# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001193125-25-219328
**Filing Date:** 2025-9
**Character Count:** 636743
**Document Hash:** 5ce6abfd40679b0b0f513d4b701d3b42
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-219328.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001193125-25-219328

**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:** 251346126

**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 Developed International ETF (Series ID: S000055737)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000175540 | John Hancock Multifactor Developed International ETF | JHMD            |

## 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 Developed International ETF

- **b. EDGAR series identifier (if any):** S000055737

- **c. LEI of Series:** 549300HTHI59FY7GBH65

**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:** $706100000.08

**Total Liabilities:** $413525.70

**Net Assets:** $705686474.38

**Cash Not Reported:** $1163510.07

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000175540 | 4.33%                | 2.35%                | -0.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11943103.13             | $11309863.50                               |
| Month 2  | $-1033018.71             | $16055370.42                               |
| Month 3  | $747307.86               | $-7117015.38                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANZ Group Holdings Limited                                                | ANZ GROUP HOLDINGS LTD COMMON STOCK                      | CUSIP: 606558005<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     79700 | NS      | $1576391.83   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim Ltd                                                         | BANK HAPOALIM BM COMMON STOCK ILS1.0                     | CUSIP: 607580909<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     57418 | NS      | $1083166.89   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corporation                                               | WESTPAC BANKING CORP COMMON STOCK                        | CUSIP: 607614005<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     98510 | NS      | $2145055.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi le-Israel B.M.                                                 | BANK LEUMI LE-ISRAEL BM COMMON STOCK ILS.1               | CUSIP: 607642907<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     79519 | NS      | $1478294.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corporation                                                            | LY CORP COMMON STOCK                                     | CUSIP: 608484903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58000 | NS      | $213894.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                                             | FORTESCUE LTD COMMON STOCK                               | CUSIP: 608625901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    105949 | NS      | $1212185.07   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Limited                                                     | TELSTRA GROUP LTD COMMON STOCK                           | CUSIP: 608728903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    159047 | NS      | $508939.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Limited                                                      | CLP HOLDINGS LTD COMMON STOCK                            | CUSIP: 609701909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     91071 | NS      | $790635.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Incorporated                                                  | TREND MICRO INC/JAPAN COMMON STOCK                       | CUSIP: 612528901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $613176.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Data Group Corporation                                                | NTT DATA GROUP CORP COMMON STOCK                         | CUSIP: 612563908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18500 | NS      | $487285.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Limited                                                               | ASX LTD COMMON STOCK                                     | CUSIP: 612922906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6765 | NS      | $305112.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Limited                                    | TEVA PHARMACEUTICAL INDUSTRIES COMMON STOCK ILS.1        | CUSIP: 688217900<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     34531 | NS      | $569477.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corporation                                                        | SYSMEX CORP COMMON STOCK                                 | CUSIP: 688380906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32544 | NS      | $535642.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corporation                                                        | TERUMO CORP COMMON STOCK                                 | CUSIP: 688507003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17500 | NS      | $297800.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co. Ltd                                                              | TOHO CO LTD/TOKYO COMMON STOCK                           | CUSIP: 689520005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $272494.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokyo Gas Co. Ltd.                                                        | TOKYO GAS CO LTD COMMON STOCK                            | CUSIP: 689544005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65800 | NS      | $2207543.11   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Monotaro Co. Ltd.                                                         | MONOTARO CO LTD COMMON STOCK                             | CUSIP: B1GHR8907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17800 | NS      | $319819.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                               | AKER BP ASA COMMON STOCK NOK1.0                          | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     23266 | NS      | $565746.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AB SKF                                                                    | SKF AB COMMON STOCK SEK2.5                               | CUSIP: B1Q3J3907<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     41219 | NS      | $965878.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                                | SANDVIK AB COMMON STOCK SEK1.2                           | CUSIP: B1VQ25903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     46694 | NS      | $1144409.19   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Infrastructure Holdings Limited                                        | CK INFRASTRUCTURE HOLDINGS LTD COMMON STOCK HKD1.0       | CUSIP: BYVS6J903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     33929 | NS      | $239231.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Limited                                                       | COLES GROUP LTD COMMON STOCK                             | CUSIP: BYWR0T908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     98856 | NS      | $1320068.38   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Limited                                                 | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0                | CUSIP: BYZQ07905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    140469 | NS      | $645083.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hapag-Lloyd Aktiengesellschaft                                            | HAPAG-LLOYD AG COMMON STOCK                              | CUSIP: BYZTSW904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2875 | NS      | $417574.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                                            | BAWAG GROUP AG COMMON STOCK                              | CUSIP: BZ1GZ0908<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      2672 | NS      | $338852.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen N.V.                                                                | ADYEN NV COMMON STOCK EUR.01                             | CUSIP: BZ1HM4902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       601 | NS      | $1039103.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                                                            | ING GROEP NV COMMON STOCK EUR.01                         | CUSIP: BZ5739900<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    104106 | NS      | $2441475.67   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Limited                                                   | WISETECH GLOBAL LTD COMMON STOCK                         | CUSIP: BZ8GX8906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8544 | NS      | $656715.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Comercial Portugues S.A.                                            | BANCO COMERCIAL PORTUGUES SA COMMON STOCK                | CUSIP: BZCNN3908<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    241868 | NS      | $199760.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Limited                                                     | GRAB HOLDINGS LTD   CL A COMMON STOCK USD.000001         | CUSIP: G4124C109<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     71064 | NS      | $347502.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMRIZE FINANCE US LLC COMMON STOCK                                        | AMRIZE FINANCE US LLC COMMON STOCK                       | CUSIP: H2927K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43354 | NS      | $2216256.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Company Limited                                     | TECHTRONIC INDUSTRIES CO LTD COMMON STOCK                | CUSIP: B0190C903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     42077 | NS      | $505460.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                                              | EXPERIAN PLC COMMON STOCK USD.1                          | CUSIP: B19NLV907<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     50947 | NS      | $2699525.29   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                               | SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK SEK.55          | CUSIP: B1CC9H902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      6442 | NS      | $177950.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co.Ltd.                                                    | IDEMITSU KOSAN CO LTD COMMON STOCK                       | CUSIP: B1FF8P905<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |    101495 | NS      | $653366.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                        | BANCO SANTANDER SA COMMON STOCK EUR.5                    | CUSIP: 570594903<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    458359 | NS      | $3953496.28   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Ackermans and van Haaren NV                                               | ACKERMANS and VAN HAAREN NV COMMON STOCK                 | CUSIP: 571577907<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |      2513 | NS      | $619545.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent Plc                                                          | SEVERN TRENT PLC COMMON STOCK GBP.9789                   | CUSIP: B1FH8J905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15605 | NS      | $547041.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Limited                                                          | BRAMBLES LTD COMMON STOCK                                | CUSIP: B1FJ0C904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    109762 | NS      | $1689725.78   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Aktiengesellschaft                                                | SIEMENS AG COMMON STOCK                                  | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     10290 | NS      | $2648741.11   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                          | DEUTSCHE BANK AG COMMON STOCK                            | CUSIP: 575035902<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    179071 | NS      | $5940640.15   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0          | CUSIP: 575602909<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     16928 | NS      | $1625169.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG PREFERENCE                   | CUSIP: 575603907<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      3627 | NS      | $320063.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corporation                                                        | MAKITA CORP COMMON STOCK                                 | CUSIP: 655580009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18100 | NS      | $565508.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                      | SUMITOMO MITSUI FINANCIAL GROU COMMON STOCK              | CUSIP: 656302908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    103000 | NS      | $2638393.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                                                  | CAPITALAND ASCENDAS REIT REIT                            | CUSIP: 656387909<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |    105892 | NS      | $227724.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corporation                                                      | MARUBENI CORP COMMON STOCK                               | CUSIP: 656946001<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     50300 | NS      | $1040459.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corporation                                            | PANASONIC HOLDINGS CORP COMMON STOCK                     | CUSIP: 657270005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     69804 | NS      | $668146.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Limited                                                     | SUNCORP GROUP LTD COMMON STOCK                           | CUSIP: 658508007<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     89554 | NS      | $1208539.66   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc.                                               | MIZUHO FINANCIAL GROUP INC COMMON STOCK                  | CUSIP: 659101901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54900 | NS      | $1635016.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Company Limited                                         | MITSUBISHI ESTATE CO LTD COMMON STOCK                    | CUSIP: 659672000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24800 | NS      | $467343.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corporation                                                    | MITSUBISHI CORP COMMON STOCK                             | CUSIP: 659678007<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    105100 | NS      | $2086705.87   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                            | ATLAS COPCO AB COMMON STOCK SEK.639                      | CUSIP: BLDBN5909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     48667 | NS      | $661455.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                                 | TESCO PLC COMMON STOCK GBP.0633333                       | CUSIP: BLGZ98903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    553381 | NS      | $3115275.39   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Addtech AB                                                                | ADDTECH AB COMMON STOCK SEK.75                           | CUSIP: BLN8T4902<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |     15633 | NS      | $528585.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                                 | EPIROC AB COMMON STOCK SEK.412413                        | CUSIP: BMD58R909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     20673 | NS      | $422682.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                                 | EPIROC AB COMMON STOCK SEK.412413                        | CUSIP: BMD58W908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     12318 | NS      | $221880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis N.V.                                                           | STELLANTIS NV COMMON STOCK EUR.01                        | CUSIP: BMD8KX906<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    157964 | NS      | $1403532.23   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                                               | INFORMA PLC COMMON STOCK GBP.001                         | CUSIP: BMJ6DW904<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |    119065 | NS      | $1367976.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon plc                                                                | HALEON PLC COMMON STOCK GBP.01                           | CUSIP: BMX86B908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    299104 | NS      | $1422970.29   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NIBE Industrier AB                                                        | NIBE INDUSTRIER AB COMMON STOCK SEK.03906                | CUSIP: BN7BZM902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     17877 | NS      | $82646.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK plc                                                                   | GSK PLC COMMON STOCK GBP.3125                            | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     92626 | NS      | $1738136.41   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS S.A.                                                | JERONIMO MARTINS SGPS SA COMMON STOCK EUR1.0             | CUSIP: B1Y1SQ901<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |      9039 | NS      | $221395.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone                                                                    | DANONE SA COMMON STOCK EUR.25                            | CUSIP: B1Y9TB906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     65697 | NS      | $5404907.78   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                                              | 3I GROUP PLC COMMON STOCK GBP.738636                     | CUSIP: B1YW44908<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     54026 | NS      | $2967770.16   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Air Liquide SA                                                          | AIR LIQUIDE SA COMMON STOCK EUR5.5                       | CUSIP: B1YXBJ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7819 | NS      | $1546427.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MatsukiyoCocokara and Co.                                                 | MATSUKIYOCOCOKARA and CO COMMON STOCK                    | CUSIP: B249GC909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11400 | NS      | $235052.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group plc                                               | RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1           | CUSIP: B24CGK904<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     30113 | NS      | $2260294.15   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank S.A.                                                            | CAIXABANK SA COMMON STOCK EUR1.0                         | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    114823 | NS      | $1084220.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola S.A.                                                            | IBERDROLA SA COMMON STOCK EUR.75                         | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     88216 | NS      | $1550357.53   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Limited                                                   | MACQUARIE GROUP LTD COMMON STOCK                         | CUSIP: B28YTC906<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      8768 | NS      | $1227170.11   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Zozo Inc.                                                                 | ZOZO INC COMMON STOCK                                    | CUSIP: B292RC907<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |     32500 | NS      | $322851.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Limited                                                  | WOOLWORTHS GROUP LTD COMMON STOCK                        | CUSIP: 698123908<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     39341 | NS      | $798138.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                                    | YAKULT HONSHA CO LTD COMMON STOCK                        | CUSIP: 698511003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9000 | NS      | $145440.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Yamaha Motor Co. Ltd.                                                     | YAMAHA MOTOR CO LTD COMMON STOCK                         | CUSIP: 698526001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    152600 | NS      | $1108794.98   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc.                                                      | ASTELLAS PHARMA INC COMMON STOCK                         | CUSIP: 698538006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31000 | NS      | $325150.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| YASKAWA Electric Corporation                                              | YASKAWA ELECTRIC CORP COMMON STOCK                       | CUSIP: 698604006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12600 | NS      | $266408.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Deutsche Boerse Aktiengesellschaft                                        | DEUTSCHE BOERSE AG COMMON STOCK                          | CUSIP: 702196908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6279 | NS      | $1826122.17   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA                                                                       | AXA SA COMMON STOCK EUR2.29                              | CUSIP: 708842901<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     60275 | NS      | $2944396.63   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                               | NOVARTIS AG COMMON STOCK CHF.49                          | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     91295 | NS      | $10589343.08  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                                   | ABB LTD COMMON STOCK CHF.12                              | CUSIP: 710889908<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     21944 | NS      | $1446269.17   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK CHF1.0                     | CUSIP: 710891904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1064 | NS      | $357440.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK                            | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     15807 | NS      | $5004592.94   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                  | ENEL SPA COMMON STOCK EUR1.0                             | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    204053 | NS      | $1806032.98   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                                   | ENI SPA COMMON STOCK                                     | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    143358 | NS      | $2446438.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica                                                          | ESSILORLUXOTTICA SA COMMON STOCK EUR.18                  | CUSIP: 721247906<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      7098 | NS      | $2117118.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                               | SNAM SPA COMMON STOCK                                    | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     83164 | NS      | $482970.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                        | CREDIT AGRICOLE SA COMMON STOCK EUR3.0                   | CUSIP: 726261902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    122283 | NS      | $2260337.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                                               | BNP PARIBAS SA COMMON STOCK EUR2.0                       | CUSIP: 730968906<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     75631 | NS      | $6930269.29   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                             | ALFA LAVAL AB COMMON STOCK SEK2.84                       | CUSIP: 733268908<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |      5782 | NS      | $252671.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AB Sagax                                                                  | SAGAX AB COMMON STOCK SEK1.75                            | CUSIP: B9M3PK909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     14681 | NS      | $312278.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                                | VONOVIA SE COMMON STOCK                                  | CUSIP: BBJPFY900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     61052 | NS      | $1906245.99   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                           | KONINKLIJKE AHOLD DELHAIZE NV COMMON STOCK EUR.01        | CUSIP: BD0Q39902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     66503 | NS      | $2633613.37   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                        | COCA-COLA EUROPACIFIC PARTNERS COMMON STOCK EUR.01       | CUSIP: BD4D94902<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      7047 | NS      | $696064.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Holmen AB                                                                 | HOLMEN AB COMMON STOCK SEK25.0                           | CUSIP: BDQQ1Q908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      7060 | NS      | $263308.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                                                         | NATIONAL GRID PLC COMMON STOCK GBP.1243129               | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    153001 | NS      | $2146223.03   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group Public Limited Company                                          | AIB GROUP PLC COMMON STOCK EUR.625                       | CUSIP: BF0L35906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     98669 | NS      | $784874.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                            | SOFTBANK CORP COMMON STOCK                               | CUSIP: BF5M0K909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    636200 | NS      | $924105.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Holdings Co. Ltd.                                                      | SG HOLDINGS CO LTD COMMON STOCK                          | CUSIP: BFFY88901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21200 | NS      | $236870.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Nordea Bank Abp                                                           | NORDEA BANK ABP COMMON STOCK EUR1.0                      | CUSIP: BFM0SV904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |    149090 | NS      | $2184203.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                                         | INTERCONTINENTAL HOTELS GROUP COMMON STOCK GBP.2085213   | CUSIP: BHJYC0905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6517 | NS      | $755831.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr. Ing. h.c. F. Porsche Aktiengesellschaft                               | DR ING HC F PORSCHE AG PREFERENCE                        | CUSIP: BJN59B909<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |      1624 | NS      | $82974.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                                              | EVOLUTION AB COMMON STOCK SEK.003                        | CUSIP: BJXSCH901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      4124 | NS      | $368632.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Budweiser Brewing Company APAC Limited                                    | BUDWEISER BREWING CO APAC LTD COMMON STOCK USD.00001     | CUSIP: BKDXJH902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     10500 | NS      | $11048.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Auckland International Airport Limited                                    | AUCKLAND INTERNATIONAL AIRPORT COMMON STOCK              | CUSIP: BKX3XG902<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     30123 | NS      | $133906.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                                  | LIFCO AB COMMON STOCK SEK.04                             | CUSIP: BL6K7K902<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |      6380 | NS      | $228534.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                            | ATLAS COPCO AB COMMON STOCK SEK.16                       | CUSIP: BLDBN4902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     86266 | NS      | $1320533.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Oyj                                                                 | METSO OYJ COMMON STOCK                                   | CUSIP: B1FN8X901<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     58228 | NS      | $737425.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                         | SUMITOMO ELECTRIC INDUSTRIES L COMMON STOCK              | CUSIP: 685870008<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     59000 | NS      | $1473284.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                                            | SUMITOMO METAL MINING CO LTD COMMON STOCK                | CUSIP: 685884009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29900 | NS      | $666563.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co. Ltd.                                                | SUMITOMO FORESTRY CO LTD COMMON STOCK                    | CUSIP: 685886004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     44100 | NS      | $452003.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty and Development Co. Ltd.                                  | SUMITOMO REALTY and DEVELOPMENT COMMON STOCK             | CUSIP: 685890006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21700 | NS      | $799105.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                      | SCHINDLER HOLDING AG COMMON STOCK CHF.1                  | CUSIP: B11WWH904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1179 | NS      | $415963.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand                                                                   | LEGRAND SA COMMON STOCK EUR4.0                           | CUSIP: B11ZRK906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     18106 | NS      | $2692982.19   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International AG                                           | KUEHNE + NAGEL INTERNATIONAL A COMMON STOCK CHF1.0       | CUSIP: B142S6906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4865 | NS      | $996005.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Bussan Co.Ltd.                                                       | KOBE BUSSAN CO LTD COMMON STOCK                          | CUSIP: B14RJB900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $270108.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                          | TOTALENERGIES SE COMMON STOCK EUR2.5                     | CUSIP: B15C55900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    133551 | NS      | $7951556.95   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Limited                                              | WILMAR INTERNATIONAL LTD COMMON STOCK                    | CUSIP: B17KC6900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    105600 | NS      | $240120.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                                             | JH COLLATERAL                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    497642 | NS      | $4977366.81   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Volvo                                                        | VOLVO AB COMMON STOCK SEK1.26                            | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     45520 | NS      | $1311525.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                                 | WOODSIDE ENERGY GROUP LTD COMMON STOCK                   | CUSIP: 980228100<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     90585 | NS      | $1550812.41   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Warehouses De Pauw NV/SA                                                  | WAREHOUSES DE PAUW CVA REIT                              | CUSIP: ACI1HPHT8<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      4305 | NS      | $101107.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                                         | SIEMENS ENERGY AG COMMON STOCK                           | CUSIP: ACI1RCRC2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     24961 | NS      | $2914048.89   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                                | HEXAGON AB COMMON STOCK EUR.22                           | CUSIP: ACI1XML96<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |     42424 | NS      | $469238.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                              | DNB BANK ASA COMMON STOCK NOK12.5                        | CUSIP: ACI1YWP65<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     20427 | NS      | $520525.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                      | SCHINDLER HOLDING AG COMMON STOCK CHF.1                  | CUSIP: B11TCY906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1929 | NS      | $701238.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corporation                                                           | TDK CORP COMMON STOCK                                    | CUSIP: 686930009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     83000 | NS      | $1024160.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corporation                                                        | TAISEI CORP COMMON STOCK                                 | CUSIP: 687010009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18161 | NS      | $1094040.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                     | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: 687044008<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     47347 | NS      | $1321355.53   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corporation                                                     | ADVANTEST CORP COMMON STOCK                              | CUSIP: 687049007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25600 | NS      | $1760590.05   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                               | EQUINOR ASA COMMON STOCK NOK2.5                          | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     32826 | NS      | $853700.19    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                                | SKANSKA AB COMMON STOCK                                  | CUSIP: 714209905<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     39611 | NS      | $925763.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                  | LLOYDS BANKING GROUP PLC COMMON STOCK GBP.1              | CUSIP: 087061008<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   2106538 | NS      | $2168820.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Nephew plc                                                      | SMITH and NEPHEW PLC COMMON STOCK USD.2                  | CUSIP: 092232909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     29987 | NS      | $461318.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                               | ONO PHARMACEUTICAL CO LTD COMMON STOCK                   | CUSIP: 666010004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8465 | NS      | $95086.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Orix Corporation                                                          | ORIX CORP COMMON STOCK                                   | CUSIP: 666114004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35100 | NS      | $792983.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co. Ltd.                                                        | OSAKA GAS CO LTD COMMON STOCK                            | CUSIP: 666176003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46800 | NS      | $1184810.13   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Century Corporation                                                 | TOKYO CENTURY CORP COMMON STOCK                          | CUSIP: 667979900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23300 | NS      | $268849.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Limited                                                    | QANTAS AIRWAYS LTD COMMON STOCK                          | CUSIP: 671034908<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     45355 | NS      | $317423.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Limited                                               | QBE INSURANCE GROUP LTD COMMON STOCK                     | CUSIP: 671574002<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    130218 | NS      | $1945107.67   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                                               | NORTHERN STAR RESOURCES LTD COMMON STOCK                 | CUSIP: 671745909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    140755 | NS      | $1411032.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Reece Limited                                                             | REECE LTD COMMON STOCK                                   | CUSIP: 672880002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23230 | NS      | $203410.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ricoh Company Ltd.                                                        | RICOH CO LTD COMMON STOCK                                | CUSIP: 673822003<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     42100 | NS      | $372198.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange GroupInc.                                                  | JAPAN EXCHANGE GROUP INC COMMON STOCK                    | CUSIP: 674388905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     72300 | NS      | $711013.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TandD Holdings Inc.                                                       | TandD HOLDINGS INC COMMON STOCK                          | CUSIP: 674429907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43200 | NS      | $1066974.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Smc Corporation                                                           | SMC CORP COMMON STOCK                                    | CUSIP: 676396005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       745 | NS      | $260882.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                      | SOFTBANK GROUP CORP COMMON STOCK                         | CUSIP: 677062903<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     45236 | NS      | $3549866.51   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio CompanyLtd.                                                        | SANRIO CO LTD COMMON STOCK                               | CUSIP: 677634008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $305991.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Limited                                                            | SANTOS LTD COMMON STOCK                                  | CUSIP: 677670002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    492404 | NS      | $2495059.73   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co. Ltd.                                                            | SECOM CO LTD COMMON STOCK                                | CUSIP: 679159004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12922 | NS      | $465035.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                 | SEKISUI CHEMICAL CO LTD COMMON STOCK                     | CUSIP: 679382002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43300 | NS      | $757415.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd.                                                        | SEKISUI HOUSE LTD COMMON STOCK                           | CUSIP: 679390005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     44100 | NS      | $933896.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Shimadzu Corporation                                                      | SHIMADZU CORP COMMON STOCK                               | CUSIP: 680436003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12800 | NS      | $285776.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                               | SHIN-ETSU CHEMICAL CO LTD COMMON STOCK                   | CUSIP: 680458007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43090 | NS      | $1258384.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi and Co. Ltd.                                                     | SHIONOGI and CO LTD COMMON STOCK                         | CUSIP: 680468006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40513 | NS      | $685378.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc.                                                              | SHIMANO INC COMMON STOCK                                 | CUSIP: 680482007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2186 | NS      | $240758.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Company Limited                                                  | SHISEIDO CO LTD COMMON STOCK                             | CUSIP: 680526001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5577 | NS      | $90995.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Limited                                                          | VICINITY LTD REIT                                        | CUSIP: BY7QXS904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    122107 | NS      | $194187.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM S.p.A.                                                          | BANCO BPM SPA COMMON STOCK                               | CUSIP: BYMD5K904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    103192 | NS      | $1322813.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                                          | UNICREDIT SPA COMMON STOCK                               | CUSIP: BYMXPS901<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     60910 | NS      | $4505649.84   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                                                | ORSTED AS COMMON STOCK DKK10.0                           | CUSIP: BYT16L900<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     10658 | NS      | $503978.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | JAPAN POST HOLDINGS CO LTD COMMON STOCK                  | CUSIP: BYT814908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45200 | NS      | $421229.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co.Ltd.                                              | JAPAN POST INSURANCE CO LTD COMMON STOCK                 | CUSIP: BYT815905<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     13500 | NS      | $347692.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Bank Co.Ltd.                                                   | JAPAN POST BANK CO LTD COMMON STOCK                      | CUSIP: BYT816903<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     29200 | NS      | $328874.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                | GENMAB A/S COMMON STOCK DKK1.0                           | CUSIP: 459573903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      2214 | NS      | $488143.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                          | DEUTSCHE POST AG COMMON STOCK                            | CUSIP: 461785909<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     98082 | NS      | $4428646.36   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Telekom Austria AG                                                        | TELEKOM AUSTRIA AG COMMON STOCK                          | CUSIP: 463508903<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      2578 | NS      | $27441.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Limited                                              | ISRAEL DISCOUNT BANK LTD COMMON STOCK ILS.1              | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     39192 | NS      | $376717.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt and Spruengli AG                                  | CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF100.0   | CUSIP: 596230904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |         6 | NS      | $879256.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                                                          | SOCIETE GENERALE SA COMMON STOCK EUR1.25                 | CUSIP: 596651901<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     26578 | NS      | $1702294.46   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Company AB                                                          | TELIA CO AB COMMON STOCK SEK3.2                          | CUSIP: 597838903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    113347 | NS      | $401948.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Givaudan SA                                                               | GIVAUDAN SA COMMON STOCK CHF10.0                         | CUSIP: 598061901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       381 | NS      | $1600382.98   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group Ltd                                                | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1             | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4260 | NS      | $2919913.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips N.V.                                                  | KONINKLIJKE PHILIPS NV COMMON STOCK EUR.2                | CUSIP: 598662906<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     57020 | NS      | $1507557.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corporation                                                         | AISIN CORP COMMON STOCK                                  | CUSIP: 601070006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52700 | NS      | $735023.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co. Inc.                                                        | AJINOMOTO CO INC COMMON STOCK                            | CUSIP: 601090004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27300 | NS      | $726512.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                                                          | ANA HOLDINGS INC COMMON STOCK                            | CUSIP: 601490006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23400 | NS      | $436607.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co.Ltd.                                                   | ZENSHO HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 604260901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $308161.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                    | SINGAPORE TECHNOLOGIES ENGINEE COMMON STOCK              | CUSIP: 604321901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    106300 | NS      | $718580.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd.                                                 | ASAHI GROUP HOLDINGS LTD COMMON STOCK                    | CUSIP: 605440007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32900 | NS      | $419516.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corporation                                                   | ASAHI KASEI CORP COMMON STOCK                            | CUSIP: 605460005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    154200 | NS      | $1081485.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc.                                                                  | AGC INC COMMON STOCK                                     | CUSIP: 605520006<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     22500 | NS      | $679657.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS Corporation                                                         | ASICS CORP COMMON STOCK                                  | CUSIP: 605737006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49700 | NS      | $1178308.91   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kddi Corporation                                                          | KDDI CORP COMMON STOCK                                   | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     89300 | NS      | $1474834.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co. Ltd.                                                          | DAIFUKU CO LTD COMMON STOCK                              | CUSIP: 625002001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22700 | NS      | $584638.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co. Ltd.                                         | DAITO TRUST CONSTRUCTION CO LT COMMON STOCK              | CUSIP: 625050000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4486 | NS      | $462624.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                                                    | DAIKIN INDUSTRIES LTD COMMON STOCK                       | CUSIP: 625072004<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      5947 | NS      | $735990.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                              | DAI NIPPON PRINTING CO LTD COMMON STOCK                  | CUSIP: 625090006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42348 | NS      | $655782.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Screen Holdings Co. Ltd.                                                  | SCREEN HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 625102009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $262693.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Daiwa House Industry Co. Ltd.                                             | DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK                 | CUSIP: 625136007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32400 | NS      | $1077308.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc.                                               | DAIWA SECURITIES GROUP INC COMMON STOCK                  | CUSIP: 625144001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    108300 | NS      | $760643.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Limited                                                | ARISTOCRAT LEISURE LTD COMMON STOCK                      | CUSIP: 625398904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19250 | NS      | $868083.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corporation                                                        | OTSUKA CORP COMMON STOCK                                 | CUSIP: 626705909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17500 | NS      | $333441.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                  | HONG KONG EXCHANGES and CLEARING COMMON STOCK            | CUSIP: 626735906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     21700 | NS      | $1180369.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd.                                            | NOMURA RESEARCH INSTITUTE LTD COMMON STOCK               | CUSIP: 639092907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13500 | NS      | $539928.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc.                                                 | NIPPON BUILDING FUND INC REIT                            | CUSIP: 639680909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       218 | NS      | $200914.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Real Estate Investment Corporation                                  | JAPAN REAL ESTATE INVESTMENT C REIT                      | CUSIP: 639758903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       201 | NS      | $164144.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Limited                                                    | HANG SENG BANK LTD COMMON STOCK                          | CUSIP: 640837001<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |     23889 | NS      | $348748.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hankyu Hanshin Holdings Inc.                                              | HANKYU HANSHIN HOLDINGS INC COMMON STOCK                 | CUSIP: 640866000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22800 | NS      | $596304.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| James Hardie Industries plc                                               | JAMES HARDIE INDUSTRIES PLC CDI EUR.59                   | CUSIP: 641297908<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     24960 | NS      | $663872.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc.                                                         | DENTSU GROUP INC COMMON STOCK                            | CUSIP: 641628904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20300 | NS      | $403113.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin Inc.                                                       | HIKARI TSUSHIN INC COMMON STOCK                          | CUSIP: 641632906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1041 | NS      | $281667.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand  Integrated  Commercial  Trust                                 | CAPITALAND INTEGRATED COMMERCI REIT                      | CUSIP: 642012900<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |    188840 | NS      | $320228.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Company Limited                                | HENDERSON LAND DEVELOPMENT CO COMMON STOCK               | CUSIP: 642053003<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    109398 | NS      | $383241.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Resona Holdings Inc.                                                      | RESONA HOLDINGS INC COMMON STOCK                         | CUSIP: 642155907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     75700 | NS      | $698676.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                                  | VINCI SA COMMON STOCK EUR2.5                             | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     82651 | NS      | $11503139.04  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                                               | AGEAS SA/NV COMMON STOCK                                 | CUSIP: B86S2N903<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     19589 | NS      | $1339629.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co. Ltd.                                                   | JAPAN AIRLINES CO LTD COMMON STOCK                       | CUSIP: B8BRV4909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20300 | NS      | $405878.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sage Group PLC.                                                       | SAGE GROUP PLC/THE COMMON STOCK GBP.01051948             | CUSIP: B8C3BL905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     72477 | NS      | $1170131.73   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx Aktiengesellschaft                                                 | TALANX AG COMMON STOCK                                   | CUSIP: B8F0TD907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7024 | NS      | $937384.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                   | WPP PLC COMMON STOCK GBP.1                               | CUSIP: B8KF9B904<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |    131037 | NS      | $710972.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xero Limited                                                              | XERO LTD COMMON STOCK                                    | CUSIP: B8P4LP909<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      9910 | NS      | $1154816.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                                  | TELE2 AB COMMON STOCK SEK1.25                            | CUSIP: B97C73904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     58151 | NS      | $901478.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                                          | COCA-COLA HBC AG COMMON STOCK CHF6.7                     | CUSIP: B9895B904<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     14111 | NS      | $736867.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fonterra Co-operative Group Limited                                       | FONTERRA CO-OPERATIVE GROUP LT UNIT                      | CUSIP: B99BGG905<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |       532 | NS      | $2195.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                                                 | BANK OF IRELAND GROUP PLC COMMON STOCK EUR1.0            | CUSIP: BD1RP6901<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     67612 | NS      | $913533.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                                   | SIEMENS HEALTHINEERS AG COMMON STOCK                     | CUSIP: BD594Y909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6030 | NS      | $326447.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                                         | COMPASS GROUP PLC COMMON STOCK GBP.1105                  | CUSIP: BD6K45906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     37650 | NS      | $1327812.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group Limited                                                     | SCENTRE GROUP REIT                                       | CUSIP: BLZH0Z901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    159587 | NS      | $385312.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes                                                         | DASSAULT SYSTEMES SE COMMON STOCK EUR.1                  | CUSIP: BM8H5Y907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     24234 | NS      | $801322.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group plc                                                         | NATWEST GROUP PLC COMMON STOCK GBP1.0769                 | CUSIP: BM8PJY904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    260690 | NS      | $1818066.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Telecom Limited                                                       | TPG TELECOM LTD COMMON STOCK                             | CUSIP: BMB225902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     32022 | NS      | $114220.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co. Ltd.                                                             | OBIC CO LTD COMMON STOCK                                 | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15600 | NS      | $561825.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation Japan                                                  | ORACLE CORP JAPAN COMMON STOCK                           | CUSIP: 614168904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $283418.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Limited                                                         | BHP GROUP LTD COMMON STOCK                               | CUSIP: 614469005<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    118525 | NS      | $2995258.21   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                                              | MIRVAC GROUP REIT                                        | CUSIP: 616197901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    119343 | NS      | $172887.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc.                                                                | CANON INC COMMON STOCK                                   | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12200 | NS      | $348583.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co. Ltd.                                                           | CAPCOM CO LTD COMMON STOCK                               | CUSIP: 617369004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24800 | NS      | $638724.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                                    | DBS GROUP HOLDINGS LTD COMMON STOCK                      | CUSIP: 617520903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     71213 | NS      | $2629833.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Limited                                                     | COMPUTERSHARE LTD COMMON STOCK                           | CUSIP: 618041909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     44200 | NS      | $1199511.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sigma Healthcare Limited                                                  | SIGMA HEALTHCARE LTD COMMON STOCK                        | CUSIP: 618206908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     41415 | NS      | $77061.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Japan Railway Company                                             | CENTRAL JAPAN RAILWAY CO COMMON STOCK                    | CUSIP: 618355903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24020 | NS      | $560378.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Limited                                                               | CSL LTD COMMON STOCK                                     | CUSIP: 618549901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8127 | NS      | $1417502.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chiba Bank Ltd.                                                       | CHIBA BANK LTD/THE COMMON STOCK                          | CUSIP: 619056005<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |     59100 | NS      | $558032.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Company Incorporated                                 | CHUBU ELECTRIC POWER CO INC COMMON STOCK                 | CUSIP: 619560006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53900 | NS      | $660968.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                            | CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: 619640006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14600 | NS      | $714017.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sbi Holdings Inc.                                                         | SBI HOLDINGS INC COMMON STOCK                            | CUSIP: 630946903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25300 | NS      | $951849.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                   | FAST RETAILING CO LTD COMMON STOCK                       | CUSIP: 633243902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4457 | NS      | $1373571.61   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Ufj Financial GroupInc.                                        | MITSUBISHI UFJ FINANCIAL GROUP COMMON STOCK              | CUSIP: 633517909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    270270 | NS      | $3790191.27   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher and Paykel Healthcare Corporation Limited                          | FISHER and PAYKEL HEALTHCARE COR COMMON STOCK            | CUSIP: 634025001<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     12890 | NS      | $280033.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co. Ltd.                                                    | FUJI ELECTRIC CO LTD COMMON STOCK                        | CUSIP: 635636004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14093 | NS      | $709542.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corporation                                                        | SUBARU CORP COMMON STOCK                                 | CUSIP: 635640006<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     78800 | NS      | $1455361.31   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corporation                                             | FUJIFILM HOLDINGS CORP COMMON STOCK                      | CUSIP: 635652001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32700 | NS      | $685745.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd.                                                             | FUJIKURA LTD COMMON STOCK                                | CUSIP: 635670003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16500 | NS      | $1137496.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanuc Corporation                                                         | FANUC CORP COMMON STOCK                                  | CUSIP: 635693005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11150 | NS      | $316433.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Limited                                                           | FUJITSU LTD COMMON STOCK                                 | CUSIP: 635694003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37300 | NS      | $819140.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The GPT Group                                                             | GPT GROUP/THE REIT                                       | CUSIP: 636586000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     58608 | NS      | $192447.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Limited                                        | GALAXY ENTERTAINMENT GROUP LTD COMMON STOCK              | CUSIP: 646587006<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     25641 | NS      | $125428.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corporation                                                           | IHI CORP COMMON STOCK                                    | CUSIP: 646698001<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      4400 | NS      | $496587.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corporation                                                        | KUBOTA CORP COMMON STOCK                                 | CUSIP: 649750007<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     25600 | NS      | $287392.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corporation                                                       | KYOCERA CORP COMMON STOCK                                | CUSIP: 649926003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37100 | NS      | $444228.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                                      | KYOWA KIRIN CO LTD COMMON STOCK                          | CUSIP: 649955002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $127697.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corporation                                                      | LASERTEC CORP COMMON STOCK                               | CUSIP: 650626906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $257815.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc.                                                | TOKIO MARINE HOLDINGS INC COMMON STOCK                   | CUSIP: 651312902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53700 | NS      | $2185180.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Limited                                                   | BLUESCOPE STEEL LTD COMMON STOCK                         | CUSIP: 653323907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     51626 | NS      | $790100.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong (Holdings) Limited                                          | BOC HONG KONG HOLDINGS LTD COMMON STOCK                  | CUSIP: 653611905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    107295 | NS      | $482485.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings Inc.                                                         | JFE HOLDINGS INC COMMON STOCK                            | CUSIP: 654379908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65400 | NS      | $760273.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Swisscom AG                                                               | SWISSCOM AG COMMON STOCK CHF1.0                          | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      2925 | NS      | $2036928.14   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                              | SECURITAS AB COMMON STOCK SEK1.0                         | CUSIP: 555404904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     16420 | NS      | $244790.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortum Oyj                                                                | FORTUM OYJ COMMON STOCK EUR3.4                           | CUSIP: 557955903<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      5900 | NS      | $108653.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U C B SA                                                                  | UCB SA COMMON STOCK                                      | CUSIP: 559699905<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      1380 | NS      | $300811.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                                   | NATURGY ENERGY GROUP SA COMMON STOCK EUR1.0              | CUSIP: 565042900<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     15109 | NS      | $475211.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Wolters Kluwer N.V.                                                       | WOLTERS KLUWER NV COMMON STOCK EUR.12                    | CUSIP: 567151907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     22737 | NS      | $3557429.96   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                                    | SANOFI SA COMMON STOCK EUR2.0                            | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     25413 | NS      | $2293175.19   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| H and M Hennes and Mauritz AB                                             | H and M HENNES and MAURITZ AB COMMON STOCK               | CUSIP: 568743900<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     21837 | NS      | $296125.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kesko Oyj                                                                 | KESKO OYJ COMMON STOCK                                   | CUSIP: 569805906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      9476 | NS      | $206936.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Corporation                                                         | ELISA OYJ COMMON STOCK                                   | CUSIP: 570151902<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     11185 | NS      | $578128.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler S.p.A.                                                            | MONCLER SPA COMMON STOCK                                 | CUSIP: ACI07BQ96<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     16470 | NS      | $884853.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group Public Limited Company                                     | VODAFONE GROUP PLC COMMON STOCK USD.2095238              | CUSIP: ACI07KLY6<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1563978 | NS      | $1697559.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                                             | INDUSTRIA DE DISENO TEXTIL SA COMMON STOCK EUR.03        | CUSIP: ACI08XL68<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     37873 | NS      | $1816695.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                              | UBS GROUP AG COMMON STOCK USD.1                          | CUSIP: ACI09N1W4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     93288 | NS      | $3496935.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment Public Limited Company                              | FLUTTER ENTERTAINMENT PLC COMMON STOCK EUR.09            | CUSIP: ACI0CDFS6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2562 | NS      | $783187.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSA ABLOY AB                                                             | ASSA ABLOY AB COMMON STOCK SEK1.0                        | CUSIP: ACI0CQYQ0<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     15066 | NS      | $499843.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vend Marketplaces ASA                                                     | VEND MARKETPLACES ASA COMMON STOCK NOK.5                 | CUSIP: ACI0CS7P8<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      1435 | NS      | $54313.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                                        | POSTE ITALIANE SPA COMMON STOCK EUR1.0                   | CUSIP: ACI0HG9S1<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     24008 | NS      | $521126.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari N V                                                               | FERRARI NV COMMON STOCK EUR.01                           | CUSIP: ACI0JKHV4<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |      3783 | NS      | $1668284.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group Ltd.                                            | CONCORDIA FINANCIAL GROUP LTD COMMON STOCK               | CUSIP: ACI0L13V8<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     84100 | NS      | $564969.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                | ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK                  | CUSIP: ACI0PX3F9<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     42230 | NS      | $2484384.91   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal                                                                   | L'OREAL SA COMMON STOCK EUR.2                            | CUSIP: 405780909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5350 | NS      | $2384122.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                                          | LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3        | CUSIP: 406141903<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      6748 | NS      | $3648158.30   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Meiji Holdings Co.Ltd.                                                    | MEIJI HOLDINGS CO LTD COMMON STOCK                       | CUSIP: B60DQV902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24800 | NS      | $504585.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Wine Estates Limited                                             | TREASURY WINE ESTATES LTD COMMON STOCK                   | CUSIP: B61JC6908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     65642 | NS      | $319935.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneos Holdings Inc.                                                       | ENEOS HOLDINGS INC COMMON STOCK                          | CUSIP: B627LW906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    313200 | NS      | $1651586.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc.                                                       | SOMPO HOLDINGS INC COMMON STOCK                          | CUSIP: B62G7K908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45800 | NS      | $1360959.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VERBUND AG                                                                | VERBUND AG COMMON STOCK                                  | CUSIP: 466160009<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      1025 | NS      | $76666.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard                                                             | PERNOD RICARD SA COMMON STOCK EUR1.55                    | CUSIP: 468232004<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     14362 | NS      | $1485339.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Telenor ASA                                                               | TELENOR ASA COMMON STOCK NOK6.0                          | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     18996 | NS      | $292872.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                                | MERCK KGAA COMMON STOCK                                  | CUSIP: 474184900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1712 | NS      | $216129.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE Aktiengesellschaft                                                    | RWE AG COMMON STOCK                                      | CUSIP: 476896907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     28863 | NS      | $1186291.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vend Marketplaces ASA                                                     | VEND MARKETPLACES ASA COMMON STOCK NOK.5                 | CUSIP: 479053902<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      1244 | NS      | $49646.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                          | SKANDINAVISKA ENSKILDA BANKEN COMMON STOCK SEK10.0       | CUSIP: 481274009<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |       439 | NS      | $7808.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                          | SKANDINAVISKA ENSKILDA BANKEN COMMON STOCK SEK10.0       | CUSIP: 481334902<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     41819 | NS      | $734418.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                     | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                | CUSIP: 483410007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8033 | NS      | $2098568.91   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                    | SAP SE COMMON STOCK                                      | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     13565 | NS      | $3893875.06   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                               | SWEDBANK AB COMMON STOCK                                 | CUSIP: 484652904<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     31219 | NS      | $835189.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                   | BASF SE COMMON STOCK                                     | CUSIP: ACI0054Q2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     95683 | NS      | $4726622.32   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| D'Ieteren Group                                                           | D'IETEREN GROUP COMMON STOCK                             | CUSIP: ACI00DRF4<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       658 | NS      | $130891.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal                                                             | ARCELORMITTAL SA COMMON STOCK                            | CUSIP: ACI0V4RB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     52936 | NS      | $1667378.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity Aktiebolag                                                         | ESSITY AB COMMON STOCK SEK3.35                           | CUSIP: ACI0V9407<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     14059 | NS      | $347880.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                                   | SIKA AG COMMON STOCK CHF.01                              | CUSIP: ACI136GD1<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |      7964 | NS      | $1888881.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AAK AB                                                                    | AAK AB COMMON STOCK SEK10.0                              | CUSIP: ACI137WT6<br>LEI: 549300GK4LGIDDWJWL07 | Long             | EC               | CORP              | SE        |      7283 | NS      | $188496.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                  | ALCON AG COMMON STOCK CHF.04                             | CUSIP: ACI198PY5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     39144 | NS      | $3462006.13   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Wise plc                                                                  | WISE PLC COMMON STOCK GBP.01                             | CUSIP: ACI1YXY14<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18462 | NS      | $247981.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                                  | DAIMLER TRUCK HOLDING AG COMMON STOCK                    | CUSIP: ACI223RB9<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     74119 | NS      | $3633392.43   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                              | BARCLAYS PLC COMMON STOCK GBP.25                         | CUSIP: 313486904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    523415 | NS      | $2571851.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                                        | INTERTEK GROUP PLC COMMON STOCK GBP.01                   | CUSIP: 316383900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12602 | NS      | $823836.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT plc                                                                  | NEXT PLC COMMON STOCK GBP.1                              | CUSIP: 320898901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     14044 | NS      | $2287829.15   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                                 | AIRBUS SE COMMON STOCK EUR1.0                            | CUSIP: 401225909<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     16081 | NS      | $3240105.07   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                                 | ADIDAS AG COMMON STOCK                                   | CUSIP: 403197908<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      9292 | NS      | $1787238.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                                  | GENERALI COMMON STOCK                                    | CUSIP: 405671009<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     14498 | NS      | $542945.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                              | KBC GROUP NV COMMON STOCK                                | CUSIP: 449774009<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     23444 | NS      | $2462180.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                                         | HANNOVER RUECK SE COMMON STOCK                           | CUSIP: 451180905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6378 | NS      | $1944703.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group plc                                                           | KERRY GROUP PLC COMMON STOCK EUR.125                     | CUSIP: 451957906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2043 | NS      | $189754.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila Oyj Abp                                                          | WARTSILA OYJ ABP COMMON STOCK                            | CUSIP: 452518905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     38391 | NS      | $1065115.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIOBANCA - Banca di Credito finanziario S.P.A.                          | MEDIOBANCA BANCA DI CREDITO FI COMMON STOCK              | CUSIP: 457481000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |     69638 | NS      | $1541478.39   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co.Ltd.                                                             | HULIC CO LTD COMMON STOCK                                | CUSIP: 680531902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     55600 | NS      | $534036.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Limited                                                | SINGAPORE AIRLINES LTD COMMON STOCK                      | CUSIP: 681173001<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    287800 | NS      | $1508490.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Danske Bank A/S                                                           | DANSKE BANK A/S COMMON STOCK DKK10.0                     | CUSIP: 458882909<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     54998 | NS      | $2197439.97   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna S.p.A.                                                              | TERNA - RETE ELETTRICA NAZIONA COMMON STOCK EUR.22       | CUSIP: B01BN5908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     74229 | NS      | $718071.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group plc                                                         | ADMIRAL GROUP PLC COMMON STOCK GBP.001                   | CUSIP: B02J63904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     26308 | NS      | $1189966.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| M3 Inc.                                                                   | M3 INC COMMON STOCK                                      | CUSIP: B02K2M903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11500 | NS      | $143697.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                                                  | MOWI ASA COMMON STOCK NOK7.5                             | CUSIP: B02L48900<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      5730 | NS      | $107714.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV Aktiengesellschaft                                                    | OMV AG COMMON STOCK                                      | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      6346 | NS      | $324524.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim Ltd                                                                | HOLCIM AG COMMON STOCK CHF2.0                            | CUSIP: 711075903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     43409 | NS      | $3473575.30   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle S.A.                                                               | NESTLE SA COMMON STOCK CHF.1                             | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     58207 | NS      | $5096382.86   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                                              | CARLSBERG AS COMMON STOCK DKK20.0                        | CUSIP: 416921005<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      3368 | NS      | $422766.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Bakeries NV                                                         | LOTUS BAKERIES NV COMMON STOCK                           | CUSIP: 422499004<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |        25 | NS      | $212886.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                  | AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.0            | CUSIP: 425304003<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       260 | NS      | $518217.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                  | AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.0            | CUSIP: 425305000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       157 | NS      | $310154.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Limited                                                  | SONIC HEALTHCARE LTD COMMON STOCK                        | CUSIP: 682112909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     48587 | NS      | $863716.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corporation                                                    | SONY GROUP CORP COMMON STOCK                             | CUSIP: 682150008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    140700 | NS      | $3442356.22   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                                 | STOCKLAND REIT                                           | CUSIP: 685085003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     86996 | NS      | $310868.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corporation                                                          | SCSK CORP COMMON STOCK                                   | CUSIP: 685847006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9000 | NS      | $281909.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                                   | SAAB AB COMMON STOCK                                     | CUSIP: BPXZH2909<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      3916 | NS      | $214140.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | RECRUIT HOLDINGS CO LTD COMMON STOCK                     | CUSIP: BQRRZ0906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29000 | NS      | $1744297.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SGH Limited                                                               | SGH LTD COMMON STOCK                                     | CUSIP: BR858V905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     14434 | NS      | $476376.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo Car AB                                                              | VOLVO CAR AB COMMON STOCK SEK.02                         | CUSIP: BRS7SK901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     21104 | NS      | $40587.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Medibank Private Limited                                                  | MEDIBANK PVT LTD COMMON STOCK                            | CUSIP: BRTNNQ907<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    251910 | NS      | $827180.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners plc                                                  | CVC CAPITAL PARTNERS PLC COMMON STOCK                    | CUSIP: BRX980907<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     12798 | NS      | $247696.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | KONGSBERG GRUPPEN ASA COMMON STOCK NOK1.25               | CUSIP: BSTRB8909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      6856 | NS      | $206310.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valterra Platinum Limited                                                 | VALTERRA PLATINUM LTD COMMON STOCK ZAR.1                 | CUSIP: BV1D8Q907<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      8025 | NS      | $358952.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CAR Group Limited                                                         | CAR GROUP LTD COMMON STOCK                               | CUSIP: BW0BGZ901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     17599 | NS      | $432621.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Limited                                             | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0            | CUSIP: BW9P81905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    148773 | NS      | $974131.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Energy Limited                                                   | MERIDIAN ENERGY LTD COMMON STOCK                         | CUSIP: BWFD05904<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     26020 | NS      | $87557.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd.                                                    | CYBERARK SOFTWARE LTD COMMON STOCK ILS.01                | CUSIP: M2682V108<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       412 | NS      | $169525.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd.                                                              | WIX.COM LTD COMMON STOCK ILS.01                          | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |       728 | NS      | $99029.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corporation                                                      | SUMITOMO CORP COMMON STOCK                               | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     32300 | NS      | $828452.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                                            | VAR ENERGI ASA COMMON STOCK NOK.16                       | CUSIP: ACI23J0L0<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     15984 | NS      | $55373.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Straumann Holding AG                                                      | STRAUMANN HOLDING AG COMMON STOCK CHF.01                 | CUSIP: ACI24VB55<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5619 | NS      | $686001.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                                                      | FASTIGHETS AB BALDER COMMON STOCK SEK1.0                 | CUSIP: ACI25V2C9<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |     48959 | NS      | $332586.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                                          | DSM-FIRMENICH AG COMMON STOCK EUR.01                     | CUSIP: ACI2CHV71<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     13052 | NS      | $1262615.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                                | BOLIDEN AB COMMON STOCK SEK2.11                          | CUSIP: ACI2F68L7<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     24278 | NS      | $748504.09    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                                              | FERROVIAL SE COMMON STOCK EUR.01                         | CUSIP: ACI2GS5R8<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     26467 | NS      | $1360146.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaris S.A.                                                              | TENARIS SA COMMON STOCK USD1.0                           | CUSIP: ACI2JZT93<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     18410 | NS      | $325338.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                 | SAMPO OYJ COMMON STOCK                                   | CUSIP: ACI2K0750<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     49860 | NS      | $537345.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                                                         | GALDERMA GROUP AG COMMON STOCK CHF.01                    | CUSIP: ACI2N9FJ9<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2150 | NS      | $337571.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American plc                                                        | ANGLO AMERICAN PLC COMMON STOCK USD.6239                 | CUSIP: ACI2WVZ09<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     71399 | NS      | $2029556.39   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                     | INTESA SANPAOLO SPA COMMON STOCK                         | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    439106 | NS      | $2661154.06   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP S.A.                                                                  | EDP SA COMMON STOCK EUR1.0                               | CUSIP: 410359905<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |     81727 | NS      | $354144.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena S.M.E. SA                                                            | AENA SME SA COMMON STOCK EUR1.0                          | CUSIP: ACI2XYWJ4<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     46794 | NS      | $1263702.47   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca S.p.A.                                                         | BPER BANCA SPA COMMON STOCK                              | CUSIP: 411609902<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     48878 | NS      | $483126.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales                                                                    | THALES SA COMMON STOCK EUR3.0                            | CUSIP: 416279008<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      9099 | NS      | $2455682.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                                              | CAPGEMINI SE COMMON STOCK EUR8.0                         | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     15751 | NS      | $2359839.47   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                 | KESKO OYJ COMMON STOCK                                   | CUSIP: 449000900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     20832 | NS      | $454929.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group Public Limited Company                                     | KINGSPAN GROUP PLC COMMON STOCK EUR.13                   | CUSIP: 449123900<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5452 | NS      | $453342.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                           | ASTRAZENECA PLC COMMON STOCK USD.25                      | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     32672 | NS      | $4896100.19   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                                              | BT GROUP PLC COMMON STOCK GBP.05                         | CUSIP: 309135903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1260545 | NS      | $3454722.51   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Carnival plc                                                              | CARNIVAL PLC COMMON STOCK USD1.66                        | CUSIP: 312152903<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | US        |      5462 | NS      | $150778.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Limited                                                    | TOKYO ELECTRON LTD COMMON STOCK                          | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     10471 | NS      | $1901541.11   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corporation                                                         | TOKYU CORP COMMON STOCK                                  | CUSIP: 689654002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37900 | NS      | $429631.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toray Industries Inc.                                                     | TORAY INDUSTRIES INC COMMON STOCK                        | CUSIP: 689714004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    150200 | NS      | $1035965.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Industries Corporation                                             | TOYOTA INDUSTRIES CORP COMMON STOCK                      | CUSIP: 690054002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $508272.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corporation                                                 | TOYOTA TSUSHO CORP COMMON STOCK                          | CUSIP: 690058003<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     36500 | NS      | $841831.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corporation                                                  | TOYOTA MOTOR CORP COMMON STOCK                           | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    294540 | NS      | $5277431.87   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corporation                                                      | UNICHARM CORP COMMON STOCK                               | CUSIP: 691148001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34700 | NS      | $241178.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mizrahi Tefahot Ltd.                                                 | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1              | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      8690 | NS      | $539186.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                       | DEUTSCHE TELEKOM AG COMMON STOCK                         | CUSIP: 584235907<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    157822 | NS      | $5686394.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                                  | INFINEON TECHNOLOGIES AG COMMON STOCK                    | CUSIP: 588950907<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     49899 | NS      | $1978070.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                                 | NOKIA OYJ COMMON STOCK                                   | CUSIP: 590294906<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    160584 | NS      | $659461.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | TELEFONAKTIEBOLAGET LM ERICSSO COMMON STOCK SEK5.0       | CUSIP: 595937905<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    146092 | NS      | $1067870.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corporation                                                   | BRIDGESTONE CORP COMMON STOCK                            | CUSIP: 613210004<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     32300 | NS      | $1315866.31   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Limited                                      | SINGAPORE TELECOMMUNICATIONS COMMON STOCK                | CUSIP: B02PY2901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    110700 | NS      | $331071.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                                              | CENTRICA PLC COMMON STOCK GBP.061728                     | CUSIP: B033F2900<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    597839 | NS      | $1302233.27   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                                             | GOODMAN GROUP REIT                                       | CUSIP: B03FYZ909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     28726 | NS      | $650662.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran                                                                    | SAFRAN SA COMMON STOCK EUR.2                             | CUSIP: B058TZ909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     10767 | NS      | $3567614.85   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                                 | NESTE OYJ COMMON STOCK                                   | CUSIP: B06YV4907<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     13482 | NS      | $213485.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                                          | RAIFFEISEN BANK INTERNATIONAL COMMON STOCK               | CUSIP: B0704T905<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |      6701 | NS      | $195115.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                               | SWISS RE AG COMMON STOCK CHF.1                           | CUSIP: ACI00MQT5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     26266 | NS      | $4730499.97   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                                         | ASML HOLDING NV COMMON STOCK EUR.09                      | CUSIP: ACI02GTQ9<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      9792 | NS      | $6871276.15   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                                             | COLOPLAST A/S COMMON STOCK DKK1.0                        | CUSIP: ACI04G724<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     14851 | NS      | $1374432.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank Aktiengesellschaft                                            | COMMERZBANK AG COMMON STOCK                              | CUSIP: ACI05RX61<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     37053 | NS      | $1358784.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury NZ Limited                                                        | MERCURY NZ LTD COMMON STOCK                              | CUSIP: ACI05YT61<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     14090 | NS      | $51530.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage and Food Limited                                         | SUNTORY BEVERAGE and FOOD LTD COMMON STOCK               | CUSIP: ACI0690K5<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      9500 | NS      | $288355.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie Financiere Richemont SA                                         | CIE FINANCIERE RICHEMONT SA COMMON STOCK CHF1.0          | CUSIP: ACI06R7K8<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     11167 | NS      | $1834465.61   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Limited                                                           | SOUTH32 LTD COMMON STOCK                                 | CUSIP: BWSW5D906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    214336 | NS      | $405720.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom S.A.                                                      | CELLNEX TELECOM SA COMMON STOCK EUR.25                   | CUSIP: BX90C0905<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     26807 | NS      | $951140.31    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                  | SVENSKA HANDELSBANKEN AB COMMON STOCK SEK1.55            | CUSIP: BXDZ9Q900<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     48312 | NS      | $592527.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                  | SVENSKA HANDELSBANKEN AB COMMON STOCK SEK1.55            | CUSIP: BXDZ9V909<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      1469 | NS      | $28823.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi HC Capital Inc.                                                | MITSUBISHI HC CAPITAL INC COMMON STOCK                   | CUSIP: 626897003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    138900 | NS      | $1030939.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Holdings Corporation                            | PAN PACIFIC INTERNATIONAL HOLD COMMON STOCK              | CUSIP: 626986905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28400 | NS      | $956573.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corporation                                                         | DISCO CORP COMMON STOCK                                  | CUSIP: 627094006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2994 | NS      | $906187.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Limited                                         | INSURANCE AUSTRALIA GROUP LTD COMMON STOCK               | CUSIP: 627102908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    348302 | NS      | $1966709.44   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corporation Limited                                                   | MTR CORP LTD COMMON STOCK                                | CUSIP: 629005901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     82413 | NS      | $296581.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Limited                                                       | PRO MEDICUS LTD COMMON STOCK                             | CUSIP: 629278904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3523 | NS      | $730137.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Company                                                | EAST JAPAN RAILWAY CO COMMON STOCK                       | CUSIP: 629854902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52100 | NS      | $1114042.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebara Corporation                                                         | EBARA CORP COMMON STOCK                                  | CUSIP: 630270007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18000 | NS      | $334894.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Limited                                                | SINGAPORE EXCHANGE LTD COMMON STOCK                      | CUSIP: 630386902<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     87100 | NS      | $1074189.69   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co. Ltd.                                                            | EISAI CO LTD COMMON STOCK                                | CUSIP: 630720001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2972 | NS      | $84383.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd.                                                        | ELBIT SYSTEMS LTD COMMON STOCK ILS1.0                    | CUSIP: 630891901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       307 | NS      | $141890.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                                            | LONZA GROUP AG COMMON STOCK CHF1.0                       | CUSIP: 733337901<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      4643 | NS      | $3270483.34   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie de Saint-Gobain                                                 | CIE DE SAINT-GOBAIN SA COMMON STOCK EUR4.0               | CUSIP: 738048909<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     38538 | NS      | $4424098.50   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Getinge AB                                                                | GETINGE AB COMMON STOCK SEK.5                            | CUSIP: 769835901<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |     10340 | NS      | $204579.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                                    | YARA INTERNATIONAL ASA COMMON STOCK NOK1.7               | CUSIP: 775125909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      5469 | NS      | $204075.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                             | HEINEKEN NV COMMON STOCK EUR1.6                          | CUSIP: 779255900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      6306 | NS      | $498442.68    | 0.07%             |  |  |  | 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        |   1040645 | NS      | $1040645.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Limited                                                               | SEA LTD ADR USD.0005                                     | CUSIP: 81141R100<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      4384 | NS      | $686753.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica S.A.                                                           | TELEFONICA SA COMMON STOCK EUR1.0                        | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    774160 | NS      | $4008556.47   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Toppan Holdings Inc.                                                      | TOPPAN HOLDINGS INC COMMON STOCK                         | CUSIP: 890747108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23800 | NS      | $647286.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                                                   | TOYO SUISAN KAISHA LTD COMMON STOCK                      | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $96332.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Volvo                                                        | VOLVO AB COMMON STOCK SEK1.26                            | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     14058 | NS      | $404751.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS S.A.                                                    | GALP ENERGIA SGPS SA COMMON STOCK EUR1.0                 | CUSIP: B1FW75903<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |     14681 | NS      | $280864.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Ltd.                                                               | KEPPEL LTD COMMON STOCK                                  | CUSIP: B1VQ5C905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    134400 | NS      | $877456.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                                 | ORKLA ASA COMMON STOCK NOK1.25                           | CUSIP: B1VQF4902<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      8613 | NS      | $91205.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                        | SVENSKA CELLULOSA AB SP ADR COMMON STOCK                 | CUSIP: B1VVGZ901<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     37817 | NS      | $476015.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian S.p.A.                                                           | PRYSMIAN SPA COMMON STOCK EUR.1                          | CUSIP: B1W4V6907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     12757 | NS      | $1027619.89   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SalMar ASA                                                                | SALMAR ASA COMMON STOCK NOK.25                           | CUSIP: B1W5NW906<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |       803 | NS      | $32764.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                                   | DSV A/S COMMON STOCK DKK1.0                              | CUSIP: B1WT5G909<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      6137 | NS      | $1378503.57   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Andritz AG                                                                | ANDRITZ AG COMMON STOCK                                  | CUSIP: B1WVF6905<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |      2164 | NS      | $151704.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Limited                                                      | ISUZU MOTORS LTD COMMON STOCK                            | CUSIP: 646710004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     95600 | NS      | $1237124.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corporation                                                        | ITOCHU CORP COMMON STOCK                                 | CUSIP: 646780007<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     18200 | NS      | $959371.41    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc.                                                        | JAPAN TOBACCO INC COMMON STOCK                           | CUSIP: 647453901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36300 | NS      | $1041518.99   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co.Ltd.                                                              | AEON CO LTD COMMON STOCK                                 | CUSIP: 648004000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19900 | NS      | $639069.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corporation                                                        | KAJIMA CORP COMMON STOCK                                 | CUSIP: 648132009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40600 | NS      | $1023261.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kansai Electric Power Company Incorporated                            | KANSAI ELECTRIC POWER CO INC/T COMMON STOCK              | CUSIP: 648348001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    114100 | NS      | $1380997.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corporation                                                           | KAO CORP COMMON STOCK                                    | CUSIP: 648380004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $411781.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries Ltd.                                            | KAWASAKI HEAVY INDUSTRIES LTD COMMON STOCK               | CUSIP: 648462000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |      5100 | NS      | $376836.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                                | KAWASAKI KISEN KAISHA LTD COMMON STOCK                   | CUSIP: 648468007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28600 | NS      | $407159.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Keisei Electric Railway Co. Ltd.                                          | KEISEI ELECTRIC RAILWAY CO LTD COMMON STOCK              | CUSIP: 648742005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19300 | NS      | $163574.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kikkoman Corporation                                                      | KIKKOMAN CORP COMMON STOCK                               | CUSIP: 649080009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15900 | NS      | $139882.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corporation                                           | MITSUBISHI ELECTRIC CORP COMMON STOCK                    | CUSIP: 659704001<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     42600 | NS      | $946006.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                          | MITSUBISHI HEAVY INDUSTRIES LT COMMON STOCK              | CUSIP: 659706006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49800 | NS      | $1201196.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph And Telephone Corporation                                | NIPPON TELEGRAPH and TELEPHONE C COMMON STOCK            | CUSIP: 664137007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1340050 | NS      | $1359683.94   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                                            | NISSIN FOODS HOLDINGS CO LTD COMMON STOCK                | CUSIP: 664176005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7648 | NS      | $145901.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nitto Denko Corporation                                                   | NITTO DENKO CORP COMMON STOCK                            | CUSIP: 664180007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     82970 | NS      | $1731677.27   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MINEBEA MITSUMI Inc.                                                      | MINEBEA MITSUMI INC COMMON STOCK                         | CUSIP: 664240009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     56700 | NS      | $903085.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corporation                                                  | NIPPON STEEL CORP COMMON STOCK                           | CUSIP: 664256005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29600 | NS      | $574219.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | NISSAN MOTOR CO LTD COMMON STOCK                         | CUSIP: 664286002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    133500 | NS      | $285282.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Nomura Holdings Inc.                                                      | NOMURA HOLDINGS INC COMMON STOCK                         | CUSIP: 664310000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     87800 | NS      | $586325.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                             | NIPPON YUSEN KK COMMON STOCK                             | CUSIP: 664396009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33500 | NS      | $1179996.01   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                                  | NITORI HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 664480902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3901 | NS      | $335548.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Sanso Holdings Corporation                                         | NIPPON SANSO HOLDINGS CORP COMMON STOCK                  | CUSIP: 664054004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17300 | NS      | $617762.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidec Corporation                                                         | NIDEC CORP COMMON STOCK                                  | CUSIP: 664068004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11800 | NS      | $228402.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis Sociedad Anonima                                           | EDP RENOVAVEIS SA COMMON STOCK EUR5.0                    | CUSIP: B39GNW904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      1832 | NS      | $21597.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group S.A.                                                     | AMADEUS IT GROUP SA COMMON STOCK EUR.01                  | CUSIP: B3MSM2900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     31100 | NS      | $2506634.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Prada S.p.A.                                                              | PRADA SPA COMMON STOCK EUR.1                             | CUSIP: B4PFFW905<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     38700 | NS      | $211494.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                                 | GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.0            | CUSIP: B4PH0C901<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      2172 | NS      | $57520.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | ROLLS-ROYCE HOLDINGS PLC COMMON STOCK GBP.2              | CUSIP: B63H84900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    131384 | NS      | $1863854.39   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexon Co. Ltd.                                                            | NEXON CO LTD COMMON STOCK                                | CUSIP: B63QM7907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $175108.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                                     | NOVONESIS NOVOZYMES B COMMON STOCK DKK2.0                | CUSIP: B798FW902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     27961 | NS      | $1826084.01   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NMC Health plc                                                            | NMC HEALTH PLC COMMON STOCK GBP.1                        | CUSIP: B7FC07907<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |      5181 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EQT AB                                                                    | EQT AB COMMON STOCK SEK.1                                | CUSIP: BJ7W9K908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      5247 | NS      | $176713.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Prosus N.V.                                                               | PROSUS NV COMMON STOCK EUR.05                            | CUSIP: BJDS7L900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     35030 | NS      | $2014301.38   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE COMMON STOCK                                  | CUSIP: 523148906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     10176 | NS      | $4043817.03   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                                      | HERMES INTERNATIONAL SCA COMMON STOCK                    | CUSIP: 525397907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       807 | NS      | $1986774.73   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                                 | ENDESA SA COMMON STOCK EUR1.2                            | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     12919 | NS      | $374836.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                       | ERSTE GROUP BANK AG COMMON STOCK                         | CUSIP: 528983901<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      8351 | NS      | $769907.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | MUENCHENER RUECKVERSICHERUNGS- COMMON STOCK              | CUSIP: 529412900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6903 | NS      | $4547716.05   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                            | RHEINMETALL AG COMMON STOCK                              | CUSIP: 533458907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1325 | NS      | $2631935.11   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                             | VOLKSWAGEN AG COMMON STOCK                               | CUSIP: 549710903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2206 | NS      | $237590.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                             | VOLKSWAGEN AG PREFERENCE                                 | CUSIP: 549716900<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     10298 | NS      | $1085779.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                      | BANCO BILBAO VIZCAYA ARGENTARI COMMON STOCK EUR.49       | CUSIP: 550190904<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    353325 | NS      | $5920387.41   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering                                                                    | KERING SA COMMON STOCK EUR4.0                            | CUSIP: 550507909<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      4600 | NS      | $1139857.11   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                    | MERCEDES-BENZ GROUP AG COMMON STOCK                      | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     52718 | NS      | $3022952.57   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui and Co. Ltd.                                                       | MITSUI and CO LTD COMMON STOCK                           | CUSIP: 659730006<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     81200 | NS      | $1672613.71   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui O.S.K.Lines Ltd.                                                   | MITSUI OSK LINES LTD COMMON STOCK                        | CUSIP: 659758007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27500 | NS      | $929183.69    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | MITSUI FUDOSAN CO LTD COMMON STOCK                       | CUSIP: 659760003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58600 | NS      | $528975.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | MURATA MANUFACTURING CO LTD COMMON STOCK                 | CUSIP: 661040006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23800 | NS      | $358593.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corporation                                                   | SEIKO EPSON CORP COMMON STOCK                            | CUSIP: 661650903<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     32200 | NS      | $411981.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Limited                                           | NATIONAL AUSTRALIA BANK LTD COMMON STOCK                 | CUSIP: 662460005<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     74663 | NS      | $1870472.42   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corporation                                           | RENESAS ELECTRONICS CORP COMMON STOCK                    | CUSIP: 663567907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35100 | NS      | $435207.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co. Ltd.                                                         | NINTENDO CO LTD COMMON STOCK                             | CUSIP: 663955003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15470 | NS      | $1304457.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corporation                                                         | DENSO CORP COMMON STOCK                                  | CUSIP: 664038007<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     45900 | NS      | $627066.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corporation                                                           | NEC CORP COMMON STOCK                                    | CUSIP: 664040003<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     16115 | NS      | $471044.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                            | NIPPON PAINT HOLDINGS CO LTD COMMON STOCK                | CUSIP: 664050002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $86305.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd.                                                                 | NICE LTD COMMON STOCK ILS1.0                             | CUSIP: 664713906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       715 | NS      | $112373.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co. Ltd.                                                    | ORIENTAL LAND CO LTD/JAPAN COMMON STOCK                  | CUSIP: 664889904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21800 | NS      | $451224.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Obayashi Corporation                                                      | OBAYASHI CORP COMMON STOCK                               | CUSIP: 665640009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58000 | NS      | $858852.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corporation                                                       | OLYMPUS CORP COMMON STOCK                                | CUSIP: 665880001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47300 | NS      | $569347.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OMRON Corporation                                                         | OMRON CORP COMMON STOCK                                  | CUSIP: 665942009<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |      4700 | NS      | $122391.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Hung Kai Properties Limited                                           | SUN HUNG KAI PROPERTIES LTD COMMON STOCK                 | CUSIP: 685992000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     45662 | NS      | $543872.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corporation                                                  | SUZUKI MOTOR CORP COMMON STOCK                           | CUSIP: 686550005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     95400 | NS      | $1056407.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl plc                                                                 | BUNZL PLC COMMON STOCK GBP.3214286                       | CUSIP: B0744B906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     19699 | NS      | $587587.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEEK Limited                                                              | SEEK LTD COMMON STOCK                                    | CUSIP: B0767Y908<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |     11462 | NS      | $178886.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Recordati Industria Chimica E Farmaceutica S.P.A                          | RECORDATI INDUSTRIA CHIMICA E COMMON STOCK EUR.125       | CUSIP: B07DRZ908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      6987 | NS      | $403047.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial plc                                                      | RENTOKIL INITIAL PLC COMMON STOCK GBP.01                 | CUSIP: B082RF905<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    138582 | NS      | $695974.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd                                                   | SEMBCORP INDUSTRIES LTD COMMON STOCK                     | CUSIP: B08X16905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     45000 | NS      | $269164.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE Oyj                                                                  | KONE OYJ COMMON STOCK                                    | CUSIP: B09M9D905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     11623 | NS      | $717569.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie                                                                     | ENGIE SA COMMON STOCK EUR1.0                             | CUSIP: B0C2CQ902<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    132961 | NS      | $2985781.05   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding N.V.                                                     | HEINEKEN HOLDING NV COMMON STOCK EUR1.6                  | CUSIP: B0CCH4904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     10697 | NS      | $727248.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo S.p.A.                                                           | LEONARDO FINMECCANICA S.P.A. COMMON STOCK                | CUSIP: B0DJNG904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      4740 | NS      | $256447.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                               | OVERSEA-CHINESE BANKING CORP L COMMON STOCK              | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    132468 | NS      | $1722538.37   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven and I Holdings Co. Ltd.                                             | SEVEN and I HOLDINGS CO LTD COMMON STOCK                 | CUSIP: B0FS5D909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    122800 | NS      | $1629499.98   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                                  | RELX PLC COMMON STOCK GBP.00144397                       | CUSIP: B2B0DG904<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     55237 | NS      | $2877132.67   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tis Inc.                                                                  | TIS INC COMMON STOCK                                     | CUSIP: B2Q4CR907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14400 | NS      | $462728.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MS and Ad Insurance Group Holdings Inc.                                   | MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK            | CUSIP: B2Q4CS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54000 | NS      | $1163998.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore plc                                                              | GLENCORE PLC COMMON STOCK USD.01                         | CUSIP: B4T3BW902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    379564 | NS      | $1530747.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Limited                                                         | AIA GROUP LTD COMMON STOCK                               | CUSIP: B4TX8S909<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    354324 | NS      | $3313042.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sands China Ltd.                                                          | SANDS CHINA LTD COMMON STOCK USD.01                      | CUSIP: B5B23W909<br>LEI: N/A                  | Long             | EC               | CORP              | MO        |     35200 | NS      | $85376.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co.Ltd.                                                   | OTSUKA HOLDINGS CO LTD COMMON STOCK                      | CUSIP: B5LTM9909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16600 | NS      | $805540.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Azrieli Group Ltd.                                                        | AZRIELI GROUP LTD COMMON STOCK ILS.1                     | CUSIP: B5MN1W903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       752 | NS      | $74366.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro Public Limited Company                                              | SEGRO PLC REIT GBP.1                                     | CUSIP: B5ZN1N909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     39452 | NS      | $337999.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-Ichi Life Holdings Inc.                                               | DAI-ICHI LIFE HOLDINGS INC COMMON STOCK                  | CUSIP: B601QS905<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    151000 | NS      | $1207538.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Antofagasta PLC                                                           | ANTOFAGASTA PLC COMMON STOCK GBP.05                      | CUSIP: 004561908<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |     18578 | NS      | $461464.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                                         | ASHTEAD GROUP PLC COMMON STOCK GBP.1                     | CUSIP: 005367008<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     36432 | NS      | $2448219.91   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO plc                                                                | DIAGEO PLC COMMON STOCK GBP.2893518                      | CUSIP: 023740905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     63607 | NS      | $1559750.19   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                           | BAE SYSTEMS PLC COMMON STOCK GBP.025                     | CUSIP: 026349902<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     36656 | NS      | $875097.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco P.L.C.                                           | BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25         | CUSIP: 028758902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     64889 | NS      | $3469182.62   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma Public Limited Company                                              | HALMA PLC COMMON STOCK GBP.1                             | CUSIP: 040520009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     20368 | NS      | $876543.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                                                              | HITACHI LTD COMMON STOCK                                 | CUSIP: 642910004<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    128000 | NS      | $3994923.42   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Construction Machinery Co. Ltd.                                   | HITACHI CONSTRUCTION MACHINERY COMMON STOCK              | CUSIP: 642940001<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     14900 | NS      | $434639.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc.                                          | SUMITOMO MITSUI TRUST GROUP IN COMMON STOCK              | CUSIP: 643189905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21150 | NS      | $558912.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | HONDA MOTOR CO LTD COMMON STOCK                          | CUSIP: 643514003<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    149562 | NS      | $1559272.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Limited                                             | POWER ASSETS HOLDINGS LTD COMMON STOCK                   | CUSIP: 643532005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    115073 | NS      | $757869.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hong Kong and China Gas Company Limited                               | HONG KONG and CHINA GAS CO LTD COMMON STOCK              | CUSIP: 643655004<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    676065 | NS      | $603721.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corporation                                                          | HOYA CORP COMMON STOCK                                   | CUSIP: 644150005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11200 | NS      | $1427396.26   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                                             | ICL GROUP LTD COMMON STOCK ILS1.0                        | CUSIP: 645553900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     24742 | NS      | $154974.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Infratil Limited                                                          | INFRATIL LTD COMMON STOCK                                | CUSIP: 645928904<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     23252 | NS      | $159642.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corporation                                                       | KEYENCE CORP COMMON STOCK                                | CUSIP: 649099009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2470 | NS      | $905970.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                    | STANDARD CHARTERED PLC COMMON STOCK USD.5                | CUSIP: 040828907<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    233651 | NS      | $4206693.85   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                                    | MELROSE INDUSTRIES PLC COMMON STOCK GBP.001              | CUSIP: BNGDN8902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     67428 | NS      | $457040.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd.                                                              | KOMATSU LTD COMMON STOCK                                 | CUSIP: 649658002<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     52100 | NS      | $1684218.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corporation                                                  | KONAMI GROUP CORP COMMON STOCK                           | CUSIP: 649668001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $995355.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Finecobank Banca Fineco S.P.A.                                            | FINECOBANK BANCA FINECO SPA COMMON STOCK EUR.33          | CUSIP: BNGN9Z906<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     48217 | NS      | $1033096.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| argenx SE                                                                 | ARGENX SE COMMON STOCK EUR.1                             | CUSIP: BNHKYX908<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       547 | NS      | $372135.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITALAND INVESTMENT LIMITED                                             | CAPITALAND INVESTMENT LTD/SING COMMON STOCK              | CUSIP: BNHXFJ902<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    102100 | NS      | $218782.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| The Lottery Corporation Limited                                           | LOTTERY CORP LTD/THE COMMON STOCK                        | CUSIP: BNRQW7903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    170600 | NS      | $595337.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group N.V.                                                | UNIVERSAL MUSIC GROUP NV COMMON STOCK EUR10.0            | CUSIP: BNZGVV904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     34091 | NS      | $990298.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijer Ref AB                                                             | BEIJER REF AB COMMON STOCK SEK.97                        | CUSIP: BP2NJ4904<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |     15537 | NS      | $261714.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Novo Nordisk A/S                                                          | NOVO NORDISK A/S COMMON STOCK DKK.1                      | CUSIP: BP6KMJ909<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     93301 | NS      | $4500588.89   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                                 | SHELL PLC COMMON STOCK EUR.07                            | CUSIP: BP6MXD906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    274571 | NS      | $9850514.13   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                                 | AVIVA PLC COMMON STOCK GBP.3289474                       | CUSIP: BPQY8M906<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    222521 | NS      | $1909952.93   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Syensqo SA                                                                | SYENSQO SA COMMON STOCK                                  | CUSIP: BPSLYH904<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      8598 | NS      | $688465.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                                       | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                   | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     73901 | NS      | $2888920.04   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                         | HSBC HOLDINGS PLC COMMON STOCK USD.5                     | CUSIP: 054052907<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    467607 | NS      | $5710357.60   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal and General Group PLC                                               | LEGAL and GENERAL GROUP PLC COMMON STOCK GBP.025         | CUSIP: 056039902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    474974 | NS      | $1614133.95   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                                              | ASSOCIATED BRITISH FOODS PLC COMMON STOCK GBP.0568       | CUSIP: 067312900<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     27470 | NS      | $799026.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson plc                                                               | PEARSON PLC COMMON STOCK GBP.25                          | CUSIP: 067760009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     34940 | NS      | $495900.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Public Limited Company                                         | PRUDENTIAL PLC COMMON STOCK GBP.05                       | CUSIP: 070995006<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |    116687 | NS      | $1488278.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                             | RIO TINTO PLC COMMON STOCK GBP.1                         | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     31818 | NS      | $1896259.46   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                   | SSE PLC COMMON STOCK GBP.5                               | CUSIP: 079087003<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     83447 | NS      | $2041290.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BP P.L.C.                                                                 | BP PLC COMMON STOCK USD.25                               | CUSIP: 079805909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    936902 | NS      | $5018289.82   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                                             | TRELLEBORG AB COMMON STOCK SEK25.0                       | CUSIP: 490238003<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     19735 | NS      | $720261.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE COMMON STOCK                                     | CUSIP: 494290901<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    219039 | NS      | $3999935.05   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Company Limited                                            | KIRIN HOLDINGS CO LTD COMMON STOCK                       | CUSIP: 497350108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54800 | NS      | $727899.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG and Co. KGaA                                                    | HENKEL AG and CO KGAA COMMON STOCK                       | CUSIP: 500246905<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      7552 | NS      | $538498.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                                           | UPM-KYMMENE OYJ COMMON STOCK                             | CUSIP: 505125906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     14957 | NS      | $389457.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                                            | STORA ENSO OYJ COMMON STOCK EUR1.7                       | CUSIP: 507267904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     69432 | NS      | $717917.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG and Co. KGaA                                                    | HENKEL AG and CO KGAA PREFERENCE                         | CUSIP: 507670909<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     13279 | NS      | $1027113.03   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                                             | BEIERSDORF AG COMMON STOCK                               | CUSIP: 510740905<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      4821 | NS      | $601448.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                                   | HEIDELBERG MATERIALS AG COMMON STOCK                     | CUSIP: 512067901<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     10228 | NS      | $2370557.14   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International N.V.                                                    | ASM INTERNATIONAL NV COMMON STOCK EUR.04                 | CUSIP: 516529906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      3985 | NS      | $1949840.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange                                                                    | ORANGE SA COMMON STOCK EUR4.0                            | CUSIP: 517617908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    350959 | NS      | $5360553.62   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd                                                             | REA GROUP LTD COMMON STOCK                               | CUSIP: 619857907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1668 | NS      | $257187.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Transurban Group                                                          | TRANSURBAN GROUP STAPLED SECURITY                        | CUSIP: 620088906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     40513 | NS      | $360484.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Limited                                                          | COCHLEAR LTD COMMON STOCK                                | CUSIP: 621179902<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |      5506 | NS      | $1129165.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Limited                                                     | ORIGIN ENERGY LTD COMMON STOCK                           | CUSIP: 621486901<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |    149754 | NS      | $1125210.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                            | COMMONWEALTH BANK OF AUSTRALIA COMMON STOCK              | CUSIP: 621503002<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     21950 | NS      | $2514314.07   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Limited                                                         | RIO TINTO LTD COMMON STOCK                               | CUSIP: 622010007<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20851 | NS      | $1499562.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group Inc.                                                        | RAKUTEN GROUP INC COMMON STOCK                           | CUSIP: 622959906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     73600 | NS      | $377548.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Pipeline Limited                                               | APA GROUP STAPLED SECURITY                               | CUSIP: 624730909<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |    100315 | NS      | $541891.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Limited                                              | UNITED OVERSEAS BANK LTD COMMON STOCK                    | CUSIP: 691678007<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     77524 | NS      | $2162557.18   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Limited                                                        | WESFARMERS LTD COMMON STOCK                              | CUSIP: 694883000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |     27165 | NS      | $1499783.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Company                                                | WEST JAPAN RAILWAY CO COMMON STOCK                       | CUSIP: 695799908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64462 | NS      | $1422494.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Company Limited                                            | DAIICHI SANKYO CO LTD COMMON STOCK                       | CUSIP: B0J7D9901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21100 | NS      | $521558.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                | BANDAI NAMCO HOLDINGS INC COMMON STOCK                   | CUSIP: B0JDQD905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18603 | NS      | $606688.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corporation                                     | MITSUBISHI CHEMICAL GROUP CORP COMMON STOCK              | CUSIP: B0JQTJ900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    207000 | NS      | $1137781.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Indutrade AB                                                              | INDUTRADE AB COMMON STOCK SEK1.0                         | CUSIP: B0LDBX904<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |     13685 | NS      | $334279.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Link Real Estate Investment Trust                                         | LINK REIT REIT                                           | CUSIP: B0PB4M906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     78536 | NS      | $439201.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC                                           | LONDON STOCK EXCHANGE GROUP PL COMMON STOCK GBP.06918605 | CUSIP: B0SWJX907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6915 | NS      | $847379.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Castellum AB                                                              | CASTELLUM AB COMMON STOCK SEK.5                          | CUSIP: B0XP0T905<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |     27400 | NS      | $313590.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Inpex Corporation                                                         | INPEX CORP COMMON STOCK                                  | CUSIP: B10RB1904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     74200 | NS      | $1058802.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                              | UNILEVER PLC COMMON STOCK GBP.00031111                   | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     62427 | NS      | $3641570.87   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                                 | PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01            | CUSIP: B119QG904<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |      2031 | NS      | $2754936.89   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                           | NORSK HYDRO ASA COMMON STOCK NOK1.098                    | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     37872 | NS      | $226493.58    | 0.03%             |  |  |  | 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