUR.2              | CUSIP: N6596X109<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      5724 | NS      | $1223619.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                             | FLEX LTD COMMON STOCK                                 | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |     20453 | NS      | $1019991.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                  | HUBBELL INC COMMON STOCK USD.01                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2123 | NS      | $928770.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc.                                          | HUBSPOT INC COMMON STOCK USD.001                      | CUSIP: 443573100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1219 | NS      | $633453.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                           | HUMANA INC COMMON STOCK USD.1666666                   | CUSIP: 444859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3462 | NS      | $865049.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.B. Hunt Transport Services Inc.                     | JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD.01    | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      4757 | NS      | $685245.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                                   | IQVIA HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 46266C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6525 | NS      | $1212736.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                            | IRON MOUNTAIN INC REIT USD.01                         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      7710 | NS      | $750645.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase and Co.                                | JPMORGAN CHASE and CO COMMON STOCK USD1.0             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     42289 | NS      | $12527693.36  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                          | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01       | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      8910 | NS      | $2832221.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                 | ELI LILLY and CO COMMON STOCK                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     10844 | NS      | $8025319.08   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                        | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      2200 | NS      | $535700.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Inc.                                          | LINEAGE INC REIT                                      | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       256 | NS      | $11046.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                                    | LITHIA MOTORS INC COMMON STOCK                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1102 | NS      | $317376.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                           | LOCKHEED MARTIN CORP COMMON STOCK USD1.0              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3631 | NS      | $1528578.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                             | RBC BEARINGS INC COMMON STOCK USD.01                  | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       462 | NS      | $178951.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                             | REALTY INCOME CORP REIT USD1.0                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     15976 | NS      | $896732.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc.                                           | REDDIT INC COMMON STOCK USD.0001                      | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       405 | NS      | $65038.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                             | REGAL REXNORD CORP COMMON STOCK USD.01                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      1879 | NS      | $287261.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                           | REGENCY CENTERS CORP REIT USD.01                      | CUSIP: 758849103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4576 | NS      | $326726.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                        | REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1708 | NS      | $931645.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                         | REGIONS FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     51436 | NS      | $1302873.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated             | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      2787 | NS      | $536358.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc.                                         | RELIANCE INC COMMON STOCK USD.001                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      3022 | NS      | $876772.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                                  | REPLIGEN CORP COMMON STOCK USD.01                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1215 | NS      | $142240.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                    | ROYALTY PHARMA PLC COMMON STOCK                       | CUSIP: 76028H209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9862 | NS      | $362921.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                   | JOHNSON + JOHNSON COMMON STOCK USD1.0                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     36058 | NS      | $5940194.92   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company | JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01    | CUSIP: 478366107<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     16363 | NS      | $1718115.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                       | JONES LANG LASALLE INC COMMON STOCK USD.01            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2339 | NS      | $632372.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                       | KLA CORP COMMON STOCK USD.001                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      3029 | NS      | $2662581.87   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and Co. Inc.                                      | KKR and CO INC COMMON STOCK USD.01                    | CUSIP: 48251W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9614 | NS      | $1409220.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc.                                           | KENVUE INC COMMON STOCK USD.01                        | CUSIP: 49177J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35455 | NS      | $760155.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                 | KEURIG DR PEPPER INC COMMON STOCK USD.01              | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     19281 | NS      | $629524.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                               | KEYCORP COMMON STOCK USD1.0                           | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     44106 | NS      | $790379.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc.                            | KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD.01         | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      7434 | NS      | $1218506.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                            | KIMBERLY-CLARK CORP COMMON STOCK USD1.25              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      8192 | NS      | $1020887.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                              | KIMCO REALTY CORP REIT USD.01                         | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15476 | NS      | $328555.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc.                                         | FORTINET INC COMMON STOCK USD.001                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     14033 | NS      | $1401896.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                   | FORTIVE CORP COMMON STOCK USD.01                      | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     12054 | NS      | $577748.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd.                                    | FTAI AVIATION LTD COMMON STOCK USD1.0                 | CUSIP: 34960P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1245 | NS      | $171324.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc.                       | FORTUNE BRANDS INNOVATIONS INC COMMON STOCK USD.01    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      5890 | NS      | $321240.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | FOX CORP COMMON STOCK USD.01                          | CUSIP: 35137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11814 | NS      | $658748.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | FOX CORP COMMON STOCK USD.01                          | CUSIP: 35137L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4446 | NS      | $227368.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                               | FRANKLIN RESOURCES INC COMMON STOCK USD.1             | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     11931 | NS      | $286344.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                 | FREEPORT-MCMORAN INC COMMON STOCK USD.1               | CUSIP: 35671D857<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31961 | NS      | $1286110.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc.                   | FRONTIER COMMUNICATIONS PARENT COMMON STOCK USD.25    | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1672 | NS      | $61429.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC GCI LIBERTY INC SR COMMON STOCK                   | ESC GCI LIBERTY INC SR COMMON STOCK                   | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3760 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GE HealthCare Technologies Inc.                       | GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK USD.01    | CUSIP: 36266G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14759 | NS      | $1052611.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                        | CONOCOPHILLIPS COMMON STOCK USD.01                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     25846 | NS      | $2464157.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc.                              | CONSOLIDATED EDISON INC COMMON STOCK USD.1            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     15845 | NS      | $1639957.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc.                             | CONSTELLATION BRANDS INC COMMON STOCK USD.01          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      4832 | NS      | $807137.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                           | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     79105 | NS      | $3382529.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc.                                 | VERISK ANALYTICS INC COMMON STOCK USD.001             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      5569 | NS      | $1552135.99   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                   | VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3069 | NS      | $1402134.03   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                    | VERTIV HOLDINGS CO COMMON STOCK USD.0001              | CUSIP: 92537N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10170 | NS      | $1480752.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                      | PARAMOUNT GLOBAL COMMON STOCK USD.001                 | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       239 | NS      | $4562.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                      | PARAMOUNT GLOBAL COMMON STOCK USD.001                 | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     17295 | NS      | $217398.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                          | VIATRIS INC COMMON STOCK                              | CUSIP: 92556V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39935 | NS      | $349031.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                  | VICI PROPERTIES INC REIT USD.01                       | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24684 | NS      | $804698.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                 | GENUINE PARTS CO COMMON STOCK USD1.0                  | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7182 | NS      | $925616.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                  | GILEAD SCIENCES INC COMMON STOCK USD.001              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     23853 | NS      | $2678453.37   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GitLab Inc.                                           | GITLAB INC COMMON STOCK USD.0000025                   | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1776 | NS      | $77806.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Payments Inc.                                  | GLOBAL PAYMENTS INC COMMON STOCK                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      8225 | NS      | $657588.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                                   | GLOBUS MEDICAL INC COMMON STOCK USD.001               | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1433 | NS      | $75418.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                       | GLOBE LIFE INC COMMON STOCK USD1.0                    | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4611 | NS      | $647707.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                          | GODADDY INC COMMON STOCK USD.001                      | CUSIP: 380237107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4639 | NS      | $749569.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group Inc.                          | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      5501 | NS      | $3980468.59   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                            | GRACO INC COMMON STOCK USD1.0                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      5792 | NS      | $486412.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. Grainger Inc.                                    | WW GRAINGER INC COMMON STOCK USD.5                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1352 | NS      | $1405458.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.                     | HARTFORD INSURANCE GROUP INC/T COMMON STOCK USD.01    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     19225 | NS      | $2391397.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc.                            | HEALTHPEAK PROPERTIES INC REIT USD1.0                 | CUSIP: 42250P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15214 | NS      | $257725.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                     | HEICO CORP COMMON STOCK USD.01                        | CUSIP: 422806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1111 | NS      | $363074.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                     | HEICO CORP COMMON STOCK USD.01                        | CUSIP: 422806208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2047 | NS      | $528310.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                    | AFLAC INC COMMON STOCK USD.1                          | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     14105 | NS      | $1401472.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                   | AES CORP/THE COMMON STOCK USD.01                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     31308 | NS      | $411700.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corporation                                 | API GROUP CORP COMMON STOCK USD.0001                  | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7258 | NS      | $261796.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                           | ATandT INC COMMON STOCK USD1.0                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    109997 | NS      | $3015017.77   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                   | ABBOTT LABORATORIES COMMON STOCK                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     24614 | NS      | $3106040.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                           | ABBVIE INC COMMON STOCK USD.01                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     21855 | NS      | $4131032.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry and Associates Inc.                        | JACK HENRY and ASSOCIATES INC COMMON STOCK USD.01     | CUSIP: 426281101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2886 | NS      | $490086.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc.                              | WESCO INTERNATIONAL INC COMMON STOCK USD.01           | CUSIP: 95082P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1627 | NS      | $336723.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc.                     | WEST PHARMACEUTICAL SERVICES I COMMON STOCK USD.25    | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      2427 | NS      | $580684.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                       | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1600 | NS      | $124096.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                           | WESTERN DIGITAL CORP COMMON STOCK USD.01              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     13699 | NS      | $1077974.31   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc.                                          | CONTRA ABIOMED INC COMMON STOCK                       | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |      1170 | NS      | $18158.40     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Booking Holdings Inc.                                 | BOOKING HOLDINGS INC COMMON STOCK USD.008             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       456 | NS      | $2509851.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation               | BOOZ ALLEN HAMILTON HOLDING CO COMMON STOCK USD.01    | CUSIP: 099502106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5552 | NS      | $595896.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc.                                              | BXP INC REIT USD.01                                   | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      4094 | NS      | $267870.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                         | BOSTON SCIENTIFIC CORP COMMON STOCK USD.01            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     23032 | NS      | $2416517.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                                | BURLINGTON STORES INC COMMON STOCK USD.0001           | CUSIP: 122017106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2305 | NS      | $629172.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc.         | CHARLES RIVER LABORATORIES INT COMMON STOCK USD.01    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1810 | NS      | $307048.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                                 | CHART INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       364 | NS      | $72374.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc.                           | CHARTER COMMUNICATIONS INC COMMON STOCK USD.001       | CUSIP: 16119P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2031 | NS      | $547070.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Chemed Corporation                                    | CHEMED CORP COMMON STOCK USD1.0                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       436 | NS      | $179762.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc.                                  | CHENIERE ENERGY INC COMMON STOCK USD.003              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      7095 | NS      | $1673568.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corporation                             | EXPAND ENERGY CORP COMMON STOCK USD.01                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      4657 | NS      | $487960.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                   | CHEVRON CORP COMMON STOCK USD.75                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33268 | NS      | $5044759.52   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc.                                            | CHEWY INC COMMON STOCK USD.01                         | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2125 | NS      | $77987.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc.                           | CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01        | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31398 | NS      | $1346346.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                         | CHUBB LTD COMMON STOCK                                | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      6150 | NS      | $1636146.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Church and Dwight Co. Inc.                            | CHURCH and DWIGHT CO INC COMMON STOCK USD1.0          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      8945 | NS      | $838772.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                     | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01      | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10365 | NS      | $231761.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc.                               | GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001          | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      1767 | NS      | $399730.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc.                                   | HCA HEALTHCARE INC COMMON STOCK USD.01                | CUSIP: 40412C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2620 | NS      | $927453.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc.                                               | HP INC COMMON STOCK USD.01                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     34095 | NS      | $845556.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                   | HALLIBURTON CO COMMON STOCK USD2.5                    | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     25766 | NS      | $577158.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Incorporated                            | HAMILTON LANE INC COMMON STOCK USD.001                | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       361 | NS      | $54980.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc.                                           | HASBRO INC COMMON STOCK USD.5                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      6545 | NS      | $491922.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                                     | HEALTHEQUITY INC COMMON STOCK USD.0001                | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       499 | NS      | $48403.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                 | AECOM COMMON STOCK USD.01                             | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      4924 | NS      | $555131.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc.                                     | ALTRIA GROUP INC COMMON STOCK USD.333                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     25059 | NS      | $1552154.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corporation                      | CONSTELLATION ENERGY CORP COMMON STOCK                | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6307 | NS      | $2193826.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies Inc.                             | COOPER COS INC/THE COMMON STOCK USD.1                 | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      7039 | NS      | $497586.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc.                                           | COPART INC COMMON STOCK                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     18885 | NS      | $856057.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc.                             | COREBRIDGE FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 21871X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8426 | NS      | $299628.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Core and Main Inc.                                    | CORE and MAIN INC COMMON STOCK USD.01                 | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3938 | NS      | $250614.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc.                              | CBOE GLOBAL MARKETS INC COMMON STOCK                  | CUSIP: 12503M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2680 | NS      | $645987.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                       | CBRE GROUP INC COMMON STOCK USD.01                    | CUSIP: 12504L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15883 | NS      | $2473618.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corporation                                       | CDW CORP/DE COMMON STOCK USD.01                       | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5234 | NS      | $912704.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc.                           | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 125269100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9386 | NS      | $871302.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc.                          | CH ROBINSON WORLDWIDE INC COMMON STOCK USD.1          | CUSIP: 12541W209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5738 | NS      | $661706.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                       | CIGNA GROUP/THE COMMON STOCK USD.01                   | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5717 | NS      | $1528611.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                        | CME GROUP INC COMMON STOCK USD.01                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      5159 | NS      | $1435646.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                | CMS ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     11760 | NS      | $867888.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                             | CNA FINANCIAL CORP COMMON STOCK USD2.5                | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      1170 | NS      | $51866.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CSX Corporation                                       | CSX CORP COMMON STOCK USD1.0                          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     48561 | NS      | $1725857.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                | CVS HEALTH CORP COMMON STOCK USD.01                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     23823 | NS      | $1479408.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                   | COTERRA ENERGY INC COMMON STOCK USD.1                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     30521 | NS      | $744407.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                               | CACI INTERNATIONAL INC COMMON STOCK USD.1             | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       556 | NS      | $256076.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc.                           | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01        | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      5834 | NS      | $2126901.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                 | CAMDEN PROPERTY TRUST REIT USD.01                     | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      2735 | NS      | $298662.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc.                                           | RUBRIK INC COMMON STOCK USD.000025                    | CUSIP: 781154109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       423 | NS      | $40163.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                   | SCC GOVERMENT MM GVXX 20301231 00001.0000000000       | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |   1770903 | NS      | $1770902.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP Global Inc.                                     | SandP GLOBAL INC COMMON STOCK USD1.0                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4498 | NS      | $2478847.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                        | SBA COMMUNICATIONS CORP REIT USD.01                   | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2667 | NS      | $599328.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                                      | HandR BLOCK INC COMMON STOCK                          | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       943 | NS      | $51242.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                    | BOEING CO/THE COMMON STOCK USD5.0                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      6511 | NS      | $1444400.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc.                 | BRIGHT HORIZONS FAMILY SOLUTIO COMMON STOCK USD.001   | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       387 | NS      | $43769.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                          | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     35161 | NS      | $1522822.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                           | BRIXMOR PROPERTY GROUP INC REIT USD.01                | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2738 | NS      | $71543.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.                   | BROADRIDGE FINANCIAL SOLUTIONS COMMON STOCK USD.01    | CUSIP: 11133T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4358 | NS      | $1078648.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                         | BROADCOM INC COMMON STOCK                             | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55536 | NS      | $16310923.20  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown and Brown Inc.                                  | BROWN and BROWN INC COMMON STOCK USD.1                | CUSIP: 115236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8804 | NS      | $804421.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | BROWN-FORMAN CORP COMMON STOCK USD.15                 | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      2126 | NS      | $60888.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | BROWN-FORMAN CORP COMMON STOCK USD.15                 | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      8071 | NS      | $232848.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc.                             | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      6614 | NS      | $840837.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MandT Bank Corporation                                | MandT BANK CORP COMMON STOCK USD.5                    | CUSIP: 55261F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6619 | NS      | $1249005.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                             | MSCI INC COMMON STOCK USD.01                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1879 | NS      | $1054795.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc.                                          | VAXCYTE INC COMMON STOCK USD.001                      | CUSIP: 92243G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1822 | NS      | $61856.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.                                    | VEEVA SYSTEMS INC COMMON STOCK USD.00001              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      3105 | NS      | $882441.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                           | VENTAS INC REIT USD.25                                | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     10724 | NS      | $720438.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                          | VERALTO CORP COMMON STOCK USD.01                      | CUSIP: 92338C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5338 | NS      | $559582.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc.                                         | VERISIGN INC COMMON STOCK USD.001                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      3359 | NS      | $903134.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-29

**Name of Applicant:** John Hancock Exchange-Traded Fund Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer