# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001478482-26-000108
**Filing Date:** 2026-3
**Character Count:** 664649
**Document Hash:** 14e763b398bae4c11c8981c1d7686ddd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001478482-26-000108.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0001478482-26-000108

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**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:** 26810899

**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 Mid Cap ETF (Series ID: S000050079)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000158045 | John Hancock Multifactor Mid Cap ETF | JHMM            |

## Nport-Ex

![](img8a79454c1.gif)

#### Quarterly portfolio holdings

## John Hancock

## Multifactor ETFs
January 31, 2026

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 1-31-26 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS - 99.1%** | **COMMON STOCKS - 99.1%** | **$1120992254** |
| (Cost $885,069,918) |  |  |
| **Australia - 6.5%** | **Australia - 6.5%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73792663 |
| ANZ Group Holdings, Ltd. | 112387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2889490 |
| APA Group | 137988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856474 |
| Aristocrat Leisure, Ltd. | &nbsp;&nbsp;&nbsp;26827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006588 |
| ASX, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366364 |
| BHP Group, Ltd. | 165180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5851800 |
| BlueScope Steel, Ltd. | &nbsp;&nbsp;&nbsp;71874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522624 |
| Brambles, Ltd. | &nbsp;&nbsp;&nbsp;65484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027596 |
| carsales.com, Ltd. | &nbsp;&nbsp;&nbsp;24448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472706 |
| Cochlear, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443105 |
| Coles Group, Ltd. | 142884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130072 |
| Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;31108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254959 |
| Computershare, Ltd. | &nbsp;&nbsp;&nbsp;61690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1413626 |
| CSL, Ltd. | &nbsp;&nbsp;&nbsp;11233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427644 |
| Evolution Mining, Ltd. | 122556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262951 |
| Fortescue, Ltd. | 147900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175838 |
| Goodman Group (A) | &nbsp;&nbsp;&nbsp;41318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889490 |
| Insurance Australia Group, Ltd. | 538388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2866474 |
| Lynas Rare Earths, Ltd. (B) | &nbsp;&nbsp;&nbsp;18172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189683 |
| Macquarie Group, Ltd. | &nbsp;&nbsp;&nbsp;12395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842426 |
| Medibank Private, Ltd. | 348198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126957 |
| Mirvac Group | 122487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171617 |
| National Australia Bank, Ltd. | 105128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3194088 |
| Northern Star Resources, Ltd. | 202013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4095594 |
| Origin Energy, Ltd. | 207648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716520 |
| Pro Medicus, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733668 |
| Qantas Airways, Ltd. | &nbsp;&nbsp;&nbsp;73736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520173 |
| QBE Insurance Group, Ltd. | 181704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2512758 |
| REA Group, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564418 |
| Rio Tinto, Ltd. (A) | &nbsp;&nbsp;&nbsp;28914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3069751 |
| Santos, Ltd. | 747234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3669558 |
| Scentre Group | 222666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636434 |
| SEEK, Ltd. | &nbsp;&nbsp;&nbsp;11743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172511 |
| SGH, Ltd. | &nbsp;&nbsp;&nbsp;20896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679528 |
| Sigma Healthcare, Ltd. (A) | &nbsp;&nbsp;&nbsp;50202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108672 |
| Sonic Healthcare, Ltd. | &nbsp;&nbsp;&nbsp;69235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113134 |
| South32, Ltd. | 310630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005367 |
| Stockland | 169953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641736 |
| Suncorp Group, Ltd. | 207156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467093 |
| Telstra Group, Ltd. | 225730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771699 |
| The GPT Group | &nbsp;&nbsp;&nbsp;64289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238249 |
| The Lottery Corp., Ltd. | 235432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849399 |
| TPG Telecom, Ltd. | &nbsp;&nbsp;&nbsp;39313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106583 |
| Transurban Group | &nbsp;&nbsp;&nbsp;56792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555010 |
| Vicinity, Ltd. (A) | 137193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236432 |
| Wesfarmers, Ltd. | &nbsp;&nbsp;&nbsp;37320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179407 |
| Westpac Banking Corp. | 140640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824754 |
| WiseTech Global, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290843 |
| Woodside Energy Group, Ltd. | 141021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2506359 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Australia (continued)** | **Australia (continued)** |  |
| Woolworths Group, Ltd. | &nbsp;&nbsp;&nbsp;52800 | &nbsp;&nbsp;&nbsp;$1144441 |
| **Austria - 0.3%** | **Austria - 0.3%** | &nbsp;&nbsp;&nbsp;3592447 |
| ANDRITZ AG | &nbsp;&nbsp;&nbsp;&nbsp;3097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268957 |
| BAWAG Group AG (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;3572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583872 |
| Erste Group Bank AG | &nbsp;&nbsp;&nbsp;11549 | &nbsp;&nbsp;&nbsp;&nbsp;1504450 |
| OMV AG | &nbsp;&nbsp;&nbsp;10299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613223 |
| Raiffeisen Bank International AG | &nbsp;&nbsp;&nbsp;10158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515765 |
| Telekom Austria AG | &nbsp;&nbsp;&nbsp;&nbsp;2664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28428 |
| Verbund AG | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77752 |
| **Belgium - 1.2%** | **Belgium - 1.2%** | 13217135 |
| Ackermans & van Haaren NV | &nbsp;&nbsp;&nbsp;&nbsp;3368 | &nbsp;&nbsp;&nbsp;&nbsp;1000884 |
| Ageas SA/NV | &nbsp;&nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;1939892 |
| Anheuser-Busch InBev SA/NV | &nbsp;&nbsp;&nbsp;59562 | &nbsp;&nbsp;&nbsp;&nbsp;4257146 |
| D'ieteren Group | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284560 |
| Elia Group SA/NV | &nbsp;&nbsp;&nbsp;&nbsp;6919 | &nbsp;&nbsp;&nbsp;&nbsp;1006675 |
| KBC Group NV | &nbsp;&nbsp;&nbsp;18002 | &nbsp;&nbsp;&nbsp;&nbsp;2546373 |
| Lotus Bakeries NV (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317994 |
| Syensqo SA | &nbsp;&nbsp;&nbsp;11402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963343 |
| UCB SA | &nbsp;&nbsp;&nbsp;&nbsp;2963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900268 |
| **Chile - 0.1%** | **Chile - 0.1%** | &nbsp;&nbsp;&nbsp;1235323 |
| Antofagasta PLC | &nbsp;&nbsp;&nbsp;24677 | &nbsp;&nbsp;&nbsp;&nbsp;1235323 |
| **Denmark - 1.9%** | **Denmark - 1.9%** | 21999352 |
| AP Moller - Maersk A/S, Series A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209480 |
| AP Moller - Maersk A/S, Series B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201687 |
| Carlsberg A/S, Class B | &nbsp;&nbsp;&nbsp;&nbsp;7732 | &nbsp;&nbsp;&nbsp;&nbsp;1050691 |
| Coloplast A/S, B Shares | &nbsp;&nbsp;&nbsp;20157 | &nbsp;&nbsp;&nbsp;&nbsp;1721174 |
| Danske Bank A/S | &nbsp;&nbsp;&nbsp;31070 | &nbsp;&nbsp;&nbsp;&nbsp;1591315 |
| DSV A/S | &nbsp;&nbsp;&nbsp;&nbsp;9097 | &nbsp;&nbsp;&nbsp;&nbsp;2563658 |
| Genmab A/S (B) | &nbsp;&nbsp;&nbsp;&nbsp;4916 | &nbsp;&nbsp;&nbsp;&nbsp;1583533 |
| Novo Nordisk A/S, B Shares | 126410 | &nbsp;&nbsp;&nbsp;&nbsp;7441983 |
| Novonesis A/S, B Shares | &nbsp;&nbsp;&nbsp;42103 | &nbsp;&nbsp;&nbsp;&nbsp;2587002 |
| Orsted A/S (B)(C) | &nbsp;&nbsp;&nbsp;28661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646530 |
| Tryg A/S | &nbsp;&nbsp;&nbsp;19326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471358 |
| Vestas Wind Systems A/S | &nbsp;&nbsp;&nbsp;63245 | &nbsp;&nbsp;&nbsp;&nbsp;1930941 |
| **Finland - 1.2%** | **Finland - 1.2%** | 14039310 |
| Elisa OYJ | &nbsp;&nbsp;&nbsp;15825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699582 |
| Fortum OYJ | &nbsp;&nbsp;&nbsp;&nbsp;8803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208560 |
| Kesko OYJ, A Shares | &nbsp;&nbsp;&nbsp;&nbsp;9621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241503 |
| Kesko OYJ, B Shares | &nbsp;&nbsp;&nbsp;31150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790809 |
| Kone OYJ, Class B | &nbsp;&nbsp;&nbsp;15666 | &nbsp;&nbsp;&nbsp;&nbsp;1129779 |
| Metso Corp. | &nbsp;&nbsp;&nbsp;78339 | &nbsp;&nbsp;&nbsp;&nbsp;1539132 |
| Neste OYJ | &nbsp;&nbsp;&nbsp;22501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577125 |
| Nokia OYJ | 214093 | &nbsp;&nbsp;&nbsp;&nbsp;1381470 |
| Nordea Bank ABP | 175635 | &nbsp;&nbsp;&nbsp;&nbsp;3408926 |
| Orion OYJ, Class B | &nbsp;&nbsp;&nbsp;&nbsp;6537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541650 |
| Sampo OYJ, A Shares | &nbsp;&nbsp;&nbsp;69756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780061 |
| Stora Enso OYJ, R Shares | &nbsp;&nbsp;&nbsp;95355 | &nbsp;&nbsp;&nbsp;&nbsp;1104670 |
| UPM-Kymmene OYJ | &nbsp;&nbsp;&nbsp;20345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565634 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Finland (continued)** | **Finland (continued)** |  |
| Wartsila OYJ ABP | &nbsp;&nbsp;&nbsp;26309 | &nbsp;&nbsp;&nbsp;&nbsp;$1070409 |
| **France - 10.6%** | **France - 10.6%** | 119752209 |
| Air Liquide SA | &nbsp;&nbsp;&nbsp;11567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2173363 |
| Airbus SE | &nbsp;&nbsp;&nbsp;21524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4952208 |
| AXA SA | &nbsp;&nbsp;&nbsp;78892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606806 |
| BNP Paribas SA | &nbsp;&nbsp;&nbsp;44833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4864207 |
| Cie de Saint-Gobain SA | &nbsp;&nbsp;&nbsp;77541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7676770 |
| Credit Agricole SA | 149394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3247066 |
| Danone SA | &nbsp;&nbsp;&nbsp;81536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6386437 |
| Dassault Systemes SE | &nbsp;&nbsp;&nbsp;32728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904068 |
| Engie SA | 307742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9189246 |
| EssilorLuxottica SA | &nbsp;&nbsp;&nbsp;&nbsp;9898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036814 |
| Hermes International SCA | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655181 |
| Kering SA | &nbsp;&nbsp;&nbsp;&nbsp;7211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2266029 |
| Legrand SA | &nbsp;&nbsp;&nbsp;26875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4316201 |
| L'Oreal SA | &nbsp;&nbsp;&nbsp;&nbsp;7511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3458025 |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5953172 |
| Orange SA | 439195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8161271 |
| Pernod Ricard SA | &nbsp;&nbsp;&nbsp;19680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757797 |
| Safran SA | &nbsp;&nbsp;&nbsp;14686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5258833 |
| Sanofi | &nbsp;&nbsp;&nbsp;34396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240802 |
| Schneider Electric SE | &nbsp;&nbsp;&nbsp;10237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950839 |
| Societe Generale SA | &nbsp;&nbsp;&nbsp;63746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5596657 |
| Thales SA | &nbsp;&nbsp;&nbsp;12358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3763635 |
| TotalEnergies SE | &nbsp;&nbsp;&nbsp;85957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6253125 |
| Vinci SA | 125471 | &nbsp;&nbsp;&nbsp;&nbsp;18083657 |
| **Germany - 9.9%** | **Germany - 9.9%** | 111713174 |
| adidas AG | &nbsp;&nbsp;&nbsp;12219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2168095 |
| Allianz SE | &nbsp;&nbsp;&nbsp;14101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6237042 |
| BASF SE | 181885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9944806 |
| Bayer AG | 130250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6904660 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;12425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292191 |
| Commerzbank AG | &nbsp;&nbsp;&nbsp;83200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3433579 |
| Daimler Truck Holding AG | 106655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5197094 |
| Deutsche Bank AG | &nbsp;&nbsp;&nbsp;86243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3416548 |
| Deutsche Boerse AG | &nbsp;&nbsp;&nbsp;15473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3926312 |
| Deutsche Telekom AG | 241412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8090309 |
| DHL Group | &nbsp;&nbsp;&nbsp;98634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5552528 |
| E.ON SE | 433891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9221532 |
| Hannover Rueck SE | &nbsp;&nbsp;&nbsp;&nbsp;8809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2502536 |
| Heidelberg Materials AG | &nbsp;&nbsp;&nbsp;23326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6418526 |
| Henkel AG & Company KGaA | &nbsp;&nbsp;&nbsp;10357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858172 |
| Infineon Technologies AG | 112542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5570982 |
| Mercedes-Benz Group AG | &nbsp;&nbsp;&nbsp;38246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2629409 |
| Merck KGaA | &nbsp;&nbsp;&nbsp;&nbsp;1757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262427 |
| Muenchener Rueckversicherungs-Gesellschaft AG | &nbsp;&nbsp;&nbsp;10118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6167699 |
| Rheinmetall AG | &nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3842404 |
| RWE AG | &nbsp;&nbsp;&nbsp;39749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530823 |
| SAP SE | &nbsp;&nbsp;&nbsp;18379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3729224 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Germany (continued)** | **Germany (continued)** |  |
| Siemens AG | &nbsp;&nbsp;&nbsp;&nbsp;13795 | &nbsp;&nbsp;&nbsp;$4206198 |
| Siemens Energy AG (B) | &nbsp;&nbsp;&nbsp;&nbsp;30541 | &nbsp;&nbsp;&nbsp;&nbsp;5251952 |
| Siemens Healthineers AG (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491542 |
| Talanx AG | &nbsp;&nbsp;&nbsp;&nbsp;12548 | &nbsp;&nbsp;&nbsp;&nbsp;1589804 |
| Volkswagen AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276780 |
| **Hong Kong - 2.0%** | **Hong Kong - 2.0%** | 23161943 |
| AIA Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;442324 | &nbsp;&nbsp;&nbsp;&nbsp;5117223 |
| BOC Hong Kong Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;149795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791009 |
| Budweiser Brewing Company APAC, Ltd. (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;96600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95243 |
| CK Asset Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;182469 | &nbsp;&nbsp;&nbsp;&nbsp;1071024 |
| CK Hutchison Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;143273 | &nbsp;&nbsp;&nbsp;&nbsp;1160354 |
| CK Infrastructure Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;45429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373742 |
| CLP Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;132071 | &nbsp;&nbsp;&nbsp;&nbsp;1250579 |
| Galaxy Entertainment Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;43641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222404 |
| Henderson Land Development Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;155398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619228 |
| HKT Trust & HKT, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;494000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740080 |
| Hong Kong & China Gas Company, Ltd. | 1101065 | &nbsp;&nbsp;&nbsp;&nbsp;1039073 |
| Hong Kong Exchanges & Clearing, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;35200 | &nbsp;&nbsp;&nbsp;&nbsp;1948018 |
| Hongkong Land Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;58900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500061 |
| Link REIT | &nbsp;&nbsp;&nbsp;&nbsp;109736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504721 |
| MTR Corp., Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;87413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387050 |
| Power Assets Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;173073 | &nbsp;&nbsp;&nbsp;&nbsp;1344082 |
| Prudential PLC | &nbsp;&nbsp;&nbsp;&nbsp;231845 | &nbsp;&nbsp;&nbsp;&nbsp;3832109 |
| Shandong Hi-Speed Holdings Group, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18006 |
| Sun Hung Kai Properties, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;72662 | &nbsp;&nbsp;&nbsp;&nbsp;1169522 |
| Swire Properties, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;52400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159152 |
| Techtronic Industries Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;60077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819263 |
| **Ireland - 0.6%** | **Ireland - 0.6%** | &nbsp;&nbsp;&nbsp;6664131 |
| AIB Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;137985 | &nbsp;&nbsp;&nbsp;&nbsp;1551255 |
| Bank of Ireland Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;41600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848497 |
| Experian PLC | &nbsp;&nbsp;&nbsp;&nbsp;69131 | &nbsp;&nbsp;&nbsp;&nbsp;2616378 |
| James Hardie Industries PLC, CHESS Depositary Interest (B) | &nbsp;&nbsp;&nbsp;&nbsp;34821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808168 |
| Kerry Group PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200040 |
| Kingspan Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639793 |
| **Israel - 0.8%** | **Israel - 0.8%** | &nbsp;&nbsp;&nbsp;8802088 |
| Azrieli Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104294 |
| Bank Hapoalim BM | &nbsp;&nbsp;&nbsp;&nbsp;77371 | &nbsp;&nbsp;&nbsp;&nbsp;1924511 |
| Bank Leumi Le-Israel BM | &nbsp;&nbsp;&nbsp;&nbsp;108408 | &nbsp;&nbsp;&nbsp;&nbsp;2621450 |
| CyberArk Software, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205506 |
| Elbit Systems, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225461 |
| ICL Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138993 |
| Israel Discount Bank, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;78287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928430 |
| Mizrahi Tefahot Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937559 |
| Nice, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90210 |
| Teva Pharmaceutical Industries, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;47808 | &nbsp;&nbsp;&nbsp;&nbsp;1562454 |
| Wix.com, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63220 |
| **Italy - 3.3%** | **Italy - 3.3%** | 37439769 |
| Banca Mediolanum SpA | &nbsp;&nbsp;&nbsp;&nbsp;12256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288108 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Italy (continued)** | **Italy (continued)** |  |
| Banca Monte dei Paschi di Siena SpA | 248722 | &nbsp;&nbsp;&nbsp;&nbsp;$2584323 |
| Banco BPM SpA (A) | 152004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282095 |
| BPER Banca SpA | 141018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1988820 |
| Enel SpA | 279984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100338 |
| Eni SpA | &nbsp;&nbsp;&nbsp;98493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018409 |
| Ferrari NV | &nbsp;&nbsp;&nbsp;&nbsp;5086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698998 |
| FinecoBank SpA | &nbsp;&nbsp;&nbsp;65970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754056 |
| Generali | &nbsp;&nbsp;&nbsp;20062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820778 |
| Intesa Sanpaolo SpA | 891539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6327658 |
| Leonardo SpA | &nbsp;&nbsp;&nbsp;&nbsp;5102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341718 |
| Moncler SpA | &nbsp;&nbsp;&nbsp;23716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382756 |
| Poste Italiane SpA (C) | &nbsp;&nbsp;&nbsp;21847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576985 |
| PRADA SpA | &nbsp;&nbsp;&nbsp;56600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290186 |
| Prysmian SpA | &nbsp;&nbsp;&nbsp;26314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3144533 |
| Recordati Industria Chimica e Farmaceutica SpA | &nbsp;&nbsp;&nbsp;&nbsp;9213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507898 |
| Snam SpA (A) | 114493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789726 |
| Terna - Rete Elettrica Nazionale | 132622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439844 |
| UniCredit SpA | &nbsp;&nbsp;&nbsp;62319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5445424 |
| Unipol Assicurazioni SpA | &nbsp;&nbsp;&nbsp;29420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657116 |
| **Japan - 23.3%** | **Japan - 23.3%** | 263525594 |
| Advantest Corp. | &nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5786821 |
| Aeon Company, Ltd. | &nbsp;&nbsp;&nbsp;83500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144837 |
| AGC, Inc. | &nbsp;&nbsp;&nbsp;31300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156351 |
| Aisin Corp. | &nbsp;&nbsp;&nbsp;97700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750253 |
| Ajinomoto Company, Inc. | &nbsp;&nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794088 |
| ANA Holdings, Inc. | &nbsp;&nbsp;&nbsp;36200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705180 |
| Asahi Group Holdings, Ltd. | 115700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209427 |
| Asahi Kasei Corp. | 272700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650808 |
| Asics Corp. | &nbsp;&nbsp;&nbsp;75600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820653 |
| Astellas Pharma, Inc. | 131700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830447 |
| Bandai Namco Holdings, Inc. | &nbsp;&nbsp;&nbsp;23303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605763 |
| BayCurrent, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232793 |
| Bridgestone Corp. | &nbsp;&nbsp;&nbsp;69700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574643 |
| Canon, Inc. | &nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516304 |
| Capcom Company, Ltd. | &nbsp;&nbsp;&nbsp;36500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931311 |
| Central Japan Railway Company | &nbsp;&nbsp;&nbsp;32720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913555 |
| Chubu Electric Power Company, Inc. | &nbsp;&nbsp;&nbsp;78200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140100 |
| Chugai Pharmaceutical Company, Ltd. | &nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163882 |
| Dai Nippon Printing Company, Ltd. | &nbsp;&nbsp;&nbsp;58148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043204 |
| Daifuku Company, Ltd. | &nbsp;&nbsp;&nbsp;35700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281645 |
| Dai-ichi Life Holdings, Inc. | 179800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576426 |
| Daiichi Sankyo Company, Ltd. | &nbsp;&nbsp;&nbsp;28700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527636 |
| Daikin Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029729 |
| Daito Trust Construction Company, Ltd. | &nbsp;&nbsp;&nbsp;31030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630617 |
| Daiwa House Industry Company, Ltd. | &nbsp;&nbsp;&nbsp;45600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554881 |
| Daiwa Securities Group, Inc. | 151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471726 |
| Denso Corp. | &nbsp;&nbsp;&nbsp;63800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886318 |
| Dentsu Group, Inc. (B) | &nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543174 |
| Disco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1799565 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Japan (continued)** | **Japan (continued)** |  |
| East Japan Railway Company | &nbsp;&nbsp;&nbsp;77800 | $1963409 |
| Ebara Corp. | &nbsp;&nbsp;&nbsp;40300 | &nbsp;&nbsp;&nbsp;1216367 |
| Eisai Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97030 |
| ENEOS Holdings, Inc. | 439500 | &nbsp;&nbsp;&nbsp;3699538 |
| FANUC Corp. | &nbsp;&nbsp;&nbsp;14950 | &nbsp;&nbsp;&nbsp;&nbsp;607556 |
| Fast Retailing Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6157 | &nbsp;&nbsp;&nbsp;2346892 |
| Fuji Electric Company, Ltd. | &nbsp;&nbsp;&nbsp;22993 | &nbsp;&nbsp;&nbsp;1638098 |
| FUJIFILM Holdings Corp. | &nbsp;&nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp;904527 |
| Fujikura, Ltd. | &nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;1687288 |
| Fujitsu, Ltd. | &nbsp;&nbsp;&nbsp;53800 | &nbsp;&nbsp;&nbsp;1493747 |
| Hankyu Hanshin Holdings, Inc. | &nbsp;&nbsp;&nbsp;31300 | &nbsp;&nbsp;&nbsp;&nbsp;875734 |
| Hikari Tsushin, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1941 | &nbsp;&nbsp;&nbsp;&nbsp;534889 |
| Hitachi Construction Machinery Company, Ltd. | &nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;681063 |
| Hitachi, Ltd. | 182900 | &nbsp;&nbsp;&nbsp;6356326 |
| Honda Motor Company, Ltd. | 186362 | &nbsp;&nbsp;&nbsp;1878600 |
| Hoya Corp. | &nbsp;&nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;2817425 |
| Hulic Company, Ltd. | &nbsp;&nbsp;&nbsp;76700 | &nbsp;&nbsp;&nbsp;&nbsp;914374 |
| Idemitsu Kosan Company, Ltd. | 130095 | &nbsp;&nbsp;&nbsp;1101835 |
| IHI Corp. | &nbsp;&nbsp;&nbsp;83900 | &nbsp;&nbsp;&nbsp;1940589 |
| Inpex Corp. | 102900 | &nbsp;&nbsp;&nbsp;2296673 |
| Isuzu Motors, Ltd. | 133500 | &nbsp;&nbsp;&nbsp;2150574 |
| ITOCHU Corp. | 127200 | &nbsp;&nbsp;&nbsp;1625251 |
| Japan Airlines Company, Ltd. | &nbsp;&nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;612352 |
| Japan Exchange Group, Inc. | 103500 | &nbsp;&nbsp;&nbsp;1131884 |
| Japan Post Bank Company, Ltd. | &nbsp;&nbsp;&nbsp;51400 | &nbsp;&nbsp;&nbsp;&nbsp;912978 |
| Japan Post Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;63400 | &nbsp;&nbsp;&nbsp;&nbsp;762189 |
| Japan Post Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;19600 | &nbsp;&nbsp;&nbsp;&nbsp;606703 |
| Japan Real Estate Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;166659 |
| Japan Tobacco, Inc. | &nbsp;&nbsp;&nbsp;52900 | &nbsp;&nbsp;&nbsp;1913879 |
| JFE Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;90300 | &nbsp;&nbsp;&nbsp;1221093 |
| JX Advanced Metals Corp. | &nbsp;&nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;261444 |
| Kajima Corp. | &nbsp;&nbsp;&nbsp;31100 | &nbsp;&nbsp;&nbsp;1270128 |
| Kao Corp. | &nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;553396 |
| Kawasaki Heavy Industries, Ltd. | &nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;1093365 |
| Kawasaki Kisen Kaisha, Ltd. (A) | &nbsp;&nbsp;&nbsp;41100 | &nbsp;&nbsp;&nbsp;&nbsp;593880 |
| KDDI Corp. | 123800 | &nbsp;&nbsp;&nbsp;2091824 |
| Keyence Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;1233001 |
| Kikkoman Corp. (A) | &nbsp;&nbsp;&nbsp;28100 | &nbsp;&nbsp;&nbsp;&nbsp;253293 |
| Kirin Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;85900 | &nbsp;&nbsp;&nbsp;1331990 |
| Kobe Bussan Company, Ltd. | &nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;263928 |
| Komatsu, Ltd. | &nbsp;&nbsp;&nbsp;74400 | &nbsp;&nbsp;&nbsp;2859572 |
| Konami Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;670051 |
| Kubota Corp. | &nbsp;&nbsp;&nbsp;35800 | &nbsp;&nbsp;&nbsp;&nbsp;549903 |
| Kyocera Corp. | 107500 | &nbsp;&nbsp;&nbsp;1608388 |
| Kyowa Kirin Company, Ltd. | &nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;228922 |
| Lasertec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;825652 |
| LY Corp. | &nbsp;&nbsp;&nbsp;68600 | &nbsp;&nbsp;&nbsp;&nbsp;176370 |
| M3, Inc. (A) | &nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;172151 |
| Makita Corp. | &nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;808235 |
| Marubeni Corp. | &nbsp;&nbsp;&nbsp;70700 | &nbsp;&nbsp;&nbsp;2344292 |
| MatsukiyoCocokara & Company | &nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;522073 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Japan (continued)** | **Japan (continued)** |  |
| MEIJI Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33600 | &nbsp;&nbsp;$789140 |
| MINEBEA MITSUMI, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;77300 | 1570955 |
| Mitsubishi Chemical Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;219600 | 1452042 |
| Mitsubishi Corp. | &nbsp;&nbsp;&nbsp;&nbsp;149200 | 3962611 |
| Mitsubishi Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61500 | 1925613 |
| Mitsubishi Estate Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;35700 | &nbsp;&nbsp;&nbsp;&nbsp;911824 |
| Mitsubishi HC Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;204000 | 1783975 |
| Mitsubishi Heavy Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;94000 | 2753702 |
| Mitsubishi UFJ Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;384870 | 6997069 |
| Mitsui & Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;110800 | 3616479 |
| Mitsui Fudosan Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;75700 | &nbsp;&nbsp;&nbsp;&nbsp;867365 |
| Mitsui O.S.K. Lines, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;38200 | 1198300 |
| Mizuho Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78300 | 3442946 |
| MonotaRO Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;254896 |
| MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96300 | 2454632 |
| Murata Manufacturing Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;660703 |
| NEC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34215 | 1155582 |
| Nexon Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;305604 |
| Nidec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;264560 |
| Nintendo Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22570 | 1471161 |
| Nippon Building Fund, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;337680 |
| Nippon Paint Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;66600 | &nbsp;&nbsp;&nbsp;&nbsp;442316 |
| Nippon Sanso Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp;711132 |
| Nippon Steel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;204500 | &nbsp;&nbsp;&nbsp;&nbsp;856259 |
| Nippon Yusen KK (A) | &nbsp;&nbsp;&nbsp;&nbsp;49200 | 1617674 |
| Nissan Motor Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;141900 | &nbsp;&nbsp;&nbsp;&nbsp;347069 |
| Nissin Foods Holdings Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;10948 | &nbsp;&nbsp;&nbsp;&nbsp;222140 |
| Nitori Holdings Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;27705 | &nbsp;&nbsp;&nbsp;&nbsp;476836 |
| Nitto Denko Corp. | &nbsp;&nbsp;&nbsp;&nbsp;111370 | 2473445 |
| Nomura Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;124900 | 1144067 |
| Nomura Research Institute, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;563779 |
| NTT, Inc. | 2200350 | 2209479 |
| Obayashi Corp. | &nbsp;&nbsp;&nbsp;&nbsp;80300 | 1815157 |
| Obic Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;632321 |
| Olympus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;&nbsp;&nbsp;787670 |
| Omron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;119343 |
| Ono Pharmaceutical Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;126349 |
| Oracle Corp. Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;189861 |
| Oriental Land Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;34200 | &nbsp;&nbsp;&nbsp;&nbsp;600706 |
| ORIX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49600 | 1509286 |
| Osaka Gas Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;61400 | 2306182 |
| Otsuka Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23500 | &nbsp;&nbsp;&nbsp;&nbsp;466466 |
| Otsuka Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23000 | 1377823 |
| Pan Pacific International Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;91800 | &nbsp;&nbsp;&nbsp;&nbsp;545051 |
| Panasonic Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;96304 | 1321636 |
| Rakuten Bank, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;257783 |
| Rakuten Group, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;107100 | &nbsp;&nbsp;&nbsp;&nbsp;642211 |
| Recruit Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;40700 | 2137106 |
| Renesas Electronics Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;62100 | 1037013 |
| Resona Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;109400 | 1269100 |
| Ricoh Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;59800 | &nbsp;&nbsp;&nbsp;&nbsp;527989 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Japan (continued)** | **Japan (continued)** |  |
| Ryohin Keikaku Company, Ltd. | &nbsp;&nbsp;&nbsp;41500 | &nbsp;&nbsp;$828870 |
| Sanrio Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;551760 |
| SBI Holdings, Inc. | &nbsp;&nbsp;&nbsp;75800 | 1711962 |
| SCREEN Holdings Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;586257 |
| Secom Company, Ltd. | &nbsp;&nbsp;&nbsp;23222 | &nbsp;&nbsp;&nbsp;&nbsp;851895 |
| Seibu Holdings, Inc. | &nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;265461 |
| Sekisui Chemical Company, Ltd. | &nbsp;&nbsp;&nbsp;78900 | 1397859 |
| Sekisui House, Ltd. (A) | &nbsp;&nbsp;&nbsp;59500 | 1326079 |
| Seven & i Holdings Company, Ltd. | 176800 | 2534065 |
| SG Holdings Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;22200 | &nbsp;&nbsp;&nbsp;&nbsp;214430 |
| Shimadzu Corp. | &nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;396803 |
| Shimano, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2186 | &nbsp;&nbsp;&nbsp;&nbsp;249833 |
| Shimizu Corp. | &nbsp;&nbsp;&nbsp;31600 | &nbsp;&nbsp;&nbsp;&nbsp;560979 |
| Shin-Etsu Chemical Company, Ltd. | &nbsp;&nbsp;&nbsp;60090 | 1997936 |
| Shionogi & Company, Ltd. | &nbsp;&nbsp;&nbsp;76513 | 1574305 |
| Shiseido Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5577 | &nbsp;&nbsp;&nbsp;&nbsp;95047 |
| SMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;329488 |
| SoftBank Corp. | 913700 | 1237931 |
| SoftBank Group Corp. | 170644 | 4704712 |
| Sompo Holdings, Inc. | &nbsp;&nbsp;&nbsp;42200 | 1454267 |
| Sony Financial Group, Inc. (B) | 152100 | &nbsp;&nbsp;&nbsp;&nbsp;153323 |
| Sony Group Corp. | 194200 | 4348287 |
| Subaru Corp. | 128200 | 2764951 |
| Sumitomo Corp. | &nbsp;&nbsp;&nbsp;44400 | 1798623 |
| Sumitomo Electric Industries, Ltd. | &nbsp;&nbsp;&nbsp;81400 | 3548124 |
| Sumitomo Forestry Company, Ltd. | &nbsp;&nbsp;&nbsp;63400 | &nbsp;&nbsp;&nbsp;&nbsp;688210 |
| Sumitomo Metal Mining Company, Ltd. | &nbsp;&nbsp;&nbsp;39900 | 2421004 |
| Sumitomo Mitsui Financial Group, Inc. | 146600 | 5200280 |
| Sumitomo Mitsui Trust Group, Inc. | &nbsp;&nbsp;&nbsp;29850 | &nbsp;&nbsp;&nbsp;&nbsp;990356 |
| Sumitomo Realty & Development Company, Ltd. | &nbsp;&nbsp;&nbsp;68900 | 1918355 |
| Suntory Beverage & Food, Ltd. | &nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;315895 |
| Suzuki Motor Corp. | 138300 | 1888558 |
| Sysmex Corp. | &nbsp;&nbsp;&nbsp;35544 | &nbsp;&nbsp;&nbsp;&nbsp;338021 |
| T&D Holdings, Inc. | &nbsp;&nbsp;&nbsp;60600 | 1493983 |
| Taisei Corp. | &nbsp;&nbsp;&nbsp;11161 | 1113495 |
| Takeda Pharmaceutical Company, Ltd. | &nbsp;&nbsp;&nbsp;65647 | 2230789 |
| TDK Corp. | &nbsp;&nbsp;&nbsp;92400 | 1186597 |
| Terumo Corp. | &nbsp;&nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp;244569 |
| The Chiba Bank, Ltd. | &nbsp;&nbsp;&nbsp;84000 | 1134811 |
| The Kansai Electric Power Company, Inc. | 155900 | 2494238 |
| TIS, Inc. | &nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;583171 |
| Toho Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;250209 |
| Tokio Marine Holdings, Inc. | &nbsp;&nbsp;&nbsp;76000 | 2821548 |
| Tokyo Century Corp. | &nbsp;&nbsp;&nbsp;32100 | &nbsp;&nbsp;&nbsp;&nbsp;447498 |
| Tokyo Electron, Ltd. | &nbsp;&nbsp;&nbsp;14671 | 3928815 |
| Tokyo Gas Company, Ltd. | &nbsp;&nbsp;&nbsp;94400 | 4189436 |
| Tokyu Corp. | &nbsp;&nbsp;&nbsp;52200 | &nbsp;&nbsp;&nbsp;&nbsp;590659 |
| TOPPAN Holdings, Inc. | &nbsp;&nbsp;&nbsp;32700 | 1009872 |
| Toray Industries, Inc. | 209100 | 1543241 |
| Toyo Suisan Kaisha, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;128705 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Japan (continued)** | **Japan (continued)** |  |
| Toyota Industries Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;$832410 |
| Toyota Motor Corp. | 383440 | &nbsp;&nbsp;&nbsp;&nbsp;8709800 |
| Toyota Tsusho Corp. | &nbsp;&nbsp;&nbsp;53300 | &nbsp;&nbsp;&nbsp;&nbsp;1936988 |
| Trend Micro, Inc. | &nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462790 |
| Unicharm Corp. | &nbsp;&nbsp;&nbsp;36200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220448 |
| West Japan Railway Company (A) | &nbsp;&nbsp;&nbsp;96162 | &nbsp;&nbsp;&nbsp;&nbsp;1969245 |
| Yakult Honsha Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145391 |
| Yamaha Motor Company, Ltd. | 148900 | &nbsp;&nbsp;&nbsp;&nbsp;1123072 |
| Yaskawa Electric Corp. | &nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563954 |
| Yokohama Financial Group, Inc. | 119000 | &nbsp;&nbsp;&nbsp;&nbsp;1083081 |
| Zensho Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499601 |
| ZOZO, Inc. | &nbsp;&nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293647 |
| **Luxembourg - 0.4%** | **Luxembourg - 0.4%** | &nbsp;&nbsp;&nbsp;5041815 |
| ArcelorMittal SA | &nbsp;&nbsp;&nbsp;72040 | &nbsp;&nbsp;&nbsp;&nbsp;3940597 |
| CVC Capital Partners PLC (C) | &nbsp;&nbsp;&nbsp;27207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483237 |
| Tenaris SA | &nbsp;&nbsp;&nbsp;27690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617981 |
| **Macau - 0.0%** | **Macau - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129093 |
| Sands China, Ltd. | &nbsp;&nbsp;&nbsp;59200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129093 |
| **Mexico - 0.0%** | **Mexico - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530156 |
| Fresnillo PLC | &nbsp;&nbsp;&nbsp;10436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530156 |
| **Netherlands - 4.7%** | **Netherlands - 4.7%** | 53002683 |
| ABN AMRO Bank NV (C) | &nbsp;&nbsp;&nbsp;52633 | &nbsp;&nbsp;&nbsp;&nbsp;1944818 |
| Adyen NV (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;1122804 |
| Argenx SE (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649726 |
| ASM International NV | &nbsp;&nbsp;&nbsp;&nbsp;5512 | &nbsp;&nbsp;&nbsp;&nbsp;4654410 |
| ASML Holding NV | &nbsp;&nbsp;&nbsp;13301 | &nbsp;&nbsp;&nbsp;19235097 |
| Ferrovial SE | &nbsp;&nbsp;&nbsp;46525 | &nbsp;&nbsp;&nbsp;&nbsp;3155971 |
| Heineken Holding NV | &nbsp;&nbsp;&nbsp;14828 | &nbsp;&nbsp;&nbsp;&nbsp;1098981 |
| Heineken NV | &nbsp;&nbsp;&nbsp;&nbsp;8854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730370 |
| ING Groep NV | 136000 | &nbsp;&nbsp;&nbsp;&nbsp;4015689 |
| Koninklijke Ahold Delhaize NV | 110012 | &nbsp;&nbsp;&nbsp;&nbsp;4313667 |
| Koninklijke Philips NV | &nbsp;&nbsp;&nbsp;78440 | &nbsp;&nbsp;&nbsp;&nbsp;2251720 |
| Prosus NV (B) | &nbsp;&nbsp;&nbsp;47611 | &nbsp;&nbsp;&nbsp;&nbsp;2744513 |
| Stellantis NV | 223949 | &nbsp;&nbsp;&nbsp;&nbsp;2207565 |
| The Magnum Ice Cream Company NV (B) | &nbsp;&nbsp;&nbsp;16996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303168 |
| Universal Music Group NV | &nbsp;&nbsp;&nbsp;66345 | &nbsp;&nbsp;&nbsp;&nbsp;1632218 |
| Wolters Kluwer NV | &nbsp;&nbsp;&nbsp;31351 | &nbsp;&nbsp;&nbsp;&nbsp;2941966 |
| **New Zealand - 0.2%** | **New Zealand - 0.2%** | &nbsp;&nbsp;&nbsp;2263512 |
| Auckland International Airport, Ltd. | &nbsp;&nbsp;&nbsp;45834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228990 |
| Contact Energy, Ltd. | &nbsp;&nbsp;&nbsp;11326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64052 |
| Fisher & Paykel Healthcare Corp., Ltd. | &nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447160 |
| Fonterra Co-operative Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3155 |
| Infratil, Ltd. | &nbsp;&nbsp;&nbsp;26289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176182 |
| Mercury NZ, Ltd. | &nbsp;&nbsp;&nbsp;28356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108567 |
| Meridian Energy, Ltd. | &nbsp;&nbsp;&nbsp;32084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109644 |
| Xero, Ltd. (B) | &nbsp;&nbsp;&nbsp;17141 | &nbsp;&nbsp;&nbsp;&nbsp;1125762 |
| **Norway - 0.5%** | **Norway - 0.5%** | &nbsp;&nbsp;&nbsp;5437527 |
| Aker BP ASA | &nbsp;&nbsp;&nbsp;33469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981157 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Norway (continued)** | **Norway (continued)** |  |
| DNB Bank ASA | &nbsp;&nbsp;&nbsp;28718 | &nbsp;&nbsp;&nbsp;&nbsp;$827818 |
| Equinor ASA | &nbsp;&nbsp;&nbsp;54092 | &nbsp;&nbsp;&nbsp;&nbsp;1448231 |
| Gjensidige Forsikring ASA | &nbsp;&nbsp;&nbsp;&nbsp;3809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108647 |
| Kongsberg Gruppen ASA | &nbsp;&nbsp;&nbsp;11219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386334 |
| Mowi ASA | &nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135852 |
| Norsk Hydro ASA | &nbsp;&nbsp;&nbsp;62743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564220 |
| Orkla ASA | &nbsp;&nbsp;&nbsp;&nbsp;8853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105324 |
| Salmar ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49128 |
| Telenor ASA | &nbsp;&nbsp;&nbsp;26310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444025 |
| Var Energi ASA | &nbsp;&nbsp;&nbsp;16454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59772 |
| Vend Marketplaces ASA, Class B | &nbsp;&nbsp;&nbsp;&nbsp;2437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67583 |
| Yara International ASA | &nbsp;&nbsp;&nbsp;&nbsp;5619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259436 |
| **Portugal - 0.2%** | **Portugal - 0.2%** | &nbsp;&nbsp;&nbsp;1928491 |
| Banco Comercial Portugues SA | 567310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617129 |
| EDP SA | 129206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663566 |
| Galp Energia SGPS SA | &nbsp;&nbsp;&nbsp;19225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382632 |
| Jeronimo Martins SGPS SA | &nbsp;&nbsp;&nbsp;11195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265164 |
| **Singapore - 2.0%** | **Singapore - 2.0%** | 22068881 |
| CapitaLand Ascendas REIT | 145092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325857 |
| CapitaLand Integrated Commercial Trust | 255240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480712 |
| CapitaLand Investment, Ltd. | 198300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481296 |
| DBS Group Holdings, Ltd. | 123213 | &nbsp;&nbsp;&nbsp;&nbsp;5747998 |
| Grab Holdings, Ltd., Class A (B) | 138253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594488 |
| Keppel, Ltd. | 195500 | &nbsp;&nbsp;&nbsp;&nbsp;1683857 |
| Oversea-Chinese Banking Corp., Ltd. | 182968 | &nbsp;&nbsp;&nbsp;&nbsp;3061001 |
| Sea, Ltd., ADR (B) | &nbsp;&nbsp;&nbsp;10868 | &nbsp;&nbsp;&nbsp;&nbsp;1266013 |
| Sembcorp Industries, Ltd. (A) | &nbsp;&nbsp;&nbsp;49300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234262 |
| Singapore Airlines, Ltd. (A) | 464400 | &nbsp;&nbsp;&nbsp;&nbsp;2323830 |
| Singapore Exchange, Ltd. | 121900 | &nbsp;&nbsp;&nbsp;&nbsp;1693536 |
| Singapore Technologies Engineering, Ltd. | 153000 | &nbsp;&nbsp;&nbsp;&nbsp;1181560 |
| Singapore Telecommunications, Ltd. | 148700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537851 |
| United Overseas Bank, Ltd. | &nbsp;&nbsp;&nbsp;68624 | &nbsp;&nbsp;&nbsp;&nbsp;2069535 |
| Wilmar International, Ltd. | 144900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387085 |
| **Spain - 3.5%** | **Spain - 3.5%** | 39008168 |
| Aena SME SA (C) | &nbsp;&nbsp;&nbsp;69854 | &nbsp;&nbsp;&nbsp;&nbsp;2179761 |
| Amadeus IT Group SA | &nbsp;&nbsp;&nbsp;45990 | &nbsp;&nbsp;&nbsp;&nbsp;3097795 |
| Banco Bilbao Vizcaya Argentaria SA | 486558 | &nbsp;&nbsp;&nbsp;12415989 |
| Banco Santander SA | 572555 | &nbsp;&nbsp;&nbsp;&nbsp;7342693 |
| CaixaBank SA | 170775 | &nbsp;&nbsp;&nbsp;&nbsp;2266278 |
| Cellnex Telecom SA (B)(C) | &nbsp;&nbsp;&nbsp;36630 | &nbsp;&nbsp;&nbsp;&nbsp;1133871 |
| EDP Renovaveis SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;1902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28963 |
| Endesa SA | &nbsp;&nbsp;&nbsp;27470 | &nbsp;&nbsp;&nbsp;&nbsp;1016012 |
| Iberdrola SA | 118744 | &nbsp;&nbsp;&nbsp;&nbsp;2673419 |
| Iberdrola SA, Interim Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;1626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36608 |
| Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;51039 | &nbsp;&nbsp;&nbsp;&nbsp;3339522 |
| Naturgy Energy Group SA | &nbsp;&nbsp;&nbsp;30080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947579 |
| Telefonica SA (A) | 622666 | &nbsp;&nbsp;&nbsp;&nbsp;2529678 |
| **Sweden - 3.1%** | **Sweden - 3.1%** | 34966582 |
| AAK AB | &nbsp;&nbsp;&nbsp;10264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287551 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Sweden (continued)** | **Sweden (continued)** |  |
| AddTech AB, B Shares | &nbsp;&nbsp;&nbsp;31388 | &nbsp;&nbsp;&nbsp;$1031109 |
| Alfa Laval AB | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505579 |
| Assa Abloy AB, B Shares | &nbsp;&nbsp;&nbsp;17959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730147 |
| Atlas Copco AB, A Shares | 121412 | &nbsp;&nbsp;&nbsp;&nbsp;2520202 |
| Atlas Copco AB, B Shares | &nbsp;&nbsp;&nbsp;66061 | &nbsp;&nbsp;&nbsp;&nbsp;1195139 |
| Beijer Ref AB (A) | &nbsp;&nbsp;&nbsp;15952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228587 |
| Boliden AB (B) | &nbsp;&nbsp;&nbsp;31852 | &nbsp;&nbsp;&nbsp;&nbsp;2254620 |
| Castellum AB | &nbsp;&nbsp;&nbsp;44596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554663 |
| Epiroc AB, A Shares | &nbsp;&nbsp;&nbsp;28262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797201 |
| Epiroc AB, B Shares | &nbsp;&nbsp;&nbsp;12648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317477 |
| EQT AB | &nbsp;&nbsp;&nbsp;&nbsp;7091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270751 |
| Essity AB, B Shares | &nbsp;&nbsp;&nbsp;18968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563967 |
| Evolution AB (C) | &nbsp;&nbsp;&nbsp;&nbsp;5904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385897 |
| Fastighets AB Balder, B Shares (B) | &nbsp;&nbsp;&nbsp;64846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491093 |
| Getinge AB, B Shares (A) | &nbsp;&nbsp;&nbsp;13762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303775 |
| Hennes & Mauritz AB, B Shares (A) | &nbsp;&nbsp;&nbsp;23443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472316 |
| Hexagon AB, B Shares | &nbsp;&nbsp;&nbsp;61745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701691 |
| Holmen AB, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;9421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355246 |
| Indutrade AB | &nbsp;&nbsp;&nbsp;18882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445801 |
| Lifco AB, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;6979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241404 |
| Nibe Industrier AB, B Shares | &nbsp;&nbsp;&nbsp;18387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70829 |
| Saab AB, B Shares | &nbsp;&nbsp;&nbsp;&nbsp;4021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314921 |
| Sagax AB, B Shares | &nbsp;&nbsp;&nbsp;16160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358716 |
| Sandvik AB | &nbsp;&nbsp;&nbsp;59937 | &nbsp;&nbsp;&nbsp;&nbsp;2381298 |
| Securitas AB, B Shares | &nbsp;&nbsp;&nbsp;38907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646527 |
| Skandinaviska Enskilda Banken AB, A Shares | &nbsp;&nbsp;&nbsp;57360 | &nbsp;&nbsp;&nbsp;&nbsp;1239892 |
| Skandinaviska Enskilda Banken AB, C Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10073 |
| Skanska AB, B Shares (A) | &nbsp;&nbsp;&nbsp;54834 | &nbsp;&nbsp;&nbsp;&nbsp;1678051 |
| SKF AB, B Shares | &nbsp;&nbsp;&nbsp;56682 | &nbsp;&nbsp;&nbsp;&nbsp;1489365 |
| Svenska Cellulosa AB SCA, B Shares (A) | &nbsp;&nbsp;&nbsp;58449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736534 |
| Svenska Handelsbanken AB, A Shares | &nbsp;&nbsp;&nbsp;66766 | &nbsp;&nbsp;&nbsp;&nbsp;1060442 |
| Svenska Handelsbanken AB, B Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40251 |
| Swedbank AB, A Shares | &nbsp;&nbsp;&nbsp;44163 | &nbsp;&nbsp;&nbsp;&nbsp;1729652 |
| Swedish Orphan Biovitrum AB (B) | &nbsp;&nbsp;&nbsp;17287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658106 |
| Tele2 AB, B Shares | &nbsp;&nbsp;&nbsp;32408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596558 |
| Telefonaktiebolaget LM Ericsson, B Shares | 200381 | &nbsp;&nbsp;&nbsp;&nbsp;2188012 |
| Telia Company AB (A) | 169636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777061 |
| Trelleborg AB, B Shares | &nbsp;&nbsp;&nbsp;26739 | &nbsp;&nbsp;&nbsp;&nbsp;1087412 |
| Volvo AB, A Shares | &nbsp;&nbsp;&nbsp;19501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713753 |
| Volvo AB, B Shares | &nbsp;&nbsp;&nbsp;67266 | &nbsp;&nbsp;&nbsp;&nbsp;2461994 |
| Volvo Car AB, B Shares (A)(B) | &nbsp;&nbsp;&nbsp;21690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72919 |
| **Switzerland - 8.6%** | **Switzerland - 8.6%** | 97268517 |
| ABB, Ltd. | &nbsp;&nbsp;&nbsp;29863 | &nbsp;&nbsp;&nbsp;&nbsp;2585115 |
| Alcon, Inc. | &nbsp;&nbsp;&nbsp;54206 | &nbsp;&nbsp;&nbsp;&nbsp;4393921 |
| Chocoladefabriken Lindt & Spruengli AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;1480423 |
| Cie Financiere Richemont SA, A Shares | &nbsp;&nbsp;&nbsp;15168 | &nbsp;&nbsp;&nbsp;&nbsp;2945750 |
| Coca-Cola HBC AG (B) | &nbsp;&nbsp;&nbsp;20817 | &nbsp;&nbsp;&nbsp;&nbsp;1128362 |
| DSM-Firmenich AG | &nbsp;&nbsp;&nbsp;18217 | &nbsp;&nbsp;&nbsp;&nbsp;1434677 |
| Galderma Group AG | &nbsp;&nbsp;&nbsp;&nbsp;7019 | &nbsp;&nbsp;&nbsp;&nbsp;1311647 |
| Givaudan SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;2002218 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Switzerland (continued)** | **Switzerland (continued)** |  |
| Glencore PLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;517813 | &nbsp;&nbsp;&nbsp;&nbsp;$3547516 |
| Holcim, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;60582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6257636 |
| Kuehne + Nagel International AG (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1567120 |
| Lonza Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825596 |
| Nestle SA | &nbsp;&nbsp;&nbsp;&nbsp;80414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7668074 |
| Novartis AG | &nbsp;&nbsp;&nbsp;&nbsp;118336 | &nbsp;&nbsp;&nbsp;&nbsp;17614015 |
| Partners Group Holding AG (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3787936 |
| Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;21258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9681424 |
| Roche Holding AG, Bearer Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662949 |
| Sandoz Group AG | &nbsp;&nbsp;&nbsp;&nbsp;27758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205356 |
| Schindler Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617731 |
| Schindler Holding AG, Participation Certificates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018848 |
| Sika AG | &nbsp;&nbsp;&nbsp;&nbsp;10947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108227 |
| Swiss Life Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004849 |
| Swiss Re AG | &nbsp;&nbsp;&nbsp;&nbsp;14375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304518 |
| Swisscom AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4366753 |
| UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;116917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525108 |
| Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4222748 |
| **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 (B)(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 - 14.2%** | **United Kingdom - 14.2%** | 160073331 |
| 3i Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;45656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2099451 |
| Admiral Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;36573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380151 |
| Anglo American PLC | &nbsp;&nbsp;&nbsp;&nbsp;113604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5312838 |
| Ashtead Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;49825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204613 |
| Associated British Foods PLC | &nbsp;&nbsp;&nbsp;&nbsp;37172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971727 |
| AstraZeneca PLC | &nbsp;&nbsp;&nbsp;&nbsp;45471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8486073 |
| Aviva PLC | &nbsp;&nbsp;&nbsp;&nbsp;227175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982049 |
| BAE Systems PLC | &nbsp;&nbsp;&nbsp;&nbsp;76354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2068294 |
| Barclays PLC | &nbsp;&nbsp;&nbsp;&nbsp;650430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339592 |
| BP PLC | 1310826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8342748 |
| British American Tobacco PLC | &nbsp;&nbsp;&nbsp;&nbsp;87948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5281249 |
| BT Group PLC | 1934921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5080718 |
| Bunzl PLC | &nbsp;&nbsp;&nbsp;&nbsp;26014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731089 |
| Centrica PLC | &nbsp;&nbsp;&nbsp;&nbsp;791016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072709 |
| Coca-Cola Europacific Partners PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;17522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1596731 |
| Compass Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;53235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597642 |
| Diageo PLC | &nbsp;&nbsp;&nbsp;&nbsp;87632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2014840 |
| GSK PLC | &nbsp;&nbsp;&nbsp;&nbsp;125371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3228338 |
| Haleon PLC | &nbsp;&nbsp;&nbsp;&nbsp;728574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3788189 |
| Halma PLC | &nbsp;&nbsp;&nbsp;&nbsp;27738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348970 |
| HSBC Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;626152 | &nbsp;&nbsp;&nbsp;&nbsp;11044636 |
| Imperial Brands PLC | &nbsp;&nbsp;&nbsp;&nbsp;101669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4277540 |
| Informa PLC | &nbsp;&nbsp;&nbsp;&nbsp;164066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981229 |
| InterContinental Hotels Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146878 |
| Legal & General Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;653717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378115 |
| Lloyds Banking Group PLC | 2835146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4238733 |
| London Stock Exchange Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031731 |
| National Grid PLC | &nbsp;&nbsp;&nbsp;&nbsp;205481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480937 |
| NatWest Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;356495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254161 |

---

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)** |  |
| Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;19035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3464922 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;59367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4962932 |
| RELX PLC | &nbsp;&nbsp;&nbsp;&nbsp;75617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2676111 |
| Rentokil Initial PLC | &nbsp;&nbsp;&nbsp;&nbsp;186124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151127 |
| Rio Tinto PLC | &nbsp;&nbsp;&nbsp;&nbsp;43497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021830 |
| Rolls-Royce Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;229985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3821880 |
| Segro PLC | &nbsp;&nbsp;&nbsp;&nbsp;52700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548601 |
| Severn Trent PLC | &nbsp;&nbsp;&nbsp;&nbsp;21110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848189 |
| Shell PLC | &nbsp;&nbsp;&nbsp;&nbsp;363131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13922688 |
| Smith & Nephew PLC | &nbsp;&nbsp;&nbsp;&nbsp;41472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706822 |
| SSE PLC | &nbsp;&nbsp;&nbsp;&nbsp;116162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860749 |
| Standard Chartered PLC | &nbsp;&nbsp;&nbsp;&nbsp;309388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7905266 |
| Tesco PLC | &nbsp;&nbsp;&nbsp;&nbsp;750901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4381364 |
| The Sage Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;101496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333447 |
| Unilever PLC | &nbsp;&nbsp;&nbsp;&nbsp;75587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5124498 |
| Vodafone Group PLC | 2190823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3228828 |
| Wise PLC, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;27210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352106 |
| **United States - 0.0%** | **United States - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338360 |
| Carnival PLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;11426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338360 |
| **PREFERRED SECURITIES - 0.4%** | **PREFERRED SECURITIES - 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$4046056** |
| (Cost $4,105,337) |  |  |
| **Germany - 0.4%** | **Germany - 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046056 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516966 |
| Dr. Ing. h.c. F. Porsche AG (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81578 |
| Henkel AG & Company KGaA | &nbsp;&nbsp;&nbsp;&nbsp;18231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608421 |
| Volkswagen AG | &nbsp;&nbsp;&nbsp;&nbsp;15060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839091 |
| **SHORT-TERM INVESTMENTS - 1.1%** | **SHORT-TERM INVESTMENTS - 1.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$13055342** |
| (Cost $13,054,828) |  |  |
| **Short-term funds - 1.1%** | **Short-term funds - 1.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13055342 |
| John Hancock Collateral Trust, 3.5792% (E)(F) | 1136652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11370842 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.6399% (E) | 1684500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684500 |
| **Total investments (Multifactor Developed International ETF) (Cost $902,230,083) - 100.6%** | **Total investments (Multifactor Developed International ETF) (Cost $902,230,083) - 100.6%** | **$1138093652** |
| **Other assets and liabilities, net - (0.6%)** | **Other assets and liabilities, net - (0.6%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(6931280)** |
| **Total net assets - 100.0%** | **Total net assets - 100.0%** | **$1131162372** |

---

---

| | |
|:---|:---|
| 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 1-31-26. The value of securities on loan amounted to $26,959,106. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $17,007,465 in the form of U.S. Treasuries was pledged to the fund. |
| (B) | Non-income producing security. |
| (C) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (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 1-31-26.

(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 1-31-26:

---

| | |
|:---|:---|
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;24.2% |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;19.2% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;9.5% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;8.4% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;8.4% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;7.4% |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;6.1% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;5.4% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;5.0% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;4.3% |
| Real estate | &nbsp;&nbsp;&nbsp;&nbsp;1.6% |
| Short-term investments and other | &nbsp;&nbsp;&nbsp;&nbsp;0.5% |
| **TOTAL** | **100.0%** |

---

#### MULTIFACTOR EMERGING MARKETS ETF

------

#### As of 1-31-26 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS - 99.1%** | **COMMON STOCKS - 99.1%** | **$689746475** |
| (Cost $429,768,800) |  |  |
| **Australia - 0.0%** | **Australia - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231896 |
| MMG, Ltd. (A) | 176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231896 |
| **Brazil - 3.3%** | **Brazil - 3.3%** | &nbsp;&nbsp;&nbsp;&nbsp;22750162 |
| Ambev SA | 233700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662862 |
| Axia Energia | &nbsp;&nbsp;&nbsp;53837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559085 |
| B3 SA - Brasil Bolsa Balcao | 303200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935275 |
| Banco Bradesco SA | 132105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462256 |
| Banco BTG Pactual SA | &nbsp;&nbsp;&nbsp;51348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587964 |
| Banco do Brasil SA | 152600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735085 |
| BB Seguridade Participacoes SA | &nbsp;&nbsp;&nbsp;82600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588631 |
| Caixa Seguridade Participacoes S/A | &nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90922 |
| Cia de Saneamento Basico do Estado de Sao Paulo | &nbsp;&nbsp;&nbsp;35499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957525 |
| Cia Energetica de Minas Gerais | &nbsp;&nbsp;&nbsp;35278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101679 |
| Cia Paranaense de Energia | 156300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393470 |
| CPFL Energia SA | &nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249656 |
| Embraer SA | &nbsp;&nbsp;&nbsp;26600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492569 |
| Energisa SA | &nbsp;&nbsp;&nbsp;21962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213976 |
| Eneva SA (A) | &nbsp;&nbsp;&nbsp;44500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179511 |
| Engie Brasil Energia SA | &nbsp;&nbsp;&nbsp;46335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290017 |
| Equatorial Energia SA | &nbsp;&nbsp;&nbsp;69303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541658 |
| Klabin SA | &nbsp;&nbsp;&nbsp;81304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297540 |
| Localiza Rent a Car SA | &nbsp;&nbsp;&nbsp;62811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580536 |
| MBRF Global Foods Company SA | &nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80235 |
| Motiva Infraestrutura de Mobilidade SA | &nbsp;&nbsp;&nbsp;78100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250013 |
| Neoenergia SA | &nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77975 |
| Petroleo Brasileiro SA | 429100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3310321 |
| Porto Seguro SA | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69091 |
| PRIO SA (A) | &nbsp;&nbsp;&nbsp;59800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582403 |
| Raia Drogasil SA | 139349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652090 |

---

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)** |  |
| Rede D'Or Sao Luiz SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;46636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$377592 |
| Rumo SA | &nbsp;&nbsp;&nbsp;&nbsp;85190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240167 |
| Suzano SA | &nbsp;&nbsp;&nbsp;&nbsp;74365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700676 |
| Telefonica Brasil SA | &nbsp;&nbsp;&nbsp;&nbsp;71200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508343 |
| TIM SA | &nbsp;&nbsp;&nbsp;&nbsp;101200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473957 |
| TOTVS SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50226 |
| Vale SA | &nbsp;&nbsp;&nbsp;&nbsp;315900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5087658 |
| Vibra Energia SA | &nbsp;&nbsp;&nbsp;&nbsp;97114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533467 |
| WEG SA | &nbsp;&nbsp;&nbsp;&nbsp;84600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835731 |
| **Chile - 0.4%** | **Chile - 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;3067022 |
| Banco de Chile | 2621683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584935 |
| Banco de Credito e Inversiones SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492849 |
| Banco Santander Chile | 3297004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293670 |
| Cencosud SA | &nbsp;&nbsp;&nbsp;&nbsp;98326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333169 |
| Empresas CMPC SA | &nbsp;&nbsp;&nbsp;&nbsp;125677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190575 |
| Empresas COPEC SA | &nbsp;&nbsp;&nbsp;&nbsp;28163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243056 |
| Enel Americas SA | 1418040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135540 |
| Enel Chile SA | 3233571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277757 |
| Falabella SA | &nbsp;&nbsp;&nbsp;&nbsp;39113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307382 |
| Latam Airlines Group SA | 6336140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208089 |
| **China - 22.6%** | **China - 22.6%** | 157129540 |
| 360 Security Technology, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;33700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58879 |
| 3SBio, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58178 |
| Agricultural Bank of China, Ltd., H Shares | 2688000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882705 |
| Aier Eye Hospital Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;62843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100118 |
| Akeso, Inc. (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127226 |
| Alibaba Group Holding, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;953000 | &nbsp;&nbsp;&nbsp;&nbsp;20647093 |
| Aluminum Corp. of China, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046327 |
| Anhui Conch Cement Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;159500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506907 |
| Anhui Gujing Distillery Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31773 |
| 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;25978 |
| Anker Innovations Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15764 |
| ANTA Sports Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;160800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611150 |
| Avary Holding Shenzhen Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93631 |
| Bank of Beijing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;108900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83064 |
| Bank of Chengdu Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41759 |
| Bank of China, Ltd., H Shares | 5940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551967 |
| Bank of Communications Company, Ltd., H Shares | 1952000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679634 |
| Bank of Hangzhou Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;34300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79771 |
| Bank of Jiangsu Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;100700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146807 |
| Bank of Nanjing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90926 |
| Bank of Ningbo Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;52515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233912 |
| Bank of Shanghai Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;94200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125266 |
| Baoshan Iron & Steel Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;172600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181331 |
| 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;58899 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Beijing Wantai Biological Pharmacy Enterprise Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;$11861 |
| Beijing-Shanghai High Speed Railway Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;163900 | &nbsp;&nbsp;&nbsp;&nbsp;114873 |
| Bilibili, Inc., Class Z (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;148915 |
| BOE Technology Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;182385 |
| BYD Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;271000 | 3391968 |
| BYD Electronic International Company, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;98000 | &nbsp;&nbsp;&nbsp;&nbsp;419120 |
| Cambricon Technologies Corp., Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;169217 |
| Chaozhou Three-Circle Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;48212 |
| China Cinda Asset Management Company, Ltd., H Shares (C) | &nbsp;&nbsp;&nbsp;&nbsp;217000 | &nbsp;&nbsp;&nbsp;&nbsp;36955 |
| China CITIC Bank Corp., Ltd., H Shares | 1202000 | 1120473 |
| China Coal Energy Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp;&nbsp;&nbsp;401017 |
| China Construction Bank Corp., H Shares | 6490000 | 6573351 |
| China Eastern Airlines Corp., Ltd., H Shares (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;232000 | &nbsp;&nbsp;&nbsp;&nbsp;161010 |
| China Energy Engineering Corp., Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;548000 | &nbsp;&nbsp;&nbsp;&nbsp;80695 |
| China Everbright Bank Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;416000 | &nbsp;&nbsp;&nbsp;&nbsp;173651 |
| China Galaxy Securities Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;410848 |
| China Hongqiao Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;313500 | 1449943 |
| China International Capital Corp., Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;108685 |
| China Jushi Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;18145 |
| China Life Insurance Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;650000 | 2903056 |
| China Longyuan Power Group Corp., Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;457000 | &nbsp;&nbsp;&nbsp;&nbsp;415471 |
| China Mengniu Dairy Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;258000 | &nbsp;&nbsp;&nbsp;&nbsp;538484 |
| China Merchants Bank Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;297000 | 1820098 |
| China Merchants Energy Shipping Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;15700 | &nbsp;&nbsp;&nbsp;&nbsp;25668 |
| China Merchants Expressway Network & Technology Holdings Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;27674 |
| China Merchants Securities Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;79940 | &nbsp;&nbsp;&nbsp;&nbsp;149650 |
| China Merchants Shekou Industrial Zone Holdings Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;50200 | &nbsp;&nbsp;&nbsp;&nbsp;76364 |
| China Minsheng Banking Corp., Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;850500 | &nbsp;&nbsp;&nbsp;&nbsp;423633 |
| China Northern Rare Earth Group High-Tech Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;118052 |
| China Pacific Insurance Group Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;339400 | 1712276 |
| China Petroleum & Chemical Corp., H Shares | 2188000 | 1507285 |
| China Railway Signal & Communication Corp., Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;25776 |
| China Reinsurance Group Corp., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;138000 | &nbsp;&nbsp;&nbsp;&nbsp;31100 |
| China Resources Microelectronics, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5187 | &nbsp;&nbsp;&nbsp;&nbsp;47604 |
| China Resources Mixc Lifestyle Services, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;34200 | &nbsp;&nbsp;&nbsp;&nbsp;202843 |
| China Shenhua Energy Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;306500 | 1688366 |
| China Southern Airlines Company, Ltd., H Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;242000 | &nbsp;&nbsp;&nbsp;&nbsp;180345 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| China Tourism Group Duty Free Corp., Ltd., H Shares (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;$98717 |
| China Tower Corp., Ltd., H Shares (B) | 743800 | 1072408 |
| China Vanke Company, Ltd., H Shares (A)(C) | 260672 | &nbsp;&nbsp;&nbsp;&nbsp;126836 |
| China Zheshang Bank Company, Ltd., H Shares | 182700 | &nbsp;&nbsp;&nbsp;&nbsp;58485 |
| Chongqing Rural Commercial Bank, H Shares | &nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;44790 |
| CITIC Securities Company, Ltd., H Shares | 137750 | &nbsp;&nbsp;&nbsp;&nbsp;515745 |
| CITIC, Ltd. | 639000 | 1023585 |
| CMOC Group, Ltd., H Shares | 501000 | 1431850 |
| CNPC Capital Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;26900 | &nbsp;&nbsp;&nbsp;&nbsp;34803 |
| Contemporary Amperex Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;18360 | &nbsp;&nbsp;&nbsp;&nbsp;924804 |
| COSCO SHIPPING Holdings Company, Ltd., H Shares (C) | 448199 | &nbsp;&nbsp;&nbsp;&nbsp;786244 |
| CSC Financial Company, Ltd., H Shares (B) | 110500 | &nbsp;&nbsp;&nbsp;&nbsp;178420 |
| CSPC Pharmaceutical Group, Ltd. | 202000 | &nbsp;&nbsp;&nbsp;&nbsp;248307 |
| Daqin Railway Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;97100 | &nbsp;&nbsp;&nbsp;&nbsp;70151 |
| Dongfang Electric Corp., Ltd., H Shares (C) | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;29992 |
| East Money Information Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;54506 | &nbsp;&nbsp;&nbsp;&nbsp;178065 |
| ENN Natural Gas Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;43521 |
| Eoptolink Technology, Inc., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;132817 |
| Eve Energy Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;70689 |
| Everbright Securities Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;20600 | &nbsp;&nbsp;&nbsp;&nbsp;23423 |
| Focus Media Information Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;60300 | &nbsp;&nbsp;&nbsp;&nbsp;62483 |
| Foshan Haitian Flavouring & Food Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;20764 | &nbsp;&nbsp;&nbsp;&nbsp;105486 |
| Founder Securities Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp;32012 |
| Foxconn Industrial Internet Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;54900 | &nbsp;&nbsp;&nbsp;&nbsp;455887 |
| Fuyao Glass Industry Group Company, Ltd. , H Shares (B) | &nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;684789 |
| Ganfeng Lithium Group Company, Ltd., H Shares (B)(C) | &nbsp;&nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;233953 |
| GD Power Development Company, Ltd., Class A | 142400 | &nbsp;&nbsp;&nbsp;&nbsp;94886 |
| GDS Holdings, Ltd., A Shares (A) | &nbsp;&nbsp;&nbsp;27600 | &nbsp;&nbsp;&nbsp;&nbsp;159810 |
| GF Securities Company, Ltd., H Shares (C) | 130200 | &nbsp;&nbsp;&nbsp;&nbsp;304090 |
| Giant Biogene Holding Company, Ltd. (B)(C) | &nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;51075 |
| GigaDevice Semiconductor, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;90633 |
| GoerTek, Inc., A Shares | &nbsp;&nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp;105893 |
| Gotion High-tech Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;16944 |
| Great Wall Motor Company, Ltd., H Shares | 284000 | &nbsp;&nbsp;&nbsp;&nbsp;481837 |
| Gree Electric Appliances, Inc. of Zhuhai, A Shares | &nbsp;&nbsp;&nbsp;49200 | &nbsp;&nbsp;&nbsp;&nbsp;274022 |
| Guangdong Haid Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;91181 |
| Guangzhou Automobile Group Company, Ltd., H Shares | 216000 | &nbsp;&nbsp;&nbsp;&nbsp;101505 |
| Guosen Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;30300 | &nbsp;&nbsp;&nbsp;&nbsp;54683 |
| Guotai Haitong Securities Company, Ltd., H Shares (B) | 108056 | &nbsp;&nbsp;&nbsp;&nbsp;229956 |
| H World Group, Ltd. | 154600 | &nbsp;&nbsp;&nbsp;&nbsp;757787 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Haidilao International Holding, Ltd. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;$182109 |
| Haier Smart Home Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;304000 | 1004290 |
| Hangzhou Tigermed Consulting Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;22618 |
| Hansoh Pharmaceutical Group Company, Ltd. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;405291 |
| Henan Shuanghui Investment & Development Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;65415 |
| Hengli Petrochemical Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp;214104 |
| Hengtong Optic-electric Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;21162 |
| Hithink RoyalFlush Information Network Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;115452 |
| Huadian Power International Corp., Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp;39133 |
| Huadong Medicine Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;17650 |
| Huaneng Power International, Inc., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;426000 | &nbsp;&nbsp;&nbsp;&nbsp;310921 |
| Huatai Securities Company, Ltd., H Shares (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;179200 | &nbsp;&nbsp;&nbsp;&nbsp;427710 |
| Huaxia Bank Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;82909 | &nbsp;&nbsp;&nbsp;&nbsp;75648 |
| Huizhou Desay SV Automotive Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;52803 |
| Iflytek Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;87489 |
| Industrial & Commercial Bank of China, Ltd., H Shares | 5196000 | 4317969 |
| Industrial Bank Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;118600 | &nbsp;&nbsp;&nbsp;&nbsp;319180 |
| Industrial Securities Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;14654 |
| Inner Mongolia BaoTou Steel Union Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;227800 | &nbsp;&nbsp;&nbsp;&nbsp;82288 |
| Inner Mongolia Dian Tou Energy Corp., Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;25805 |
| Inner Mongolia Yili Industrial Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;38100 | &nbsp;&nbsp;&nbsp;&nbsp;144427 |
| Innovent Biologics, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;38500 | &nbsp;&nbsp;&nbsp;&nbsp;399804 |
| J&T Global Express, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;137200 | &nbsp;&nbsp;&nbsp;&nbsp;178666 |
| JCET Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;69073 |
| JD Health International, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;73550 | &nbsp;&nbsp;&nbsp;&nbsp;595674 |
| JD Logistics, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;203000 | &nbsp;&nbsp;&nbsp;&nbsp;290865 |
| JD.com, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;202200 | 2910135 |
| Jiangsu Eastern Shenghong Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;19596 |
| Jiangsu Expressway Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;72000 | &nbsp;&nbsp;&nbsp;&nbsp;94959 |
| Jiangsu Hengli Hydraulic Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;95163 |
| Jiangsu Hengrui Pharmaceuticals Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;20551 | &nbsp;&nbsp;&nbsp;&nbsp;172015 |
| Jiangsu King's Luck Brewery JSC, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;40498 |
| Jiangsu Yanghe Distillery Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9190 | &nbsp;&nbsp;&nbsp;&nbsp;73166 |
| Jiangsu Zhongtian Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;18326 |
| Jinduicheng Molybdenum Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;28055 |
| Kanzhun, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;80442 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Kingdee International Software Group Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;47000 | &nbsp;&nbsp;&nbsp;&nbsp;$77935 |
| Kingnet Network Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;14346 |
| Kuaishou Technology (B) | &nbsp;&nbsp;&nbsp;&nbsp;249600 | 2561614 |
| Kuang-Chi Technologies Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;23911 |
| Kunlun Tech Company, Ltd., A Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;13652 |
| Kweichow Moutai Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4992 | 1006518 |
| Laopu Gold Company, Ltd., H Shares (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;159392 |
| Lenovo Group, Ltd. | 1198000 | 1362183 |
| Lens Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;133399 |
| Li Auto, Inc., Class A (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;97900 | &nbsp;&nbsp;&nbsp;&nbsp;826729 |
| Lingyi iTech Guangdong Company, A Shares | &nbsp;&nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;30129 |
| Longfor Group Holdings, Ltd. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;210883 | &nbsp;&nbsp;&nbsp;&nbsp;278128 |
| LONGi Green Energy Technology Company, Ltd., A Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;25300 | &nbsp;&nbsp;&nbsp;&nbsp;65102 |
| Luxshare Precision Industry Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;53800 | &nbsp;&nbsp;&nbsp;&nbsp;400219 |
| Luzhou Laojiao Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;179214 |
| Meituan, Class B (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;295070 | 3672459 |
| Metallurgical Corp. of China, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;16108 |
| Midea Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;27600 | &nbsp;&nbsp;&nbsp;&nbsp;308194 |
| MINISO Group Holding, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;59372 |
| Montage Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;94739 |
| Muyuan Foods Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;41560 | &nbsp;&nbsp;&nbsp;&nbsp;275133 |
| NARI Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;40452 | &nbsp;&nbsp;&nbsp;&nbsp;146707 |
| NAURA Technology Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;177480 |
| NetEase, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;144000 | 3779915 |
| New China Life Insurance Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;128400 | 1044831 |
| Ningbo Tuopu Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;67781 |
| Ningxia Baofeng Energy Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;181230 |
| NIO, Inc., Class A (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;114980 | &nbsp;&nbsp;&nbsp;&nbsp;568591 |
| Nongfu Spring Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;112400 | &nbsp;&nbsp;&nbsp;&nbsp;689970 |
| OmniVision Integrated Circuits Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;92707 |
| Orient Securities Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;77600 | &nbsp;&nbsp;&nbsp;&nbsp;67468 |
| PetroChina Company, Ltd., H Shares | 2274000 | 2702117 |
| Pharmaron Beijing Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;22243 |
| PICC Property & Casualty Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;&nbsp;878000 | 1820149 |
| Ping An Bank Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;114600 | &nbsp;&nbsp;&nbsp;&nbsp;178617 |
| Ping An Insurance Group Company of China, Ltd., H Shares (C) | &nbsp;&nbsp;&nbsp;&nbsp;464000 | 4319346 |
| Poly Developments and Holdings Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;88300 | &nbsp;&nbsp;&nbsp;&nbsp;86540 |
| Pop Mart International Group, Ltd. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;38000 | 1087980 |
| Postal Savings Bank of China Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;706000 | &nbsp;&nbsp;&nbsp;&nbsp;461042 |
| Qingdao Port International Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;21156 |
| Qinghai Salt Lake Industry Company, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;84916 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Range Intelligent Computing Technology Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3700 | $43574 |
| Remegen Company, Ltd., H Shares (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;32344 |
| Rockchip Electronics Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;22027 |
| Rongsheng Petrochemical Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;70350 | 149336 |
| SAIC Motor Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;41400 | &nbsp;&nbsp;&nbsp;84248 |
| Sanan Optoelectronics Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;23024 |
| Sany Heavy Industry Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;55400 | 174767 |
| Satellite Chemical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;73972 |
| SDIC Capital Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 |
| SDIC Power Holdings Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;47700 | &nbsp;&nbsp;&nbsp;87526 |
| Seres Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;97371 |
| SF Holding Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;38500 | 207779 |
| Shaanxi Coal Industry Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;90500 | 290183 |
| Shandong Gold Mining Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;52470 | 297364 |
| Shandong Himile Mechanical Science & Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;15596 |
| Shandong Hualu Hengsheng Chemical Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;17814 |
| Shanghai Baosight Software Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;10364 | &nbsp;&nbsp;&nbsp;34097 |
| Shanghai Electric Group Company, Ltd., H Shares (A) | 188000 | 101105 |
| Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;28762 |
| Shanghai International Airport Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;61170 |
| Shanghai Pharmaceuticals Holding Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;45800 | &nbsp;&nbsp;&nbsp;69788 |
| Shanghai Pudong Development Bank Company, Ltd., Class A | 166900 | 241157 |
| Shanghai Putailai New Energy Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;15553 |
| Shanghai Rural Commercial Bank Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;49600 | &nbsp;&nbsp;&nbsp;61317 |
| Shanjin International Gold Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;44123 |
| Shanxi Xinghuacun Fen Wine Factory Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;7145 | 175846 |
| Shengyi Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;34731 |
| Shenwan Hongyuan Group Company, Ltd., H Shares (B) | 172000 | &nbsp;&nbsp;&nbsp;68935 |
| Shenzhen Inovance Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;12350 | 132645 |
| Shenzhen Mindray Bio-Medical Electronics Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;6600 | 179768 |
| Shenzhen Transsion Holdings Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4851 | &nbsp;&nbsp;&nbsp;40583 |
| Shenzhou International Group Holdings, Ltd. | 105400 | 840803 |
| Sichuan Chuantou Energy Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;50283 |
| Sichuan Kelun-Biotech Biopharmaceutical Company, Ltd., H Shares (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;42552 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Sichuan Road and Bridge Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;38040 | &nbsp;&nbsp;&nbsp;&nbsp;$53158 |
| Silergy Corp. | &nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;249571 |
| Sinoma Science & Technology Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17896 |
| Sinopharm Group Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93041 |
| Smoore International Holdings, Ltd. (B)(C) | &nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;101464 |
| Spring Airlines Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22659 |
| Sungrow Power Supply Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;12940 | &nbsp;&nbsp;&nbsp;&nbsp;281203 |
| Sunny Optical Technology Group Company, Ltd. | &nbsp;&nbsp;&nbsp;84900 | &nbsp;&nbsp;&nbsp;&nbsp;680531 |
| Suzhou Dongshan Precision Manufacturing Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22267 |
| Suzhou TFC Optical Communication Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50054 |
| TBEA Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19181 |
| TCL Technology Group Corp., A Shares | 100120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69883 |
| Tencent Holdings, Ltd. | 306900 | 23814154 |
| Tencent Music Entertainment Group (C) | 111100 | &nbsp;&nbsp;&nbsp;&nbsp;931796 |
| The People's Insurance Company Group of China, Ltd., H Shares | 767000 | &nbsp;&nbsp;&nbsp;&nbsp;667836 |
| Tianfeng Securities Company, Ltd., A Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 |
| Tianqi Lithium Corp., H Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27843 |
| Tianshan Aluminum Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38522 |
| Tingyi Cayman Islands Holding Corp. | &nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;136676 |
| TongFu Microelectronics Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38211 |
| Tongling Nonferrous Metals Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21304 |
| Tongwei Company, Ltd., A Shares (A) | &nbsp;&nbsp;&nbsp;30800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80674 |
| Tsingtao Brewery Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;316786 |
| Unisplendour Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31687 |
| Victory Giant Technology Huizhou Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57159 |
| Wanhua Chemical Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;25800 | &nbsp;&nbsp;&nbsp;&nbsp;326635 |
| Weichai Power Company, Ltd., H Shares | 252000 | &nbsp;&nbsp;&nbsp;&nbsp;858963 |
| Wens Foodstuffs Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;46900 | &nbsp;&nbsp;&nbsp;&nbsp;105295 |
| Wuliangye Yibin Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;411024 |
| WUS Printed Circuit Kunshan Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54206 |
| WuXi AppTec Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;34180 | &nbsp;&nbsp;&nbsp;&nbsp;486679 |
| WuXi Biologics Cayman, Inc. (A)(B) | 260000 | &nbsp;&nbsp;&nbsp;1231801 |
| XCMG Construction Machinery Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;63300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97840 |
| Xiamen Tungsten Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17905 |
| XPeng, Inc., Class A (A)(C) | 100900 | &nbsp;&nbsp;&nbsp;&nbsp;925706 |
| Yangtze Optical Fibre & Cable Joint Stock Company, Ltd., H Shares (B) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53587 |
| Yankuang Energy Group Company, Ltd., H Shares | 472399 | &nbsp;&nbsp;&nbsp;&nbsp;690177 |
| Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;50550 | &nbsp;&nbsp;&nbsp;2517888 |
| Yunnan Aluminium Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33405 |
| Yunnan Baiyao Group Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;10040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80352 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **China (continued)** | **China (continued)** |  |
| Yunnan Yuntianhua Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$32977 |
| Zangge Mining Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16146 |
| Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66944 |
| Zhaojin Mining Industry Company, Ltd., H Shares | &nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194681 |
| Zhejiang China Commodities City Group Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43533 |
| Zhejiang Chint Electrics Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15144 |
| Zhejiang Dahua Technology Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13916 |
| Zhejiang Huayou Cobalt Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29013 |
| Zhejiang Juhua Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52087 |
| Zhejiang Leapmotor Technology Company, Ltd., H Shares (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45626 |
| Zhejiang NHU Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71369 |
| Zhejiang Sanhua Intelligent Controls Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85774 |
| Zhongji Innolight Company, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379210 |
| Zhongjin Gold Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45139 |
| Zhongtai Securities Company, Ltd., A Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
| Zijin Mining Group Company, Ltd., H Shares | 520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2789864 |
| Zoomlion Heavy Industry Science and Technology Company, Ltd., H Shares (C) | 110400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123975 |
| ZTO Express Cayman, Inc. | &nbsp;&nbsp;&nbsp;23350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519042 |
| **Hong Kong - 0.7%** | **Hong Kong - 0.7%** | &nbsp;&nbsp;&nbsp;&nbsp;5186380 |
| Alibaba Health Information Technology, Ltd. (A)(C) | &nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66789 |
| China Merchants Port Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64453 |
| China Resources Beer Holdings Company, Ltd. | 216500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726869 |
| China Resources Land, Ltd. | 360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414241 |
| China Resources Power Holdings Company, Ltd. (C) | 272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619947 |
| China Taiping Insurance Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;34400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112850 |
| Chow Tai Fook Jewellery Group, Ltd. (C) | &nbsp;&nbsp;&nbsp;54600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100675 |
| Geely Automobile Holdings, Ltd. | 683000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407156 |
| Kunlun Energy Company, Ltd. | 252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258141 |
| NetEase Cloud Music, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26579 |
| Orient Overseas International, Ltd. (C) | &nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270222 |
| Want Want China Holdings, Ltd. | 196000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118458 |
| **India - 17.8%** | **India - 17.8%** | 123863434 |
| 360 ONE WAM, Ltd. | &nbsp;&nbsp;&nbsp;10043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123273 |
| ABB India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193527 |
| Adani Energy Solutions, Ltd. (A) | &nbsp;&nbsp;&nbsp;20186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196204 |
| Adani Enterprises, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163554 |
| Adani Enterprises, Ltd., Partly Paid Rights (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14951 |
| Adani Green Energy, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88223 |
| Adani Ports & Special Economic Zone, Ltd. | &nbsp;&nbsp;&nbsp;39096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602245 |
| Adani Power, Ltd. (A) | 239229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353353 |
| Adani Total Gas, Ltd. | &nbsp;&nbsp;&nbsp;14089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81000 |

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

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---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **India (continued)** | **India (continued)** |  |
| Aditya Birla Capital, Ltd. (A) | &nbsp;&nbsp;&nbsp;56840 | &nbsp;&nbsp;$210460 |
| Alkem Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp;165560 |
| Ambuja Cements, Ltd. | &nbsp;&nbsp;&nbsp;51165 | &nbsp;&nbsp;&nbsp;&nbsp;283393 |
| APL Apollo Tubes, Ltd. | &nbsp;&nbsp;&nbsp;15118 | &nbsp;&nbsp;&nbsp;&nbsp;336093 |
| Apollo Hospitals Enterprise, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9269 | &nbsp;&nbsp;&nbsp;&nbsp;700308 |
| Ashok Leyland, Ltd. | 256626 | &nbsp;&nbsp;&nbsp;&nbsp;550984 |
| Asian Paints, Ltd. | &nbsp;&nbsp;&nbsp;39387 | 1040900 |
| Astral, Ltd. | &nbsp;&nbsp;&nbsp;10540 | &nbsp;&nbsp;&nbsp;&nbsp;168205 |
| AU Small Finance Bank, Ltd. (B) | &nbsp;&nbsp;&nbsp;30769 | &nbsp;&nbsp;&nbsp;&nbsp;327801 |
| Aurobindo Pharma, Ltd. | &nbsp;&nbsp;&nbsp;21795 | &nbsp;&nbsp;&nbsp;&nbsp;284061 |
| Avenue Supermarts, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7247 | &nbsp;&nbsp;&nbsp;&nbsp;291290 |
| Axis Bank, Ltd. | 179000 | 2659873 |
| Bajaj Auto, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5562 | &nbsp;&nbsp;&nbsp;&nbsp;579494 |
| Bajaj Finance, Ltd. | 161272 | 1631961 |
| Bajaj Finserv, Ltd. | &nbsp;&nbsp;&nbsp;22510 | &nbsp;&nbsp;&nbsp;&nbsp;478084 |
| Bajaj Holdings & Investment, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3557 | &nbsp;&nbsp;&nbsp;&nbsp;417192 |
| Balkrishna Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7657 | &nbsp;&nbsp;&nbsp;&nbsp;191867 |
| Bank of Baroda | &nbsp;&nbsp;&nbsp;93504 | &nbsp;&nbsp;&nbsp;&nbsp;304946 |
| Bank of India | &nbsp;&nbsp;&nbsp;61961 | &nbsp;&nbsp;&nbsp;&nbsp;110467 |
| Berger Paints India, Ltd. | &nbsp;&nbsp;&nbsp;32770 | &nbsp;&nbsp;&nbsp;&nbsp;164941 |
| Bharat Dynamics, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2765 | &nbsp;&nbsp;&nbsp;&nbsp;46215 |
| Bharat Electronics, Ltd. | 293962 | 1435656 |
| Bharat Forge, Ltd. | &nbsp;&nbsp;&nbsp;19656 | &nbsp;&nbsp;&nbsp;&nbsp;308769 |
| Bharat Heavy Electricals, Ltd. | &nbsp;&nbsp;&nbsp;81064 | &nbsp;&nbsp;&nbsp;&nbsp;231769 |
| Bharat Petroleum Corp., Ltd. | 287830 | 1140525 |
| Bharti Airtel, Ltd. | 192828 | 4127080 |
| Biocon, Ltd. | &nbsp;&nbsp;&nbsp;29182 | &nbsp;&nbsp;&nbsp;&nbsp;116442 |
| Blue Star, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4252 | &nbsp;&nbsp;&nbsp;&nbsp;84220 |
| Bosch, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;251170 |
| Britannia Industries, Ltd. | &nbsp;&nbsp;&nbsp;11358 | &nbsp;&nbsp;&nbsp;&nbsp;722442 |
| Canara Bank | 154343 | &nbsp;&nbsp;&nbsp;&nbsp;247066 |
| CG Power & Industrial Solutions, Ltd. | &nbsp;&nbsp;&nbsp;48876 | &nbsp;&nbsp;&nbsp;&nbsp;311202 |
| Cholamandalam Investment and Finance Company, Ltd. | &nbsp;&nbsp;&nbsp;52156 | &nbsp;&nbsp;&nbsp;&nbsp;923513 |
| Cipla, Ltd. | &nbsp;&nbsp;&nbsp;75093 | 1081649 |
| Coal India, Ltd. | 302987 | 1449265 |
| Cochin Shipyard, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp;&nbsp;&nbsp;41268 |
| Coforge, Ltd. | &nbsp;&nbsp;&nbsp;19491 | &nbsp;&nbsp;&nbsp;&nbsp;350314 |
| Colgate-Palmolive India, Ltd. | &nbsp;&nbsp;&nbsp;12839 | &nbsp;&nbsp;&nbsp;&nbsp;294221 |
| Container Corp. of India, Ltd. | &nbsp;&nbsp;&nbsp;29410 | &nbsp;&nbsp;&nbsp;&nbsp;160770 |
| Coromandel International, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7626 | &nbsp;&nbsp;&nbsp;&nbsp;186116 |
| Cummins India, Ltd. | &nbsp;&nbsp;&nbsp;10069 | &nbsp;&nbsp;&nbsp;&nbsp;447694 |
| Dabur India, Ltd. | &nbsp;&nbsp;&nbsp;44700 | &nbsp;&nbsp;&nbsp;&nbsp;246151 |
| Dalmia Bharat, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1947 | &nbsp;&nbsp;&nbsp;&nbsp;43811 |
| Divi's Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9302 | &nbsp;&nbsp;&nbsp;&nbsp;609313 |
| Dixon Technologies India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2438 | &nbsp;&nbsp;&nbsp;&nbsp;276565 |
| DLF, Ltd. | &nbsp;&nbsp;&nbsp;33113 | &nbsp;&nbsp;&nbsp;&nbsp;228583 |
| Dr. Reddy's Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;97044 | 1279889 |
| Eicher Motors, Ltd. | &nbsp;&nbsp;&nbsp;10437 | &nbsp;&nbsp;&nbsp;&nbsp;808921 |
| Endurance Technologies, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;19474 |
| Eternal, Ltd. (A) | 237819 | &nbsp;&nbsp;&nbsp;&nbsp;707091 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **India (continued)** | **India (continued)** |  |
| Federal Bank, Ltd. | 149937 | &nbsp;&nbsp;$468780 |
| Fortis Healthcare, Ltd. | &nbsp;&nbsp;&nbsp;22313 | &nbsp;&nbsp;&nbsp;&nbsp;206435 |
| FSN E-Commerce Ventures, Ltd. (A) | &nbsp;&nbsp;&nbsp;73662 | &nbsp;&nbsp;&nbsp;&nbsp;189585 |
| GAIL India, Ltd. | 345385 | &nbsp;&nbsp;&nbsp;&nbsp;627222 |
| GE Vernova T&D India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;165194 |
| GlaxoSmithKline Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2749 | &nbsp;&nbsp;&nbsp;&nbsp;71633 |
| Glenmark Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8797 | &nbsp;&nbsp;&nbsp;&nbsp;193761 |
| GMR Airports, Ltd. (A) | 188754 | &nbsp;&nbsp;&nbsp;&nbsp;192863 |
| Godfrey Phillips India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp;17286 |
| Godrej Consumer Products, Ltd. | &nbsp;&nbsp;&nbsp;28831 | &nbsp;&nbsp;&nbsp;&nbsp;362004 |
| Godrej Industries, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2329 | &nbsp;&nbsp;&nbsp;&nbsp;24559 |
| Godrej Properties, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6566 | &nbsp;&nbsp;&nbsp;&nbsp;112501 |
| Grasim Industries, Ltd. | &nbsp;&nbsp;&nbsp;30005 | &nbsp;&nbsp;&nbsp;&nbsp;918571 |
| Gujarat Fluorochemicals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;30909 |
| Havells India, Ltd. | &nbsp;&nbsp;&nbsp;29084 | &nbsp;&nbsp;&nbsp;&nbsp;405334 |
| HCL Technologies, Ltd. | &nbsp;&nbsp;&nbsp;92150 | 1694388 |
| HDFC Asset Management Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;16611 | &nbsp;&nbsp;&nbsp;&nbsp;453072 |
| HDFC Bank, Ltd. | 672269 | 6789378 |
| HDFC Life Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;49804 | &nbsp;&nbsp;&nbsp;&nbsp;394967 |
| Hero MotoCorp, Ltd. | &nbsp;&nbsp;&nbsp;17487 | 1051264 |
| Hexaware Technologies, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2866 | &nbsp;&nbsp;&nbsp;&nbsp;21685 |
| Hindalco Industries, Ltd. | 180750 | 1891845 |
| Hindustan Aeronautics, Ltd. | &nbsp;&nbsp;&nbsp;10784 | &nbsp;&nbsp;&nbsp;&nbsp;541970 |
| Hindustan Petroleum Corp., Ltd. | 117450 | &nbsp;&nbsp;&nbsp;&nbsp;543855 |
| Hindustan Unilever, Ltd. | &nbsp;&nbsp;&nbsp;70640 | 1816155 |
| Hitachi Energy India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;126039 |
| ICICI Bank, Ltd. | 478634 | 7060811 |
| ICICI Lombard General Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;18155 | &nbsp;&nbsp;&nbsp;&nbsp;357051 |
| ICICI Prudential Life Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;22300 | &nbsp;&nbsp;&nbsp;&nbsp;153576 |
| IDFC First Bank, Ltd. | 226580 | &nbsp;&nbsp;&nbsp;&nbsp;205674 |
| Indian Bank | &nbsp;&nbsp;&nbsp;29059 | &nbsp;&nbsp;&nbsp;&nbsp;288102 |
| Indian Oil Corp., Ltd. | 481849 | &nbsp;&nbsp;&nbsp;&nbsp;852779 |
| Indian Railway Catering & Tourism Corp., Ltd. | &nbsp;&nbsp;&nbsp;22251 | &nbsp;&nbsp;&nbsp;&nbsp;150723 |
| Indian Renewable Energy Development Agency, Ltd. (A) | &nbsp;&nbsp;&nbsp;30653 | &nbsp;&nbsp;&nbsp;&nbsp;44076 |
| Indus Towers, Ltd. (A) | 189169 | &nbsp;&nbsp;&nbsp;&nbsp;910191 |
| IndusInd Bank, Ltd. (A) | &nbsp;&nbsp;&nbsp;42249 | &nbsp;&nbsp;&nbsp;&nbsp;409917 |
| Info Edge India, Ltd. | &nbsp;&nbsp;&nbsp;32318 | &nbsp;&nbsp;&nbsp;&nbsp;439163 |
| Infosys, Ltd. | 241991 | 4321442 |
| InterGlobe Aviation, Ltd. (B) | &nbsp;&nbsp;&nbsp;10349 | &nbsp;&nbsp;&nbsp;&nbsp;518083 |
| ITC Hotels, Ltd. (A) | &nbsp;&nbsp;&nbsp;36517 | &nbsp;&nbsp;&nbsp;&nbsp;71821 |
| ITC, Ltd. | 264005 | &nbsp;&nbsp;&nbsp;&nbsp;925004 |
| Jindal Stainless, Ltd. | &nbsp;&nbsp;&nbsp;46715 | &nbsp;&nbsp;&nbsp;&nbsp;419476 |
| Jindal Steel, Ltd. | &nbsp;&nbsp;&nbsp;46336 | &nbsp;&nbsp;&nbsp;&nbsp;566786 |
| Jio Financial Services, Ltd. | 136428 | &nbsp;&nbsp;&nbsp;&nbsp;376711 |
| JK Cement, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp;53696 |
| JSW Energy, Ltd. | &nbsp;&nbsp;&nbsp;35053 | &nbsp;&nbsp;&nbsp;&nbsp;174527 |
| JSW Steel, Ltd. | &nbsp;&nbsp;&nbsp;79961 | 1055455 |
| Jubilant Foodworks, Ltd. | &nbsp;&nbsp;&nbsp;26046 | &nbsp;&nbsp;&nbsp;&nbsp;141078 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **India (continued)** | **India (continued)** |  |
| Kalyan Jewellers India, Ltd. | &nbsp;&nbsp;&nbsp;18173 | &nbsp;&nbsp;&nbsp;&nbsp;$71220 |
| Kaynes Technology India, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;13516 |
| Kotak Mahindra Bank, Ltd. | 324724 | 1438511 |
| Kwality Wall's India, Ltd. (A)(D) | &nbsp;&nbsp;&nbsp;69992 | &nbsp;&nbsp;&nbsp;&nbsp;29066 |
| L&T Finance, Ltd. | &nbsp;&nbsp;&nbsp;51396 | &nbsp;&nbsp;&nbsp;&nbsp;159796 |
| L&T Technology Services, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp;93862 |
| Larsen & Toubro, Ltd. | &nbsp;&nbsp;&nbsp;34922 | 1493878 |
| Laurus Labs, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;53038 |
| Linde India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;&nbsp;65031 |
| Lloyds Metals & Energy, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6756 | &nbsp;&nbsp;&nbsp;&nbsp;80936 |
| Lodha Developers, Ltd. (B) | &nbsp;&nbsp;&nbsp;11188 | &nbsp;&nbsp;&nbsp;&nbsp;118110 |
| LTIMindtree, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7646 | &nbsp;&nbsp;&nbsp;&nbsp;496226 |
| Lupin, Ltd. | &nbsp;&nbsp;&nbsp;16701 | &nbsp;&nbsp;&nbsp;&nbsp;389803 |
| Mahindra & Mahindra Financial Services, Ltd. | &nbsp;&nbsp;&nbsp;25897 | &nbsp;&nbsp;&nbsp;&nbsp;104517 |
| Mahindra & Mahindra, Ltd. | &nbsp;&nbsp;&nbsp;69069 | 2586160 |
| Mankind Pharma, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4343 | &nbsp;&nbsp;&nbsp;&nbsp;100327 |
| Marico, Ltd. | &nbsp;&nbsp;&nbsp;63199 | &nbsp;&nbsp;&nbsp;&nbsp;501538 |
| Maruti Suzuki India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7375 | 1168936 |
| Max Financial Services, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3358 | &nbsp;&nbsp;&nbsp;&nbsp;58747 |
| Max Healthcare Institute, Ltd. | &nbsp;&nbsp;&nbsp;37280 | &nbsp;&nbsp;&nbsp;&nbsp;387927 |
| Motilal Oswal Financial Services, Ltd. | &nbsp;&nbsp;&nbsp;13015 | &nbsp;&nbsp;&nbsp;&nbsp;106278 |
| Mphasis, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9494 | &nbsp;&nbsp;&nbsp;&nbsp;284343 |
| MRF, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;409175 |
| Muthoot Finance, Ltd. | &nbsp;&nbsp;&nbsp;18442 | &nbsp;&nbsp;&nbsp;&nbsp;765447 |
| Nestle India, Ltd. | &nbsp;&nbsp;&nbsp;65340 | &nbsp;&nbsp;&nbsp;&nbsp;946493 |
| NHPC, Ltd. | 219300 | &nbsp;&nbsp;&nbsp;&nbsp;186454 |
| Nippon Life India Asset Management, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7743 | &nbsp;&nbsp;&nbsp;&nbsp;73653 |
| NMDC, Ltd. | 520593 | &nbsp;&nbsp;&nbsp;&nbsp;458410 |
| NTPC, Ltd. | 420717 | 1619523 |
| Oberoi Realty, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9598 | &nbsp;&nbsp;&nbsp;&nbsp;155467 |
| Oil & Natural Gas Corp., Ltd. | 345426 | 1006603 |
| Oil India, Ltd. | &nbsp;&nbsp;&nbsp;51230 | &nbsp;&nbsp;&nbsp;&nbsp;284588 |
| One 97 Communications, Ltd. (A) | &nbsp;&nbsp;&nbsp;14864 | &nbsp;&nbsp;&nbsp;&nbsp;182594 |
| Oracle Financial Services Software, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1757 | &nbsp;&nbsp;&nbsp;&nbsp;147856 |
| Page Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp;184375 |
| Patanjali Foods, Ltd. | &nbsp;&nbsp;&nbsp;11508 | &nbsp;&nbsp;&nbsp;&nbsp;62552 |
| PB Fintech, Ltd. (A) | &nbsp;&nbsp;&nbsp;14891 | &nbsp;&nbsp;&nbsp;&nbsp;266877 |
| Persistent Systems, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9123 | &nbsp;&nbsp;&nbsp;&nbsp;598034 |
| Petronet LNG, Ltd. | 128488 | &nbsp;&nbsp;&nbsp;&nbsp;404233 |
| PI Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5577 | &nbsp;&nbsp;&nbsp;&nbsp;192251 |
| Pidilite Industries, Ltd. | &nbsp;&nbsp;&nbsp;29311 | &nbsp;&nbsp;&nbsp;&nbsp;454414 |
| Polycab India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3778 | &nbsp;&nbsp;&nbsp;&nbsp;287742 |
| Power Finance Corp., Ltd. | 176989 | &nbsp;&nbsp;&nbsp;&nbsp;728255 |
| Power Grid Corp. of India, Ltd. | 620939 | 1727728 |
| Prestige Estates Projects, Ltd. | &nbsp;&nbsp;&nbsp;10886 | &nbsp;&nbsp;&nbsp;&nbsp;172780 |
| Procter & Gamble Hygiene & Health Care, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;139949 |
| Punjab National Bank | 194655 | &nbsp;&nbsp;&nbsp;&nbsp;264724 |
| Rail Vikas Nigam, Ltd. | &nbsp;&nbsp;&nbsp;21904 | &nbsp;&nbsp;&nbsp;&nbsp;81913 |
| REC, Ltd. | 143783 | &nbsp;&nbsp;&nbsp;&nbsp;569661 |
| Reliance Industries, Ltd. | 446539 | 6781519 |
| Samvardhana Motherson International, Ltd. | 575657 | &nbsp;&nbsp;&nbsp;&nbsp;704024 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **India (continued)** | **India (continued)** |  |
| SBI Cards & Payment Services, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17840 | &nbsp;&nbsp;&nbsp;$146521 |
| SBI Life Insurance Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;33698 | &nbsp;&nbsp;&nbsp;&nbsp;736291 |
| Schaeffler India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3517 | &nbsp;&nbsp;&nbsp;&nbsp;137770 |
| Shree Cement, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp;232665 |
| Shriram Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;117093 | &nbsp;&nbsp;1298381 |
| Siemens Energy India, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4891 | &nbsp;&nbsp;&nbsp;&nbsp;131878 |
| Siemens, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368 | &nbsp;&nbsp;&nbsp;&nbsp;146633 |
| Solar Industries India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp;&nbsp;&nbsp;284241 |
| SRF, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10778 | &nbsp;&nbsp;&nbsp;&nbsp;328785 |
| State Bank of India | &nbsp;&nbsp;&nbsp;&nbsp;151126 | &nbsp;&nbsp;1769400 |
| Steel Authority of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;139403 | &nbsp;&nbsp;&nbsp;&nbsp;228804 |
| Sun Pharmaceutical Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;52391 | &nbsp;&nbsp;&nbsp;&nbsp;908424 |
| Sundaram Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4643 | &nbsp;&nbsp;&nbsp;&nbsp;263450 |
| Supreme Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4657 | &nbsp;&nbsp;&nbsp;&nbsp;176980 |
| Suzlon Energy, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;738544 | &nbsp;&nbsp;&nbsp;&nbsp;382810 |
| Tata Communications, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10338 | &nbsp;&nbsp;&nbsp;&nbsp;176253 |
| Tata Consultancy Services, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;70215 | &nbsp;&nbsp;2388398 |
| Tata Consumer Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;46064 | &nbsp;&nbsp;&nbsp;&nbsp;566865 |
| Tata Motors Passengers Vehicles, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;164021 | &nbsp;&nbsp;&nbsp;&nbsp;622740 |
| Tata Motors, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;162735 | &nbsp;&nbsp;&nbsp;&nbsp;809363 |
| Tata Steel, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;616964 | &nbsp;&nbsp;1291642 |
| Tech Mahindra, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;50098 | &nbsp;&nbsp;&nbsp;&nbsp;945020 |
| The Indian Hotels Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;41126 | &nbsp;&nbsp;&nbsp;&nbsp;300931 |
| The Phoenix Mills, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8091 | &nbsp;&nbsp;&nbsp;&nbsp;146449 |
| The Tata Power Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;139877 | &nbsp;&nbsp;&nbsp;&nbsp;557303 |
| Thermax, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37172 |
| Titan Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30814 | &nbsp;&nbsp;1333925 |
| Torrent Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9534 | &nbsp;&nbsp;&nbsp;&nbsp;409655 |
| Torrent Power, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11719 | &nbsp;&nbsp;&nbsp;&nbsp;176828 |
| Trent, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14162 | &nbsp;&nbsp;&nbsp;&nbsp;579797 |
| Tube Investments of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7580 | &nbsp;&nbsp;&nbsp;&nbsp;191998 |
| TVS Motor Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18912 | &nbsp;&nbsp;&nbsp;&nbsp;756583 |
| UltraTech Cement, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5618 | &nbsp;&nbsp;&nbsp;&nbsp;776244 |
| Union Bank of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;120491 | &nbsp;&nbsp;&nbsp;&nbsp;235801 |
| United Breweries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85078 |
| United Spirits, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25443 | &nbsp;&nbsp;&nbsp;&nbsp;376995 |
| UNO Minda, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14167 | &nbsp;&nbsp;&nbsp;&nbsp;182194 |
| UPL, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;68218 | &nbsp;&nbsp;&nbsp;&nbsp;520678 |
| Varun Beverages, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;90193 | &nbsp;&nbsp;&nbsp;&nbsp;457792 |
| Vedanta, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;259848 | &nbsp;&nbsp;1920877 |
| Vishal Mega Mart, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;27374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37570 |
| Vodafone Idea, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;546060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66070 |
| Voltas, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8153 | &nbsp;&nbsp;&nbsp;&nbsp;117260 |
| Wipro, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;251144 | &nbsp;&nbsp;&nbsp;&nbsp;645555 |
| Yes Bank, Ltd. (A) | 1035130 | &nbsp;&nbsp;&nbsp;&nbsp;240813 |
| Zydus Lifesciences, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39409 | &nbsp;&nbsp;&nbsp;&nbsp;378721 |
| **Indonesia - 1.3%** | **Indonesia - 1.3%** | 8712710 |
| Alamtri Resources Indonesia Tbk PT | 1773400 | &nbsp;&nbsp;&nbsp;&nbsp;233495 |
| Amman Mineral Internasional PT (A) | &nbsp;&nbsp;&nbsp;&nbsp;391000 | &nbsp;&nbsp;&nbsp;&nbsp;177039 |
| Aneka Tambang Tbk | &nbsp;&nbsp;&nbsp;&nbsp;198600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49813 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Indonesia (continued)** | **Indonesia (continued)** |  |
| Astra International Tbk PT | 1923700 | &nbsp;&nbsp;&nbsp;&nbsp;$727763 |
| Bank Central Asia Tbk PT | 3428800 | &nbsp;&nbsp;&nbsp;&nbsp;1511654 |
| Bank Mandiri Persero Tbk PT | 3710900 | &nbsp;&nbsp;&nbsp;&nbsp;1065626 |
| Bank Negara Indonesia Persero Tbk PT | 1827200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488777 |
| Bank Rakyat Indonesia Persero Tbk PT | 3997850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907466 |
| Barito Pacific Tbk PT (A) | 1841455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236970 |
| Bumi Resources Minerals Tbk PT (A) | 1224600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78795 |
| Charoen Pokphand Indonesia Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;488700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128981 |
| Dayamitra Telekomunikasi PT | 1319400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43626 |
| Dian Swastatika Sentosa Tbk PT (A) | &nbsp;&nbsp;&nbsp;&nbsp;125900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742574 |
| Indofood CBP Sukses Makmur Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;170600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80803 |
| Indofood Sukses Makmur Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;536700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217430 |
| Indosat Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;851500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113127 |
| Kalbe Farma Tbk PT | 1340200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91423 |
| Mayora Indah Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;274300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37750 |
| Merdeka Copper Gold Tbk PT (A) | &nbsp;&nbsp;&nbsp;&nbsp;163500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31268 |
| Sumber Alfaria Trijaya Tbk PT | 1490400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154945 |
| Telkom Indonesia Persero Tbk PT | 5490600 | &nbsp;&nbsp;&nbsp;&nbsp;1177609 |
| United Tractors Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;267900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415776 |
| **Ireland - 1.0%** | **Ireland - 1.0%** | &nbsp;&nbsp;&nbsp;7076026 |
| PDD Holdings, Inc., ADR (A) | &nbsp;&nbsp;&nbsp;&nbsp;70025 | &nbsp;&nbsp;&nbsp;&nbsp;7076026 |
| **Luxembourg - 0.0%** | **Luxembourg - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145822 |
| Zabka Group SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;23874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145822 |
| **Malaysia - 1.8%** | **Malaysia - 1.8%** | 12798203 |
| AMMB Holdings BHD | &nbsp;&nbsp;&nbsp;&nbsp;164900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269814 |
| Axiata Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;447295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260979 |
| CELCOMDIGI BHD | &nbsp;&nbsp;&nbsp;&nbsp;315600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260998 |
| CIMB Group Holdings BHD | &nbsp;&nbsp;&nbsp;&nbsp;709324 | &nbsp;&nbsp;&nbsp;&nbsp;1543886 |
| Gamuda BHD | &nbsp;&nbsp;&nbsp;&nbsp;198363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222416 |
| Genting BHD | &nbsp;&nbsp;&nbsp;&nbsp;275200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199663 |
| Genting Malaysia BHD | &nbsp;&nbsp;&nbsp;&nbsp;373600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187653 |
| Hong Leong Bank BHD | &nbsp;&nbsp;&nbsp;&nbsp;53900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352770 |
| Hong Leong Financial Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;32700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185317 |
| IHH Healthcare BHD | &nbsp;&nbsp;&nbsp;&nbsp;154700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351627 |
| IOI Corp. BHD | &nbsp;&nbsp;&nbsp;&nbsp;229500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232295 |
| Kuala Lumpur Kepong BHD | &nbsp;&nbsp;&nbsp;&nbsp;47076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232872 |
| Malayan Banking BHD | &nbsp;&nbsp;&nbsp;&nbsp;496122 | &nbsp;&nbsp;&nbsp;&nbsp;1485094 |
| Maxis BHD | &nbsp;&nbsp;&nbsp;&nbsp;186700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180922 |
| MISC BHD | &nbsp;&nbsp;&nbsp;&nbsp;122300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248199 |
| Mr. DIY Group M BHD (B) | &nbsp;&nbsp;&nbsp;&nbsp;180500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83794 |
| Nestle Malaysia BHD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144901 |
| Petronas Chemicals Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;146300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119875 |
| Petronas Dagangan BHD | &nbsp;&nbsp;&nbsp;&nbsp;47200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253841 |
| Petronas Gas BHD | &nbsp;&nbsp;&nbsp;&nbsp;59100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275560 |
| PPB Group BHD | &nbsp;&nbsp;&nbsp;&nbsp;78500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225025 |
| Press Metal Aluminium Holdings BHD | &nbsp;&nbsp;&nbsp;&nbsp;310500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595479 |
| Public Bank BHD | &nbsp;&nbsp;&nbsp;&nbsp;911800 | &nbsp;&nbsp;&nbsp;&nbsp;1126450 |
| QL Resources BHD | &nbsp;&nbsp;&nbsp;&nbsp;116900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119213 |
| RHB Bank BHD | &nbsp;&nbsp;&nbsp;&nbsp;168016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360156 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Malaysia (continued)** | **Malaysia (continued)** |  |
| SD Guthrie BHD | &nbsp;&nbsp;&nbsp;&nbsp;248038 | &nbsp;&nbsp;&nbsp;&nbsp;$367464 |
| Sime Darby BHD | &nbsp;&nbsp;&nbsp;&nbsp;549700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301205 |
| Sunway BHD | &nbsp;&nbsp;&nbsp;&nbsp;92400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135014 |
| Telekom Malaysia BHD | &nbsp;&nbsp;&nbsp;&nbsp;154070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308765 |
| Tenaga Nasional BHD | &nbsp;&nbsp;&nbsp;&nbsp;451900 | &nbsp;&nbsp;&nbsp;&nbsp;1598043 |
| Westports Holdings BHD | &nbsp;&nbsp;&nbsp;&nbsp;139621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216409 |
| YTL Corp. BHD | &nbsp;&nbsp;&nbsp;&nbsp;293320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154771 |
| YTL Power International BHD | &nbsp;&nbsp;&nbsp;&nbsp;241320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197733 |
| **Mexico - 2.4%** | **Mexico - 2.4%** | 16698963 |
| America Movil SAB de CV, Series B | 1722188 | &nbsp;&nbsp;&nbsp;&nbsp;1793967 |
| Arca Continental SAB de CV (C) | &nbsp;&nbsp;&nbsp;&nbsp;25564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290095 |
| Cemex SAB de CV | 1724788 | &nbsp;&nbsp;&nbsp;&nbsp;2159589 |
| Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;28200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297948 |
| El Puerto de Liverpool SAB de CV, Series C1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;17471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106153 |
| Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;123048 | &nbsp;&nbsp;&nbsp;&nbsp;1293611 |
| Gruma SAB de CV, Class B (C) | &nbsp;&nbsp;&nbsp;&nbsp;16275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295487 |
| Grupo Aeroportuario del Pacifico SAB de CV, Series B (C) | &nbsp;&nbsp;&nbsp;&nbsp;36723 | &nbsp;&nbsp;&nbsp;&nbsp;1017033 |
| Grupo Aeroportuario del Sureste SAB de CV, Series B | &nbsp;&nbsp;&nbsp;&nbsp;17179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598576 |
| Grupo Bimbo SAB de CV, Series A (C) | &nbsp;&nbsp;&nbsp;&nbsp;154800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542028 |
| Grupo Carso SAB de CV, Series A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;42404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290622 |
| Grupo Comercial Chedraui SA de CV (C) | &nbsp;&nbsp;&nbsp;&nbsp;19418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133879 |
| Grupo Financiero Banorte SAB de CV, Series O | &nbsp;&nbsp;&nbsp;&nbsp;193304 | &nbsp;&nbsp;&nbsp;&nbsp;2195466 |
| Grupo Financiero Inbursa SAB de CV, Series O | &nbsp;&nbsp;&nbsp;&nbsp;241040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609443 |
| Grupo Mexico SAB de CV, Series B | &nbsp;&nbsp;&nbsp;&nbsp;230108 | &nbsp;&nbsp;&nbsp;&nbsp;2557890 |
| Industrias Penoles SAB de CV (A) | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759151 |
| Kimberly-Clark de Mexico SAB de CV, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;124900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278716 |
| Promotora y Operadora de Infraestructura SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59991 |
| Wal-Mart de Mexico SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;443940 | &nbsp;&nbsp;&nbsp;&nbsp;1419318 |
| **Netherlands - 0.1%** | **Netherlands - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485795 |
| NEPI Rockcastle NV (A) | &nbsp;&nbsp;&nbsp;&nbsp;52777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485795 |
| **Philippines - 0.6%** | **Philippines - 0.6%** | &nbsp;&nbsp;&nbsp;4094145 |
| Aboitiz Equity Ventures, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;310280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167575 |
| Aboitiz Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;107500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78506 |
| Ayala Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191983 |
| Ayala Land, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;522800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188679 |
| Bank of the Philippine Islands | &nbsp;&nbsp;&nbsp;&nbsp;262291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552374 |
| BDO Unibank, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;243414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558095 |
| Globe Telecom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110167 |
| International Container Terminal Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813179 |
| Jollibee Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160677 |
| Manila Electric Company | &nbsp;&nbsp;&nbsp;&nbsp;25700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257522 |
| Metropolitan Bank & Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;231462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286966 |
| PLDT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249882 |
| SM Investments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258396 |
| SM Prime Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;600100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220144 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Poland - 1.4%** | **Poland - 1.4%** | $10068190 |
| Alior Bank SA | &nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199938 |
| Allegro.eu SA (A)(B) | &nbsp;&nbsp;&nbsp;26863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221962 |
| Asseco Poland SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31054 |
| Bank Handlowy w Warszawie SA | &nbsp;&nbsp;&nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103119 |
| Bank Millennium SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21474 |
| Bank Polska Kasa Opieki SA | &nbsp;&nbsp;&nbsp;24883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525481 |
| Budimex SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134201 |
| CD Projekt SA | &nbsp;&nbsp;&nbsp;&nbsp;3194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234649 |
| Dino Polska SA (A)(B) | &nbsp;&nbsp;&nbsp;41745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443497 |
| ING Bank Slaski SA | &nbsp;&nbsp;&nbsp;&nbsp;1957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214717 |
| KGHM Polska Miedz SA (A) | &nbsp;&nbsp;&nbsp;12931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214355 |
| LPP SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666789 |
| mBank SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238047 |
| ORLEN SA | &nbsp;&nbsp;&nbsp;49710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517579 |
| PGE Polska Grupa Energetyczna SA (A) | &nbsp;&nbsp;&nbsp;99587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282736 |
| Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp;&nbsp;55271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446969 |
| Powszechny Zaklad Ubezpieczen SA | &nbsp;&nbsp;&nbsp;50767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006052 |
| Santander Bank Polska SA | &nbsp;&nbsp;&nbsp;&nbsp;3162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500004 |
| Tauron Polska Energia SA (A) | &nbsp;&nbsp;&nbsp;21098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65567 |
| **Russia - 0.0%** | **Russia - 0.0%** | &nbsp;&nbsp;&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;&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;&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;&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;&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;&nbsp;&nbsp;0 |
| **Saudi Arabia - 3.0%** | **Saudi Arabia - 3.0%** | &nbsp;&nbsp;&nbsp;20654686 |
| ACWA Power Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;6326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315904 |
| Ades Holding Company | &nbsp;&nbsp;&nbsp;14396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73809 |
| Al Rajhi Bank | 126274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3609079 |
| Al Rajhi Company for Co-operative Insurance (A) | &nbsp;&nbsp;&nbsp;&nbsp;3282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72716 |
| Aldrees Petroleum and Transport Services Company | &nbsp;&nbsp;&nbsp;&nbsp;2008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63976 |
| Alinma Bank | 122554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930583 |
| Almarai Company JSC | &nbsp;&nbsp;&nbsp;45522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535239 |
| Arabian Internet & Communications Services Company | &nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116741 |
| Astra Industrial Group Company | &nbsp;&nbsp;&nbsp;&nbsp;2121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84824 |
| Bank AlBilad | &nbsp;&nbsp;&nbsp;54110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383460 |
| Bank Al-Jazira (A) | &nbsp;&nbsp;&nbsp;52649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175885 |
| Banque Saudi Fransi | 110372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531158 |
| Bupa Arabia for Cooperative Insurance Company | &nbsp;&nbsp;&nbsp;&nbsp;2389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105096 |
| Dallah Healthcare Company | &nbsp;&nbsp;&nbsp;&nbsp;1418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46880 |
| Dar Al Arkan Real Estate Development Company (A) | &nbsp;&nbsp;&nbsp;42031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208659 |
| Dr Sulaiman Al Habib Medical Services Group Company | &nbsp;&nbsp;&nbsp;&nbsp;7718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538307 |
| Elm Company | &nbsp;&nbsp;&nbsp;&nbsp;2242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463858 |
| Etihad Etisalat Company | &nbsp;&nbsp;&nbsp;64346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207763 |
| Jarir Marketing Company | &nbsp;&nbsp;&nbsp;57788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219862 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Saudi Arabia (continued)** | **Saudi Arabia (continued)** |  |
| Mouwasat Medical Services Company | &nbsp;&nbsp;&nbsp;&nbsp;8429 | &nbsp;&nbsp;&nbsp;&nbsp;$156413 |
| Nahdi Medical Company | &nbsp;&nbsp;&nbsp;&nbsp;3677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96614 |
| Riyad Bank | 122218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915649 |
| Riyadh Cables Group Company | &nbsp;&nbsp;&nbsp;&nbsp;3296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114855 |
| SABIC Agri-Nutrients Company | &nbsp;&nbsp;&nbsp;17670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588890 |
| Sahara International Petrochemical Company | &nbsp;&nbsp;&nbsp;50075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204535 |
| SAL Saudi Logistics Services | &nbsp;&nbsp;&nbsp;&nbsp;1586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76241 |
| Saudi Arabian Mining Company (A) | &nbsp;&nbsp;&nbsp;64214 | &nbsp;&nbsp;&nbsp;&nbsp;1323418 |
| Saudi Aramco Base Oil Company | &nbsp;&nbsp;&nbsp;&nbsp;3529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98511 |
| Saudi Awwal Bank | &nbsp;&nbsp;&nbsp;33455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318254 |
| Saudi Basic Industries Corp. | &nbsp;&nbsp;&nbsp;58170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881693 |
| Saudi Electricity Company | 114194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438423 |
| Saudi Industrial Investment Group | &nbsp;&nbsp;&nbsp;21839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72841 |
| Saudi Research & Media Group (A) | &nbsp;&nbsp;&nbsp;&nbsp;2868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91606 |
| Saudi Tadawul Group Holding Company | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94474 |
| Saudi Telecom Company | 191686 | &nbsp;&nbsp;&nbsp;&nbsp;2269139 |
| The Company for Cooperative Insurance | &nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227743 |
| The Saudi Investment Bank | &nbsp;&nbsp;&nbsp;53179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198498 |
| The Saudi National Bank | 214899 | &nbsp;&nbsp;&nbsp;&nbsp;2570285 |
| Yanbu National Petrochemical Company | &nbsp;&nbsp;&nbsp;32340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232805 |
| **Singapore - 0.4%** | **Singapore - 0.4%** | &nbsp;&nbsp;&nbsp;3081541 |
| Trip.com Group, Ltd. | &nbsp;&nbsp;&nbsp;49950 | &nbsp;&nbsp;&nbsp;&nbsp;3081541 |
| **South Africa - 4.0%** | **South Africa - 4.0%** | 27588991 |
| Absa Group, Ltd. | &nbsp;&nbsp;&nbsp;76484 | &nbsp;&nbsp;&nbsp;&nbsp;1214730 |
| Bid Corp., Ltd. | &nbsp;&nbsp;&nbsp;30847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777643 |
| Capitec Bank Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8194 | &nbsp;&nbsp;&nbsp;&nbsp;2223158 |
| Clicks Group, Ltd. (C) | &nbsp;&nbsp;&nbsp;25511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517744 |
| Discovery, Ltd. | &nbsp;&nbsp;&nbsp;43214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633787 |
| FirstRand, Ltd. | 460608 | &nbsp;&nbsp;&nbsp;&nbsp;2657812 |
| Gold Fields, Ltd. | &nbsp;&nbsp;&nbsp;69536 | &nbsp;&nbsp;&nbsp;&nbsp;3684205 |
| Harmony Gold Mining Company, Ltd. | &nbsp;&nbsp;&nbsp;38498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873109 |
| Impala Platinum Holdings, Ltd. | &nbsp;&nbsp;&nbsp;96368 | &nbsp;&nbsp;&nbsp;&nbsp;1898818 |
| Investec, Ltd. | &nbsp;&nbsp;&nbsp;19460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159502 |
| Kumba Iron Ore, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134954 |
| MTN Group, Ltd. | 160785 | &nbsp;&nbsp;&nbsp;&nbsp;1813925 |
| Naspers, Ltd. | &nbsp;&nbsp;&nbsp;51038 | &nbsp;&nbsp;&nbsp;&nbsp;3155366 |
| Nedbank Group, Ltd. | &nbsp;&nbsp;&nbsp;60963 | &nbsp;&nbsp;&nbsp;&nbsp;1008631 |
| Northam Platinum Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116040 |
| OUTsurance Group, Ltd. | &nbsp;&nbsp;&nbsp;65096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289852 |
| Pepkor Holdings, Ltd. (B) | 190225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314086 |
| Sanlam, Ltd. | 133849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842946 |
| Sasol, Ltd. (A) | &nbsp;&nbsp;&nbsp;58422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416267 |
| Shoprite Holdings, Ltd. | &nbsp;&nbsp;&nbsp;46617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774416 |
| Sibanye Stillwater, Ltd. (A) | &nbsp;&nbsp;&nbsp;37269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171455 |
| Standard Bank Group, Ltd. | 134867 | &nbsp;&nbsp;&nbsp;&nbsp;2512163 |
| The Bidvest Group, Ltd. | &nbsp;&nbsp;&nbsp;31070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454421 |
| Valterra Platinum, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439769 |
| Vodacom Group, Ltd. | &nbsp;&nbsp;&nbsp;53706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504192 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **South Korea - 17.9%** | **South Korea - 17.9%** | $124382264 |
| Alteogen, Inc. (A) | &nbsp;&nbsp;&nbsp;1993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571842 |
| AMOREPACIFIC Corp. | &nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183697 |
| APR Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62276 |
| Celltrion, Inc. (A) | &nbsp;&nbsp;&nbsp;7662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117841 |
| Coway Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371690 |
| DB Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;6133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607591 |
| Doosan Bobcat, Inc. (A) | &nbsp;&nbsp;&nbsp;5239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214015 |
| Doosan Enerbility Company, Ltd. (A) | 21732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367875 |
| Doosen Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62078 |
| Ecopro BM Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;3657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589429 |
| Ecopro Company, Ltd. | &nbsp;&nbsp;&nbsp;6004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677817 |
| GS Holdings Corp. | &nbsp;&nbsp;&nbsp;9608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458573 |
| Hana Financial Group, Inc. | 35366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2459453 |
| Hanjin Kal Corp. (A) | &nbsp;&nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93024 |
| Hankook Tire & Technology Company, Ltd. | 11686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515535 |
| Hanmi Semiconductor Company, Ltd. | &nbsp;&nbsp;&nbsp;2171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318244 |
| Hanwha Aerospace Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834306 |
| Hanwha Corp. (A) | &nbsp;&nbsp;&nbsp;1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80104 |
| Hanwha Ocean Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;4458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428952 |
| Hanwha Systems Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;2182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142799 |
| HD Hyundai Company, Ltd. | &nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567361 |
| HD Hyundai Electric Company, Ltd. | &nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012894 |
| HD Hyundai Heavy Industries Company, Ltd. | &nbsp;&nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442615 |
| HD Korea Shipbuilding & Offshore Engineering Company, Ltd. | &nbsp;&nbsp;&nbsp;3129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898876 |
| HLB, Inc. (A) | &nbsp;&nbsp;&nbsp;5702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219856 |
| HMM Company, Ltd. | 27648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384160 |
| HYBE Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252815 |
| Hyosung Heavy Industries Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217007 |
| Hyundai Autoever Corp. | &nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74704 |
| Hyundai Engineering & Construction Company, Ltd. | &nbsp;&nbsp;&nbsp;9898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705526 |
| Hyundai Glovis Company, Ltd. | &nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986897 |
| Hyundai Mobis Company, Ltd. | &nbsp;&nbsp;&nbsp;5329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1662304 |
| Hyundai Motor Company | 11806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101014 |
| Hyundai Rotem Company, Ltd. | &nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736626 |
| Hyundai Steel Company | &nbsp;&nbsp;&nbsp;7843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170275 |
| Industrial Bank of Korea | 35799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550888 |
| Kakao Corp. | 16352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697522 |
| KakaoBank Corp. | 15563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247598 |
| Kakaopay Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21935 |
| Kangwon Land, Inc. | &nbsp;&nbsp;&nbsp;7852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95136 |
| KB Financial Group, Inc. | 28801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705221 |
| Kia Corp. | 28319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002278 |
| KIWOOM Securities Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184252 |
| Korea Aerospace Industries, Ltd. | &nbsp;&nbsp;&nbsp;5191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606951 |
| Korea Electric Power Corp. (A) | 39364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594360 |
| Korea Investment Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;5389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806815 |
| Korea Zinc Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935848 |
| Korean Air Lines Company, Ltd. (A) | 26476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428575 |
| Krafton, Inc. (A) | &nbsp;&nbsp;&nbsp;2409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425098 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **South Korea (continued)** | **South Korea (continued)** |  |
| KT&G Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7298 | &nbsp;&nbsp;&nbsp;&nbsp;$780299 |
| LG Chem, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2572 | &nbsp;&nbsp;&nbsp;&nbsp;554819 |
| LG Corp. | &nbsp;&nbsp;&nbsp;12620 | &nbsp;&nbsp;&nbsp;&nbsp;803984 |
| LG Display Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;44210 | &nbsp;&nbsp;&nbsp;&nbsp;358435 |
| LG Electronics, Inc. | &nbsp;&nbsp;&nbsp;17582 | &nbsp;&nbsp;&nbsp;1210488 |
| LG Energy Solution, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1544 | &nbsp;&nbsp;&nbsp;&nbsp;426922 |
| LG H&H Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 | &nbsp;&nbsp;&nbsp;&nbsp;128204 |
| LG Innotek Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;245953 |
| LG Uplus Corp. | &nbsp;&nbsp;&nbsp;50018 | &nbsp;&nbsp;&nbsp;&nbsp;555987 |
| LIG Nex1 Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;199036 |
| LigaChem Biosciences, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48515 |
| LS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40251 |
| LS Electric Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;371592 |
| Macquarie Korea Infrastructure Fund | &nbsp;&nbsp;&nbsp;26807 | &nbsp;&nbsp;&nbsp;&nbsp;208400 |
| Meritz Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7332 | &nbsp;&nbsp;&nbsp;&nbsp;593936 |
| Mirae Asset Securities Company, Ltd. | &nbsp;&nbsp;&nbsp;33968 | &nbsp;&nbsp;&nbsp;1008845 |
| NAVER Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7027 | &nbsp;&nbsp;&nbsp;1342521 |
| NCSoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1201 | &nbsp;&nbsp;&nbsp;&nbsp;195661 |
| Netmarble Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;2307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84625 |
| NH Investment & Securities Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6861 | &nbsp;&nbsp;&nbsp;&nbsp;128936 |
| Orion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2287 | &nbsp;&nbsp;&nbsp;&nbsp;186691 |
| Peptron, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65158 |
| PharmaResearch Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55923 |
| POSCO Future M Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2007 | &nbsp;&nbsp;&nbsp;&nbsp;311633 |
| POSCO Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5838 | &nbsp;&nbsp;&nbsp;1409410 |
| Posco International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3849 | &nbsp;&nbsp;&nbsp;&nbsp;166860 |
| Rainbow Robotics (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;122901 |
| Samsung Biologics Company, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 | &nbsp;&nbsp;&nbsp;&nbsp;706777 |
| Samsung C&T Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6249 | &nbsp;&nbsp;&nbsp;1308930 |
| Samsung Card Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3326 | &nbsp;&nbsp;&nbsp;&nbsp;131247 |
| Samsung E&A Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89956 |
| Samsung Electro-Mechanics Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3968 | &nbsp;&nbsp;&nbsp;&nbsp;769120 |
| Samsung Electronics Company, Ltd. | 372343 | 41518024 |
| Samsung Episholdings Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;133460 |
| Samsung Fire & Marine Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2393 | &nbsp;&nbsp;&nbsp;&nbsp;832912 |
| Samsung Heavy Industries Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;55713 | &nbsp;&nbsp;&nbsp;1139883 |
| Samsung Life Insurance Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9694 | &nbsp;&nbsp;&nbsp;1268154 |
| Samsung SDI Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3169 | &nbsp;&nbsp;&nbsp;&nbsp;858629 |
| Samsung SDS Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2893 | &nbsp;&nbsp;&nbsp;&nbsp;347908 |
| Samsung Securities Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98002 |
| Samyang Foods Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;186911 |
| Shinhan Financial Group Company, Ltd. | &nbsp;&nbsp;&nbsp;40953 | &nbsp;&nbsp;&nbsp;2398456 |
| SK Biopharmaceuticals Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;147398 |
| SK Hynix, Inc. | &nbsp;&nbsp;&nbsp;30614 | 19333143 |
| SK Innovation Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4928 | &nbsp;&nbsp;&nbsp;&nbsp;383449 |
| SK Telecom Company, Ltd. | &nbsp;&nbsp;&nbsp;14914 | &nbsp;&nbsp;&nbsp;&nbsp;751191 |
| SK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3719 | &nbsp;&nbsp;&nbsp;&nbsp;861669 |
| S-Oil Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5383 | &nbsp;&nbsp;&nbsp;&nbsp;396040 |
| Woori Financial Group, Inc. | &nbsp;&nbsp;&nbsp;95235 | &nbsp;&nbsp;&nbsp;2001430 |
| Yuhan Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2946 | &nbsp;&nbsp;&nbsp;&nbsp;221042 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Taiwan - 17.9%** | **Taiwan - 17.9%** | $124833400 |
| Accton Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381792 |
| Advantech Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;42981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409050 |
| Airtac International Group | &nbsp;&nbsp;&nbsp;&nbsp;12743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461615 |
| Alchip Technologies, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595806 |
| ASE Technology Holding Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;332000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3133270 |
| Asia Cement Corp. | &nbsp;&nbsp;&nbsp;&nbsp;321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358537 |
| Asia Vital Components Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206228 |
| ASMedia Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122974 |
| ASPEED Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564347 |
| Asustek Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371211 |
| Bizlink Holding, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206546 |
| Caliway Biopharmaceuticals Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189323 |
| Catcher Technology Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547919 |
| Cathay Financial Holding Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;847513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030584 |
| Chailease Holding Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;155510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513919 |
| Chang Hwa Commercial Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;982293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636758 |
| Cheng Shin Rubber Industry Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242116 |
| China Airlines, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;396000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279352 |
| China Steel Corp. | 1208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796505 |
| Chroma ATE, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934223 |
| Chunghwa Telecom Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365968 |
| Compal Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;544000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566126 |
| CTBC Financial Holding Company, Ltd. | 1776000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2872526 |
| Delta Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527804 |
| E Ink Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372577 |
| E.Sun Financial Holding Company, Ltd. | 1495939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1587682 |
| Elite Material Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275342 |
| eMemory Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306221 |
| Eva Airways Corp. | &nbsp;&nbsp;&nbsp;&nbsp;371000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440909 |
| Evergreen Marine Corp. Taiwan, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857007 |
| Far Eastern New Century Corp. | &nbsp;&nbsp;&nbsp;&nbsp;494000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436390 |
| Far EasTone Telecommunications Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567169 |
| Feng TAY Enterprise Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;80601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246388 |
| First Financial Holding Company, Ltd. | 1540178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409505 |
| Formosa Chemicals & Fibre Corp. | &nbsp;&nbsp;&nbsp;&nbsp;408000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549056 |
| Formosa Petrochemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298646 |
| Formosa Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634274 |
| Fortune Electric Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464811 |
| Fubon Financial Holding Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;770600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225851 |
| Gigabyte Technology Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288751 |
| Global Unichip Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499523 |
| Globalwafers Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521163 |
| Gold Circuit Electronics, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467779 |
| Hon Hai Precision Industry Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;812800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5695024 |
| Hotai Motor Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;29820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515478 |
| Hua Nan Financial Holdings Company, Ltd. | 1397637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470028 |
| International Games System Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409533 |
| Inventec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;388000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554814 |
| Jentech Precision Industrial Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360979 |
| KGI Financial Holding Company, Ltd. | 2397771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375271 |
| King Slide Works Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299333 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Taiwan (continued)** | **Taiwan (continued)** |  |
| King Yuan Electronics Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;$865332 |
| Largan Precision Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765809 |
| Lite-On Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;291000 | &nbsp;&nbsp;&nbsp;&nbsp;1516492 |
| Lotes Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318081 |
| MediaTek, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;104537 | &nbsp;&nbsp;&nbsp;&nbsp;5846365 |
| Mega Financial Holding Company, Ltd. | 1067288 | &nbsp;&nbsp;&nbsp;&nbsp;1315881 |
| Nan Ya Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;553000 | &nbsp;&nbsp;&nbsp;&nbsp;1333737 |
| Nanya Technology Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp;1649619 |
| Nien Made Enterprise Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189959 |
| Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;80850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963418 |
| Pegatron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611287 |
| PharmaEssentia Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339514 |
| President Chain Store Corp. | &nbsp;&nbsp;&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569876 |
| Quanta Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;192000 | &nbsp;&nbsp;&nbsp;&nbsp;1708294 |
| Realtek Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660645 |
| SinoPac Financial Holdings Company, Ltd. | 1743524 | &nbsp;&nbsp;&nbsp;&nbsp;1584518 |
| Taishin Financial Holding Company, Ltd. | 3224922 | &nbsp;&nbsp;&nbsp;&nbsp;2326207 |
| Taiwan Business Bank | &nbsp;&nbsp;&nbsp;&nbsp;670745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328232 |
| Taiwan Cooperative Financial Holding Company, Ltd. | 1056691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790755 |
| Taiwan High Speed Rail Corp. | &nbsp;&nbsp;&nbsp;&nbsp;303000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263332 |
| Taiwan Mobile Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;242000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811281 |
| Taiwan Semiconductor Manufacturing Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;624000 | &nbsp;&nbsp;&nbsp;35195424 |
| TCC Group Holdings Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;765117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641852 |
| Teco Electric & Machinery Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293721 |
| The Shanghai Commercial & Savings Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;446265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560136 |
| Tripod Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392707 |
| Unimicron Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;186811 | &nbsp;&nbsp;&nbsp;&nbsp;2246837 |
| Uni-President Enterprises Corp. | &nbsp;&nbsp;&nbsp;&nbsp;448000 | &nbsp;&nbsp;&nbsp;&nbsp;1020705 |
| United Integrated Services Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144264 |
| United Microelectronics Corp. | 1044000 | &nbsp;&nbsp;&nbsp;&nbsp;2070086 |
| Vanguard International Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;132643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604839 |
| Wan Hai Lines, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;128950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301170 |
| Wistron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;264000 | &nbsp;&nbsp;&nbsp;&nbsp;1094757 |
| Wiwynn Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16064 | &nbsp;&nbsp;&nbsp;&nbsp;1824874 |
| WT Microelectronics Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143756 |
| Yageo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;211884 | &nbsp;&nbsp;&nbsp;&nbsp;1868377 |
| Yang Ming Marine Transport Corp. | &nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407245 |
| Yuanta Financial Holding Company, Ltd. | 1693619 | &nbsp;&nbsp;&nbsp;&nbsp;2316819 |
| Zhen Ding Technology Holding, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;81000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503194 |
| **Thailand - 1.5%** | **Thailand - 1.5%** | 10080360 |
| Advanced Info Service PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;95900 | &nbsp;&nbsp;&nbsp;&nbsp;1063693 |
| Airports of Thailand PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;238100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380249 |
| Bangkok Bank PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;51500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258605 |
| Bangkok Dusit Medical Services PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252328 |
| Bangkok Expressway & Metro PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;663300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110673 |
| Bumrungrad Hospital PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;32700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174074 |
| Central Pattana PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;133500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245022 |
| Central Retail Corp. PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;392000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245428 |
| Charoen Pokphand Foods PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;450300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296241 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Thailand (continued)** | **Thailand (continued)** |  |
| CP ALL PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;218600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$302212 |
| Delta Electronics Thailand PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;296700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1933053 |
| Global Power Synergy PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;80186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90469 |
| Gulf Development PCL, NVDR (A) | &nbsp;&nbsp;&nbsp;&nbsp;367022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545313 |
| Home Product Center PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;376400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84934 |
| Indorama Ventures PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149766 |
| Kasikornbank PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;49400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295160 |
| Krung Thai Bank PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;309200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277607 |
| Minor International PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;384629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279930 |
| Muangthai Capital PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;70500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75620 |
| PTT Exploration & Production PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;209600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816018 |
| PTT Global Chemical PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;27600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21666 |
| PTT Oil & Retail Business PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;240500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103950 |
| PTT PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821230 |
| SCB X PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;75300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324270 |
| Thai Beverage PCL (C) | &nbsp;&nbsp;&nbsp;&nbsp;746500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282364 |
| The Siam Cement PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;24400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159746 |
| TMBThanachart Bank PCL, NVDR | 2389085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153375 |
| True Corp. PCL, NVDR | &nbsp;&nbsp;&nbsp;&nbsp;915100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337364 |
| **Turkey - 0.6%** | **Turkey - 0.6%** | &nbsp;&nbsp;&nbsp;&nbsp;4106364 |
| Akbank TAS | &nbsp;&nbsp;&nbsp;&nbsp;270996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579160 |
| Aselsan Elektronik Sanayi Ve Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;52105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363301 |
| Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35136 |
| BIM Birlesik Magazalar AS | &nbsp;&nbsp;&nbsp;&nbsp;23451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358027 |
| Coca-Cola Icecek AS | &nbsp;&nbsp;&nbsp;&nbsp;37383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61800 |
| Destek Finans Faktoring AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
| Enka Insaat ve Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;91136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205039 |
| Eregli Demir ve Celik Fabrikalari TAS | &nbsp;&nbsp;&nbsp;&nbsp;205007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132830 |
| Ford Otomotiv Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;35286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92246 |
| KOC Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;114795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548209 |
| Oyak Cimento Fabrikalari AS | &nbsp;&nbsp;&nbsp;&nbsp;36982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23469 |
| Pegasus Hava Tasimaciligi AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;11612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54332 |
| Tofas Turk Otomobil Fabrikasi AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21827 |
| Turk Hava Yollari AO | &nbsp;&nbsp;&nbsp;&nbsp;48525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339177 |
| Turkcell Iletisim Hizmetleri AS | &nbsp;&nbsp;&nbsp;&nbsp;103642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278572 |
| Turkiye Is Bankasi AS, Class C | &nbsp;&nbsp;&nbsp;&nbsp;814707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312078 |
| Turkiye Petrol Rafinerileri AS | &nbsp;&nbsp;&nbsp;&nbsp;70071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394400 |
| Turkiye Sise ve Cam Fabrikalari AS | &nbsp;&nbsp;&nbsp;&nbsp;52186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54595 |
| Yapi ve Kredi Bankasi AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;266293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251522 |
| **United Kingdom - 0.2%** | **United Kingdom - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;1514847 |
| Anglogold Ashanti PLC | &nbsp;&nbsp;&nbsp;&nbsp;15769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514847 |
| **United States - 0.2%** | **United States - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;1195734 |
| BeOne Medicines, Ltd., H Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195734 |
| **PREFERRED SECURITIES - 1.5%** | **PREFERRED SECURITIES - 1.5%** | **$10282465** |
| (Cost $7,973,237) |  |  |
| **Brazil - 1.4%** | **Brazil - 1.4%** | &nbsp;&nbsp;&nbsp;&nbsp;9475401 |
| Axia Energia, Class B | &nbsp;&nbsp;&nbsp;&nbsp;24260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267875 |
| Axia Energia, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;20553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207276 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Brazil (continued)** | **Brazil (continued)** |  |
| Banco Bradesco SA | &nbsp;&nbsp;&nbsp;&nbsp;393847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1603056 |
| Cia Energetica de Minas Gerais | &nbsp;&nbsp;&nbsp;&nbsp;277226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607874 |
| Gerdau SA | &nbsp;&nbsp;&nbsp;&nbsp;176896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757515 |
| Itau Unibanco Holding SA | &nbsp;&nbsp;&nbsp;&nbsp;260603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264793 |
| Localiza Rent a Car SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20979 |
| Petroleo Brasileiro SA | &nbsp;&nbsp;&nbsp;&nbsp;519400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3746033 |
| **Chile - 0.1%** | **Chile - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798846 |
| Sociedad Quimica y Minera de Chile SA, B Shares (A) | &nbsp;&nbsp;&nbsp;&nbsp;10186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798846 |
| **India - 0.0%** | **India - 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8218 |
| TVS Motor Company, Ltd., 6.000% (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;75592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8218 |
| **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** | &nbsp;&nbsp;&nbsp;&nbsp;**$6283617** |
| (Cost $6,283,433) |  |  |
| **Short-term funds - 0.9%** | **Short-term funds - 0.9%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6283617 |
| John Hancock Collateral Trust, 3.5792% (E)(F) | &nbsp;&nbsp;&nbsp;&nbsp;487095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4872805 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.6399% (E) | 1410812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410812 |
| **Total investments (Multifactor Emerging Markets ETF) (Cost $444,025,470) - 101.5%** | **Total investments (Multifactor Emerging Markets ETF) (Cost $444,025,470) - 101.5%** | **$706312557** |
| **Other assets and liabilities, net - (1.5%)** | **Other assets and liabilities, net - (1.5%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(10699016)** |
| **Total net assets - 100.0%** | **Total net assets - 100.0%** | **$695613541** |

---

---

| | |
|:---|:---|
| 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. 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 1-31-26. The value of securities on loan amounted to $14,656,255. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $10,559,708 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) | The rate shown is the annualized seven-day yield as of 1-31-26. |
| (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 total investments on 1-31-26:

---

| | |
|:---|:---|
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;24.2% |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;23.3% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;12.6% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.6% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.3% |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.3% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.8% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.2% |

---

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

------

---

| | |
|:---|:---|
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.6% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.6% |
| Real estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.6% |
| Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.9% |
| **TOTAL** | **100.0%** |

---

#### MULTIFACTOR LARGE CAP ETF

------

#### As of 1-31-26 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 99.8%** |  | **$1064448154** |
| (Cost $719,413,875) |  |  |
| **Communication services – 8.6%** | **Communication services – 8.6%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91860332 |
| **Diversified telecommunication services – 0.8%** | **Diversified telecommunication services – 0.8%** |  |
| AST SpaceMobile, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120663 |
| AT&T, Inc. | 107136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808035 |
| Comcast Corp., Class A | &nbsp;&nbsp;&nbsp;64782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927265 |
| GCI Liberty, Inc. (A)(C) | &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;76829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420427 |
| **Entertainment – 1.1%** | **Entertainment – 1.1%** |  |
| Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1742700 |
| Live Nation Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697578 |
| Netflix, Inc. (A) | &nbsp;&nbsp;&nbsp;41623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475104 |
| Roblox Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329721 |
| Roku, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327488 |
| Take-Two Interactive Software, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110312 |
| The Walt Disney Company | &nbsp;&nbsp;&nbsp;21575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433660 |
| TKO Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251604 |
| Warner Brothers Discovery, Inc. (A) | &nbsp;&nbsp;&nbsp;69429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912075 |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128404 |
| **Interactive media and services – 6.1%** | **Interactive media and services – 6.1%** |  |
| Alphabet, Inc., Class A | 100177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33859826 |
| Alphabet, Inc., Class C | &nbsp;&nbsp;&nbsp;27498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9308898 |
| Match Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205808 |
| Meta Platforms, Inc., Class A | &nbsp;&nbsp;&nbsp;28923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20723330 |
| Pinterest, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;14277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315950 |
| Reddit, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175583 |
| Snap, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;19293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133700 |
| **Media – 0.4%** | **Media – 0.4%** |  |
| Charter Communications, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;1967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405438 |
| EchoStar Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229837 |
| Fox Corp., Class A | &nbsp;&nbsp;&nbsp;11449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833258 |
| Fox Corp., Class B | &nbsp;&nbsp;&nbsp;&nbsp;4302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282082 |
| Liberty Broadband Corp., Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23146 |
| Liberty Broadband Corp., Series C (A) | &nbsp;&nbsp;&nbsp;&nbsp;6207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298619 |
| News Corp., Class A | &nbsp;&nbsp;&nbsp;13285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359094 |
| News Corp., Class B (B) | &nbsp;&nbsp;&nbsp;&nbsp;3764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117060 |
| Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;17297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332561 |
| Paramount Skydance Corp., Class B | &nbsp;&nbsp;&nbsp;13320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149317 |
| Sirius XM Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;2668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54294 |
| The New York Times Company, Class A | &nbsp;&nbsp;&nbsp;&nbsp;3018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221250 |
| The Trade Desk, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;9207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279248 |
| Versant Media Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84219 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** |  |
| Wireless telecommunication services – 0.2% | Wireless telecommunication services – 0.2% |  |
| T-Mobile US, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;$1782778 |
| **Consumer discretionary – 10.2%** | **Consumer discretionary – 10.2%** | 108658412 |
| **Automobile components – 0.1%** | **Automobile components – 0.1%** |  |
| Aptiv PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640012 |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454044 |
| BorgWarner, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124167 |
| Mobileye Global, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18382 |
| **Automobiles – 1.2%** | **Automobiles – 1.2%** |  |
| Ford Motor Company | 100413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393732 |
| General Motors Company | &nbsp;&nbsp;&nbsp;31479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2644236 |
| Rivian Automotive, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;16405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241974 |
| Tesla, Inc. (A) | &nbsp;&nbsp;&nbsp;20610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8870750 |
| **Broadline retail – 3.1%** | **Broadline retail – 3.1%** |  |
| Amazon.com, Inc. (A) | 127693 | &nbsp;&nbsp;&nbsp;&nbsp;30556935 |
| Coupang, Inc. (A) | &nbsp;&nbsp;&nbsp;19140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385862 |
| Dillard's, Inc., Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34023 |
| eBay, Inc. | &nbsp;&nbsp;&nbsp;24625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246293 |
| **Distributors – 0.2%** | **Distributors – 0.2%** |  |
| Genuine Parts Company | &nbsp;&nbsp;&nbsp;&nbsp;6863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953888 |
| LKQ Corp. | &nbsp;&nbsp;&nbsp;10318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338946 |
| Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333112 |
| **Diversified consumer services – 0.1%** | **Diversified consumer services – 0.1%** |  |
| Duolingo, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69979 |
| Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;7815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628560 |
| **Hotels, restaurants and leisure – 2.1%** | **Hotels, restaurants and leisure – 2.1%** |  |
| Airbnb, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;2921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377890 |
| Aramark | &nbsp;&nbsp;&nbsp;10592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407686 |
| Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215815 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;37956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139439 |
| Cava Group, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31826 |
| Chipotle Mexican Grill, Inc. (A) | &nbsp;&nbsp;&nbsp;30479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184719 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176763 |
| Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476393 |
| DoorDash, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;4481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916902 |
| DraftKings, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232955 |
| Dutch Bros, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63201 |
| Expedia Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351214 |
| Flutter Entertainment PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;1941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320556 |
| Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417027 |
| Hyatt Hotels Corp., Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229864 |
| Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432966 |
| Marriott International, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409076 |
| McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2897370 |
| MGM Resorts International (A) | &nbsp;&nbsp;&nbsp;&nbsp;3393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113801 |
| Norwegian Cruise Line Holdings, Ltd. (A) | &nbsp;&nbsp;&nbsp;11333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248873 |
| Planet Fitness, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59904 |
| Royal Caribbean Cruises, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2241708 |
| Starbucks Corp. | &nbsp;&nbsp;&nbsp;15108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389181 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| Hotels, restaurants and leisure (continued) | Hotels, restaurants and leisure (continued) |  |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;2307 | &nbsp;&nbsp;$414937 |
| Viking Holdings, Ltd. (A) | &nbsp;&nbsp;&nbsp;1757 | &nbsp;&nbsp;&nbsp;&nbsp;126768 |
| Wynn Resorts, Ltd. | &nbsp;&nbsp;&nbsp;2943 | &nbsp;&nbsp;&nbsp;&nbsp;316225 |
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;7560 | 1175580 |
| **Household durables – 0.7%** | **Household durables – 0.7%** |  |
| D.R. Horton, Inc. | &nbsp;&nbsp;&nbsp;9688 | 1441962 |
| Garmin, Ltd. | &nbsp;&nbsp;&nbsp;6003 | 1210445 |
| Lennar Corp., A Shares | &nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp;&nbsp;659927 |
| Lennar Corp., B Shares | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;38985 |
| NVR, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;178 | 1359160 |
| PulteGroup, Inc. | 10724 | 1341465 |
| SharkNinja, Inc. (A) | &nbsp;&nbsp;&nbsp;1514 | &nbsp;&nbsp;&nbsp;&nbsp;178955 |
| Somnigroup International, Inc. | &nbsp;&nbsp;&nbsp;5611 | &nbsp;&nbsp;&nbsp;&nbsp;492926 |
| Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;2495 | &nbsp;&nbsp;&nbsp;&nbsp;360503 |
| TopBuild Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;425926 |
| **Leisure products – 0.1%** | **Leisure products – 0.1%** |  |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;6373 | &nbsp;&nbsp;&nbsp;&nbsp;569173 |
| **Specialty retail – 2.2%** | **Specialty retail – 2.2%** |  |
| AutoZone, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;342 | 1266867 |
| Best Buy Company, Inc. | 13569 | &nbsp;&nbsp;&nbsp;&nbsp;883342 |
| Burlington Stores, Inc. (A) | &nbsp;&nbsp;&nbsp;2338 | &nbsp;&nbsp;&nbsp;&nbsp;691721 |
| CarMax, Inc. (A) | &nbsp;&nbsp;&nbsp;7258 | &nbsp;&nbsp;&nbsp;&nbsp;323271 |
| Carvana Company (A) | &nbsp;&nbsp;&nbsp;2254 | &nbsp;&nbsp;&nbsp;&nbsp;904102 |
| Chewy, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;3258 | &nbsp;&nbsp;&nbsp;&nbsp;94840 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;3222 | &nbsp;&nbsp;&nbsp;&nbsp;650844 |
| Floor & Decor Holdings, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;3529 | &nbsp;&nbsp;&nbsp;&nbsp;232773 |
| GameStop Corp., Class A (A) | &nbsp;&nbsp;&nbsp;7749 | &nbsp;&nbsp;&nbsp;&nbsp;185046 |
| Lithia Motors, Inc. | &nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;346081 |
| Lowe's Companies, Inc. | &nbsp;&nbsp;&nbsp;7644 | 2041407 |
| O'Reilly Automotive, Inc. (A) | 17343 | 1706725 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;101757 |
| Ross Stores, Inc. | 11940 | 2252481 |
| The Gap, Inc. | &nbsp;&nbsp;&nbsp;4962 | &nbsp;&nbsp;&nbsp;&nbsp;138837 |
| The Home Depot, Inc. | 11895 | 4455748 |
| The TJX Companies, Inc. | 18966 | 2841296 |
| Tractor Supply Company | 28442 | 1447129 |
| Ulta Beauty, Inc. (A) | &nbsp;&nbsp;&nbsp;2540 | 1644294 |
| Wayfair, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;56609 |
| Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;7203 | 1474094 |
| **Textiles, apparel and luxury goods – 0.4%** | **Textiles, apparel and luxury goods – 0.4%** |  |
| Amer Sports, Inc. (A) | &nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;78022 |
| Birkenstock Holding PLC (A)(B) | &nbsp;&nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;40516 |
| Deckers Outdoor Corp. (A) | &nbsp;&nbsp;&nbsp;6619 | &nbsp;&nbsp;&nbsp;&nbsp;789911 |
| Levi Strauss & Company, Class A | &nbsp;&nbsp;&nbsp;1052 | &nbsp;&nbsp;&nbsp;&nbsp;20914 |
| Lululemon Athletica, Inc. (A) | &nbsp;&nbsp;&nbsp;3378 | &nbsp;&nbsp;&nbsp;&nbsp;589461 |
| NIKE, Inc., Class B | 17928 | 1108130 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;1533 | &nbsp;&nbsp;&nbsp;&nbsp;541778 |
| Tapestry, Inc. | 10775 | 1367455 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer staples – 5.2%** | **Consumer staples – 5.2%** | $55341237 |
| **Beverages – 1.0%** | **Beverages – 1.0%** |  |
| Brown-Forman Corp., Class A | &nbsp;&nbsp;&nbsp;2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57163 |
| Brown-Forman Corp., Class B (B) | &nbsp;&nbsp;&nbsp;7829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214280 |
| Celsius Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;1147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60195 |
| Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;1697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258046 |
| Constellation Brands, Inc., Class A | &nbsp;&nbsp;&nbsp;4688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734610 |
| Keurig Dr. Pepper, Inc. | 18722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513732 |
| Molson Coors Beverage Company, Class B | &nbsp;&nbsp;&nbsp;6741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323838 |
| Monster Beverage Corp. (A) | 15123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221333 |
| PepsiCo, Inc. | 18865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898230 |
| Primo Brands Corp. | &nbsp;&nbsp;&nbsp;3217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60930 |
| The Coca-Cola Company | 50684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3791670 |
| **Consumer staples distribution and retail – 2.2%** | **Consumer staples distribution and retail – 2.2%** |  |
| Albertsons Companies, Inc., Class A | 14948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248884 |
| BJ's Wholesale Club Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500563 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710818 |
| Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4673043 |
| Dollar General Corp. | &nbsp;&nbsp;&nbsp;7192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031549 |
| Dollar Tree, Inc. (A) | &nbsp;&nbsp;&nbsp;9374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102289 |
| Maplebear, Inc. (A) | &nbsp;&nbsp;&nbsp;3643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135374 |
| Performance Food Group Company (A) | &nbsp;&nbsp;&nbsp;4946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472096 |
| Sprouts Farmers Market, Inc. (A) | &nbsp;&nbsp;&nbsp;2068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146642 |
| Sysco Corp. | 16559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388472 |
| Target Corp. | 11586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221975 |
| The Kroger Company | 40486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2544545 |
| U.S. Foods Holding Corp. (A) | &nbsp;&nbsp;&nbsp;8719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729083 |
| Walmart, Inc. | 68532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8164902 |
| **Food products – 0.7%** | **Food products – 0.7%** |  |
| Archer-Daniels-Midland Company | 14781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994909 |
| Bunge Global SA | &nbsp;&nbsp;&nbsp;6004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683736 |
| Conagra Brands, Inc. | 17840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330218 |
| General Mills, Inc. | 18441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853081 |
| Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;9513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234115 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146444 |
| McCormick & Company, Inc. | &nbsp;&nbsp;&nbsp;9734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601853 |
| Mondelez International, Inc., Class A | 22645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324053 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;1211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52521 |
| The Campbell's Company (B) | &nbsp;&nbsp;&nbsp;8782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245720 |
| The Hershey Company | &nbsp;&nbsp;&nbsp;4967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967323 |
| The J.M. Smucker Company | &nbsp;&nbsp;&nbsp;3939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413044 |
| The Kraft Heinz Company | 19297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458111 |
| Tyson Foods, Inc., Class A | 10129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661728 |
| **Household products – 0.8%** | **Household products – 0.8%** |  |
| Church & Dwight Company, Inc. | &nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834969 |
| Colgate-Palmolive Company | 13804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246363 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;9071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907009 |
| The Clorox Company | &nbsp;&nbsp;&nbsp;4977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561356 |
| The Procter & Gamble Company | 33896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5144396 |
| **Personal care products – 0.1%** | **Personal care products – 0.1%** |  |
| Kenvue, Inc. | 42853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745642 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer staples (continued)** | **Consumer staples (continued)** |  |
| Personal care products (continued) | Personal care products (continued) |  |
| The Estee Lauder Companies, Inc., Class A | &nbsp;&nbsp;&nbsp;3706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$427228 |
| **Tobacco – 0.4%** | **Tobacco – 0.4%** |  |
| Altria Group, Inc. | 23030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427630 |
| Philip Morris International, Inc. | 16025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875526 |
| **Energy – 3.7%** | **Energy – 3.7%** | &nbsp;&nbsp;&nbsp;39545291 |
| **Energy equipment and services – 0.3%** | **Energy equipment and services – 0.3%** |  |
| Baker Hughes Company | 28013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569849 |
| Halliburton Company | 25001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838034 |
| SLB, Ltd. | 16574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801850 |
| TechnipFMC PLC | &nbsp;&nbsp;&nbsp;9804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546279 |
| **Oil, gas and consumable fuels – 3.4%** | **Oil, gas and consumable fuels – 3.4%** |  |
| Antero Midstream Corp. | &nbsp;&nbsp;&nbsp;4316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81227 |
| Antero Resources Corp. (A) | &nbsp;&nbsp;&nbsp;6887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250480 |
| APA Corp. | 11333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299305 |
| Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489101 |
| Chevron Corp. | 23051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077722 |
| ConocoPhillips | 25071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613150 |
| Coterra Energy, Inc. | 33249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959234 |
| Devon Energy Corp. | 20872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839263 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;7861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288811 |
| DT Midstream, Inc. | &nbsp;&nbsp;&nbsp;1126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141899 |
| EOG Resources, Inc. | 14480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623642 |
| EQT Corp. | 15280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882114 |
| Expand Energy Corp. | &nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624438 |
| Exxon Mobil Corp. | 57682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8156235 |
| HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81728 |
| Kinder Morgan, Inc. | 33782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030013 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;7128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255882 |
| Occidental Petroleum Corp. | 25094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139017 |
| ONEOK, Inc. | 11166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884236 |
| Ovintiv, Inc. | 10116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439743 |
| Permian Resources Corp., Class A | 13223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213287 |
| Phillips 66 | &nbsp;&nbsp;&nbsp;9072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302376 |
| Range Resources Corp. | &nbsp;&nbsp;&nbsp;4417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167183 |
| Targa Resources Corp. | &nbsp;&nbsp;&nbsp;6953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397414 |
| Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595696 |
| The Williams Companies, Inc. | 24509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648475 |
| Valero Energy Corp. | 12719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307608 |
| **Financials – 15.0%** | **Financials – 15.0%** | 159648053 |
| **Banks – 4.0%** | **Banks – 4.0%** |  |
| Bank of America Corp. | 94766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5041551 |
| Citigroup, Inc. | 31759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3674834 |
| Citizens Financial Group, Inc. | 18656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174955 |
| Comerica, Inc. | &nbsp;&nbsp;&nbsp;2347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208108 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90593 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57333 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;5976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683893 |
| Fifth Third Bancorp | 32979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656205 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Banks (continued) | Banks (continued) |  |
| First Citizens BancShares, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;$958211 |
| First Horizon Corp. | 18410 | &nbsp;&nbsp;&nbsp;&nbsp;450861 |
| Huntington Bancshares, Inc. | 57966 | &nbsp;&nbsp;&nbsp;1013246 |
| JPMorgan Chase & Co. | 40034 | 12246000 |
| KeyCorp | 42784 | &nbsp;&nbsp;&nbsp;&nbsp;920712 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;1441313 |
| Old National Bancorp | &nbsp;&nbsp;&nbsp;3369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82305 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56198 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp;104420 |
| Regions Financial Corp. | 49960 | &nbsp;&nbsp;&nbsp;1423860 |
| The PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;8198 | &nbsp;&nbsp;&nbsp;1830613 |
| Truist Financial Corp. | 34731 | &nbsp;&nbsp;&nbsp;1785868 |
| U.S. Bancorp | 31320 | &nbsp;&nbsp;&nbsp;1757365 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86328 |
| Webster Financial Corp. | &nbsp;&nbsp;&nbsp;5892 | &nbsp;&nbsp;&nbsp;&nbsp;387517 |
| Wells Fargo & Company | 59834 | &nbsp;&nbsp;&nbsp;5414379 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;2402 | &nbsp;&nbsp;&nbsp;&nbsp;214138 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;1193 | &nbsp;&nbsp;&nbsp;&nbsp;175956 |
| Zions Bancorp NA | &nbsp;&nbsp;&nbsp;1733 | &nbsp;&nbsp;&nbsp;&nbsp;103824 |
| **Capital markets – 4.0%** | **Capital markets – 4.0%** |  |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;2746 | &nbsp;&nbsp;&nbsp;1447664 |
| Ares Management Corp., Class A | &nbsp;&nbsp;&nbsp;3658 | &nbsp;&nbsp;&nbsp;&nbsp;547493 |
| BlackRock, Inc. | &nbsp;&nbsp;&nbsp;1557 | &nbsp;&nbsp;&nbsp;1742190 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;2993 | &nbsp;&nbsp;&nbsp;&nbsp;793325 |
| CME Group, Inc. | &nbsp;&nbsp;&nbsp;5251 | &nbsp;&nbsp;&nbsp;1517854 |
| Coinbase Global, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;2843 | &nbsp;&nbsp;&nbsp;&nbsp;553646 |
| Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;223267 |
| FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;1393 | &nbsp;&nbsp;&nbsp;&nbsp;354323 |
| Franklin Resources, Inc. | 12137 | &nbsp;&nbsp;&nbsp;&nbsp;323087 |
| Galaxy Digital, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31199 |
| Hamilton Lane, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48728 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;1421 | &nbsp;&nbsp;&nbsp;&nbsp;239183 |
| Interactive Brokers Group, Inc., Class A | &nbsp;&nbsp;&nbsp;9159 | &nbsp;&nbsp;&nbsp;&nbsp;685826 |
| Intercontinental Exchange, Inc. | 10147 | &nbsp;&nbsp;&nbsp;1763346 |
| Invesco, Ltd. | &nbsp;&nbsp;&nbsp;4368 | &nbsp;&nbsp;&nbsp;&nbsp;119203 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;4972 | &nbsp;&nbsp;&nbsp;&nbsp;304187 |
| KKR & Company, Inc. | &nbsp;&nbsp;&nbsp;8009 | &nbsp;&nbsp;&nbsp;&nbsp;915108 |
| LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;3058 | &nbsp;&nbsp;&nbsp;1114641 |
| Moody's Corp. | &nbsp;&nbsp;&nbsp;3467 | &nbsp;&nbsp;&nbsp;1787447 |
| Morgan Stanley | 22438 | &nbsp;&nbsp;&nbsp;4101666 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp;168543 |
| MSCI, Inc. | &nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;1151426 |
| Nasdaq, Inc. | 14465 | &nbsp;&nbsp;&nbsp;1401514 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;8676 | &nbsp;&nbsp;&nbsp;1296455 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;7879 | &nbsp;&nbsp;&nbsp;1306811 |
| Robinhood Markets, Inc., Class A (A) | 14890 | &nbsp;&nbsp;&nbsp;1481257 |
| S&P Global, Inc. | &nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;2306442 |
| SEI Investments Company | &nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;498549 |
| State Street Corp. | 12784 | &nbsp;&nbsp;&nbsp;1672914 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Capital markets (continued) | Capital markets (continued) |  |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;2772 | &nbsp;&nbsp;$341788 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;8317 | &nbsp;&nbsp;&nbsp;&nbsp;878941 |
| The Bank of New York Mellon Corp. | 23079 | 2767634 |
| The Blackstone Group, Inc. | &nbsp;&nbsp;&nbsp;7389 | 1052341 |
| The Carlyle Group, Inc. | &nbsp;&nbsp;&nbsp;6889 | &nbsp;&nbsp;&nbsp;&nbsp;404935 |
| The Charles Schwab Corp. | 21023 | 2184710 |
| The Goldman Sachs Group, Inc. | &nbsp;&nbsp;&nbsp;5341 | 4996025 |
| TPG, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;22798 |
| Tradeweb Markets, Inc., Class A | &nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;286019 |
| **Consumer finance – 0.8%** | **Consumer finance – 0.8%** |  |
| Ally Financial, Inc. | 17085 | &nbsp;&nbsp;&nbsp;&nbsp;722354 |
| American Express Company | &nbsp;&nbsp;&nbsp;9852 | 3469579 |
| Capital One Financial Corp. | 11006 | 2409544 |
| SoFi Technologies, Inc. (A)(B) | 15698 | &nbsp;&nbsp;&nbsp;&nbsp;358071 |
| Synchrony Financial | 24432 | 1774496 |
| **Financial services – 2.9%** | **Financial services – 2.9%** |  |
| Affirm Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;3486 | &nbsp;&nbsp;&nbsp;&nbsp;210206 |
| Apollo Global Management, Inc. | &nbsp;&nbsp;&nbsp;9310 | 1252567 |
| Berkshire Hathaway, Inc., Class B (A) | 20727 | 9959945 |
| Block, Inc. (A) | 10982 | &nbsp;&nbsp;&nbsp;&nbsp;663642 |
| Corebridge Financial, Inc. | 10336 | &nbsp;&nbsp;&nbsp;&nbsp;318659 |
| Corpay, Inc. (A) | &nbsp;&nbsp;&nbsp;3110 | &nbsp;&nbsp;&nbsp;&nbsp;978499 |
| Equitable Holdings, Inc. | 12254 | &nbsp;&nbsp;&nbsp;&nbsp;568586 |
| Fidelity National Information Services, Inc. | 14704 | &nbsp;&nbsp;&nbsp;&nbsp;812396 |
| Fiserv, Inc. (A) | 10364 | &nbsp;&nbsp;&nbsp;&nbsp;660498 |
| Global Payments, Inc. | &nbsp;&nbsp;&nbsp;7985 | &nbsp;&nbsp;&nbsp;&nbsp;572844 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;2806 | &nbsp;&nbsp;&nbsp;&nbsp;502863 |
| Mastercard, Inc., Class A | 11010 | 5932078 |
| PayPal Holdings, Inc. | 15608 | &nbsp;&nbsp;&nbsp;&nbsp;822386 |
| Rocket Companies, Inc., Class A | &nbsp;&nbsp;&nbsp;2994 | &nbsp;&nbsp;&nbsp;&nbsp;53682 |
| Shift4 Payments, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;21136 |
| Toast, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;7480 | &nbsp;&nbsp;&nbsp;&nbsp;232703 |
| UWM Holdings Corp. | &nbsp;&nbsp;&nbsp;2186 | &nbsp;&nbsp;&nbsp;&nbsp;10733 |
| Visa, Inc., Class A | 21320 | 6861416 |
| **Insurance – 3.3%** | **Insurance – 3.3%** |  |
| Aflac, Inc. | 13689 | 1518795 |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;400580 |
| American International Group, Inc. | 24741 | 1852606 |
| Aon PLC, Class A | &nbsp;&nbsp;&nbsp;3920 | 1370589 |
| Arch Capital Group, Ltd. (A) | 14824 | 1423697 |
| Arthur J. Gallagher & Company | &nbsp;&nbsp;&nbsp;5333 | 1329890 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;1951 | &nbsp;&nbsp;&nbsp;&nbsp;464592 |
| Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp;8747 | &nbsp;&nbsp;&nbsp;&nbsp;630659 |
| Chubb, Ltd. | &nbsp;&nbsp;&nbsp;5975 | 1849621 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;6203 | &nbsp;&nbsp;&nbsp;&nbsp;998001 |
| CNA Financial Corp. | &nbsp;&nbsp;&nbsp;1123 | &nbsp;&nbsp;&nbsp;&nbsp;53747 |
| Erie Indemnity Company, Class A | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;236313 |
| Everest Group, Ltd. | &nbsp;&nbsp;&nbsp;1696 | &nbsp;&nbsp;&nbsp;&nbsp;561851 |
| Fidelity National Financial, Inc. | 12642 | &nbsp;&nbsp;&nbsp;&nbsp;687598 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Insurance (continued) | Insurance (continued) |  |
| Globe Life, Inc. | &nbsp;&nbsp;&nbsp;4467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$626363 |
| Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241487 |
| Loews Corp. | 10835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143851 |
| Markel Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167246 |
| Marsh & McLennan Companies, Inc. | &nbsp;&nbsp;&nbsp;8151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533937 |
| MetLife, Inc. | 16323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287558 |
| Old Republic International Corp. | &nbsp;&nbsp;&nbsp;9165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358993 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;1112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292500 |
| Principal Financial Group, Inc. | 10582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002327 |
| Prudential Financial, Inc. | 15606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733983 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;2707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548844 |
| RenaissanceRe Holdings, Ltd. | &nbsp;&nbsp;&nbsp;1644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463115 |
| The Allstate Corp. | &nbsp;&nbsp;&nbsp;9316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853791 |
| The Hartford Insurance Group, Inc. | 18650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518869 |
| The Progressive Corp. | &nbsp;&nbsp;&nbsp;7256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509248 |
| The Travelers Companies, Inc. | &nbsp;&nbsp;&nbsp;7486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129842 |
| Unum Group | &nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500262 |
| W.R. Berkley Corp. | 13652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936254 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;4344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379090 |
| **Health care – 9.9%** | **Health care – 9.9%** | 105382757 |
| **Biotechnology – 1.8%** | **Biotechnology – 1.8%** |  |
| AbbVie, Inc. | 20763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4630357 |
| Alnylam Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647385 |
| Amgen, Inc. | &nbsp;&nbsp;&nbsp;8948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059142 |
| Biogen, Inc. (A) | &nbsp;&nbsp;&nbsp;4787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861133 |
| BioMarin Pharmaceutical, Inc. (A) | &nbsp;&nbsp;&nbsp;5794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327593 |
| BridgeBio Pharma, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68616 |
| Exact Sciences Corp. (A) | &nbsp;&nbsp;&nbsp;3585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366889 |
| Exelixis, Inc. (A) | &nbsp;&nbsp;&nbsp;4936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204153 |
| Gilead Sciences, Inc. | 23135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3284013 |
| Halozyme Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;1151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82538 |
| Incyte Corp. (A) | &nbsp;&nbsp;&nbsp;5426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542980 |
| Insmed, Inc. (A) | &nbsp;&nbsp;&nbsp;2066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324093 |
| Ionis Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83083 |
| Madrigal Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59696 |
| Moderna, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;5546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244412 |
| Natera, Inc. (A) | &nbsp;&nbsp;&nbsp;1929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445869 |
| Neurocrine Biosciences, Inc. (A) | &nbsp;&nbsp;&nbsp;2741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372940 |
| Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230807 |
| Roivant Sciences, Ltd. (A) | &nbsp;&nbsp;&nbsp;6539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141373 |
| Summit Therapeutics, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;1398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20243 |
| United Therapeutics Corp. (A) | &nbsp;&nbsp;&nbsp;1644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771842 |
| Vertex Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;2976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398422 |
| Walgreens Boots Alliance, Inc. (A)(C) | 19824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507 |
| **Health care equipment and supplies – 2.0%** | **Health care equipment and supplies – 2.0%** |  |
| Abbott Laboratories | 23873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2609319 |
| ABIOMED, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18158 |
| Align Technology, Inc. (A) | &nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193843 |
| Baxter International, Inc. | 14682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294668 |

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

------

---

| | | |
|:---|:---|:---|
|  | **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) |  |
| Becton, Dickinson and Company | &nbsp;&nbsp;&nbsp;5334 | $1085362 |
| Boston Scientific Corp. (A) | 20856 | &nbsp;&nbsp;&nbsp;1950662 |
| DexCom, Inc. (A) | 11004 | &nbsp;&nbsp;&nbsp;&nbsp;803732 |
| Edwards Lifesciences Corp. (A) | 12373 | &nbsp;&nbsp;&nbsp;1006667 |
| GE HealthCare Technologies, Inc. | 14324 | &nbsp;&nbsp;&nbsp;1131166 |
| Globus Medical, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;1387 | &nbsp;&nbsp;&nbsp;&nbsp;125773 |
| Hologic, Inc. (A) | 10740 | &nbsp;&nbsp;&nbsp;&nbsp;804748 |
| IDEXX Laboratories, Inc. (A) | &nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;1525297 |
| Insulet Corp. (A) | &nbsp;&nbsp;&nbsp;1942 | &nbsp;&nbsp;&nbsp;&nbsp;496783 |
| Intuitive Surgical, Inc. (A) | &nbsp;&nbsp;&nbsp;3937 | &nbsp;&nbsp;&nbsp;1985114 |
| Masimo Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30213 |
| Medtronic PLC | 16489 | &nbsp;&nbsp;&nbsp;1697707 |
| Penumbra, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;569 | &nbsp;&nbsp;&nbsp;&nbsp;203799 |
| ResMed, Inc. | &nbsp;&nbsp;&nbsp;5304 | &nbsp;&nbsp;&nbsp;1370076 |
| Solventum Corp. (A) | &nbsp;&nbsp;&nbsp;4019 | &nbsp;&nbsp;&nbsp;&nbsp;309342 |
| STERIS PLC | &nbsp;&nbsp;&nbsp;3522 | &nbsp;&nbsp;&nbsp;&nbsp;924877 |
| Stryker Corp. | &nbsp;&nbsp;&nbsp;4428 | &nbsp;&nbsp;&nbsp;1636412 |
| The Cooper Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;6831 | &nbsp;&nbsp;&nbsp;&nbsp;555907 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;7218 | &nbsp;&nbsp;&nbsp;&nbsp;628471 |
| **Health care providers and services – 2.1%** | **Health care providers and services – 2.1%** |  |
| Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp;9737 | &nbsp;&nbsp;&nbsp;2092287 |
| Cencora, Inc. | &nbsp;&nbsp;&nbsp;4864 | &nbsp;&nbsp;&nbsp;1747246 |
| Centene Corp. (A) | 16761 | &nbsp;&nbsp;&nbsp;&nbsp;726087 |
| CVS Health Corp. | 23103 | &nbsp;&nbsp;&nbsp;1721636 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;160948 |
| Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;4336 | &nbsp;&nbsp;&nbsp;1499129 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;3023 | &nbsp;&nbsp;&nbsp;&nbsp;285764 |
| HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;2541 | &nbsp;&nbsp;&nbsp;1240694 |
| HealthEquity, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41379 |
| Henry Schein, Inc. (A) | &nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;414008 |
| Hims & Hers Health, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61088 |
| Humana, Inc. | &nbsp;&nbsp;&nbsp;3826 | &nbsp;&nbsp;&nbsp;&nbsp;746835 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp;&nbsp;4371 | &nbsp;&nbsp;&nbsp;1186814 |
| McKesson Corp. | &nbsp;&nbsp;&nbsp;2497 | &nbsp;&nbsp;&nbsp;2075531 |
| Molina Healthcare, Inc. (A) | &nbsp;&nbsp;&nbsp;2484 | &nbsp;&nbsp;&nbsp;&nbsp;446102 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;6941 | &nbsp;&nbsp;&nbsp;1298175 |
| Tenet Healthcare Corp. (A) | &nbsp;&nbsp;&nbsp;3259 | &nbsp;&nbsp;&nbsp;&nbsp;616864 |
| The Cigna Corp. | &nbsp;&nbsp;&nbsp;5542 | &nbsp;&nbsp;&nbsp;1519118 |
| The Ensign Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;141620 |
| UnitedHealth Group, Inc. | 11915 | &nbsp;&nbsp;&nbsp;3418771 |
| Universal Health Services, Inc., Class B | &nbsp;&nbsp;&nbsp;3557 | &nbsp;&nbsp;&nbsp;&nbsp;715882 |
| **Health care technology – 0.1%** | **Health care technology – 0.1%** |  |
| Doximity, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;1413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52945 |
| Veeva Systems, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;3158 | &nbsp;&nbsp;&nbsp;&nbsp;643979 |
| **Life sciences tools and services – 1.2%** | **Life sciences tools and services – 1.2%** |  |
| Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;9449 | &nbsp;&nbsp;&nbsp;1264749 |
| Avantor, Inc. (A) | 20662 | &nbsp;&nbsp;&nbsp;&nbsp;225629 |
| Bio-Rad Laboratories, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp;213520 |
| Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;3997 | &nbsp;&nbsp;&nbsp;&nbsp;256168 |

---

------

---

| | | |
|:---|:---|:---|
|  | **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) |  |
| Charles River Laboratories International, Inc. (A) | &nbsp;&nbsp;&nbsp;1762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$370866 |
| Danaher Corp. | &nbsp;&nbsp;&nbsp;8493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859033 |
| ICON PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105987 |
| Illumina, Inc. (A) | &nbsp;&nbsp;&nbsp;2512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363763 |
| IQVIA Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;6333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457540 |
| Medpace Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349488 |
| Mettler-Toledo International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156268 |
| Revvity, Inc. (B) | &nbsp;&nbsp;&nbsp;4656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506573 |
| Tempus AI, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48275 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;5447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3151689 |
| Waters Corp. (A) | &nbsp;&nbsp;&nbsp;2464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913454 |
| West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;2309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533656 |
| **Pharmaceuticals – 2.7%** | **Pharmaceuticals – 2.7%** |  |
| Bristol-Myers Squibb Company | 38797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135775 |
| Elanco Animal Health, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;4849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116764 |
| Eli Lilly & Company | 10510 | &nbsp;&nbsp;&nbsp;&nbsp;10900447 |
| Johnson & Johnson | 35015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7957159 |
| Merck & Company, Inc. | 34011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750393 |
| Pfizer, Inc. | 90082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381768 |
| Royalty Pharma PLC, Class A | 10249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427178 |
| Viatris, Inc. | 43718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572269 |
| Zoetis, Inc. | &nbsp;&nbsp;&nbsp;7573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945262 |
| **Industrials – 12.4%** | **Industrials – 12.4%** | 132372004 |
| **Aerospace and defense – 2.4%** | **Aerospace and defense – 2.4%** |  |
| AeroVironment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69598 |
| ATI, Inc. (A) | &nbsp;&nbsp;&nbsp;2648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318554 |
| Axon Enterprise, Inc. (A) | &nbsp;&nbsp;&nbsp;1094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529037 |
| BWX Technologies, Inc. | &nbsp;&nbsp;&nbsp;1979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406546 |
| Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198962 |
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;1028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675077 |
| General Dynamics Corp. | &nbsp;&nbsp;&nbsp;4758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670486 |
| General Electric Company | 12314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777812 |
| HEICO Corp. | &nbsp;&nbsp;&nbsp;1126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372605 |
| HEICO Corp., Class A | &nbsp;&nbsp;&nbsp;1983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504852 |
| Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp;8136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692939 |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160214 |
| Kratos Defense & Security Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;1267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130514 |
| L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;5864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010472 |
| Leonardo DRS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24266 |
| Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;3519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231820 |
| Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;2548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763878 |
| Rocket Lab Corp. (A) | &nbsp;&nbsp;&nbsp;3738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299302 |
| RTX Corp. | 21927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405792 |
| StandardAero, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15291 |
| Textron, Inc. | &nbsp;&nbsp;&nbsp;9351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823449 |
| The Boeing Company (A) | &nbsp;&nbsp;&nbsp;6497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1518479 |
| TransDigm Group, Inc. | &nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1567439 |
| Woodward, Inc. | &nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464364 |

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24 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)** |  |
| Air freight and logistics – 0.5% | Air freight and logistics – 0.5% |  |
| C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;5600 | $1091720 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;6897 | &nbsp;&nbsp;&nbsp;1107244 |
| FedEx Corp. | &nbsp;&nbsp;&nbsp;5357 | &nbsp;&nbsp;&nbsp;1726293 |
| United Parcel Service, Inc., Class B | &nbsp;&nbsp;&nbsp;9151 | &nbsp;&nbsp;&nbsp;&nbsp;972019 |
| **Building products – 0.9%** | **Building products – 0.9%** |  |
| A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;4923 | &nbsp;&nbsp;&nbsp;&nbsp;361791 |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;2516 | &nbsp;&nbsp;&nbsp;&nbsp;382533 |
| Allegion PLC | &nbsp;&nbsp;&nbsp;4696 | &nbsp;&nbsp;&nbsp;&nbsp;776671 |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;730444 |
| Carlisle Companies, Inc. | &nbsp;&nbsp;&nbsp;2471 | &nbsp;&nbsp;&nbsp;&nbsp;842339 |
| Carrier Global Corp. | 18713 | &nbsp;&nbsp;&nbsp;1114921 |
| Johnson Controls International PLC | 15339 | &nbsp;&nbsp;&nbsp;1829329 |
| Lennox International, Inc. | &nbsp;&nbsp;&nbsp;1253 | &nbsp;&nbsp;&nbsp;&nbsp;620335 |
| Masco Corp. | &nbsp;&nbsp;&nbsp;8563 | &nbsp;&nbsp;&nbsp;&nbsp;565929 |
| Owens Corning | &nbsp;&nbsp;&nbsp;5108 | &nbsp;&nbsp;&nbsp;&nbsp;612143 |
| Trane Technologies PLC | &nbsp;&nbsp;&nbsp;5284 | &nbsp;&nbsp;&nbsp;2222345 |
| **Commercial services and supplies – 0.7%** | **Commercial services and supplies – 0.7%** |  |
| Cintas Corp. | &nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;1521551 |
| Clean Harbors, Inc. (A) | &nbsp;&nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;447305 |
| Copart, Inc. (A) | 18310 | &nbsp;&nbsp;&nbsp;&nbsp;743020 |
| Republic Services, Inc. | &nbsp;&nbsp;&nbsp;5766 | &nbsp;&nbsp;&nbsp;1240209 |
| Rollins, Inc. | &nbsp;&nbsp;&nbsp;9520 | &nbsp;&nbsp;&nbsp;&nbsp;602997 |
| Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;7213 | &nbsp;&nbsp;&nbsp;&nbsp;271642 |
| Veralto Corp. | &nbsp;&nbsp;&nbsp;6309 | &nbsp;&nbsp;&nbsp;&nbsp;624465 |
| Waste Management, Inc. | 10572 | &nbsp;&nbsp;&nbsp;2349521 |
| **Construction and engineering – 0.5%** | **Construction and engineering – 0.5%** |  |
| AECOM | &nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;472314 |
| API Group Corp. (A) | &nbsp;&nbsp;&nbsp;8795 | &nbsp;&nbsp;&nbsp;&nbsp;365608 |
| Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;984490 |
| EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;1441 | &nbsp;&nbsp;&nbsp;1038572 |
| MasTec, Inc. (A) | &nbsp;&nbsp;&nbsp;1252 | &nbsp;&nbsp;&nbsp;&nbsp;301081 |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;3639 | &nbsp;&nbsp;&nbsp;1727179 |
| **Electrical equipment – 1.4%** | **Electrical equipment – 1.4%** |  |
| Acuity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;205645 |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp;8567 | &nbsp;&nbsp;&nbsp;1918837 |
| Bloom Energy Corp., Class A (A) | &nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;191483 |
| Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;6402 | &nbsp;&nbsp;&nbsp;2249791 |
| Emerson Electric Company | 12844 | &nbsp;&nbsp;&nbsp;1887554 |
| GE Vernova, Inc. | &nbsp;&nbsp;&nbsp;2668 | &nbsp;&nbsp;&nbsp;1937955 |
| Generac Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;1193 | &nbsp;&nbsp;&nbsp;&nbsp;200472 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;2059 | &nbsp;&nbsp;&nbsp;1004668 |
| Nextpower, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;1703 | &nbsp;&nbsp;&nbsp;&nbsp;199404 |
| NuScale Power Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9771 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp;4182 | &nbsp;&nbsp;&nbsp;&nbsp;469471 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;293123 |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;4684 | &nbsp;&nbsp;&nbsp;1975009 |
| Vertiv Holdings Company, Class A | 11202 | &nbsp;&nbsp;&nbsp;2085588 |
| **Ground transportation – 0.9%** | **Ground transportation – 0.9%** |  |
| CSX Corp. | 47100 | &nbsp;&nbsp;&nbsp;1778496 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Ground transportation (continued) | Ground transportation (continued) |  |
| J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;4613 | &nbsp;&nbsp;$935147 |
| Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;6313 | 1838598 |
| Old Dominion Freight Line, Inc. | &nbsp;&nbsp;&nbsp;4636 | &nbsp;&nbsp;&nbsp;&nbsp;802955 |
| Uber Technologies, Inc. (A) | 19892 | 1592355 |
| U-Haul Holding Company (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;21093 |
| U-Haul Holding Company, Series N | &nbsp;&nbsp;&nbsp;3748 | &nbsp;&nbsp;&nbsp;&nbsp;192310 |
| Union Pacific Corp. | 10171 | 2391202 |
| XPO, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;494687 |
| **Industrial conglomerates – 0.4%** | **Industrial conglomerates – 0.4%** |  |
| 3M Company | &nbsp;&nbsp;&nbsp;9590 | 1468804 |
| Honeywell International, Inc. | 10014 | 2278385 |
| **Machinery – 2.9%** | **Machinery – 2.9%** |  |
| Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;8953 | 5885344 |
| Chart Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;742 | &nbsp;&nbsp;&nbsp;&nbsp;153846 |
| CNH Industrial NV | 20534 | &nbsp;&nbsp;&nbsp;&nbsp;220946 |
| Crane Company | &nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;162915 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;5933 | 3434139 |
| Deere & Company | &nbsp;&nbsp;&nbsp;5061 | 2672208 |
| Donaldson Company, Inc. | &nbsp;&nbsp;&nbsp;3771 | &nbsp;&nbsp;&nbsp;&nbsp;384416 |
| Dover Corp. | &nbsp;&nbsp;&nbsp;6354 | 1280267 |
| Fortive Corp. | 11670 | &nbsp;&nbsp;&nbsp;&nbsp;616293 |
| Graco, Inc. | &nbsp;&nbsp;&nbsp;5617 | &nbsp;&nbsp;&nbsp;&nbsp;490533 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;2756 | &nbsp;&nbsp;&nbsp;&nbsp;547204 |
| Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;6515 | 1702109 |
| Ingersoll Rand, Inc. | 12661 | 1089985 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;437520 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;2138 | &nbsp;&nbsp;&nbsp;&nbsp;567318 |
| Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;2526 | &nbsp;&nbsp;&nbsp;&nbsp;343890 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;476310 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;109016 |
| Otis Worldwide Corp. | 10857 | &nbsp;&nbsp;&nbsp;&nbsp;927405 |
| PACCAR, Inc. | 16750 | 2058743 |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;3131 | 2930115 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;6168 | &nbsp;&nbsp;&nbsp;&nbsp;649922 |
| RBC Bearings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;284812 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;825578 |
| SPX Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;92742 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;6269 | &nbsp;&nbsp;&nbsp;&nbsp;493120 |
| Symbotic, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;26533 |
| Wabtec Corp. | &nbsp;&nbsp;&nbsp;5964 | 1372555 |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;83507 |
| Xylem, Inc. | &nbsp;&nbsp;&nbsp;7865 | 1084348 |
| **Passenger airlines – 0.1%** | **Passenger airlines – 0.1%** |  |
| American Airlines Group, Inc. (A) | &nbsp;&nbsp;&nbsp;1526 | &nbsp;&nbsp;&nbsp;&nbsp;20296 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;7935 | &nbsp;&nbsp;&nbsp;&nbsp;522837 |
| Southwest Airlines Company | &nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;313394 |
| United Airlines Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;4403 | &nbsp;&nbsp;&nbsp;&nbsp;450515 |
| **Professional services – 0.9%** | **Professional services – 0.9%** |  |
| Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;6470 | 1596925 |

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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** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Professional services (continued) | Professional services (continued) |  |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;5393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$476849 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;4287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845011 |
| CACI International, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404618 |
| Dayforce, Inc. (A) | &nbsp;&nbsp;&nbsp;4735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327993 |
| Equifax, Inc. | &nbsp;&nbsp;&nbsp;4551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916571 |
| Genpact, Ltd. | &nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52744 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435537 |
| Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;5703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073761 |
| Paychex, Inc. | &nbsp;&nbsp;&nbsp;8828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910432 |
| Paycom Software, Inc. | &nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241068 |
| Paylocity Holding Corp. (A) | &nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162651 |
| SS&C Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;8254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675920 |
| TransUnion | &nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518371 |
| UL Solutions, Inc., Class A | &nbsp;&nbsp;&nbsp;1028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72196 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;5409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176241 |
| **Trading companies and distributors – 0.8%** | **Trading companies and distributors – 0.8%** |  |
| Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157548 |
| Core & Main, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;5098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272029 |
| Fastenal Company | 32341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402306 |
| Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp;6174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558688 |
| FTAI Aviation, Ltd. | &nbsp;&nbsp;&nbsp;1909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519859 |
| United Rentals, Inc. | &nbsp;&nbsp;&nbsp;2109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649365 |
| W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598311 |
| Watsco, Inc. (B) | &nbsp;&nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419685 |
| WESCO International, Inc. | &nbsp;&nbsp;&nbsp;1714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496083 |
| **Information technology – 25.5%** | **Information technology – 25.5%** | 271529665 |
| **Communications equipment – 0.9%** | **Communications equipment – 0.9%** |  |
| Arista Networks, Inc. (A) | 13609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928940 |
| Ciena Corp. (A) | &nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828455 |
| Cisco Systems, Inc. | 56443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420616 |
| F5, Inc. (A) | &nbsp;&nbsp;&nbsp;2471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681032 |
| Lumentum Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266843 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;3624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458805 |
| Ubiquiti, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86022 |
| **Electronic equipment, instruments and components – 1.4%** | **Electronic equipment, instruments and components – 1.4%** |  |
| Amphenol Corp., Class A | 22752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3278108 |
| CDW Corp. | &nbsp;&nbsp;&nbsp;5074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641303 |
| Coherent Corp. (A) | &nbsp;&nbsp;&nbsp;2809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596014 |
| Corning, Inc. | 20723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2139650 |
| Fabrinet (A) | &nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132638 |
| Flex, Ltd. (A) | 19602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235710 |
| Jabil, Inc. | &nbsp;&nbsp;&nbsp;5745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362657 |
| Keysight Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;7224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562768 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290366 |
| TE Connectivity PLC | &nbsp;&nbsp;&nbsp;7809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739689 |
| Teledyne Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;1549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960845 |
| Zebra Technologies Corp., Class A (A) | &nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448812 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| IT services – 1.4% | IT services – 1.4% |  |
| Accenture PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;9110 | $2401760 |
| Akamai Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6577 | &nbsp;&nbsp;&nbsp;&nbsp;638956 |
| Amdocs, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5866 | &nbsp;&nbsp;&nbsp;&nbsp;480660 |
| Cloudflare, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;4267 | &nbsp;&nbsp;&nbsp;&nbsp;756752 |
| Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;&nbsp;18071 | &nbsp;&nbsp;&nbsp;1482906 |
| EPAM Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1621 | &nbsp;&nbsp;&nbsp;&nbsp;338141 |
| Gartner, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3126 | &nbsp;&nbsp;&nbsp;&nbsp;655241 |
| GoDaddy, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;4495 | &nbsp;&nbsp;&nbsp;&nbsp;451837 |
| IBM Corp. | &nbsp;&nbsp;&nbsp;16197 | &nbsp;&nbsp;&nbsp;4967620 |
| MongoDB, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1733 | &nbsp;&nbsp;&nbsp;&nbsp;643515 |
| Okta, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4291 | &nbsp;&nbsp;&nbsp;&nbsp;362504 |
| Snowflake, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;639764 |
| Twilio, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;4662 | &nbsp;&nbsp;&nbsp;&nbsp;561585 |
| VeriSign, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3263 | &nbsp;&nbsp;&nbsp;&nbsp;796922 |
| **Semiconductors and semiconductor equipment – 10.7%** | **Semiconductors and semiconductor equipment – 10.7%** |  |
| Advanced Micro Devices, Inc. (A) | &nbsp;&nbsp;&nbsp;20761 | &nbsp;&nbsp;&nbsp;4914752 |
| Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8613 | &nbsp;&nbsp;&nbsp;2677609 |
| Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;16089 | &nbsp;&nbsp;&nbsp;5185806 |
| Astera Labs, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1604 | &nbsp;&nbsp;&nbsp;&nbsp;241594 |
| Broadcom, Inc. | &nbsp;&nbsp;&nbsp;53865 | 17845475 |
| Credo Technology Group Holding, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;219866 |
| Entegris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4937 | &nbsp;&nbsp;&nbsp;&nbsp;582912 |
| First Solar, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;745344 |
| GlobalFoundries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75876 |
| Intel Corp. (A) | &nbsp;&nbsp;&nbsp;67443 | &nbsp;&nbsp;&nbsp;3134076 |
| KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2942 | &nbsp;&nbsp;&nbsp;4200999 |
| Lam Research Corp. | &nbsp;&nbsp;&nbsp;24846 | &nbsp;&nbsp;&nbsp;5800547 |
| Lattice Semiconductor Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93081 |
| MACOM Technology Solutions Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;207888 |
| Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;22535 | &nbsp;&nbsp;&nbsp;1778462 |
| Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;22313 | &nbsp;&nbsp;&nbsp;1694003 |
| Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;19358 | &nbsp;&nbsp;&nbsp;8031247 |
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1363 | &nbsp;&nbsp;&nbsp;1532216 |
| NVIDIA Corp. | 229264 | 43819210 |
| NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;5553 | &nbsp;&nbsp;&nbsp;1255755 |
| ON Semiconductor Corp. (A) | &nbsp;&nbsp;&nbsp;14650 | &nbsp;&nbsp;&nbsp;&nbsp;877389 |
| Qnity Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7172 | &nbsp;&nbsp;&nbsp;&nbsp;689803 |
| Qualcomm, Inc. | &nbsp;&nbsp;&nbsp;18937 | &nbsp;&nbsp;&nbsp;2870660 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7158 | &nbsp;&nbsp;&nbsp;&nbsp;399130 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6959 | &nbsp;&nbsp;&nbsp;1677467 |
| Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;14823 | &nbsp;&nbsp;&nbsp;3195098 |
| **Software – 6.2%** | **Software – 6.2%** |  |
| Adobe, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4963 | &nbsp;&nbsp;&nbsp;1455400 |
| Appfolio, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63040 |
| AppLovin Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3855 | &nbsp;&nbsp;&nbsp;1823839 |
| Atlassian Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;2478 | &nbsp;&nbsp;&nbsp;&nbsp;292850 |
| Aurora Innovation, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;22812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95810 |
| Autodesk, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3832 | &nbsp;&nbsp;&nbsp;&nbsp;968998 |
| Bentley Systems, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;151754 |

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

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| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Software (continued) | Software (continued) |  |
| Cadence Design Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5585 | $1655171 |
| Crowdstrike Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp;&nbsp;1370563 |
| Datadog, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;6409 | &nbsp;&nbsp;&nbsp;&nbsp;828812 |
| DocuSign, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5107 | &nbsp;&nbsp;&nbsp;&nbsp;268322 |
| Dropbox, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;7035 | &nbsp;&nbsp;&nbsp;&nbsp;179252 |
| Dynatrace, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8312 | &nbsp;&nbsp;&nbsp;&nbsp;316604 |
| Elastic NV (A) | &nbsp;&nbsp;&nbsp;&nbsp;1518 | &nbsp;&nbsp;&nbsp;&nbsp;100082 |
| Fair Isaac Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;1229063 |
| Fortinet, Inc. (A) | &nbsp;&nbsp;&nbsp;13611 | &nbsp;&nbsp;&nbsp;1106030 |
| Gen Digital, Inc. | &nbsp;&nbsp;&nbsp;25312 | &nbsp;&nbsp;&nbsp;&nbsp;607235 |
| Gitlab, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;1698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59396 |
| Guidewire Software, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1888 | &nbsp;&nbsp;&nbsp;&nbsp;265755 |
| HubSpot, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1187 | &nbsp;&nbsp;&nbsp;&nbsp;332360 |
| Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3833 | &nbsp;&nbsp;&nbsp;1912360 |
| Klaviyo, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9639 |
| Manhattan Associates, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1847 | &nbsp;&nbsp;&nbsp;&nbsp;278915 |
| Microsoft Corp. | &nbsp;&nbsp;&nbsp;78198 | 33647817 |
| Nutanix, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp;&nbsp;&nbsp;146544 |
| Oracle Corp. | &nbsp;&nbsp;&nbsp;22099 | &nbsp;&nbsp;&nbsp;3637053 |
| Palantir Technologies, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;20534 | &nbsp;&nbsp;&nbsp;3010079 |
| Palo Alto Networks, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8272 | &nbsp;&nbsp;&nbsp;1463896 |
| Pegasystems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36437 |
| Procore Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2631 | &nbsp;&nbsp;&nbsp;&nbsp;148625 |
| PTC, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3749 | &nbsp;&nbsp;&nbsp;&nbsp;585331 |
| Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;801857 |
| Rubrik, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48956 |
| Salesforce, Inc. | &nbsp;&nbsp;&nbsp;10662 | &nbsp;&nbsp;&nbsp;2263436 |
| Samsara, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3876 | &nbsp;&nbsp;&nbsp;&nbsp;108722 |
| ServiceNow, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp;&nbsp;1087023 |
| Synopsys, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2886 | &nbsp;&nbsp;&nbsp;1342322 |
| Trimble, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8611 | &nbsp;&nbsp;&nbsp;&nbsp;582104 |
| Tyler Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1446 | &nbsp;&nbsp;&nbsp;&nbsp;534152 |
| Unity Software, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;136043 |
| Workday, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3336 | &nbsp;&nbsp;&nbsp;&nbsp;585902 |
| Zoom Communications, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6642 | &nbsp;&nbsp;&nbsp;&nbsp;611728 |
| Zscaler, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2171 | &nbsp;&nbsp;&nbsp;&nbsp;434222 |
| **Technology hardware, storage and peripherals – 4.9%** | **Technology hardware, storage and peripherals – 4.9%** |  |
| Apple, Inc. | 158996 | 41256282 |
| Dell Technologies, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;5026 | &nbsp;&nbsp;&nbsp;&nbsp;575175 |
| Hewlett Packard Enterprise Company | &nbsp;&nbsp;&nbsp;45241 | &nbsp;&nbsp;&nbsp;&nbsp;973586 |
| HP, Inc. | &nbsp;&nbsp;&nbsp;33087 | &nbsp;&nbsp;&nbsp;&nbsp;643211 |
| IonQ, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80680 |
| NetApp, Inc. | &nbsp;&nbsp;&nbsp;11015 | &nbsp;&nbsp;&nbsp;1061295 |
| Pure Storage, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;7211 | &nbsp;&nbsp;&nbsp;&nbsp;501453 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;7872 | &nbsp;&nbsp;&nbsp;3209336 |
| Super Micro Computer, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8616 | &nbsp;&nbsp;&nbsp;&nbsp;250812 |
| Western Digital Corp. | &nbsp;&nbsp;&nbsp;13630 | &nbsp;&nbsp;&nbsp;3410635 |

---

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| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Materials – 3.2%** | **Materials – 3.2%** | $34056333 |
| **Chemicals – 1.4%** | **Chemicals – 1.4%** |  |
| Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp;4227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151858 |
| Albemarle Corp. | &nbsp;&nbsp;&nbsp;3555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606590 |
| CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp;9114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849698 |
| Corteva, Inc. | 21605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572844 |
| Dow, Inc. | 27221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749939 |
| DuPont de Nemours, Inc. | 14403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632580 |
| Eastman Chemical Company | &nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407255 |
| Ecolab, Inc. | &nbsp;&nbsp;&nbsp;4819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358910 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;7818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545775 |
| Linde PLC | &nbsp;&nbsp;&nbsp;5854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675102 |
| LyondellBasell Industries NV, Class A | 12313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603337 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;9278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072815 |
| RPM International, Inc. | &nbsp;&nbsp;&nbsp;5160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551914 |
| Solstice Advanced Materials, Inc. (A) | &nbsp;&nbsp;&nbsp;2514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155290 |
| The Mosaic Company | 14692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404030 |
| The Sherwin-Williams Company | &nbsp;&nbsp;&nbsp;5462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937044 |
| Westlake Corp. | &nbsp;&nbsp;&nbsp;1667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132226 |
| **Construction materials – 0.3%** | **Construction materials – 0.3%** |  |
| CRH PLC | &nbsp;&nbsp;&nbsp;5978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731767 |
| Martin Marietta Materials, Inc. | &nbsp;&nbsp;&nbsp;2198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432986 |
| Vulcan Materials Company | &nbsp;&nbsp;&nbsp;4481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346720 |
| **Containers and packaging – 0.5%** | **Containers and packaging – 0.5%** |  |
| Amcor PLC | 15369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680078 |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;2387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298256 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;3034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562837 |
| Ball Corp. | 13075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743575 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;5524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578252 |
| International Paper Company | 18279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737009 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972989 |
| Smurfit WestRock PLC | 10225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425667 |
| **Metals and mining – 1.0%** | **Metals and mining – 1.0%** |  |
| Coeur Mining, Inc. (A) | &nbsp;&nbsp;&nbsp;5239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107085 |
| Freeport-McMoRan, Inc. | 31021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868395 |
| MP Materials Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44783 |
| Newmont Corp. | 26876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3019519 |
| Nucor Corp. | 10604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884543 |
| Reliance, Inc. | &nbsp;&nbsp;&nbsp;2768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912056 |
| Royal Gold, Inc. (A) | &nbsp;&nbsp;&nbsp;1114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293327 |
| Southern Copper Corp. | &nbsp;&nbsp;&nbsp;2312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440020 |
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;8739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569262 |
| **Real estate – 2.4%** | **Real estate – 2.4%** | &nbsp;&nbsp;&nbsp;26115250 |
| **Diversified REITs – 0.0%** | **Diversified REITs – 0.0%** |  |
| WP Carey, Inc. | &nbsp;&nbsp;&nbsp;5147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359003 |
| **Health care REITs – 0.3%** | **Health care REITs – 0.3%** |  |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;3931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214790 |
| Healthpeak Properties, Inc. | 14734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254014 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp;5638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247395 |
| Ventas, Inc. | 10672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828894 |

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

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| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |
| Health care REITs (continued) | Health care REITs (continued) |  |
| Welltower, Inc. | &nbsp;&nbsp;&nbsp;8665 | $1632139 |
| **Hotel and resort REITs – 0.0%** | **Hotel and resort REITs – 0.0%** |  |
| Host Hotels & Resorts, Inc. | 18479 | &nbsp;&nbsp;&nbsp;&nbsp;342416 |
| **Industrial REITs – 0.2%** | **Industrial REITs – 0.2%** |  |
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;202529 |
| Lineage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8856 |
| Prologis, Inc. | 11842 | &nbsp;&nbsp;&nbsp;1546092 |
| Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;3866 | &nbsp;&nbsp;&nbsp;&nbsp;156689 |
| **Office REITs – 0.0%** | **Office REITs – 0.0%** |  |
| BXP, Inc. | &nbsp;&nbsp;&nbsp;3966 | &nbsp;&nbsp;&nbsp;&nbsp;256481 |
| **Real estate management and development – 0.4%** | **Real estate management and development – 0.4%** |  |
| CBRE Group, Inc., Class A (A) | 15403 | &nbsp;&nbsp;&nbsp;2623593 |
| CoStar Group, Inc. (A) | 11747 | &nbsp;&nbsp;&nbsp;&nbsp;722441 |
| Jones Lang LaSalle, Inc. (A) | &nbsp;&nbsp;&nbsp;2274 | &nbsp;&nbsp;&nbsp;&nbsp;813887 |
| Zillow Group, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68028 |
| Zillow Group, Inc., Class C (A) | &nbsp;&nbsp;&nbsp;5182 | &nbsp;&nbsp;&nbsp;&nbsp;326621 |
| **Residential REITs – 0.4%** | **Residential REITs – 0.4%** |  |
| American Homes 4 Rent, Class A | &nbsp;&nbsp;&nbsp;7728 | &nbsp;&nbsp;&nbsp;&nbsp;242041 |
| AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp;3612 | &nbsp;&nbsp;&nbsp;&nbsp;641744 |
| Camden Property Trust | &nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;289528 |
| Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;4391 | &nbsp;&nbsp;&nbsp;&nbsp;277379 |
| Equity Residential | &nbsp;&nbsp;&nbsp;9216 | &nbsp;&nbsp;&nbsp;&nbsp;574341 |
| Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;1683 | &nbsp;&nbsp;&nbsp;&nbsp;423897 |
| Invitation Homes, Inc. | 14849 | &nbsp;&nbsp;&nbsp;&nbsp;396914 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;2968 | &nbsp;&nbsp;&nbsp;&nbsp;398602 |
| Sun Communities, Inc. | &nbsp;&nbsp;&nbsp;3079 | &nbsp;&nbsp;&nbsp;&nbsp;392357 |
| UDR, Inc. | &nbsp;&nbsp;&nbsp;8076 | &nbsp;&nbsp;&nbsp;&nbsp;300023 |
| **Retail REITs – 0.3%** | **Retail REITs – 0.3%** |  |
| Brixmor Property Group, Inc. | &nbsp;&nbsp;&nbsp;4194 | &nbsp;&nbsp;&nbsp;&nbsp;112357 |
| Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;2113 | &nbsp;&nbsp;&nbsp;&nbsp;213751 |
| Kimco Realty Corp. | 15655 | &nbsp;&nbsp;&nbsp;&nbsp;330007 |
| NNN REIT, Inc. | &nbsp;&nbsp;&nbsp;4502 | &nbsp;&nbsp;&nbsp;&nbsp;187598 |
| Realty Income Corp. | 17916 | &nbsp;&nbsp;&nbsp;1095743 |
| Regency Centers Corp. | &nbsp;&nbsp;&nbsp;4432 | &nbsp;&nbsp;&nbsp;&nbsp;322960 |
| Simon Property Group, Inc. | &nbsp;&nbsp;&nbsp;5983 | &nbsp;&nbsp;&nbsp;1144608 |
| **Specialized REITs – 0.8%** | **Specialized REITs – 0.8%** |  |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;5411 | &nbsp;&nbsp;&nbsp;&nbsp;970084 |
| Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;7470 | &nbsp;&nbsp;&nbsp;&nbsp;648471 |
| CubeSmart | &nbsp;&nbsp;&nbsp;5263 | &nbsp;&nbsp;&nbsp;&nbsp;197520 |
| Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;6355 | &nbsp;&nbsp;&nbsp;1054612 |
| Equinix, Inc. | &nbsp;&nbsp;&nbsp;1209 | &nbsp;&nbsp;&nbsp;&nbsp;992504 |
| Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;4844 | &nbsp;&nbsp;&nbsp;&nbsp;668327 |
| Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;&nbsp;6591 | &nbsp;&nbsp;&nbsp;&nbsp;294947 |
| Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp;7481 | &nbsp;&nbsp;&nbsp;&nbsp;689225 |
| Lamar Advertising Company, Class A | &nbsp;&nbsp;&nbsp;2169 | &nbsp;&nbsp;&nbsp;&nbsp;278304 |
| Public Storage | &nbsp;&nbsp;&nbsp;2011 | &nbsp;&nbsp;&nbsp;&nbsp;555418 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;2587 | &nbsp;&nbsp;&nbsp;&nbsp;476293 |
| VICI Properties, Inc. | 24840 | &nbsp;&nbsp;&nbsp;&nbsp;697507 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |
| Specialized REITs (continued) | Specialized REITs (continued) |  |
| Weyerhaeuser Company | 24993 | &nbsp;&nbsp;&nbsp;&nbsp;$644320 |
| **Utilities – 3.7%** | **Utilities – 3.7%** | 39938820 |
| **Electric utilities – 2.2%** | **Electric utilities – 2.2%** |  |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;9747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642425 |
| American Electric Power Company, Inc. | 15291 | &nbsp;&nbsp;&nbsp;&nbsp;1831480 |
| Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;6117 | &nbsp;&nbsp;&nbsp;&nbsp;1716920 |
| Duke Energy Corp. | 16749 | &nbsp;&nbsp;&nbsp;&nbsp;2032491 |
| Edison International | 17567 | &nbsp;&nbsp;&nbsp;&nbsp;1094073 |
| Entergy Corp. | 22556 | &nbsp;&nbsp;&nbsp;&nbsp;2162895 |
| Evergy, Inc. | 10990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843263 |
| Eversource Energy | 16070 | &nbsp;&nbsp;&nbsp;&nbsp;1110919 |
| Exelon Corp. | 44264 | &nbsp;&nbsp;&nbsp;&nbsp;1982142 |
| FirstEnergy Corp. | 23319 | &nbsp;&nbsp;&nbsp;&nbsp;1103921 |
| NextEra Energy, Inc. | 19101 | &nbsp;&nbsp;&nbsp;&nbsp;1678978 |
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;6462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986295 |
| OGE Energy Corp. | &nbsp;&nbsp;&nbsp;4964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216828 |
| Oklo, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50718 |
| PG&E Corp. | 74749 | &nbsp;&nbsp;&nbsp;&nbsp;1152630 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;5979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559395 |
| PPL Corp. (B) | 35045 | &nbsp;&nbsp;&nbsp;&nbsp;1270381 |
| The Southern Company | 19528 | &nbsp;&nbsp;&nbsp;&nbsp;1744046 |
| Xcel Energy, Inc. | 21525 | &nbsp;&nbsp;&nbsp;&nbsp;1637192 |
| **Gas utilities – 0.1%** | **Gas utilities – 0.1%** |  |
| Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;4834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804088 |
| **Independent power and renewable electricity producers –<br>0.2%** | **Independent power and renewable electricity producers –<br>0.2%** |  |
| Talen Energy Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85697 |
| The AES Corp. | 30355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444701 |
| Vistra Corp. | &nbsp;&nbsp;&nbsp;8893 | &nbsp;&nbsp;&nbsp;&nbsp;1408207 |
| **Multi-utilities – 1.1%** | **Multi-utilities – 1.1%** |  |
| Ameren Corp. | 11354 | &nbsp;&nbsp;&nbsp;&nbsp;1172641 |
| CenterPoint Energy, Inc. | 28000 | &nbsp;&nbsp;&nbsp;&nbsp;1111320 |
| CMS Energy Corp. | 11408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815558 |
| Consolidated Edison, Inc. | 15363 | &nbsp;&nbsp;&nbsp;&nbsp;1638157 |
| Dominion Energy, Inc. | 20874 | &nbsp;&nbsp;&nbsp;&nbsp;1255989 |
| DTE Energy Company | &nbsp;&nbsp;&nbsp;8485 | &nbsp;&nbsp;&nbsp;&nbsp;1140214 |
| NiSource, Inc. | 19633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869546 |
| Public Service Enterprise Group, Inc. | 20509 | &nbsp;&nbsp;&nbsp;&nbsp;1689121 |
| Sempra | 16526 | &nbsp;&nbsp;&nbsp;&nbsp;1437927 |
| WEC Energy Group, Inc. | 10975 | &nbsp;&nbsp;&nbsp;&nbsp;1214603 |
| **Water utilities – 0.1%** | **Water utilities – 0.1%** |  |
| American Water Works Company, Inc. | &nbsp;&nbsp;&nbsp;5581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720675 |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;8079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313384 |
| **SHORT-TERM INVESTMENTS – 0.2%** |  | **$1799837** |
| (Cost $1,799,827) |  |  |
| **Short-term funds – 0.2%** | **Short-term funds – 0.2%** | &nbsp;&nbsp;&nbsp;1799837 |
| John Hancock Collateral Trust, 3.5792% (D)(E) | 26228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262378 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.6399% (D) | 1537459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1537459 |
| **Total investments (Multifactor Large Cap ETF) (Cost $721,213,702) 100.0%** | **Total investments (Multifactor Large Cap ETF) (Cost $721,213,702) 100.0%** | **$1066247991** |
| **Other assets and liabilities, net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(186299)** |
| **Total net assets 100.0%** |  | **$1066061692** |

---

---

| | |
|:---|:---|
| 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 1-31-26. The value of securities on loan amounted to $4,431,893. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $4,268,132 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 1-31-26. |
| (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 1-31-26 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 99.9%** |  | **$4848022422** |
| (Cost $3,748,209,965) |  |  |
| **Communication services – 3.2%** | **Communication services – 3.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153421108 |
| **Diversified telecommunication services – 0.1%** | **Diversified telecommunication services – 0.1%** |  |
| AST SpaceMobile, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;41860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4655251 |
| GCI Liberty, Inc. (A)(C) | &nbsp;&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 – 1.4%** | **Entertainment – 1.4%** |  |
| Live Nation Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;45555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625975 |
| Roku, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;58761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5594047 |
| Take-Two Interactive Software, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;71344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15717083 |
| TKO Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4869618 |
| Warner Brothers Discovery, Inc. (A) | 1108536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30529081 |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;51416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541452 |
| **Interactive media and services – 0.2%** | **Interactive media and services – 0.2%** |  |
| Match Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645360 |
| Pinterest, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;176266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900767 |
| Reddit, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;12821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2311242 |
| Snap, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;215379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492576 |
| **Media – 1.5%** | **Media – 1.5%** |  |
| EchoStar Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;68519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7757721 |
| Fox Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;137973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10041675 |
| Fox Corp., Class B | &nbsp;&nbsp;&nbsp;&nbsp;92771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6082994 |
| Liberty Broadband Corp., Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;10591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508580 |
| Liberty Broadband Corp., Series C (A) | &nbsp;&nbsp;&nbsp;&nbsp;77497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728381 |
| News Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;243778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6589319 |
| News Corp., Class B (B) | &nbsp;&nbsp;&nbsp;&nbsp;96325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995708 |
| Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3901208 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** |  |
| Media (continued) | Media (continued) |  |
| Omnicom Group, Inc. | 226071 | &nbsp;&nbsp;&nbsp;$17416510 |
| Paramount Skydance Corp., Class B | 231434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594375 |
| Sirius XM Holdings, Inc. (B) | 145389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958666 |
| The New York Times Company, Class A | 108628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7963519 |
| **Consumer discretionary – 10.4%** | **Consumer discretionary – 10.4%** | 504054146 |
| **Automobile components – 0.7%** | **Automobile components – 0.7%** |  |
| Aptiv PLC (A) | 113176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8573082 |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;71875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8714125 |
| BorgWarner, Inc. | 197408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9359113 |
| Gentex Corp. | 181519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4176752 |
| Mobileye Global, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;80696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724650 |
| **Automobiles – 0.1%** | **Automobiles – 0.1%** |  |
| Rivian Automotive, Inc., Class A (A)(B) | 318723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4701164 |
| **Broadline retail – 0.5%** | **Broadline retail – 0.5%** |  |
| Dillard's, Inc., Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;2804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703598 |
| eBay, Inc. | 222499 | &nbsp;&nbsp;&nbsp;&nbsp;20296359 |
| Ollie's Bargain Outlet Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;30193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330590 |
| **Distributors – 0.4%** | **Distributors – 0.4%** |  |
| Genuine Parts Company | &nbsp;&nbsp;&nbsp;68791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9561261 |
| LKQ Corp. | 190519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6258549 |
| Pool Corp. | &nbsp;&nbsp;&nbsp;22545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5728459 |
| **Diversified consumer services – 0.6%** | **Diversified consumer services – 0.6%** |  |
| ADT, Inc. | 545052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4360416 |
| Bright Horizons Family Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;36217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3354781 |
| Duolingo, Inc. (A) | &nbsp;&nbsp;&nbsp;15270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047096 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;82728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3263620 |
| Service Corp. International | 154218 | &nbsp;&nbsp;&nbsp;&nbsp;12403754 |
| Stride, Inc. (A) | &nbsp;&nbsp;&nbsp;25140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126844 |
| **Hotels, restaurants and leisure – 2.3%** | **Hotels, restaurants and leisure – 2.3%** |  |
| Aramark | 203001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7813508 |
| Brinker International, Inc. (A) | &nbsp;&nbsp;&nbsp;27205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290773 |
| Carnival Corp. (A) | 320089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9609072 |
| Cava Group, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;25729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559692 |
| Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;43195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4248660 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;60258 | &nbsp;&nbsp;&nbsp;&nbsp;12012432 |
| Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;13722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5630548 |
| DraftKings, Inc., Class A (A)(B) | 101928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804039 |
| Dutch Bros, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;43909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2388211 |
| Expedia Group, Inc. | &nbsp;&nbsp;&nbsp;49669 | &nbsp;&nbsp;&nbsp;&nbsp;13154338 |
| Hyatt Hotels Corp., Class A (B) | &nbsp;&nbsp;&nbsp;23238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3633726 |
| Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;16723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881804 |
| Life Time Group Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;32101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936386 |
| MGM Resorts International (A) | 123649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4147187 |
| Norwegian Cruise Line Holdings, Ltd. (A) | 374004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8213128 |
| Planet Fitness, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;40625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3698500 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;43963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7907185 |
| Vail Resorts, Inc. (B) | &nbsp;&nbsp;&nbsp;26954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3586769 |
| Viking Holdings, Ltd. (A) | &nbsp;&nbsp;&nbsp;48564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503893 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| Hotels, restaurants and leisure (continued) | Hotels, restaurants and leisure (continued) |  |
| Wingstop, Inc. | &nbsp;&nbsp;&nbsp;12797 | $3396708 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;63296 | &nbsp;&nbsp;&nbsp;4607316 |
| Wynn Resorts, Ltd. | &nbsp;&nbsp;&nbsp;45746 | &nbsp;&nbsp;&nbsp;4915408 |
| **Household durables – 2.0%** | **Household durables – 2.0%** |  |
| Garmin, Ltd. | &nbsp;&nbsp;&nbsp;62854 | 12673881 |
| Installed Building Products, Inc. | &nbsp;&nbsp;&nbsp;10632 | &nbsp;&nbsp;&nbsp;3063504 |
| Lennar Corp., A Shares | &nbsp;&nbsp;&nbsp;27594 | &nbsp;&nbsp;&nbsp;3017404 |
| Mohawk Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;36129 | &nbsp;&nbsp;&nbsp;4276951 |
| NVR, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;1709 | 13049463 |
| PulteGroup, Inc. | 137666 | 17220640 |
| SharkNinja, Inc. (A) | &nbsp;&nbsp;&nbsp;32360 | &nbsp;&nbsp;&nbsp;3824952 |
| Somnigroup International, Inc. | 105351 | &nbsp;&nbsp;&nbsp;9255085 |
| Taylor Morrison Home Corp. (A) | &nbsp;&nbsp;&nbsp;71672 | &nbsp;&nbsp;&nbsp;4368408 |
| Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;90857 | 13127928 |
| TopBuild Corp. (A) | &nbsp;&nbsp;&nbsp;24105 | 11282345 |
| **Leisure products – 0.3%** | **Leisure products – 0.3%** |  |
| Hasbro, Inc. | 102935 | &nbsp;&nbsp;&nbsp;9193125 |
| Mattel, Inc. (A) | 254820 | &nbsp;&nbsp;&nbsp;5323190 |
| **Specialty retail – 2.7%** | **Specialty retail – 2.7%** |  |
| AutoNation, Inc. (A) | &nbsp;&nbsp;&nbsp;42072 | &nbsp;&nbsp;&nbsp;8623919 |
| Bath & Body Works, Inc. | 107428 | &nbsp;&nbsp;&nbsp;2341930 |
| Best Buy Company, Inc. | 160933 | 10476738 |
| Burlington Stores, Inc. (A) | &nbsp;&nbsp;&nbsp;35032 | 10364568 |
| CarMax, Inc. (A) | &nbsp;&nbsp;&nbsp;98146 | &nbsp;&nbsp;&nbsp;4371423 |
| Chewy, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;52013 | &nbsp;&nbsp;&nbsp;1514098 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;38278 | &nbsp;&nbsp;&nbsp;7732156 |
| Five Below, Inc. (A) | &nbsp;&nbsp;&nbsp;26674 | &nbsp;&nbsp;&nbsp;5111805 |
| Floor & Decor Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;65427 | &nbsp;&nbsp;&nbsp;4315565 |
| GameStop Corp., Class A (A) | 237467 | &nbsp;&nbsp;&nbsp;5670712 |
| Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5431 | &nbsp;&nbsp;&nbsp;1923986 |
| Lithia Motors, Inc. | &nbsp;&nbsp;&nbsp;22758 | &nbsp;&nbsp;&nbsp;7360848 |
| Murphy USA, Inc. | &nbsp;&nbsp;&nbsp;11887 | &nbsp;&nbsp;&nbsp;5022376 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;18239 | &nbsp;&nbsp;&nbsp;2859693 |
| The Gap, Inc. | 208218 | &nbsp;&nbsp;&nbsp;5825940 |
| Tractor Supply Company | 280217 | 14257441 |
| Ulta Beauty, Inc. (A) | &nbsp;&nbsp;&nbsp;24704 | 15992381 |
| Wayfair, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;25787 | &nbsp;&nbsp;&nbsp;2668697 |
| Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;72024 | 14739712 |
| **Textiles, apparel and luxury goods – 0.8%** | **Textiles, apparel and luxury goods – 0.8%** |  |
| Amer Sports, Inc. (A) | &nbsp;&nbsp;&nbsp;44354 | &nbsp;&nbsp;&nbsp;1624687 |
| Birkenstock Holding PLC (A)(B) | &nbsp;&nbsp;&nbsp;35640 | &nbsp;&nbsp;&nbsp;1345766 |
| Deckers Outdoor Corp. (A) | &nbsp;&nbsp;&nbsp;78364 | &nbsp;&nbsp;&nbsp;9351960 |
| Levi Strauss & Company, Class A | &nbsp;&nbsp;&nbsp;64242 | &nbsp;&nbsp;&nbsp;1277131 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;23069 | &nbsp;&nbsp;&nbsp;8152815 |
| Tapestry, Inc. | 116898 | 14835525 |
| VF Corp. | 152726 | &nbsp;&nbsp;&nbsp;2991902 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer staples – 4.2%** | **Consumer staples – 4.2%** | $206250376 |
| **Beverages – 0.4%** | **Beverages – 0.4%** |  |
| Brown-Forman Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236945 |
| Brown-Forman Corp., Class B (B) | &nbsp;&nbsp;&nbsp;54091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480471 |
| Celsius Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;65614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3443423 |
| Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;32191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4894963 |
| Molson Coors Beverage Company, Class B | 122817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900129 |
| Primo Brands Corp. | 139875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2649233 |
| **Consumer staples distribution and retail – 1.8%** | **Consumer staples distribution and retail – 1.8%** |  |
| Albertsons Companies, Inc., Class A | 273764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4558171 |
| BJ's Wholesale Club Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;95788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8854643 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;19669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11929249 |
| Dollar General Corp. | &nbsp;&nbsp;&nbsp;73406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10528623 |
| Dollar Tree, Inc. (A) | 108092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12710538 |
| Maplebear, Inc. (A) | 104886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3897564 |
| Performance Food Group Company (A) | &nbsp;&nbsp;&nbsp;83428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7963203 |
| Sprouts Farmers Market, Inc. (A) | &nbsp;&nbsp;&nbsp;59687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4232405 |
| The Kroger Company | 198998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12507024 |
| U.S. Foods Holding Corp. (A) | 134614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11256423 |
| **Food products – 1.6%** | **Food products – 1.6%** |  |
| Archer-Daniels-Midland Company | 154486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10398453 |
| Bunge Global SA | &nbsp;&nbsp;&nbsp;89372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10177683 |
| Cal-Maine Foods, Inc. | &nbsp;&nbsp;&nbsp;32279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2696265 |
| Conagra Brands, Inc. | 229633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250507 |
| General Mills, Inc. | &nbsp;&nbsp;&nbsp;86032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3979840 |
| Hormel Foods Corp. | 171605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4223199 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;56190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6636039 |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;97735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488969 |
| McCormick & Company, Inc. | &nbsp;&nbsp;&nbsp;88289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5458909 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;40038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736448 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;47661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876197 |
| The Campbell's Company (B) | 140880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941822 |
| The J.M. Smucker Company | &nbsp;&nbsp;&nbsp;75352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7901411 |
| Tyson Foods, Inc., Class A | 112724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7364259 |
| **Household products – 0.3%** | **Household products – 0.3%** |  |
| Church & Dwight Company, Inc. | &nbsp;&nbsp;&nbsp;90874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8746623 |
| The Clorox Company | &nbsp;&nbsp;&nbsp;48119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5427342 |
| **Personal care products – 0.1%** | **Personal care products – 0.1%** |  |
| e.l.f. Beauty, Inc. (A) | &nbsp;&nbsp;&nbsp;19936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694361 |
| The Estee Lauder Companies, Inc., Class A | &nbsp;&nbsp;&nbsp;45186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5209042 |
| **Energy – 4.3%** | **Energy – 4.3%** | &nbsp;&nbsp;&nbsp;207532904 |
| **Energy equipment and services – 0.8%** | **Energy equipment and services – 0.8%** |  |
| Baker Hughes Company | 307383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17225743 |
| Halliburton Company | 294713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9878780 |
| TechnipFMC PLC | 235516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13122952 |
| **Oil, gas and consumable fuels – 3.5%** | **Oil, gas and consumable fuels – 3.5%** |  |
| Antero Midstream Corp. | 174350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3281267 |
| Antero Resources Corp. (A) | 173880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324016 |
| APA Corp. | 276591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7304768 |
| Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp;74957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15854905 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |
| Oil, gas and consumable fuels (continued) | Oil, gas and consumable fuels (continued) |  |
| Chord Energy Corp. | &nbsp;&nbsp;&nbsp;43741 | &nbsp;&nbsp;&nbsp;&nbsp;$4384598 |
| Coterra Energy, Inc. | 362556 | &nbsp;&nbsp;&nbsp;&nbsp;10459741 |
| Devon Energy Corp. | 211000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8484310 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;83248 | &nbsp;&nbsp;&nbsp;&nbsp;13648510 |
| DT Midstream, Inc. | &nbsp;&nbsp;&nbsp;46080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5807002 |
| EQT Corp. | 209837 | &nbsp;&nbsp;&nbsp;&nbsp;12113890 |
| Expand Energy Corp. | &nbsp;&nbsp;&nbsp;96289 | &nbsp;&nbsp;&nbsp;&nbsp;10823846 |
| HF Sinclair Corp. | 105782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5499606 |
| Kinetik Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;19512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798236 |
| Matador Resources Company | 105180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4758343 |
| Ovintiv, Inc. | 241225 | &nbsp;&nbsp;&nbsp;&nbsp;10486051 |
| Permian Resources Corp., Class A | 596722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625126 |
| Range Resources Corp. | 159375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6032344 |
| Targa Resources Corp. | 100627 | &nbsp;&nbsp;&nbsp;&nbsp;20224014 |
| Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;32710 | &nbsp;&nbsp;&nbsp;&nbsp;11394856 |
| **Financials – 16.1%** | **Financials – 16.1%** | 780921178 |
| **Banks – 4.2%** | **Banks – 4.2%** |  |
| BOK Financial Corp. | &nbsp;&nbsp;&nbsp;17835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2317480 |
| Cadence Bank | 105020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4422392 |
| Citizens Financial Group, Inc. | 222948 | &nbsp;&nbsp;&nbsp;&nbsp;14041265 |
| Comerica, Inc. | 109873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9742439 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;94560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4977638 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;40440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5573441 |
| East West Bancorp, Inc. | 114814 | &nbsp;&nbsp;&nbsp;&nbsp;13139314 |
| Fifth Third Bancorp | 340742 | &nbsp;&nbsp;&nbsp;&nbsp;17112063 |
| First Citizens BancShares, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;6110 | &nbsp;&nbsp;&nbsp;&nbsp;12645073 |
| First Horizon Corp. | 320699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7853919 |
| Huntington Bancshares, Inc. | 671463 | &nbsp;&nbsp;&nbsp;&nbsp;11737173 |
| KeyCorp | 457596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9847466 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;76797 | &nbsp;&nbsp;&nbsp;&nbsp;17015911 |
| Old National Bancorp | 207385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5066416 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;94298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8966797 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;50864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6791870 |
| Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;57131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3942610 |
| Regions Financial Corp. | 502721 | &nbsp;&nbsp;&nbsp;&nbsp;14327549 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;33349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4239992 |
| Webster Financial Corp. | 123069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8094248 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;86409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7703362 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;49713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7332170 |
| Zions Bancorp NA | 129943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7784885 |
| **Capital markets – 4.3%** | **Capital markets – 4.3%** |  |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;11768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3684443 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;40929 | &nbsp;&nbsp;&nbsp;&nbsp;10848641 |
| Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;22045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7787837 |
| FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;22678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5768376 |
| Franklin Resources, Inc. | 191481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5097224 |
| Galaxy Digital, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;53524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512588 |
| Hamilton Lane, Inc., Class A | &nbsp;&nbsp;&nbsp;23582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330722 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;33093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5570214 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Capital markets (continued) | Capital markets (continued) |  |
| Interactive Brokers Group, Inc., Class A | 189424 | $14184069 |
| Invesco, Ltd. | 309857 | &nbsp;&nbsp;&nbsp;&nbsp;8455998 |
| Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp;59908 | &nbsp;&nbsp;&nbsp;&nbsp;2883372 |
| Jefferies Financial Group, Inc. | 121296 | &nbsp;&nbsp;&nbsp;&nbsp;7420889 |
| Lazard, Inc. | &nbsp;&nbsp;&nbsp;51558 | &nbsp;&nbsp;&nbsp;&nbsp;2769696 |
| LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;38867 | &nbsp;&nbsp;&nbsp;14167022 |
| MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;22802 | &nbsp;&nbsp;&nbsp;&nbsp;3858782 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;16233 | &nbsp;&nbsp;&nbsp;&nbsp;3280527 |
| Nasdaq, Inc. | 167113 | &nbsp;&nbsp;&nbsp;16191579 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;86415 | &nbsp;&nbsp;&nbsp;12912993 |
| PJT Partners, Inc., Class A | &nbsp;&nbsp;&nbsp;12309 | &nbsp;&nbsp;&nbsp;&nbsp;2129826 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;90715 | &nbsp;&nbsp;&nbsp;15045990 |
| SEI Investments Company | &nbsp;&nbsp;&nbsp;87259 | &nbsp;&nbsp;&nbsp;&nbsp;7665703 |
| State Street Corp. | 135392 | &nbsp;&nbsp;&nbsp;17717397 |
| StepStone Group, Inc., Class A | &nbsp;&nbsp;&nbsp;21658 | &nbsp;&nbsp;&nbsp;&nbsp;1531004 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;79866 | &nbsp;&nbsp;&nbsp;&nbsp;9847478 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;97830 | &nbsp;&nbsp;&nbsp;10338674 |
| The Carlyle Group, Inc. | 102079 | &nbsp;&nbsp;&nbsp;&nbsp;6000204 |
| TPG, Inc. | &nbsp;&nbsp;&nbsp;12251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721706 |
| Tradeweb Markets, Inc., Class A | &nbsp;&nbsp;&nbsp;34354 | &nbsp;&nbsp;&nbsp;&nbsp;3540867 |
| Virtu Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;44355 | &nbsp;&nbsp;&nbsp;&nbsp;1841176 |
| **Consumer finance – 1.1%** | **Consumer finance – 1.1%** |  |
| Ally Financial, Inc. | 302045 | &nbsp;&nbsp;&nbsp;12770463 |
| Credit Acceptance Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4213 | &nbsp;&nbsp;&nbsp;&nbsp;2099085 |
| FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp;21443 | &nbsp;&nbsp;&nbsp;&nbsp;3656032 |
| OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp;95604 | &nbsp;&nbsp;&nbsp;&nbsp;6265886 |
| SLM Corp. | 119539 | &nbsp;&nbsp;&nbsp;&nbsp;3245484 |
| SoFi Technologies, Inc. (A)(B) | 364577 | &nbsp;&nbsp;&nbsp;&nbsp;8316001 |
| Synchrony Financial | 232906 | &nbsp;&nbsp;&nbsp;16915963 |
| Upstart Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;25516 | &nbsp;&nbsp;&nbsp;&nbsp;1001503 |
| **Financial services – 1.6%** | **Financial services – 1.6%** |  |
| Affirm Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;74570 | &nbsp;&nbsp;&nbsp;&nbsp;4496571 |
| Block, Inc. (A) | &nbsp;&nbsp;&nbsp;40746 | &nbsp;&nbsp;&nbsp;&nbsp;2462281 |
| Corebridge Financial, Inc. | 142148 | &nbsp;&nbsp;&nbsp;&nbsp;4382423 |
| Corpay, Inc. (A) | &nbsp;&nbsp;&nbsp;31742 | &nbsp;&nbsp;&nbsp;&nbsp;9986985 |
| Equitable Holdings, Inc. | 169922 | &nbsp;&nbsp;&nbsp;&nbsp;7884381 |
| Essent Group, Ltd. | &nbsp;&nbsp;&nbsp;70994 | &nbsp;&nbsp;&nbsp;&nbsp;4466942 |
| Global Payments, Inc. | 104563 | &nbsp;&nbsp;&nbsp;&nbsp;7501350 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;45312 | &nbsp;&nbsp;&nbsp;&nbsp;8120364 |
| Jackson Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;73231 | &nbsp;&nbsp;&nbsp;&nbsp;8708631 |
| MGIC Investment Corp. | 172769 | &nbsp;&nbsp;&nbsp;&nbsp;4650941 |
| Rocket Companies, Inc., Class A | &nbsp;&nbsp;&nbsp;25785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462325 |
| Shift4 Payments, Inc., Class A (A)(B) | &nbsp;&nbsp;&nbsp;39533 | &nbsp;&nbsp;&nbsp;&nbsp;2334028 |
| Toast, Inc., Class A (A) | 133435 | &nbsp;&nbsp;&nbsp;&nbsp;4151163 |
| UWM Holdings Corp. | &nbsp;&nbsp;&nbsp;53664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263490 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;70977 | &nbsp;&nbsp;&nbsp;&nbsp;5441097 |
| WEX, Inc. (A) | &nbsp;&nbsp;&nbsp;28803 | &nbsp;&nbsp;&nbsp;&nbsp;4432782 |
| **Insurance – 4.9%** | **Insurance – 4.9%** |  |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;58032 | &nbsp;&nbsp;&nbsp;&nbsp;7559829 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Insurance (continued) | Insurance (continued) |  |
| Arch Capital Group, Ltd. (A) | 148853 | &nbsp;&nbsp;&nbsp;$14295842 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;38971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9280164 |
| Axis Capital Holdings, Ltd. | &nbsp;&nbsp;&nbsp;63261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6527270 |
| Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp;96218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6937318 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;63207 | &nbsp;&nbsp;&nbsp;&nbsp;10169374 |
| CNA Financial Corp. | &nbsp;&nbsp;&nbsp;16469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788206 |
| Erie Indemnity Company, Class A | &nbsp;&nbsp;&nbsp;12564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555738 |
| Everest Group, Ltd. | &nbsp;&nbsp;&nbsp;26540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8792171 |
| Fidelity National Financial, Inc. | 136139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7404600 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;81862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5172041 |
| Globe Life, Inc. | &nbsp;&nbsp;&nbsp;71999 | &nbsp;&nbsp;&nbsp;&nbsp;10095700 |
| Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;13738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5438599 |
| Lincoln National Corp. | 141293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5879202 |
| Loews Corp. | &nbsp;&nbsp;&nbsp;96526 | &nbsp;&nbsp;&nbsp;&nbsp;10190250 |
| Markel Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6420 | &nbsp;&nbsp;&nbsp;&nbsp;13100909 |
| Old Republic International Corp. | 207259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8118335 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;24290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6389242 |
| Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;99103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9387036 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;46833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9495391 |
| RenaissanceRe Holdings, Ltd. | &nbsp;&nbsp;&nbsp;46893 | &nbsp;&nbsp;&nbsp;&nbsp;13209758 |
| RLI Corp. | &nbsp;&nbsp;&nbsp;58179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399399 |
| The Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;19515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3398342 |
| The Hartford Insurance Group, Inc. | 166606 | &nbsp;&nbsp;&nbsp;&nbsp;22501806 |
| Unum Group | 138102 | &nbsp;&nbsp;&nbsp;&nbsp;10491609 |
| W.R. Berkley Corp. | 147101 | &nbsp;&nbsp;&nbsp;&nbsp;10088187 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;45542 | &nbsp;&nbsp;&nbsp;&nbsp;14458219 |
| **Health care – 10.2%** | **Health care – 10.2%** | 492836170 |
| **Biotechnology – 2.1%** | **Biotechnology – 2.1%** |  |
| BioMarin Pharmaceutical, Inc. (A) | 115173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6511881 |
| 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;51453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975773 |
| Cytokinetics, Inc. (A) | &nbsp;&nbsp;&nbsp;31011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959585 |
| Exact Sciences Corp. (A) | &nbsp;&nbsp;&nbsp;81526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8343371 |
| Exelixis, Inc. (A) | 244950 | &nbsp;&nbsp;&nbsp;&nbsp;10131132 |
| Halozyme Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;76087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5456199 |
| Incyte Corp. (A) | &nbsp;&nbsp;&nbsp;76226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7627936 |
| Insmed, Inc. (A) | &nbsp;&nbsp;&nbsp;47049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7380577 |
| Ionis Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;40003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3307048 |
| Madrigal Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2796407 |
| Natera, Inc. (A) | &nbsp;&nbsp;&nbsp;38307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8854280 |
| Neurocrine Biosciences, Inc. (A) | &nbsp;&nbsp;&nbsp;62099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8449190 |
| REVOLUTION Medicines, Inc. (A) | &nbsp;&nbsp;&nbsp;77062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7471161 |
| Rhythm Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722336 |
| Roivant Sciences, Ltd. (A) | 235498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5091467 |
| Summit Therapeutics, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;22767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329666 |
| United Therapeutics Corp. (A) | &nbsp;&nbsp;&nbsp;31354 | &nbsp;&nbsp;&nbsp;&nbsp;14720389 |
| **Health care equipment and supplies – 2.6%** | **Health care equipment and supplies – 2.6%** |  |
| ABIOMED, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;18321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284342 |
| Align Technology, Inc. (A) | &nbsp;&nbsp;&nbsp;21202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456562 |

---

------

---

| | | |
|:---|:---|:---|
|  | **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) |  |
| Baxter International, Inc. | 199066 | $3995255 |
| DexCom, Inc. (A) | 125148 | &nbsp;&nbsp;&nbsp;9140810 |
| GE HealthCare Technologies, Inc. | 153761 | 12142506 |
| Globus Medical, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;82624 | &nbsp;&nbsp;&nbsp;7492344 |
| Hologic, Inc. (A) | 166773 | 12496301 |
| Insulet Corp. (A) | &nbsp;&nbsp;&nbsp;32168 | &nbsp;&nbsp;&nbsp;8228896 |
| Masimo Corp. (A) | &nbsp;&nbsp;&nbsp;31035 | &nbsp;&nbsp;&nbsp;4262037 |
| Penumbra, Inc. (A) | &nbsp;&nbsp;&nbsp;17976 | &nbsp;&nbsp;&nbsp;6438464 |
| ResMed, Inc. | &nbsp;&nbsp;&nbsp;62435 | 16127585 |
| Solventum Corp. (A) | 100828 | &nbsp;&nbsp;&nbsp;7760731 |
| STERIS PLC | &nbsp;&nbsp;&nbsp;47097 | 12367672 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp;30922 | &nbsp;&nbsp;&nbsp;3227329 |
| The Cooper Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;97244 | &nbsp;&nbsp;&nbsp;7913717 |
| Zimmer Biomet Holdings, Inc. | 103327 | &nbsp;&nbsp;&nbsp;8996682 |
| **Health care providers and services – 2.6%** | **Health care providers and services – 2.6%** |  |
| Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp;99815 | 21448247 |
| Centene Corp. (A) | 137449 | &nbsp;&nbsp;&nbsp;5954291 |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;10820 | &nbsp;&nbsp;&nbsp;4621655 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;26225 | &nbsp;&nbsp;&nbsp;2867442 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;90340 | &nbsp;&nbsp;&nbsp;8539840 |
| Guardant Health, Inc. (A) | &nbsp;&nbsp;&nbsp;30982 | &nbsp;&nbsp;&nbsp;3533187 |
| HealthEquity, Inc. (A) | &nbsp;&nbsp;&nbsp;49090 | &nbsp;&nbsp;&nbsp;4205540 |
| Henry Schein, Inc. (A) | 104522 | &nbsp;&nbsp;&nbsp;7889321 |
| Hims & Hers Health, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;84584 | &nbsp;&nbsp;&nbsp;2291381 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp;&nbsp;55531 | 15077777 |
| Molina Healthcare, Inc. (A) | &nbsp;&nbsp;&nbsp;32647 | &nbsp;&nbsp;&nbsp;5863075 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;75867 | 14189405 |
| Tenet Healthcare Corp. (A) | &nbsp;&nbsp;&nbsp;66996 | 12681003 |
| The Ensign Group, Inc. | &nbsp;&nbsp;&nbsp;40036 | &nbsp;&nbsp;&nbsp;6872580 |
| Universal Health Services, Inc., Class B | &nbsp;&nbsp;&nbsp;56289 | 11328724 |
| **Health care technology – 0.2%** | **Health care technology – 0.2%** |  |
| Doximity, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;63076 | &nbsp;&nbsp;&nbsp;2363458 |
| Veeva Systems, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;18115 | &nbsp;&nbsp;&nbsp;3694011 |
| Waystar Holding Corp. (A) | &nbsp;&nbsp;&nbsp;54156 | &nbsp;&nbsp;&nbsp;1438383 |
| **Life sciences tools and services – 1.8%** | **Life sciences tools and services – 1.8%** |  |
| Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;36179 | &nbsp;&nbsp;&nbsp;4842559 |
| Avantor, Inc. (A) | 328956 | &nbsp;&nbsp;&nbsp;3592200 |
| Bio-Rad Laboratories, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;14044 | &nbsp;&nbsp;&nbsp;4124723 |
| Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;92998 | &nbsp;&nbsp;&nbsp;5960242 |
| Charles River Laboratories International, Inc. (A) | &nbsp;&nbsp;&nbsp;42087 | &nbsp;&nbsp;&nbsp;8858472 |
| ICON PLC (A) | &nbsp;&nbsp;&nbsp;17640 | &nbsp;&nbsp;&nbsp;3179610 |
| Illumina, Inc. (A) | &nbsp;&nbsp;&nbsp;22230 | &nbsp;&nbsp;&nbsp;3219126 |
| Medpace Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;14989 | &nbsp;&nbsp;&nbsp;8730793 |
| Mettler-Toledo International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8884 | 12199864 |
| Repligen Corp. (A) | &nbsp;&nbsp;&nbsp;30015 | &nbsp;&nbsp;&nbsp;4483341 |
| Revvity, Inc. (B) | &nbsp;&nbsp;&nbsp;80030 | &nbsp;&nbsp;&nbsp;8707264 |
| Tempus AI, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;31215 | &nbsp;&nbsp;&nbsp;1867281 |
| Waters Corp. (A) | &nbsp;&nbsp;&nbsp;26464 | &nbsp;&nbsp;&nbsp;9810734 |
| West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;32459 | &nbsp;&nbsp;&nbsp;7501924 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Health care (continued)** | **Health care (continued)** |  |
| Pharmaceuticals – 0.9% | Pharmaceuticals – 0.9% |  |
| Axsome Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;12488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2300914 |
| Corcept Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;35989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434881 |
| Elanco Animal Health, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;362012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8717249 |
| Jazz Pharmaceuticals PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;54036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8888382 |
| Royalty Pharma PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;157935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6582731 |
| Viatris, Inc. | 1108226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14506678 |
| **Industrials – 20.9%** | **Industrials – 20.9%** | 1016650867 |
| **Aerospace and defense – 2.3%** | **Aerospace and defense – 2.3%** |  |
| AeroVironment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2685350 |
| ATI, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;81921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9855096 |
| BWX Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10371339 |
| Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8020758 |
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11118418 |
| HEICO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4688002 |
| HEICO Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;22578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5748133 |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11898751 |
| Karman Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;16391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701386 |
| Kratos Defense & Security Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;59717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6151448 |
| Leonardo DRS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453154 |
| Loar Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;18755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286218 |
| Moog, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;16155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932929 |
| Rocket Lab Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;92864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7435620 |
| StandardAero, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;59939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851516 |
| Textron, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;116088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10222709 |
| Woodward, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12222537 |
| **Air freight and logistics – 0.6%** | **Air freight and logistics – 0.6%** |  |
| C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14861039 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12995552 |
| **Building products – 2.1%** | **Building products – 2.1%** |  |
| A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;87976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6465356 |
| AAON, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;34637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154045 |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7613555 |
| Allegion PLC | &nbsp;&nbsp;&nbsp;&nbsp;62802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10386823 |
| Armstrong World Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365846 |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;83606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9564526 |
| Carlisle Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9886151 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;109803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940342 |
| Lennox International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8762421 |
| Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;99131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6551568 |
| Modine Manufacturing Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;22198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4099083 |
| Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;89835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10765826 |
| Simpson Manufacturing Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475584 |
| Trex Company, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;68053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2818755 |
| UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4486896 |
| Zurn Elkay Water Solutions Corp. | &nbsp;&nbsp;&nbsp;&nbsp;85238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3930324 |
| **Commercial services and supplies – 0.8%** | **Commercial services and supplies – 0.8%** |  |
| Casella Waste Systems, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;31506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3178325 |
| Clean Harbors, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;37213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9672031 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Commercial services and supplies (continued) | Commercial services and supplies (continued) |  |
| MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;24514 | $4342655 |
| Rollins, Inc. | 100427 | &nbsp;&nbsp;&nbsp;6361046 |
| Tetra Tech, Inc. | 146298 | &nbsp;&nbsp;&nbsp;5509583 |
| Veralto Corp. | &nbsp;&nbsp;&nbsp;78745 | &nbsp;&nbsp;&nbsp;7794180 |
| **Construction and engineering – 1.9%** | **Construction and engineering – 1.9%** |  |
| AECOM | &nbsp;&nbsp;&nbsp;79547 | &nbsp;&nbsp;&nbsp;7670717 |
| API Group Corp. (A) | 226297 | &nbsp;&nbsp;&nbsp;9407166 |
| Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;18585 | 21225929 |
| Construction Partners, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;20247 | &nbsp;&nbsp;&nbsp;2224740 |
| Dycom Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;16121 | &nbsp;&nbsp;&nbsp;5874331 |
| EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;23943 | 17256438 |
| Fluor Corp. (A) | &nbsp;&nbsp;&nbsp;98349 | &nbsp;&nbsp;&nbsp;4542740 |
| IES Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4199 | &nbsp;&nbsp;&nbsp;1596838 |
| MasTec, Inc. (A) | &nbsp;&nbsp;&nbsp;41525 | &nbsp;&nbsp;&nbsp;9985932 |
| Primoris Services Corp. | &nbsp;&nbsp;&nbsp;29532 | &nbsp;&nbsp;&nbsp;4378119 |
| Sterling Infrastructure, Inc. (A) | &nbsp;&nbsp;&nbsp;12170 | &nbsp;&nbsp;&nbsp;4355765 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9572 | &nbsp;&nbsp;&nbsp;4264900 |
| **Electrical equipment – 2.8%** | **Electrical equipment – 2.8%** |  |
| Acuity, Inc. | &nbsp;&nbsp;&nbsp;22858 | &nbsp;&nbsp;&nbsp;7068608 |
| AMETEK, Inc. | 102050 | 22857159 |
| Bloom Energy Corp., Class A (A) | &nbsp;&nbsp;&nbsp;54717 | &nbsp;&nbsp;&nbsp;8282512 |
| Generac Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;43105 | &nbsp;&nbsp;&nbsp;7243364 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;30690 | 14974879 |
| Nextpower, Inc., Class A (A) | 123208 | 14426425 |
| NuScale Power Corp. (A)(B) | &nbsp;&nbsp;&nbsp;30509 | &nbsp;&nbsp;&nbsp;&nbsp;533297 |
| nVent Electric PLC | 106537 | 11959844 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;41230 | &nbsp;&nbsp;&nbsp;6658645 |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;49899 | 21039913 |
| Vertiv Holdings Company, Class A | 117726 | 21918227 |
| **Ground transportation – 1.0%** | **Ground transportation – 1.0%** |  |
| J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;61063 | 12378691 |
| Knight-Swift Transportation Holdings, Inc. | 123877 | &nbsp;&nbsp;&nbsp;6825623 |
| Lyft, Inc., Class A (A) | 134371 | &nbsp;&nbsp;&nbsp;2266839 |
| Ryder System, Inc. | &nbsp;&nbsp;&nbsp;40029 | &nbsp;&nbsp;&nbsp;7656747 |
| Saia, Inc. (A) | &nbsp;&nbsp;&nbsp;15097 | &nbsp;&nbsp;&nbsp;5055532 |
| U-Haul Holding Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;8429 | &nbsp;&nbsp;&nbsp;&nbsp;476660 |
| U-Haul Holding Company, Series N | &nbsp;&nbsp;&nbsp;76426 | &nbsp;&nbsp;&nbsp;3921418 |
| XPO, Inc. (A) | &nbsp;&nbsp;&nbsp;79845 | 11825843 |
| **Machinery – 5.4%** | **Machinery – 5.4%** |  |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;61984 | &nbsp;&nbsp;&nbsp;7029605 |
| Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;78703 | &nbsp;&nbsp;&nbsp;8555016 |
| Chart Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;24987 | &nbsp;&nbsp;&nbsp;5180805 |
| CNH Industrial NV | 633554 | &nbsp;&nbsp;&nbsp;6817041 |
| Crane Company | &nbsp;&nbsp;&nbsp;28342 | &nbsp;&nbsp;&nbsp;5176383 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;22499 | 13022871 |
| Donaldson Company, Inc. | &nbsp;&nbsp;&nbsp;94982 | &nbsp;&nbsp;&nbsp;9682465 |
| Dover Corp. | &nbsp;&nbsp;&nbsp;68857 | 13873997 |
| Esab Corp. | &nbsp;&nbsp;&nbsp;37377 | &nbsp;&nbsp;&nbsp;4526355 |
| Federal Signal Corp. | &nbsp;&nbsp;&nbsp;30033 | &nbsp;&nbsp;&nbsp;3246267 |

---

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

------

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| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Machinery (continued) | Machinery (continued) |  |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;84286 | $6586951 |
| Fortive Corp. | 124457 | &nbsp;&nbsp;&nbsp;6572574 |
| Gates Industrial Corp. PLC (A) | 117429 | &nbsp;&nbsp;&nbsp;2703216 |
| Graco, Inc. | 108990 | &nbsp;&nbsp;&nbsp;9518097 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;39038 | &nbsp;&nbsp;&nbsp;7750995 |
| Ingersoll Rand, Inc. | 136518 | 11752835 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;60233 | 10980476 |
| JBT Marel Corp. | &nbsp;&nbsp;&nbsp;28153 | &nbsp;&nbsp;&nbsp;4428748 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;35504 | &nbsp;&nbsp;&nbsp;9420986 |
| Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;68546 | &nbsp;&nbsp;&nbsp;9331852 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;32702 | &nbsp;&nbsp;&nbsp;8977680 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;55413 | &nbsp;&nbsp;&nbsp;7969498 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;89252 | &nbsp;&nbsp;&nbsp;9404483 |
| RBC Bearings, Inc. (A) | &nbsp;&nbsp;&nbsp;15001 | &nbsp;&nbsp;&nbsp;7495550 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;30787 | 11271429 |
| SPX Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;28965 | &nbsp;&nbsp;&nbsp;6036596 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;89124 | &nbsp;&nbsp;&nbsp;7010494 |
| Symbotic, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9258 | &nbsp;&nbsp;&nbsp;&nbsp;503357 |
| The Middleby Corp. (A) | &nbsp;&nbsp;&nbsp;40909 | &nbsp;&nbsp;&nbsp;6020578 |
| The Toro Company | &nbsp;&nbsp;&nbsp;74749 | &nbsp;&nbsp;&nbsp;6839534 |
| Wabtec Corp. | &nbsp;&nbsp;&nbsp;82291 | 18938451 |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;15855 | &nbsp;&nbsp;&nbsp;4745560 |
| Xylem, Inc. | &nbsp;&nbsp;&nbsp;82637 | 11393163 |
| **Passenger airlines – 0.4%** | **Passenger airlines – 0.4%** |  |
| Alaska Air Group, Inc. (A) | &nbsp;&nbsp;&nbsp;22131 | &nbsp;&nbsp;&nbsp;1124919 |
| American Airlines Group, Inc. (A) | &nbsp;&nbsp;&nbsp;79918 | &nbsp;&nbsp;&nbsp;1062909 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;94733 | &nbsp;&nbsp;&nbsp;6241957 |
| Southwest Airlines Company | &nbsp;&nbsp;&nbsp;58364 | &nbsp;&nbsp;&nbsp;2773457 |
| United Airlines Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;71641 | &nbsp;&nbsp;&nbsp;7330307 |
| **Professional services – 2.4%** | **Professional services – 2.4%** |  |
| Amentum Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85836 |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;70698 | &nbsp;&nbsp;&nbsp;6251117 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;58160 | 11463918 |
| CACI International, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;16286 | 10106766 |
| Dayforce, Inc. (A) | 100597 | &nbsp;&nbsp;&nbsp;6968354 |
| Equifax, Inc. | &nbsp;&nbsp;&nbsp;47556 | &nbsp;&nbsp;&nbsp;9577778 |
| ExlService Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;85252 | &nbsp;&nbsp;&nbsp;3337616 |
| Genpact, Ltd. | 134551 | &nbsp;&nbsp;&nbsp;5933699 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;41338 | &nbsp;&nbsp;&nbsp;5591378 |
| KBR, Inc. | &nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;3510420 |
| Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;59597 | 11220923 |
| Parsons Corp. (A) | &nbsp;&nbsp;&nbsp;20466 | &nbsp;&nbsp;&nbsp;1433848 |
| Paycom Software, Inc. | &nbsp;&nbsp;&nbsp;41577 | &nbsp;&nbsp;&nbsp;5602501 |
| Paylocity Holding Corp. (A) | &nbsp;&nbsp;&nbsp;31699 | &nbsp;&nbsp;&nbsp;4278731 |
| SS&C Technologies Holdings, Inc. | 114837 | &nbsp;&nbsp;&nbsp;9404002 |
| TransUnion | &nbsp;&nbsp;&nbsp;75148 | &nbsp;&nbsp;&nbsp;5938195 |
| UL Solutions, Inc., Class A | &nbsp;&nbsp;&nbsp;35565 | &nbsp;&nbsp;&nbsp;2497730 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;55183 | 12000095 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Trading companies and distributors – 1.2% | Trading companies and distributors – 1.2% |  |
| Air Lease Corp. | &nbsp;&nbsp;&nbsp;65122 | &nbsp;&nbsp;&nbsp;&nbsp;$4208835 |
| Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;25245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6574050 |
| Core & Main, Inc., Class A (A) | 125080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6674269 |
| FTAI Aviation, Ltd. | &nbsp;&nbsp;&nbsp;59235 | &nbsp;&nbsp;&nbsp;&nbsp;16130875 |
| GATX Corp. | &nbsp;&nbsp;&nbsp;17333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3153046 |
| SiteOne Landscape Supply, Inc. (A) | &nbsp;&nbsp;&nbsp;27004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3876154 |
| Watsco, Inc. (B) | &nbsp;&nbsp;&nbsp;14159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5471746 |
| WESCO International, Inc. | &nbsp;&nbsp;&nbsp;45893 | &nbsp;&nbsp;&nbsp;&nbsp;13282811 |
| **Information technology – 15.1%** | **Information technology – 15.1%** | 733980212 |
| **Communications equipment – 1.1%** | **Communications equipment – 1.1%** |  |
| Ciena Corp. (A) | 135822 | &nbsp;&nbsp;&nbsp;&nbsp;34201338 |
| F5, Inc. (A) | &nbsp;&nbsp;&nbsp;39427 | &nbsp;&nbsp;&nbsp;&nbsp;10866475 |
| Lumentum Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;25106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9837535 |
| Ubiquiti, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196581 |
| **Electronic equipment, instruments and components – 3.1%** | **Electronic equipment, instruments and components – 3.1%** |  |
| Arrow Electronics, Inc. (A) | &nbsp;&nbsp;&nbsp;47720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6322423 |
| CDW Corp. | &nbsp;&nbsp;&nbsp;66908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8456502 |
| Cognex Corp. | 111963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4337447 |
| Coherent Corp. (A) | 114535 | &nbsp;&nbsp;&nbsp;&nbsp;24302036 |
| Fabrinet (A) | &nbsp;&nbsp;&nbsp;18886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9243564 |
| Flex, Ltd. (A) | 283509 | &nbsp;&nbsp;&nbsp;&nbsp;17872407 |
| Jabil, Inc. | &nbsp;&nbsp;&nbsp;58153 | &nbsp;&nbsp;&nbsp;&nbsp;13793310 |
| Keysight Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;91362 | &nbsp;&nbsp;&nbsp;&nbsp;19764341 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;22323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7227294 |
| Sanmina Corp. (A) | &nbsp;&nbsp;&nbsp;30068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4260034 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;44047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6988937 |
| Teledyne Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;21588 | &nbsp;&nbsp;&nbsp;&nbsp;13391036 |
| Vontier Corp. | &nbsp;&nbsp;&nbsp;84816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180600 |
| Zebra Technologies Corp., Class A (A) | &nbsp;&nbsp;&nbsp;41412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9730992 |
| **IT services – 1.6%** | **IT services – 1.6%** |  |
| Akamai Technologies, Inc. (A) | 100323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9746379 |
| Amdocs, Ltd. | 112818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9244307 |
| EPAM Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;44094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9198008 |
| Gartner, Inc. (A) | &nbsp;&nbsp;&nbsp;33194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6957794 |
| GoDaddy, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;62504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6282902 |
| Kyndryl Holdings, Inc. (A) | 172728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3972744 |
| MongoDB, Inc. (A) | &nbsp;&nbsp;&nbsp;18080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6713646 |
| Okta, Inc. (A) | &nbsp;&nbsp;&nbsp;91785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7753997 |
| Twilio, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;76715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9241089 |
| VeriSign, Inc. | &nbsp;&nbsp;&nbsp;34766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8490900 |
| **Semiconductors and semiconductor equipment – 2.9%** | **Semiconductors and semiconductor equipment – 2.9%** |  |
| Astera Labs, Inc. (A) | &nbsp;&nbsp;&nbsp;32026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4823756 |
| Cirrus Logic, Inc. (A) | &nbsp;&nbsp;&nbsp;22627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2949203 |
| Credo Technology Group Holding, Ltd. (A) | &nbsp;&nbsp;&nbsp;35115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4399207 |
| Entegris, Inc. | 106987 | &nbsp;&nbsp;&nbsp;&nbsp;12631955 |
| First Solar, Inc. (A) | &nbsp;&nbsp;&nbsp;60836 | &nbsp;&nbsp;&nbsp;&nbsp;13719735 |
| GlobalFoundries, Inc. (A) | &nbsp;&nbsp;&nbsp;40756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719903 |
| Lattice Semiconductor Corp. (A) | &nbsp;&nbsp;&nbsp;76616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6169120 |

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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** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Semiconductors and semiconductor equipment (continued) | Semiconductors and semiconductor equipment (continued) |  |
| MACOM Technology Solutions Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;36453 | $7985394 |
| MKS, Inc. | &nbsp;&nbsp;&nbsp;64637 | 15216196 |
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;20044 | 22532463 |
| Qnity Electronics, Inc. | &nbsp;&nbsp;&nbsp;54347 | &nbsp;&nbsp;&nbsp;5227094 |
| Qorvo, Inc. (A) | &nbsp;&nbsp;&nbsp;81638 | &nbsp;&nbsp;&nbsp;6376744 |
| Rambus, Inc. (A) | &nbsp;&nbsp;&nbsp;71988 | &nbsp;&nbsp;&nbsp;8194394 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;94550 | &nbsp;&nbsp;&nbsp;5272108 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp;92109 | 22202874 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;33881 | &nbsp;&nbsp;&nbsp;3890216 |
| **Software – 2.9%** | **Software – 2.9%** |  |
| Appfolio, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;12711 | &nbsp;&nbsp;&nbsp;2413565 |
| Aurora Innovation, Inc. (A)(B) | 611874 | &nbsp;&nbsp;&nbsp;2569871 |
| Bentley Systems, Inc., Class B | &nbsp;&nbsp;&nbsp;88422 | &nbsp;&nbsp;&nbsp;3105381 |
| CCC Intelligent Solutions Holdings, Inc. (A) | 330361 | &nbsp;&nbsp;&nbsp;2504136 |
| Clearwater Analytics Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;51639 | &nbsp;&nbsp;&nbsp;1243984 |
| CommVault Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;22937 | &nbsp;&nbsp;&nbsp;1965701 |
| Confluent, Inc., Class A (A) | 112942 | &nbsp;&nbsp;&nbsp;3449249 |
| DocuSign, Inc. (A) | 124320 | &nbsp;&nbsp;&nbsp;6531773 |
| Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;52464 | &nbsp;&nbsp;&nbsp;3367664 |
| Dropbox, Inc., Class A (A) | 132944 | &nbsp;&nbsp;&nbsp;3387413 |
| Dynatrace, Inc. (A) | 154965 | &nbsp;&nbsp;&nbsp;5902617 |
| Elastic NV (A) | &nbsp;&nbsp;&nbsp;36075 | &nbsp;&nbsp;&nbsp;2378425 |
| Fair Isaac Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9103 | 13319237 |
| Gen Digital, Inc. | 357137 | &nbsp;&nbsp;&nbsp;8567717 |
| Gitlab, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;50067 | &nbsp;&nbsp;&nbsp;1751344 |
| Guidewire Software, Inc. (A) | &nbsp;&nbsp;&nbsp;25436 | &nbsp;&nbsp;&nbsp;3580371 |
| HubSpot, Inc. (A) | &nbsp;&nbsp;&nbsp;14311 | &nbsp;&nbsp;&nbsp;4007080 |
| InterDigital, Inc. (B) | &nbsp;&nbsp;&nbsp;16423 | &nbsp;&nbsp;&nbsp;5361124 |
| Klaviyo, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;42426 | &nbsp;&nbsp;&nbsp;&nbsp;942281 |
| Life360, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;19814 | &nbsp;&nbsp;&nbsp;1135144 |
| Manhattan Associates, Inc. (A) | &nbsp;&nbsp;&nbsp;33685 | &nbsp;&nbsp;&nbsp;5086772 |
| Nutanix, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;60248 | &nbsp;&nbsp;&nbsp;2369554 |
| Pegasystems, Inc. | &nbsp;&nbsp;&nbsp;64925 | &nbsp;&nbsp;&nbsp;2836573 |
| Pivotal Software, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;9845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Procore Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;44962 | &nbsp;&nbsp;&nbsp;2539903 |
| PTC, Inc. (A) | &nbsp;&nbsp;&nbsp;55609 | &nbsp;&nbsp;&nbsp;8682233 |
| Rubrik, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;23714 | &nbsp;&nbsp;&nbsp;1326798 |
| Samsara, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;45998 | &nbsp;&nbsp;&nbsp;1290244 |
| SentinelOne, Inc., Class A (A) | 136404 | &nbsp;&nbsp;&nbsp;1906928 |
| Trimble, Inc. (A) | 144630 | &nbsp;&nbsp;&nbsp;9776988 |
| Tyler Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;19190 | &nbsp;&nbsp;&nbsp;7088786 |
| UiPath, Inc., Class A (A) | 152802 | &nbsp;&nbsp;&nbsp;1923777 |
| Unity Software, Inc. (A) | 115573 | &nbsp;&nbsp;&nbsp;3363174 |
| Varonis Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;27404 | &nbsp;&nbsp;&nbsp;&nbsp;817735 |
| Zoom Communications, Inc. (A) | &nbsp;&nbsp;&nbsp;99264 | &nbsp;&nbsp;&nbsp;9142214 |
| Zscaler, Inc. (A) | &nbsp;&nbsp;&nbsp;19190 | &nbsp;&nbsp;&nbsp;3838192 |
| **Technology hardware, storage and peripherals – 3.5%** | **Technology hardware, storage and peripherals – 3.5%** |  |
| Hewlett Packard Enterprise Company | 675770 | 14542570 |
| HP, Inc. | 256486 | &nbsp;&nbsp;&nbsp;4986088 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Technology hardware, storage and peripherals (continued) | Technology hardware, storage and peripherals (continued) |  |
| IonQ, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;66471 | &nbsp;&nbsp;&nbsp;&nbsp;$2657511 |
| NetApp, Inc. | 110962 | &nbsp;&nbsp;&nbsp;&nbsp;10691189 |
| Pure Storage, Inc., Class A (A) | 136038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9460083 |
| Sandisk Corp. (A) | &nbsp;&nbsp;&nbsp;64514 | &nbsp;&nbsp;&nbsp;&nbsp;37176193 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;82836 | &nbsp;&nbsp;&nbsp;&nbsp;33771409 |
| Super Micro Computer, Inc. (A)(B) | 231693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6744583 |
| Western Digital Corp. | 194188 | &nbsp;&nbsp;&nbsp;&nbsp;48591658 |
| **Materials – 5.1%** | **Materials – 5.1%** | 247419987 |
| **Chemicals – 1.7%** | **Chemicals – 1.7%** |  |
| Albemarle Corp. | &nbsp;&nbsp;&nbsp;63818 | &nbsp;&nbsp;&nbsp;&nbsp;10889265 |
| Axalta Coating Systems, Ltd. (A) | 161221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5413801 |
| CF Industries Holdings, Inc. | 111802 | &nbsp;&nbsp;&nbsp;&nbsp;10423300 |
| DuPont de Nemours, Inc. | 109525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4810338 |
| Eastman Chemical Company | &nbsp;&nbsp;&nbsp;85914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955558 |
| Element Solutions, Inc. | 123229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585964 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;87283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6093226 |
| LyondellBasell Industries NV, Class A | 118095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5786655 |
| NewMarket Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868969 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;87255 | &nbsp;&nbsp;&nbsp;&nbsp;10089296 |
| RPM International, Inc. | &nbsp;&nbsp;&nbsp;69105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7391471 |
| The Mosaic Company | 224555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175263 |
| Westlake Corp. (B) | &nbsp;&nbsp;&nbsp;19834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573233 |
| **Construction materials – 0.6%** | **Construction materials – 0.6%** |  |
| Eagle Materials, Inc. | &nbsp;&nbsp;&nbsp;19533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3981021 |
| Martin Marietta Materials, Inc. | &nbsp;&nbsp;&nbsp;22399 | &nbsp;&nbsp;&nbsp;&nbsp;14603028 |
| Vulcan Materials Company | &nbsp;&nbsp;&nbsp;40594 | &nbsp;&nbsp;&nbsp;&nbsp;12200121 |
| **Containers and packaging – 1.5%** | **Containers and packaging – 1.5%** |  |
| Amcor PLC | 273356 | &nbsp;&nbsp;&nbsp;&nbsp;12096003 |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;45800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722710 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;45932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8520845 |
| Ball Corp. | 162402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9235802 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;86209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9024358 |
| Graphic Packaging Holding Company | 243790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571524 |
| International Paper Company | 191205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7709386 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;43704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9726325 |
| Smurfit WestRock PLC | 216858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9027799 |
| **Metals and mining – 1.2%** | **Metals and mining – 1.2%** |  |
| Alcoa Corp. | 105911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6016804 |
| Coeur Mining, Inc. (A) | 258504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5283822 |
| Commercial Metals Company | &nbsp;&nbsp;&nbsp;89811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6903772 |
| MP Materials Corp. (A)(B) | &nbsp;&nbsp;&nbsp;37521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205109 |
| Reliance, Inc. | &nbsp;&nbsp;&nbsp;34512 | &nbsp;&nbsp;&nbsp;&nbsp;11371704 |
| Royal Gold, Inc. (A) | &nbsp;&nbsp;&nbsp;38163 | &nbsp;&nbsp;&nbsp;&nbsp;10048700 |
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;84778 | &nbsp;&nbsp;&nbsp;&nbsp;15223585 |
| **Paper and forest products – 0.1%** | **Paper and forest products – 0.1%** |  |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;46468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3891230 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Real estate – 5.2%** | **Real estate – 5.2%** | $254177765 |
| **Diversified REITs – 0.2%** | **Diversified REITs – 0.2%** |  |
| Essential Properties Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;47872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453394 |
| WP Carey, Inc. | &nbsp;&nbsp;&nbsp;96959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6762890 |
| **Health care REITs – 0.6%** | **Health care REITs – 0.6%** |  |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;46021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2514587 |
| American Healthcare REIT, Inc. | &nbsp;&nbsp;&nbsp;57127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679828 |
| CareTrust REIT, Inc. | &nbsp;&nbsp;&nbsp;74660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2787804 |
| Healthcare Realty Trust, Inc. | 164826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2767429 |
| Healthpeak Properties, Inc. | 306190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5278716 |
| Omega Healthcare Investors, Inc. | 130346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5719582 |
| Ventas, Inc. | 121912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9468905 |
| **Hotel and resort REITs – 0.2%** | **Hotel and resort REITs – 0.2%** |  |
| Host Hotels & Resorts, Inc. | 313820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5815085 |
| Ryman Hospitality Properties, Inc. | &nbsp;&nbsp;&nbsp;25552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2419774 |
| **Industrial REITs – 0.4%** | **Industrial REITs – 0.4%** |  |
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4341196 |
| First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;60814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3529036 |
| Lineage, Inc. | &nbsp;&nbsp;&nbsp;15226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543720 |
| Rexford Industrial Realty, Inc. | 106372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4311257 |
| STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;85153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3194089 |
| Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;40834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2512924 |
| **Office REITs – 0.1%** | **Office REITs – 0.1%** |  |
| BXP, Inc. | &nbsp;&nbsp;&nbsp;70713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4573010 |
| Vornado Realty Trust | &nbsp;&nbsp;&nbsp;75973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2422019 |
| **Real estate management and development – 0.9%** | **Real estate management and development – 0.9%** |  |
| CBRE Group, Inc., Class A (A) | 113673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19361922 |
| CoStar Group, Inc. (A) | &nbsp;&nbsp;&nbsp;74582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4586793 |
| Jones Lang LaSalle, Inc. (A) | &nbsp;&nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16177532 |
| Zillow Group, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;16569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031255 |
| Zillow Group, Inc., Class C (A) | &nbsp;&nbsp;&nbsp;80422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5068999 |
| **Residential REITs – 1.1%** | **Residential REITs – 1.1%** |  |
| American Homes 4 Rent, Class A | 145975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4571937 |
| AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp;37050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6582674 |
| Camden Property Trust | &nbsp;&nbsp;&nbsp;48381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275948 |
| Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;80148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062949 |
| Equity Residential | 100885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6287153 |
| Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;17671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450795 |
| Invitation Homes, Inc. | 165761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4430792 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;32192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4323386 |
| Sun Communities, Inc. | &nbsp;&nbsp;&nbsp;51586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6573604 |
| UDR, Inc. | 150938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5607347 |
| **Retail REITs – 0.6%** | **Retail REITs – 0.6%** |  |
| Agree Realty Corp. | &nbsp;&nbsp;&nbsp;48456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3499977 |
| Brixmor Property Group, Inc. | 139030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3724614 |
| Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;39179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3963348 |
| Kimco Realty Corp. | 301464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6354861 |
| NNN REIT, Inc. | &nbsp;&nbsp;&nbsp;85775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3574244 |
| Regency Centers Corp. | &nbsp;&nbsp;&nbsp;82741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6029337 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |
| Specialized REITs – 1.1% | Specialized REITs – 1.1% |  |
| CubeSmart | &nbsp;&nbsp;&nbsp;&nbsp;103992 | &nbsp;&nbsp;&nbsp;&nbsp;$3902820 |
| Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77038 | &nbsp;&nbsp;&nbsp;&nbsp;10628933 |
| Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;123461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5524880 |
| Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;116809 | &nbsp;&nbsp;&nbsp;&nbsp;10761613 |
| Lamar Advertising Company, Class A | &nbsp;&nbsp;&nbsp;&nbsp;44426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700300 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5267019 |
| VICI Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;245279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6887434 |
| Weyerhaeuser Company | &nbsp;&nbsp;&nbsp;&nbsp;227698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5870054 |
| **Utilities – 5.2%** | **Utilities – 5.2%** | 250777709 |
| **Electric utilities – 2.9%** | **Electric utilities – 2.9%** |  |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;94512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6229286 |
| Edison International | &nbsp;&nbsp;&nbsp;&nbsp;228104 | &nbsp;&nbsp;&nbsp;&nbsp;14206317 |
| Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;208064 | &nbsp;&nbsp;&nbsp;&nbsp;19951257 |
| Evergy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;166695 | &nbsp;&nbsp;&nbsp;&nbsp;12790507 |
| Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;204249 | &nbsp;&nbsp;&nbsp;&nbsp;14119733 |
| FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;281985 | &nbsp;&nbsp;&nbsp;&nbsp;13349170 |
| IDACORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450814 |
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102869 | &nbsp;&nbsp;&nbsp;&nbsp;15700895 |
| OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;174491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7621767 |
| Oklo, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;30347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416228 |
| PG&E Corp. | &nbsp;&nbsp;&nbsp;&nbsp;533983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8234018 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;108398 | &nbsp;&nbsp;&nbsp;&nbsp;10141717 |
| PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;276983 | &nbsp;&nbsp;&nbsp;&nbsp;10040634 |
| **Gas utilities – 0.4%** | **Gas utilities – 0.4%** |  |
| Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9751017 |
| National Fuel Gas Company | &nbsp;&nbsp;&nbsp;&nbsp;54997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605999 |
| UGI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;154376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6192021 |
| **Independent power and renewable electricity producers –<br>0.2%** | **Independent power and renewable electricity producers –<br>0.2%** |  |
| Talen Energy Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2453848 |
| The AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;396888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5814409 |
| **Multi-utilities – 1.4%** | **Multi-utilities – 1.4%** |  |
| Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;116372 | &nbsp;&nbsp;&nbsp;&nbsp;12018900 |
| CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;361867 | &nbsp;&nbsp;&nbsp;&nbsp;14362501 |
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;129024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9223926 |
| DTE Energy Company | &nbsp;&nbsp;&nbsp;&nbsp;81690 | &nbsp;&nbsp;&nbsp;&nbsp;10977502 |
| NiSource, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;242258 | &nbsp;&nbsp;&nbsp;&nbsp;10729607 |
| WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;106591 | &nbsp;&nbsp;&nbsp;&nbsp;11796426 |
| **Water utilities – 0.3%** | **Water utilities – 0.3%** |  |
| American Water Works Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8123181 |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;166951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6476029 |
| **SHORT-TERM INVESTMENTS – 0.4%** |  | **$21096445** |
| (Cost $21,095,882) |  |  |
| **Short-term funds – 0.4%** | **Short-term funds – 0.4%** | &nbsp;&nbsp;&nbsp;21096445 |
| John Hancock Collateral Trust, 3.5792% (D)(E) | 1400899 | &nbsp;&nbsp;&nbsp;&nbsp;14014312 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.6399% (D) | 7082133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7082133 |
| **Total investments (Multifactor Mid Cap ETF) (Cost $3,769,305,847) 100.3%** | **Total investments (Multifactor Mid Cap ETF) (Cost $3,769,305,847) 100.3%** | **$4869118867** |
| **Other assets and liabilities, net (0.3%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(16004204)** |
| **Total net assets 100.0%** |  | **$4853114663** |

---

---

| | |
|:---|:---|
| 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 1-31-26. The value of securities on loan amounted to $77,101,349. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $64,869,642 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 1-31-26. |
| (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 SMALL CAP ETF

------

#### As of 1-31-26 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **COMMON STOCKS – 99.9%** |  | **$673119123** |
| (Cost $593,170,337) |  |  |
| **Communication services – 2.1%** | **Communication services – 2.1%** | &nbsp;&nbsp;&nbsp;&nbsp;14325993 |
| **Diversified telecommunication services – 0.8%** | **Diversified telecommunication services – 0.8%** |  |
| Globalstar, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549959 |
| Liberty Global, Ltd., Class A (A) | &nbsp;&nbsp;&nbsp;68087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755085 |
| Liberty Global, Ltd., Class C (A) | &nbsp;&nbsp;&nbsp;64124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710494 |
| Lumen Technologies, Inc. (A) | 402062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3546187 |
| **Entertainment – 0.4%** | **Entertainment – 0.4%** |  |
| Cinemark Holdings, Inc. | &nbsp;&nbsp;&nbsp;28424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673080 |
| Madison Square Garden Sports Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057722 |
| **Interactive media and services – 0.2%** | **Interactive media and services – 0.2%** |  |
| CarGurus, Inc. (A) | &nbsp;&nbsp;&nbsp;21638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701071 |
| ZoomInfo Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;74224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597503 |
| **Media – 0.5%** | **Media – 0.5%** |  |
| Magnite, Inc. (A) | &nbsp;&nbsp;&nbsp;26615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385119 |
| Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;10985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332994 |
| TEGNA, Inc. | &nbsp;&nbsp;&nbsp;42464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813610 |
| **Wireless telecommunication services – 0.2%** | **Wireless telecommunication services – 0.2%** |  |
| Array Digital Infrastructure, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;3585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172761 |
| Telephone & Data Systems, Inc. | &nbsp;&nbsp;&nbsp;22832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030408 |
| **Consumer discretionary – 12.3%** | **Consumer discretionary – 12.3%** | &nbsp;&nbsp;&nbsp;&nbsp;82817691 |
| **Automobile components – 1.0%** | **Automobile components – 1.0%** |  |
| Dorman Products, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902934 |
| Gentex Corp. | &nbsp;&nbsp;&nbsp;61545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416150 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;21135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2474697 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| Automobile components (continued) | Automobile components (continued) |  |
| Patrick Industries, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8485 | $1070552 |
| QuantumScape Corp. (A)(B) | &nbsp;&nbsp;&nbsp;71955 | &nbsp;&nbsp;&nbsp;&nbsp;636802 |
| Visteon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4997 | &nbsp;&nbsp;&nbsp;&nbsp;454027 |
| **Automobiles – 0.5%** | **Automobiles – 0.5%** |  |
| Harley-Davidson, Inc. (B) | &nbsp;&nbsp;&nbsp;45921 | &nbsp;&nbsp;&nbsp;&nbsp;909236 |
| Thor Industries, Inc. | &nbsp;&nbsp;&nbsp;20165 | &nbsp;&nbsp;&nbsp;2255859 |
| **Broadline retail – 0.8%** | **Broadline retail – 0.8%** |  |
| Etsy, Inc. (A) | &nbsp;&nbsp;&nbsp;38672 | &nbsp;&nbsp;&nbsp;2048069 |
| Macy's, Inc. | &nbsp;&nbsp;&nbsp;58279 | &nbsp;&nbsp;&nbsp;1166746 |
| Ollie's Bargain Outlet Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;21984 | &nbsp;&nbsp;&nbsp;2425055 |
| **Diversified consumer services – 1.5%** | **Diversified consumer services – 1.5%** |  |
| ADT, Inc. | 193941 | &nbsp;&nbsp;&nbsp;1551528 |
| Adtalem Global Education, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9090 | &nbsp;&nbsp;&nbsp;&nbsp;941270 |
| Bright Horizons Family Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;11093 | &nbsp;&nbsp;&nbsp;1027545 |
| Driven Brands Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;15116 | &nbsp;&nbsp;&nbsp;&nbsp;235054 |
| frontdoor, Inc. (A) | &nbsp;&nbsp;&nbsp;19774 | &nbsp;&nbsp;&nbsp;1168841 |
| Graham Holdings Company, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;929804 |
| Grand Canyon Education, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7259 | &nbsp;&nbsp;&nbsp;1261905 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;26556 | &nbsp;&nbsp;&nbsp;1047634 |
| Laureate Education, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;33179 | &nbsp;&nbsp;&nbsp;1138040 |
| Stride, Inc. (A) | &nbsp;&nbsp;&nbsp;11265 | &nbsp;&nbsp;&nbsp;&nbsp;953019 |
| **Hotels, restaurants and leisure – 2.1%** | **Hotels, restaurants and leisure – 2.1%** |  |
| Brinker International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp;&nbsp;1555908 |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;56875 | &nbsp;&nbsp;&nbsp;1177313 |
| Choice Hotels International, Inc. (B) | &nbsp;&nbsp;&nbsp;10752 | &nbsp;&nbsp;&nbsp;1105306 |
| Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;11626 | &nbsp;&nbsp;&nbsp;1143533 |
| Global Business Travel Group I (A)(B) | &nbsp;&nbsp;&nbsp;28412 | &nbsp;&nbsp;&nbsp;&nbsp;194622 |
| Hilton Grand Vacations, Inc. (A) | &nbsp;&nbsp;&nbsp;17576 | &nbsp;&nbsp;&nbsp;&nbsp;792853 |
| Life Time Group Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;35535 | &nbsp;&nbsp;&nbsp;1036556 |
| Penn Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;26643 | &nbsp;&nbsp;&nbsp;&nbsp;342096 |
| Rush Street Interactive, Inc. (A) | &nbsp;&nbsp;&nbsp;15473 | &nbsp;&nbsp;&nbsp;&nbsp;273408 |
| Shake Shack, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;10452 | &nbsp;&nbsp;&nbsp;&nbsp;925734 |
| The Cheesecake Factory, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8287 | &nbsp;&nbsp;&nbsp;&nbsp;480315 |
| Travel + Leisure Company | &nbsp;&nbsp;&nbsp;16760 | &nbsp;&nbsp;&nbsp;1165490 |
| Vail Resorts, Inc. (B) | &nbsp;&nbsp;&nbsp;14593 | &nbsp;&nbsp;&nbsp;1941891 |
| Wingstop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2292 | &nbsp;&nbsp;&nbsp;&nbsp;608366 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;14992 | &nbsp;&nbsp;&nbsp;1091268 |
| **Household durables – 1.6%** | **Household durables – 1.6%** |  |
| Cavco Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2068 | &nbsp;&nbsp;&nbsp;1017497 |
| Champion Homes, Inc. (A) | &nbsp;&nbsp;&nbsp;22549 | &nbsp;&nbsp;&nbsp;1767391 |
| Green Brick Partners, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5494 | &nbsp;&nbsp;&nbsp;&nbsp;381229 |
| Installed Building Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8757 | &nbsp;&nbsp;&nbsp;2523242 |
| Mohawk Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;298910 |
| Taylor Morrison Home Corp. (A) | &nbsp;&nbsp;&nbsp;36393 | &nbsp;&nbsp;&nbsp;2218153 |
| Tri Pointe Homes, Inc. (A) | &nbsp;&nbsp;&nbsp;22643 | &nbsp;&nbsp;&nbsp;&nbsp;755144 |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp;22904 | &nbsp;&nbsp;&nbsp;1832091 |
| **Leisure products – 1.1%** | **Leisure products – 1.1%** |  |
| Acushnet Holdings Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7265 | &nbsp;&nbsp;&nbsp;&nbsp;704269 |
| Brunswick Corp. | &nbsp;&nbsp;&nbsp;27100 | &nbsp;&nbsp;&nbsp;2173962 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| Leisure products (continued) | Leisure products (continued) |  |
| Mattel, Inc. (A) | 124937 | &nbsp;&nbsp;&nbsp;$2609934 |
| Peloton Interactive, Inc., Class A (A) | 100270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560509 |
| Polaris, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;9587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612034 |
| YETI Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;19790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904601 |
| **Specialty retail – 2.9%** | **Specialty retail – 2.9%** |  |
| Abercrombie & Fitch Company, Class A (A) | &nbsp;&nbsp;&nbsp;19470 | &nbsp;&nbsp;&nbsp;&nbsp;1900856 |
| Academy Sports & Outdoors, Inc. | &nbsp;&nbsp;&nbsp;17809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979673 |
| Advance Auto Parts, Inc. | &nbsp;&nbsp;&nbsp;10999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528062 |
| Asbury Automotive Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8002 | &nbsp;&nbsp;&nbsp;&nbsp;1876549 |
| AutoNation, Inc. (A) | &nbsp;&nbsp;&nbsp;12639 | &nbsp;&nbsp;&nbsp;&nbsp;2590742 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;77119 | &nbsp;&nbsp;&nbsp;&nbsp;1681194 |
| Boot Barn Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8352 | &nbsp;&nbsp;&nbsp;&nbsp;1490665 |
| Five Below, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524710 |
| Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4918 | &nbsp;&nbsp;&nbsp;&nbsp;1742251 |
| Murphy USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3303 | &nbsp;&nbsp;&nbsp;&nbsp;1395551 |
| RH (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830513 |
| Signet Jewelers, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684459 |
| The Buckle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270178 |
| Urban Outfitters, Inc. (A) | &nbsp;&nbsp;&nbsp;17576 | &nbsp;&nbsp;&nbsp;&nbsp;1245260 |
| Valvoline, Inc. (A) | &nbsp;&nbsp;&nbsp;52447 | &nbsp;&nbsp;&nbsp;&nbsp;1716066 |
| **Textiles, apparel and luxury goods – 0.8%** | **Textiles, apparel and luxury goods – 0.8%** |  |
| Columbia Sportswear Company | &nbsp;&nbsp;&nbsp;&nbsp;7233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399840 |
| Crocs, Inc. (A) | &nbsp;&nbsp;&nbsp;14527 | &nbsp;&nbsp;&nbsp;&nbsp;1219106 |
| Kontoor Brands, Inc. | &nbsp;&nbsp;&nbsp;14570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870266 |
| PVH Corp. | &nbsp;&nbsp;&nbsp;20081 | &nbsp;&nbsp;&nbsp;&nbsp;1252251 |
| VF Corp. | &nbsp;&nbsp;&nbsp;72032 | &nbsp;&nbsp;&nbsp;&nbsp;1411107 |
| **Consumer staples – 2.1%** | **Consumer staples – 2.1%** | 13949388 |
| **Beverages – 0.0%** | **Beverages – 0.0%** |  |
| National Beverage Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213477 |
| **Consumer staples distribution and retail – 0.1%** | **Consumer staples distribution and retail – 0.1%** |  |
| PriceSmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663125 |
| **Food products – 1.5%** | **Food products – 1.5%** |  |
| Cal-Maine Foods, Inc. (B) | &nbsp;&nbsp;&nbsp;11768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982981 |
| Darling Ingredients, Inc. (A) | &nbsp;&nbsp;&nbsp;63431 | &nbsp;&nbsp;&nbsp;&nbsp;2896259 |
| Flowers Foods, Inc. | &nbsp;&nbsp;&nbsp;82677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944998 |
| Freshpet, Inc. (A) | &nbsp;&nbsp;&nbsp;20826 | &nbsp;&nbsp;&nbsp;&nbsp;1451572 |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354763 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;19285 | &nbsp;&nbsp;&nbsp;&nbsp;1973048 |
| Seaboard Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203291 |
| The Marzetti Company | &nbsp;&nbsp;&nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906747 |
| The Simply Good Foods Company (A) | &nbsp;&nbsp;&nbsp;22314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418834 |
| Tootsie Roll Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108791 |
| **Household products – 0.2%** | **Household products – 0.2%** |  |
| Reynolds Consumer Products, Inc. | &nbsp;&nbsp;&nbsp;22560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522715 |
| WD-40 Company | &nbsp;&nbsp;&nbsp;&nbsp;3158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730224 |
| **Personal care products – 0.3%** | **Personal care products – 0.3%** |  |
| BellRing Brands, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155860 |
| e.l.f. Beauty, Inc. (A) | &nbsp;&nbsp;&nbsp;11158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948318 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Consumer staples (continued)** | **Consumer staples (continued)** |  |
| Personal care products (continued) | Personal care products (continued) |  |
| Interparfums, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$474385 |
| **Energy – 4.0%** | **Energy – 4.0%** | &nbsp;&nbsp;&nbsp;27065294 |
| **Energy equipment and services – 1.6%** | **Energy equipment and services – 1.6%** |  |
| Archrock, Inc. | &nbsp;&nbsp;&nbsp;45048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332970 |
| Cactus, Inc., Class A | &nbsp;&nbsp;&nbsp;18846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059711 |
| Kodiak Gas Services, Inc. | &nbsp;&nbsp;&nbsp;14595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613136 |
| Noble Corp. PLC (B) | &nbsp;&nbsp;&nbsp;53640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910657 |
| NOV, Inc. | 154240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830304 |
| Valaris, Ltd. (A) | &nbsp;&nbsp;&nbsp;10748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620482 |
| Weatherford International PLC | &nbsp;&nbsp;&nbsp;25916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438177 |
| **Oil, gas and consumable fuels – 2.4%** | **Oil, gas and consumable fuels – 2.4%** |  |
| California Resources Corp. | &nbsp;&nbsp;&nbsp;22285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192248 |
| Centrus Energy Corp., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860163 |
| Chord Energy Corp. | &nbsp;&nbsp;&nbsp;13701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373388 |
| CNX Resources Corp. (A) | &nbsp;&nbsp;&nbsp;35386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372977 |
| Comstock Resources, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;20948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510084 |
| Excelerate Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139054 |
| Gulfport Energy Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596176 |
| Kinetik Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323434 |
| Magnolia Oil & Gas Corp., Class A | &nbsp;&nbsp;&nbsp;80212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046208 |
| Matador Resources Company | &nbsp;&nbsp;&nbsp;47018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127094 |
| Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;58322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754909 |
| PBF Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;15462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517359 |
| SM Energy Company | 109232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126748 |
| Uranium Energy Corp. (A) | &nbsp;&nbsp;&nbsp;76567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320015 |
| **Financials – 17.7%** | **Financials – 17.7%** | 119516197 |
| **Banks – 7.1%** | **Banks – 7.1%** |  |
| Ameris Bancorp | &nbsp;&nbsp;&nbsp;17477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408996 |
| Associated Banc-Corp. | &nbsp;&nbsp;&nbsp;43690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190989 |
| Atlantic Union Bankshares Corp. | &nbsp;&nbsp;&nbsp;33093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285332 |
| Axos Financial, Inc. (A) | &nbsp;&nbsp;&nbsp;14436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1429020 |
| BancFirst Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541394 |
| Bank OZK | &nbsp;&nbsp;&nbsp;42271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010409 |
| BankUnited, Inc. | &nbsp;&nbsp;&nbsp;13668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648820 |
| BOK Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162443 |
| Cadence Bank | &nbsp;&nbsp;&nbsp;68509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2884914 |
| Cathay General Bancorp | &nbsp;&nbsp;&nbsp;17677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904709 |
| Columbia Banking System, Inc. | &nbsp;&nbsp;&nbsp;83870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469133 |
| Community Financial System, Inc. | &nbsp;&nbsp;&nbsp;13982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873875 |
| Eastern Bankshares, Inc. | &nbsp;&nbsp;&nbsp;52547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076425 |
| First BanCorp | &nbsp;&nbsp;&nbsp;42161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932601 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;50987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622406 |
| First Hawaiian, Inc. | &nbsp;&nbsp;&nbsp;32955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874955 |
| First Interstate BancSystem, Inc., Class A | &nbsp;&nbsp;&nbsp;23221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823649 |
| Flagstar Bank NA | &nbsp;&nbsp;&nbsp;89573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184155 |
| FNB Corp. | 138458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429938 |
| Fulton Financial Corp. | &nbsp;&nbsp;&nbsp;48317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997746 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;45046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282931 |

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

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| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Banks (continued) | Banks (continued) |  |
| Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;22285 | $1533208 |
| Home BancShares, Inc. | &nbsp;&nbsp;&nbsp;73311 | &nbsp;&nbsp;&nbsp;2118688 |
| Independent Bank Corp. | &nbsp;&nbsp;&nbsp;12624 | &nbsp;&nbsp;&nbsp;1019767 |
| International Bancshares Corp. | &nbsp;&nbsp;&nbsp;15165 | &nbsp;&nbsp;&nbsp;1056091 |
| Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;35121 | &nbsp;&nbsp;&nbsp;2423700 |
| Renasant Corp. | &nbsp;&nbsp;&nbsp;16943 | &nbsp;&nbsp;&nbsp;&nbsp;638921 |
| ServisFirst Bancshares, Inc. | &nbsp;&nbsp;&nbsp;13471 | &nbsp;&nbsp;&nbsp;1102601 |
| Simmons First National Corp., Class A | &nbsp;&nbsp;&nbsp;26030 | &nbsp;&nbsp;&nbsp;&nbsp;529190 |
| Texas Capital Bancshares, Inc. (A) | &nbsp;&nbsp;&nbsp;12074 | &nbsp;&nbsp;&nbsp;1221527 |
| TFS Financial Corp. (B) | &nbsp;&nbsp;&nbsp;13926 | &nbsp;&nbsp;&nbsp;&nbsp;196008 |
| The Bancorp, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7898 | &nbsp;&nbsp;&nbsp;&nbsp;469457 |
| United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;55975 | &nbsp;&nbsp;&nbsp;2369422 |
| United Community Banks, Inc. | &nbsp;&nbsp;&nbsp;32446 | &nbsp;&nbsp;&nbsp;1117116 |
| Valley National Bancorp | 127763 | &nbsp;&nbsp;&nbsp;1591927 |
| WesBanco, Inc. | &nbsp;&nbsp;&nbsp;17072 | &nbsp;&nbsp;&nbsp;&nbsp;602471 |
| WSFS Financial Corp. | &nbsp;&nbsp;&nbsp;15195 | &nbsp;&nbsp;&nbsp;&nbsp;983572 |
| **Capital markets – 3.1%** | **Capital markets – 3.1%** |  |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;10424 | &nbsp;&nbsp;&nbsp;3263650 |
| Artisan Partners Asset Management, Inc., Class A | &nbsp;&nbsp;&nbsp;18472 | &nbsp;&nbsp;&nbsp;&nbsp;822373 |
| BGC Group, Inc., Class A | 149303 | &nbsp;&nbsp;&nbsp;1360150 |
| Cohen & Steers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;473532 |
| Federated Hermes, Inc. | &nbsp;&nbsp;&nbsp;20626 | &nbsp;&nbsp;&nbsp;1098953 |
| Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp;49520 | &nbsp;&nbsp;&nbsp;2383398 |
| Lazard, Inc. | &nbsp;&nbsp;&nbsp;43752 | &nbsp;&nbsp;&nbsp;2350357 |
| MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2599 | &nbsp;&nbsp;&nbsp;&nbsp;439829 |
| Moelis & Company, Class A | &nbsp;&nbsp;&nbsp;19971 | &nbsp;&nbsp;&nbsp;1431322 |
| Piper Sandler Companies | &nbsp;&nbsp;&nbsp;&nbsp;6929 | &nbsp;&nbsp;&nbsp;2399859 |
| PJT Partners, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;1669740 |
| StepStone Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2096 | &nbsp;&nbsp;&nbsp;&nbsp;148166 |
| StoneX Group, Inc. (A) | &nbsp;&nbsp;&nbsp;11067 | &nbsp;&nbsp;&nbsp;1242381 |
| Victory Capital Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;13345 | &nbsp;&nbsp;&nbsp;&nbsp;941223 |
| Virtu Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;21230 | &nbsp;&nbsp;&nbsp;&nbsp;881257 |
| **Consumer finance – 1.6%** | **Consumer finance – 1.6%** |  |
| Bread Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8283 | &nbsp;&nbsp;&nbsp;&nbsp;600849 |
| Credit Acceptance Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;1984 | &nbsp;&nbsp;&nbsp;&nbsp;988508 |
| Enova International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4338 | &nbsp;&nbsp;&nbsp;&nbsp;716507 |
| FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp;15132 | &nbsp;&nbsp;&nbsp;2580006 |
| Nelnet, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3983 | &nbsp;&nbsp;&nbsp;&nbsp;525358 |
| OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp;43280 | &nbsp;&nbsp;&nbsp;2836571 |
| SLM Corp. | &nbsp;&nbsp;&nbsp;76094 | &nbsp;&nbsp;&nbsp;2065952 |
| Upstart Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;16925 | &nbsp;&nbsp;&nbsp;&nbsp;664306 |
| **Financial services – 2.7%** | **Financial services – 2.7%** |  |
| Enact Holdings, Inc. | &nbsp;&nbsp;&nbsp;12157 | &nbsp;&nbsp;&nbsp;&nbsp;483484 |
| Essent Group, Ltd. | &nbsp;&nbsp;&nbsp;36970 | &nbsp;&nbsp;&nbsp;2326152 |
| Euronet Worldwide, Inc. (A) | &nbsp;&nbsp;&nbsp;16240 | &nbsp;&nbsp;&nbsp;1176750 |
| Jackson Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;25999 | &nbsp;&nbsp;&nbsp;3091801 |
| MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;86431 | &nbsp;&nbsp;&nbsp;2326723 |
| NMI Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;13816 | &nbsp;&nbsp;&nbsp;&nbsp;534956 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |
| Financial services (continued) | Financial services (continued) |  |
| Paymentus Holdings, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;9188 | &nbsp;&nbsp;&nbsp;&nbsp;$245595 |
| PennyMac Financial Services, Inc. | &nbsp;&nbsp;&nbsp;11392 | &nbsp;&nbsp;&nbsp;&nbsp;1138289 |
| Radian Group, Inc. | &nbsp;&nbsp;&nbsp;24688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812235 |
| Remitly Global, Inc. (A) | &nbsp;&nbsp;&nbsp;29831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394366 |
| Sezzle, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;3152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199332 |
| The Western Union Company (B) | &nbsp;&nbsp;&nbsp;80418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753517 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;35105 | &nbsp;&nbsp;&nbsp;&nbsp;2691149 |
| Walker & Dunlop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497460 |
| WEX, Inc. (A) | &nbsp;&nbsp;&nbsp;10168 | &nbsp;&nbsp;&nbsp;&nbsp;1564855 |
| **Insurance – 3.2%** | **Insurance – 3.2%** |  |
| Assured Guaranty, Ltd. | &nbsp;&nbsp;&nbsp;11934 | &nbsp;&nbsp;&nbsp;&nbsp;1012600 |
| Axis Capital Holdings, Ltd. | &nbsp;&nbsp;&nbsp;27499 | &nbsp;&nbsp;&nbsp;&nbsp;2837347 |
| F&G Annuities & Life, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234210 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;37095 | &nbsp;&nbsp;&nbsp;&nbsp;2343662 |
| Genworth Financial, Inc. (A) | 108150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901971 |
| Goosehead Insurance, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387737 |
| Hagerty, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;7627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96176 |
| Kemper Corp. | &nbsp;&nbsp;&nbsp;16141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636117 |
| Lincoln National Corp. | &nbsp;&nbsp;&nbsp;61819 | &nbsp;&nbsp;&nbsp;&nbsp;2572289 |
| Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613480 |
| Oscar Health, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;35581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510587 |
| Palomar Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849681 |
| RLI Corp. | &nbsp;&nbsp;&nbsp;34702 | &nbsp;&nbsp;&nbsp;&nbsp;2027638 |
| Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;24845 | &nbsp;&nbsp;&nbsp;&nbsp;2088968 |
| The Baldwin Insurance Group, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;30618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671147 |
| The Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;12659 | &nbsp;&nbsp;&nbsp;&nbsp;2204438 |
| White Mountains Insurance Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;1398732 |
| **Health care – 7.8%** | **Health care – 7.8%** | 52626972 |
| **Biotechnology – 3.5%** | **Biotechnology – 3.5%** |  |
| ACADIA Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;33580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843865 |
| ADMA Biologics, Inc. (A) | &nbsp;&nbsp;&nbsp;61255 | &nbsp;&nbsp;&nbsp;&nbsp;1059712 |
| Akero Therapeutics, Inc. (A)(C) | &nbsp;&nbsp;&nbsp;20514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13334 |
| Alkermes PLC (A) | &nbsp;&nbsp;&nbsp;41643 | &nbsp;&nbsp;&nbsp;&nbsp;1411281 |
| Avidity Biosciences, Inc. (A) | &nbsp;&nbsp;&nbsp;22393 | &nbsp;&nbsp;&nbsp;&nbsp;1625060 |
| CRISPR Therapeutics AG (A)(B) | &nbsp;&nbsp;&nbsp;22764 | &nbsp;&nbsp;&nbsp;&nbsp;1137289 |
| Cytokinetics, Inc. (A) | &nbsp;&nbsp;&nbsp;22253 | &nbsp;&nbsp;&nbsp;&nbsp;1406167 |
| Krystal Biotech, Inc. (A) | &nbsp;&nbsp;&nbsp;10698 | &nbsp;&nbsp;&nbsp;&nbsp;2987310 |
| Kymera Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;10244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744636 |
| Nuvalent, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;8252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849048 |
| Protagonist Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;11420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934156 |
| PTC Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;19715 | &nbsp;&nbsp;&nbsp;&nbsp;1489074 |
| REVOLUTION Medicines, Inc. (A) | &nbsp;&nbsp;&nbsp;64622 | &nbsp;&nbsp;&nbsp;&nbsp;6265103 |
| Rhythm Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;12708 | &nbsp;&nbsp;&nbsp;&nbsp;1302824 |
| TG Therapeutics, Inc. (A) | &nbsp;&nbsp;&nbsp;24865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731777 |
| Xenon Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;14332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587755 |
| **Health care equipment and supplies – 1.4%** | **Health care equipment and supplies – 1.4%** |  |
| Dentsply Sirona, Inc. | &nbsp;&nbsp;&nbsp;82403 | &nbsp;&nbsp;&nbsp;&nbsp;1027565 |
| Envista Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;46327 | &nbsp;&nbsp;&nbsp;&nbsp;1087295 |
| ICU Medical, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952764 |

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

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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) |  |
| Integer Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;9241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$802673 |
| Lantheus Holdings, Inc. (A) | 25847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729681 |
| LivaNova PLC (A) | 10047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660188 |
| Merit Medical Systems, Inc. (A) | 23584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912427 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp;1878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196007 |
| TransMedics Group, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;6321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846856 |
| **Health care providers and services – 1.8%** | **Health care providers and services – 1.8%** |  |
| BrightSpring Health Services, Inc. (A) | 22318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876428 |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180615 |
| Concentra Group Holdings Parent, Inc. | 32231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714884 |
| CorVel Corp. (A) | 12184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848372 |
| GeneDx Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;3262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314000 |
| Guardant Health, Inc. (A) | 29199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329854 |
| Option Care Health, Inc. (A) | 65726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2234684 |
| Privia Health Group, Inc. (A) | 23521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546158 |
| RadNet, Inc. (A) | 28243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979834 |
| Surgery Partners, Inc. (A) | 16822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249975 |
| **Health care technology – 0.1%** | **Health care technology – 0.1%** |  |
| Waystar Holding Corp. (A) | 17311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459780 |
| **Life sciences tools and services – 0.3%** | **Life sciences tools and services – 0.3%** |  |
| Bruker Corp. (B) | &nbsp;&nbsp;&nbsp;1839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81449 |
| Repligen Corp. (A) | 10728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602441 |
| Sotera Health Company (A) | 41988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760823 |
| **Pharmaceuticals – 0.7%** | **Pharmaceuticals – 0.7%** |  |
| Amneal Pharmaceuticals, Inc. (A) | 30853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422069 |
| Corcept Therapeutics, Inc. (A) | 23110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921396 |
| Crinetics Pharmaceuticals, Inc. (A) | 21516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074509 |
| Jazz Pharmaceuticals PLC (A) | &nbsp;&nbsp;&nbsp;2556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420436 |
| Ligand Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661785 |
| Perrigo Company PLC | 36292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515709 |
| Prestige Consumer Healthcare, Inc. (A) | 12842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827924 |
| **Industrials – 21.2%** | **Industrials – 21.2%** | 142785888 |
| **Aerospace and defense – 1.4%** | **Aerospace and defense – 1.4%** |  |
| Hexcel Corp. | 32656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704243 |
| Karman Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;9866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024091 |
| Loar Holdings, Inc. (A) | 11155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765010 |
| Mercury Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;9629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903971 |
| Moog, Inc., Class A | 11340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3462669 |
| VSE Corp. | &nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778109 |
| **Air freight and logistics – 0.4%** | **Air freight and logistics – 0.4%** |  |
| GXO Logistics, Inc. (A) | 44361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510389 |
| **Building products – 3.7%** | **Building products – 3.7%** |  |
| AAON, Inc. (B) | 27425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2497321 |
| Armstrong World Industries, Inc. | 15357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2821695 |
| AZZ, Inc. | &nbsp;&nbsp;&nbsp;7898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981642 |
| CSW Industrials, Inc. | &nbsp;&nbsp;&nbsp;7053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904169 |
| Fortune Brands Innovations, Inc. | 23908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293423 |
| Griffon Corp. | 11598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944657 |

---

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| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Building products (continued) | Building products (continued) |  |
| Hayward Holdings, Inc. (A) | 55414 | &nbsp;&nbsp;$894382 |
| Modine Manufacturing Company (A) | 19287 | 3561537 |
| Resideo Technologies, Inc. (A) | 24706 | &nbsp;&nbsp;&nbsp;&nbsp;846428 |
| Simpson Manufacturing Company, Inc. | 10236 | 1809520 |
| Tecnoglass, Inc. (B) | &nbsp;&nbsp;&nbsp;6744 | &nbsp;&nbsp;&nbsp;&nbsp;329849 |
| Trex Company, Inc. (A) | 41089 | 1701906 |
| UFP Industries, Inc. | 22730 | 2347554 |
| Zurn Elkay Water Solutions Corp. | 60732 | 2800353 |
| **Commercial services and supplies – 1.5%** | **Commercial services and supplies – 1.5%** |  |
| ABM Industries, Inc. | 16384 | &nbsp;&nbsp;&nbsp;&nbsp;754319 |
| Brady Corp., Class A | 11376 | &nbsp;&nbsp;&nbsp;&nbsp;983683 |
| Casella Waste Systems, Inc., Class A (A) | 24303 | 2451687 |
| MSA Safety, Inc. | 14199 | 2515353 |
| OPENLANE, Inc. (A) | 19279 | &nbsp;&nbsp;&nbsp;&nbsp;579141 |
| The Brink's Company | 17000 | 2159680 |
| UniFirst Corp. | &nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;855700 |
| **Construction and engineering – 3.2%** | **Construction and engineering – 3.2%** |  |
| Arcosa, Inc. | 12946 | 1481929 |
| Argan, Inc. | &nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;812237 |
| Construction Partners, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;8796 | &nbsp;&nbsp;&nbsp;&nbsp;966504 |
| Dycom Industries, Inc. (A) | 10335 | 3765971 |
| Everus Construction Group, Inc. (A) | &nbsp;&nbsp;&nbsp;9453 | &nbsp;&nbsp;&nbsp;&nbsp;836496 |
| Fluor Corp. (A) | 42938 | 1983306 |
| Granite Construction, Inc. | 11701 | 1412779 |
| IES Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp;882653 |
| Primoris Services Corp. | 13806 | 2046740 |
| Sterling Infrastructure, Inc. (A) | &nbsp;&nbsp;&nbsp;7301 | 2613101 |
| Tutor Perini Corp. | &nbsp;&nbsp;&nbsp;8149 | &nbsp;&nbsp;&nbsp;&nbsp;642875 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;7197 | 3206695 |
| WillScot Holdings Corp. | 50500 | 1011515 |
| **Electrical equipment – 0.8%** | **Electrical equipment – 0.8%** |  |
| EnerSys | 10044 | 1809828 |
| Powell Industries, Inc. (B) | &nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;789590 |
| Sensata Technologies Holding PLC | 60930 | 2107569 |
| Sunrun, Inc. (A) | 39751 | &nbsp;&nbsp;&nbsp;&nbsp;755269 |
| **Ground transportation – 1.3%** | **Ground transportation – 1.3%** |  |
| Avis Budget Group, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;3034 | &nbsp;&nbsp;&nbsp;&nbsp;348880 |
| Knight-Swift Transportation Holdings, Inc. | 32063 | 1766671 |
| Landstar System, Inc. | 14385 | 2148544 |
| Lyft, Inc., Class A (A) | 70316 | 1186231 |
| Ryder System, Inc. | 13874 | 2653819 |
| Saia, Inc. (A) | &nbsp;&nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp;341233 |
| Schneider National, Inc., Class B | 10760 | &nbsp;&nbsp;&nbsp;&nbsp;288798 |
| **Machinery – 4.0%** | **Machinery – 4.0%** |  |
| AGCO Corp. | 15844 | 1796868 |
| Allison Transmission Holdings, Inc. | 15236 | 1656153 |
| Atmus Filtration Technologies, Inc. | 22326 | 1294238 |
| Enpro, Inc. | &nbsp;&nbsp;&nbsp;5684 | 1357226 |
| Esab Corp. | 21784 | 2638042 |

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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** |
| **Industrials (continued)** | **Industrials (continued)** |  |
| Machinery (continued) | Machinery (continued) |  |
| ESCO Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6718 | &nbsp;&nbsp;&nbsp;&nbsp;$1532846 |
| Federal Signal Corp. | &nbsp;&nbsp;&nbsp;22036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381871 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;48767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3811141 |
| Franklin Electric Company, Inc. | &nbsp;&nbsp;&nbsp;10507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046707 |
| Gates Industrial Corp. PLC (A) | &nbsp;&nbsp;&nbsp;66603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533201 |
| Kadant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993940 |
| Mueller Water Products, Inc., Class A | &nbsp;&nbsp;&nbsp;41844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132717 |
| Terex Corp. (B) | &nbsp;&nbsp;&nbsp;11695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666615 |
| The Middleby Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286413 |
| The Timken Company | &nbsp;&nbsp;&nbsp;26869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2503922 |
| The Toro Company | &nbsp;&nbsp;&nbsp;10509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961574 |
| Worthington Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313859 |
| **Marine transportation – 0.2%** | **Marine transportation – 0.2%** |  |
| Kirby Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740434 |
| Matson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342401 |
| **Passenger airlines – 0.2%** | **Passenger airlines – 0.2%** |  |
| Alaska Air Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257911 |
| Copa Holdings SA, Class A | &nbsp;&nbsp;&nbsp;&nbsp;8041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096792 |
| SkyWest, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249794 |
| **Professional services – 2.6%** | **Professional services – 2.6%** |  |
| Amentum Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;28374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015222 |
| CBIZ, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;14457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568883 |
| Clarivate PLC (A)(B) | 166620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441543 |
| Concentrix Corp. (B) | &nbsp;&nbsp;&nbsp;22016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822298 |
| ExlService Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;58239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280057 |
| Exponent, Inc. | &nbsp;&nbsp;&nbsp;21044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512432 |
| FTI Consulting, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551943 |
| KBR, Inc. | &nbsp;&nbsp;&nbsp;34258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466585 |
| Korn Ferry | &nbsp;&nbsp;&nbsp;13745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954865 |
| Maximus, Inc. | &nbsp;&nbsp;&nbsp;23119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183358 |
| Robert Half, Inc. | &nbsp;&nbsp;&nbsp;27810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962504 |
| Science Applications International Corp. | &nbsp;&nbsp;&nbsp;19182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951960 |
| TriNet Group, Inc. | &nbsp;&nbsp;&nbsp;12385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758457 |
| Verra Mobility Corp. (A) | &nbsp;&nbsp;&nbsp;40951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790354 |
| **Trading companies and distributors – 1.9%** | **Trading companies and distributors – 1.9%** |  |
| Air Lease Corp. | &nbsp;&nbsp;&nbsp;38792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507127 |
| Boise Cascade Company | &nbsp;&nbsp;&nbsp;15803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277040 |
| GATX Corp. | &nbsp;&nbsp;&nbsp;13834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2516543 |
| Herc Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319875 |
| McGrath RentCorp | &nbsp;&nbsp;&nbsp;&nbsp;6421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717161 |
| MSC Industrial Direct Company, Inc., Class A | &nbsp;&nbsp;&nbsp;11529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972356 |
| Rush Enterprises, Inc., Class A | &nbsp;&nbsp;&nbsp;16653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068956 |
| Rush Enterprises, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;1616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95360 |
| SiteOne Landscape Supply, Inc. (A) | &nbsp;&nbsp;&nbsp;16822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2414630 |
| **Information technology – 15.2%** | **Information technology – 15.2%** | 102336990 |
| **Communications equipment – 0.3%** | **Communications equipment – 0.3%** |  |
| Calix, Inc. (A) | &nbsp;&nbsp;&nbsp;10892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486546 |
| Viasat, Inc. (A) | &nbsp;&nbsp;&nbsp;24063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086926 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Communications equipment (continued) | Communications equipment (continued) |  |
| Vistance Networks, Inc. (A) | &nbsp;&nbsp;&nbsp;36933 | &nbsp;&nbsp;$664794 |
| **Electronic equipment, instruments and components – 4.8%** | **Electronic equipment, instruments and components – 4.8%** |  |
| Advanced Energy Industries, Inc. | &nbsp;&nbsp;&nbsp;10125 | 2585520 |
| Arrow Electronics, Inc. (A) | &nbsp;&nbsp;&nbsp;19537 | 2588457 |
| Avnet, Inc. | &nbsp;&nbsp;&nbsp;34540 | 2154951 |
| Badger Meter, Inc. | &nbsp;&nbsp;&nbsp;11794 | 1728765 |
| Belden, Inc. | &nbsp;&nbsp;&nbsp;10562 | 1241141 |
| Cognex Corp. | &nbsp;&nbsp;&nbsp;62175 | 2408660 |
| Crane NXT Company | &nbsp;&nbsp;&nbsp;12691 | &nbsp;&nbsp;&nbsp;&nbsp;641149 |
| Insight Enterprises, Inc. (A) | &nbsp;&nbsp;&nbsp;13439 | 1129145 |
| IPG Photonics Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4349 | &nbsp;&nbsp;&nbsp;&nbsp;401891 |
| Itron, Inc. (A) | &nbsp;&nbsp;&nbsp;11994 | 1188366 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9404 | 3044639 |
| Mirion Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;52775 | 1310931 |
| Novanta, Inc. (A) | &nbsp;&nbsp;&nbsp;14946 | 2010835 |
| OSI Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4279 | 1070349 |
| Plexus Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7166 | 1428399 |
| Ralliant Corp. | &nbsp;&nbsp;&nbsp;20915 | 1107868 |
| Sanmina Corp. (A) | &nbsp;&nbsp;&nbsp;14133 | 2002363 |
| TTM Technologies, Inc. (A) | &nbsp;&nbsp;&nbsp;17961 | 1763770 |
| Vontier Corp. | &nbsp;&nbsp;&nbsp;56389 | 2114588 |
| **IT services – 0.4%** | **IT services – 0.4%** |  |
| Applied Digital Corp. (A) | &nbsp;&nbsp;&nbsp;13510 | &nbsp;&nbsp;&nbsp;&nbsp;457719 |
| DigitalOcean Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;13805 | &nbsp;&nbsp;&nbsp;&nbsp;762726 |
| Globant SA (A) | &nbsp;&nbsp;&nbsp;10414 | &nbsp;&nbsp;&nbsp;&nbsp;696488 |
| Kyndryl Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;40615 | &nbsp;&nbsp;&nbsp;&nbsp;934145 |
| **Semiconductors and semiconductor equipment – 3.7%** | **Semiconductors and semiconductor equipment – 3.7%** |  |
| Allegro MicroSystems, Inc. (A) | &nbsp;&nbsp;&nbsp;31496 | 1162517 |
| Ambarella, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7389 | &nbsp;&nbsp;&nbsp;&nbsp;473192 |
| Amkor Technology, Inc. | &nbsp;&nbsp;&nbsp;30442 | 1471262 |
| Cirrus Logic, Inc. (A) | &nbsp;&nbsp;&nbsp;20085 | 2617879 |
| MKS, Inc. | &nbsp;&nbsp;&nbsp;19644 | 4624394 |
| Onto Innovation, Inc. (A) | &nbsp;&nbsp;&nbsp;12512 | 2528050 |
| Qorvo, Inc. (A) | &nbsp;&nbsp;&nbsp;22679 | 1771457 |
| Rambus, Inc. (A) | &nbsp;&nbsp;&nbsp;38603 | 4394179 |
| Semtech Corp. (A) | &nbsp;&nbsp;&nbsp;23127 | 1844378 |
| Silicon Laboratories, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8501 | 1210967 |
| SiTime Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5576 | 2024701 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;992619 |
| **Software – 3.9%** | **Software – 3.9%** |  |
| ACI Worldwide, Inc. (A) | &nbsp;&nbsp;&nbsp;41687 | 1807548 |
| Agilysys, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4713 | &nbsp;&nbsp;&nbsp;&nbsp;408853 |
| Alarm.com Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;11037 | &nbsp;&nbsp;&nbsp;&nbsp;538385 |
| BILL Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;39240 | 1693991 |
| Blackbaud, Inc. (A) | &nbsp;&nbsp;&nbsp;12610 | &nbsp;&nbsp;&nbsp;&nbsp;677157 |
| Blackline, Inc. (A) | &nbsp;&nbsp;&nbsp;15395 | &nbsp;&nbsp;&nbsp;&nbsp;715406 |
| Box, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;36302 | &nbsp;&nbsp;&nbsp;&nbsp;920256 |
| CCC Intelligent Solutions Holdings, Inc. (A) | 224575 | 1702279 |
| Cipher Mining, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;53538 | &nbsp;&nbsp;&nbsp;&nbsp;854466 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |
| Software (continued) | Software (continued) |  |
| Clear Secure, Inc., Class A | 24677 | &nbsp;&nbsp;&nbsp;&nbsp;$804964 |
| CommVault Systems, Inc. (A) | 15834 | &nbsp;&nbsp;&nbsp;&nbsp;1356974 |
| Confluent, Inc., Class A (A) | 47344 | &nbsp;&nbsp;&nbsp;&nbsp;1445886 |
| Dolby Laboratories, Inc., Class A | 25259 | &nbsp;&nbsp;&nbsp;&nbsp;1621375 |
| Freshworks, Inc., Class A (A) | 60767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655068 |
| Gitlab, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16196 |
| Hut 8 Corp. (A) | &nbsp;&nbsp;&nbsp;1109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61915 |
| Intapp, Inc. (A) | 10517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357052 |
| InterDigital, Inc. (B) | &nbsp;&nbsp;&nbsp;6578 | &nbsp;&nbsp;&nbsp;&nbsp;2147322 |
| Life360, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;1529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87596 |
| NCino, Inc. (A) | 28490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608262 |
| Pivotal Software, Inc. (A)(C) | 33553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Q2 Holdings, Inc. (A) | 10983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672709 |
| Qualys, Inc. (A) | &nbsp;&nbsp;&nbsp;9349 | &nbsp;&nbsp;&nbsp;&nbsp;1233133 |
| Riot Platforms, Inc. (A)(B) | 63535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982886 |
| SentinelOne, Inc., Class A (A) | 81455 | &nbsp;&nbsp;&nbsp;&nbsp;1138741 |
| SPS Commerce, Inc. (A) | 11718 | &nbsp;&nbsp;&nbsp;&nbsp;1045949 |
| UiPath, Inc., Class A (A)(B) | 75190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946642 |
| Vertex, Inc., Class A (A) | 28816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534537 |
| Workiva, Inc. (A) | 13060 | &nbsp;&nbsp;&nbsp;&nbsp;1005881 |
| **Technology hardware, storage and peripherals – 2.1%** | **Technology hardware, storage and peripherals – 2.1%** |  |
| Sandisk Corp. (A) | 24588 | &nbsp;&nbsp;&nbsp;14168835 |
| **Materials – 5.9%** | **Materials – 5.9%** | 39821852 |
| **Chemicals – 2.4%** | **Chemicals – 2.4%** |  |
| Avient Corp. | 24213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875300 |
| Axalta Coating Systems, Ltd. (A) | 42803 | &nbsp;&nbsp;&nbsp;&nbsp;1437325 |
| Balchem Corp. | 13164 | &nbsp;&nbsp;&nbsp;&nbsp;2240118 |
| Cabot Corp. | 22181 | &nbsp;&nbsp;&nbsp;&nbsp;1601246 |
| Celanese Corp. | &nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16754 |
| Element Solutions, Inc. | 90472 | &nbsp;&nbsp;&nbsp;&nbsp;2632735 |
| FMC Corp. | 33618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531164 |
| Hawkins, Inc. | &nbsp;&nbsp;&nbsp;3579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466165 |
| HB Fuller Company | 14635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879564 |
| NewMarket Corp. | &nbsp;&nbsp;&nbsp;3108 | &nbsp;&nbsp;&nbsp;&nbsp;2084815 |
| Olin Corp. | 48437 | &nbsp;&nbsp;&nbsp;&nbsp;1007974 |
| Perimeter Solutions, Inc. (A) | 25943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678409 |
| Sensient Technologies Corp. | 11005 | &nbsp;&nbsp;&nbsp;&nbsp;1040193 |
| The Scotts Miracle-Gro Company | 12698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815466 |
| **Construction materials – 0.4%** | **Construction materials – 0.4%** |  |
| Eagle Materials, Inc. | &nbsp;&nbsp;&nbsp;6448 | &nbsp;&nbsp;&nbsp;&nbsp;1314167 |
| Knife River Corp. (A) | 15969 | &nbsp;&nbsp;&nbsp;&nbsp;1072638 |
| United States Lime & Minerals, Inc. | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241060 |
| **Containers and packaging – 1.1%** | **Containers and packaging – 1.1%** |  |
| Graphic Packaging Holding Company | 60359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884259 |
| Greif, Inc., Class A | &nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332267 |
| Greif, Inc., Class B (B) | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32024 |
| Sealed Air Corp. | 60989 | &nbsp;&nbsp;&nbsp;&nbsp;2554219 |
| Silgan Holdings, Inc. (B) | 38367 | &nbsp;&nbsp;&nbsp;&nbsp;1655536 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Materials (continued)** | **Materials (continued)** |  |
| Containers and packaging (continued) | Containers and packaging (continued) |  |
| Sonoco Products Company | &nbsp;&nbsp;&nbsp;41740 | &nbsp;&nbsp;&nbsp;$2003520 |
| **Metals and mining – 1.7%** | **Metals and mining – 1.7%** |  |
| Alcoa Corp. | &nbsp;&nbsp;&nbsp;15008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852604 |
| Cleveland-Cliffs, Inc. (A) | 198098 | &nbsp;&nbsp;&nbsp;&nbsp;2725828 |
| Commercial Metals Company | &nbsp;&nbsp;&nbsp;42808 | &nbsp;&nbsp;&nbsp;&nbsp;3290651 |
| Hecla Mining Company | 162042 | &nbsp;&nbsp;&nbsp;&nbsp;3649186 |
| Warrior Met Coal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838706 |
| **Paper and forest products – 0.3%** | **Paper and forest products – 0.3%** |  |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;24695 | &nbsp;&nbsp;&nbsp;&nbsp;2067959 |
| **Real estate – 7.1%** | **Real estate – 7.1%** | 47752156 |
| **Diversified REITs – 0.5%** | **Diversified REITs – 0.5%** |  |
| Broadstone Net Lease, Inc. | &nbsp;&nbsp;&nbsp;48526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898216 |
| Essential Properties Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;76016 | &nbsp;&nbsp;&nbsp;&nbsp;2307846 |
| **Health care REITs – 1.3%** | **Health care REITs – 1.3%** |  |
| American Healthcare REIT, Inc. | &nbsp;&nbsp;&nbsp;43046 | &nbsp;&nbsp;&nbsp;&nbsp;2019288 |
| CareTrust REIT, Inc. | &nbsp;&nbsp;&nbsp;43685 | &nbsp;&nbsp;&nbsp;&nbsp;1631198 |
| Healthcare Realty Trust, Inc. | 134140 | &nbsp;&nbsp;&nbsp;&nbsp;2252211 |
| Medical Properties Trust, Inc. | 126768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636375 |
| National Health Investors, Inc. | &nbsp;&nbsp;&nbsp;11747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964664 |
| Sabra Health Care REIT, Inc. | &nbsp;&nbsp;&nbsp;62570 | &nbsp;&nbsp;&nbsp;&nbsp;1171936 |
| **Hotel and resort REITs – 0.4%** | **Hotel and resort REITs – 0.4%** |  |
| Apple Hospitality REIT, Inc. | &nbsp;&nbsp;&nbsp;56045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652364 |
| Ryman Hospitality Properties, Inc. | &nbsp;&nbsp;&nbsp;23154 | &nbsp;&nbsp;&nbsp;&nbsp;2192684 |
| **Industrial REITs – 1.1%** | **Industrial REITs – 1.1%** |  |
| Americold Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;74214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920996 |
| First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;29952 | &nbsp;&nbsp;&nbsp;&nbsp;1738115 |
| STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;55652 | &nbsp;&nbsp;&nbsp;&nbsp;2087507 |
| Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;38322 | &nbsp;&nbsp;&nbsp;&nbsp;2358336 |
| **Office REITs – 1.1%** | **Office REITs – 1.1%** |  |
| COPT Defense Properties | &nbsp;&nbsp;&nbsp;28947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891857 |
| Cousins Properties, Inc. | &nbsp;&nbsp;&nbsp;44479 | &nbsp;&nbsp;&nbsp;&nbsp;1122650 |
| Douglas Emmett, Inc. | &nbsp;&nbsp;&nbsp;39944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421809 |
| Highwoods Properties, Inc. | &nbsp;&nbsp;&nbsp;28534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737604 |
| Kilroy Realty Corp. | &nbsp;&nbsp;&nbsp;30816 | &nbsp;&nbsp;&nbsp;&nbsp;1062536 |
| SL Green Realty Corp. | &nbsp;&nbsp;&nbsp;18361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822206 |
| Vornado Realty Trust | &nbsp;&nbsp;&nbsp;63922 | &nbsp;&nbsp;&nbsp;&nbsp;2037833 |
| **Real estate management and development – 0.6%** | **Real estate management and development – 0.6%** |  |
| Compass, Inc., Class A (A) | &nbsp;&nbsp;&nbsp;92569 | &nbsp;&nbsp;&nbsp;&nbsp;1158964 |
| Cushman & Wakefield, Ltd. (A) | &nbsp;&nbsp;&nbsp;42095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692042 |
| Howard Hughes Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655811 |
| Landbridge Company LLC, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;4588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263626 |
| Newmark Group, Inc., Class A | &nbsp;&nbsp;&nbsp;37519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668964 |
| Opendoor Technologies, Inc. (A)(B) | 114755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590988 |
| **Residential REITs – 0.1%** | **Residential REITs – 0.1%** |  |
| Independence Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;61494 | &nbsp;&nbsp;&nbsp;&nbsp;1026950 |
| **Retail REITs – 1.3%** | **Retail REITs – 1.3%** |  |
| Agree Realty Corp. | &nbsp;&nbsp;&nbsp;39554 | &nbsp;&nbsp;&nbsp;&nbsp;2856985 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |
| Retail REITs (continued) | Retail REITs (continued) |  |
| Kite Realty Group Trust | &nbsp;&nbsp;&nbsp;89555 | &nbsp;&nbsp;&nbsp;$2103647 |
| Phillips Edison & Company, Inc. | &nbsp;&nbsp;&nbsp;52079 | &nbsp;&nbsp;&nbsp;&nbsp;1886822 |
| Tanger, Inc. | &nbsp;&nbsp;&nbsp;28890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945281 |
| The Macerich Company | &nbsp;&nbsp;&nbsp;65451 | &nbsp;&nbsp;&nbsp;&nbsp;1238987 |
| **Specialized REITs – 0.7%** | **Specialized REITs – 0.7%** |  |
| EPR Properties | &nbsp;&nbsp;&nbsp;19641 | &nbsp;&nbsp;&nbsp;&nbsp;1065328 |
| Four Corners Property Trust, Inc. | &nbsp;&nbsp;&nbsp;23082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568971 |
| National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;29274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931206 |
| Outfront Media, Inc. | &nbsp;&nbsp;&nbsp;38686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940844 |
| PotlatchDeltic Corp. | &nbsp;&nbsp;&nbsp;14086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587809 |
| Rayonier, Inc. | &nbsp;&nbsp;&nbsp;28175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640700 |
| **Utilities – 4.5%** | **Utilities – 4.5%** | 30120702 |
| **Electric utilities – 1.2%** | **Electric utilities – 1.2%** |  |
| IDACORP, Inc. | &nbsp;&nbsp;&nbsp;20263 | &nbsp;&nbsp;&nbsp;&nbsp;2690724 |
| MGE Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775954 |
| Otter Tail Corp. | &nbsp;&nbsp;&nbsp;10867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968902 |
| Portland General Electric Company | &nbsp;&nbsp;&nbsp;45247 | &nbsp;&nbsp;&nbsp;&nbsp;2273662 |
| TXNM Energy, Inc. | &nbsp;&nbsp;&nbsp;25344 | &nbsp;&nbsp;&nbsp;&nbsp;1493268 |
| **Gas utilities – 2.1%** | **Gas utilities – 2.1%** |  |
| Chesapeake Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677758 |
| MDU Resources Group, Inc. | &nbsp;&nbsp;&nbsp;84757 | &nbsp;&nbsp;&nbsp;&nbsp;1738366 |
| National Fuel Gas Company | &nbsp;&nbsp;&nbsp;32765 | &nbsp;&nbsp;&nbsp;&nbsp;2744069 |
| New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;26362 | &nbsp;&nbsp;&nbsp;&nbsp;1304392 |
| ONE Gas, Inc. | &nbsp;&nbsp;&nbsp;15707 | &nbsp;&nbsp;&nbsp;&nbsp;1249649 |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;25848 | &nbsp;&nbsp;&nbsp;&nbsp;2140731 |
| Spire, Inc. | &nbsp;&nbsp;&nbsp;15177 | &nbsp;&nbsp;&nbsp;&nbsp;1282305 |
| UGI Corp. | &nbsp;&nbsp;&nbsp;79415 | &nbsp;&nbsp;&nbsp;&nbsp;3185336 |
| **Independent power and renewable electricity producers –<br>0.6%** | **Independent power and renewable electricity producers –<br>0.6%** |  |
| Clearway Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;16591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560278 |
| Clearway Energy, Inc., Class C | &nbsp;&nbsp;&nbsp;30687 | &nbsp;&nbsp;&nbsp;&nbsp;1109335 |
| Ormat Technologies, Inc. | &nbsp;&nbsp;&nbsp;15315 | &nbsp;&nbsp;&nbsp;&nbsp;1913456 |
| **Multi-utilities – 0.5%** | **Multi-utilities – 0.5%** |  |
| Avista Corp. | &nbsp;&nbsp;&nbsp;21281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878692 |
| Black Hills Corp. | &nbsp;&nbsp;&nbsp;19151 | &nbsp;&nbsp;&nbsp;&nbsp;1397640 |
| Northwestern Energy Group, Inc. | &nbsp;&nbsp;&nbsp;16160 | &nbsp;&nbsp;&nbsp;&nbsp;1096618 |
| **Water utilities – 0.1%** | **Water utilities – 0.1%** |  |
| American States Water Company | &nbsp;&nbsp;&nbsp;&nbsp;8766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639567 |
| **SHORT-TERM INVESTMENTS – 1.4%** |  | **$9514025** |
| (Cost $9,514,028) |  |  |
| **Short-term funds – 1.4%** | **Short-term funds – 1.4%** | &nbsp;&nbsp;&nbsp;9514025 |
| John Hancock Collateral Trust, 3.5792% (D)(E) | 820702 | &nbsp;&nbsp;&nbsp;&nbsp;8210142 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares or<br> Principal<br> Amount** | **Value** |
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.6399% (D) | 1303883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1303883 |
| **Total investments (Multifactor Small Cap ETF) (Cost $602,684,365) 101.3%** | **Total investments (Multifactor Small Cap ETF) (Cost $602,684,365) 101.3%** | **$682633148** |
| **Other assets and liabilities, net (1.3%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(8585663)** |
| **Total net assets 100.0%** |  | **$674047485** |

---

---

| | |
|:---|:---|
| 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 1-31-26. The value of securities on loan amounted to $26,199,012. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $18,687,147 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 1-31-26. |
| (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 43

------

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 January 31, 2026, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-26** | **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 | **$73792663** | &nbsp;&nbsp;&nbsp;&nbsp;$73792663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Austria | **3592447** | &nbsp;&nbsp;&nbsp;&nbsp;3592447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belgium | **13217135** | &nbsp;&nbsp;&nbsp;&nbsp;13217135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | **1235323** | &nbsp;&nbsp;&nbsp;&nbsp;1235323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | **21999352** | &nbsp;&nbsp;&nbsp;&nbsp;21999352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finland | **14039310** | &nbsp;&nbsp;&nbsp;&nbsp;14039310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | **119752209** | &nbsp;&nbsp;&nbsp;&nbsp;119752209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | **111713174** | &nbsp;&nbsp;&nbsp;&nbsp;111713174 | &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 | **23161943** | &nbsp;&nbsp;&nbsp;&nbsp;23161943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | **6664131** | &nbsp;&nbsp;&nbsp;&nbsp;6664131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel | **8802088** | &nbsp;&nbsp;&nbsp;&nbsp;8802088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Italy | **37439769** | &nbsp;&nbsp;&nbsp;&nbsp;37439769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan | **263525594** | &nbsp;&nbsp;&nbsp;&nbsp;263525594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | **5041815** | &nbsp;&nbsp;&nbsp;&nbsp;5041815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macau | **129093** | &nbsp;&nbsp;&nbsp;&nbsp;129093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | **530156** | &nbsp;&nbsp;&nbsp;&nbsp;530156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | **53002683** | &nbsp;&nbsp;&nbsp;&nbsp;53002683 | &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 | **2263512** | &nbsp;&nbsp;&nbsp;&nbsp;2263512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Norway | **5437527** | &nbsp;&nbsp;&nbsp;&nbsp;5437527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

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

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-26** | **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;Portugal | **$1928491** | &nbsp;&nbsp;&nbsp;&nbsp;$1928491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Singapore | **22068881** | &nbsp;&nbsp;&nbsp;&nbsp;22068881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spain | **39008168** | &nbsp;&nbsp;&nbsp;&nbsp;38971560 | &nbsp;&nbsp;&nbsp;&nbsp;$36608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sweden | **34966582** | &nbsp;&nbsp;&nbsp;&nbsp;34966582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Switzerland | **97268517** | &nbsp;&nbsp;&nbsp;&nbsp;97268517 | &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 | **160073331** | &nbsp;&nbsp;&nbsp;&nbsp;160073331 | &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 | **338360** | &nbsp;&nbsp;&nbsp;&nbsp;338360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** | **4046056** | &nbsp;&nbsp;&nbsp;&nbsp;4046056 |  |  |
| **Short-term investments** | **13055342** | &nbsp;&nbsp;&nbsp;&nbsp;13055342 |  |  |
| **Total investments in securities** | **$1138093652** | **$1138057044** | **$36608** | **—** |
| *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;Australia | **$231896** | &nbsp;&nbsp;&nbsp;&nbsp;$231896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | **22750162** | &nbsp;&nbsp;&nbsp;&nbsp;22750162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | **3067022** | &nbsp;&nbsp;&nbsp;&nbsp;3067022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;China | **157129540** | &nbsp;&nbsp;&nbsp;&nbsp;157129540 | &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 | **5186380** | &nbsp;&nbsp;&nbsp;&nbsp;5186380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;India | **123863434** | &nbsp;&nbsp;&nbsp;&nbsp;123819417 | &nbsp;&nbsp;&nbsp;&nbsp;$14951 | &nbsp;&nbsp;&nbsp;&nbsp;$29066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indonesia | **8712710** | &nbsp;&nbsp;&nbsp;&nbsp;8712710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | **7076026** | &nbsp;&nbsp;&nbsp;&nbsp;7076026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | **145822** | &nbsp;&nbsp;&nbsp;&nbsp;145822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Malaysia | **12798203** | &nbsp;&nbsp;&nbsp;&nbsp;12798203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | **16698963** | &nbsp;&nbsp;&nbsp;&nbsp;16698963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | **485795** | &nbsp;&nbsp;&nbsp;&nbsp;485795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Philippines | **4094145** | &nbsp;&nbsp;&nbsp;&nbsp;4094145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Poland | **10068190** | &nbsp;&nbsp;&nbsp;&nbsp;10068190 | &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 | **20654686** | &nbsp;&nbsp;&nbsp;&nbsp;20654686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Singapore | **3081541** | &nbsp;&nbsp;&nbsp;&nbsp;3081541 | &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 | **27588991** | &nbsp;&nbsp;&nbsp;&nbsp;27588991 | &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 | **124382264** | &nbsp;&nbsp;&nbsp;&nbsp;124382264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taiwan | **124833400** | &nbsp;&nbsp;&nbsp;&nbsp;124833400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thailand | **10080360** | &nbsp;&nbsp;&nbsp;&nbsp;10080360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkey | **4106364** | &nbsp;&nbsp;&nbsp;&nbsp;4106364 | &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 | **1514847** | &nbsp;&nbsp;&nbsp;&nbsp;1514847 | &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 | **1195734** | &nbsp;&nbsp;&nbsp;&nbsp;1195734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | **9475401** | &nbsp;&nbsp;&nbsp;&nbsp;9475401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | **798846** | &nbsp;&nbsp;&nbsp;&nbsp;798846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;India | **8218** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;8218 |
| **Short-term investments** | **6283617** | &nbsp;&nbsp;&nbsp;&nbsp;6283617 |  |  |
| **Total investments in securities** | **$706312557** | **$706260322** | **$14951** | **$37284** |
| *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 | **$91860332** | &nbsp;&nbsp;&nbsp;&nbsp;$91860332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

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

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-26** | **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;Consumer discretionary | **$108658412** | &nbsp;&nbsp;&nbsp;&nbsp;$108658412 | &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 | **55341237** | &nbsp;&nbsp;&nbsp;&nbsp;55341237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | **39545291** | &nbsp;&nbsp;&nbsp;&nbsp;39545291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | **159648053** | &nbsp;&nbsp;&nbsp;&nbsp;159648053 | &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 | **105382757** | &nbsp;&nbsp;&nbsp;&nbsp;105354092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$28665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | **132372004** | &nbsp;&nbsp;&nbsp;&nbsp;132372004 | &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 | **271529665** | &nbsp;&nbsp;&nbsp;&nbsp;271529665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | **34056333** | &nbsp;&nbsp;&nbsp;&nbsp;34056333 | &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 | **26115250** | &nbsp;&nbsp;&nbsp;&nbsp;26115250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | **39938820** | &nbsp;&nbsp;&nbsp;&nbsp;39938820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Short-term investments** | **1799837** | &nbsp;&nbsp;&nbsp;&nbsp;1799837 |  |  |
| **Total investments in securities** | **$1066247991** | **$1066219326** | **—** | **$28665** |
| *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 | **$153421108** | &nbsp;&nbsp;&nbsp;&nbsp;$153421108 | &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 | **504054146** | &nbsp;&nbsp;&nbsp;&nbsp;504054146 | &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 | **206250376** | &nbsp;&nbsp;&nbsp;&nbsp;206250376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | **207532904** | &nbsp;&nbsp;&nbsp;&nbsp;207532904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | **780921178** | &nbsp;&nbsp;&nbsp;&nbsp;780921178 | &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 | **492836170** | &nbsp;&nbsp;&nbsp;&nbsp;492543577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$292593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | **1016650867** | &nbsp;&nbsp;&nbsp;&nbsp;1016650867 | &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 | **733980212** | &nbsp;&nbsp;&nbsp;&nbsp;733980212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | **247419987** | &nbsp;&nbsp;&nbsp;&nbsp;247419987 | &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 | **254177765** | &nbsp;&nbsp;&nbsp;&nbsp;254177765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | **250777709** | &nbsp;&nbsp;&nbsp;&nbsp;250777709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Short-term investments** | **21096445** | &nbsp;&nbsp;&nbsp;&nbsp;21096445 |  |  |
| **Total investments in securities** | **$4869118867** | **$4868826274** | **—** | **$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 | **$673119123** | &nbsp;&nbsp;&nbsp;&nbsp;$673105789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$13334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | **9514025** | &nbsp;&nbsp;&nbsp;&nbsp;9514025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$682633148** | **$682619814** | **—** | **$13334** |
| *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 | 1136652 | &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;&nbsp;&nbsp; $121366977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(126559158) | &nbsp;&nbsp;&nbsp;&nbsp;$62 | &nbsp;&nbsp;&nbsp;&nbsp;$(953) | &nbsp;&nbsp;&nbsp;&nbsp;$68048 |  | &nbsp;&nbsp;&nbsp;&nbsp;$11370842 |

---

---

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

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **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 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;&nbsp;487095 | &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;&nbsp;&nbsp; $16534236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(13352164) | &nbsp;&nbsp;&nbsp;&nbsp;$(171) | &nbsp;&nbsp;&nbsp;&nbsp;$148 | &nbsp;&nbsp;&nbsp;&nbsp;$55477 |  | &nbsp;&nbsp;&nbsp;&nbsp;$4872805 |
| **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;26228 | &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;&nbsp;&nbsp; $12852953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(12626602) | &nbsp;&nbsp;&nbsp;&nbsp;$(236) | &nbsp;&nbsp;&nbsp;&nbsp;$7 | &nbsp;&nbsp;&nbsp;&nbsp;$6907 |  | &nbsp;&nbsp;&nbsp;&nbsp;$262378 |
| **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 | 1400899 | &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;&nbsp;&nbsp; $212054480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(201851853) | &nbsp;&nbsp;&nbsp;&nbsp;$(2543) | &nbsp;&nbsp;&nbsp;&nbsp;$331 | &nbsp;&nbsp;&nbsp;&nbsp;$134179 |  | &nbsp;&nbsp;&nbsp;&nbsp;$14014312 |
| **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 | &nbsp;&nbsp;&nbsp;820702 | &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;&nbsp;&nbsp; $103156277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(96157989) | &nbsp;&nbsp;&nbsp;&nbsp;$(532) | &nbsp;&nbsp;&nbsp;&nbsp;$(52) | &nbsp;&nbsp;&nbsp;&nbsp;$53880 |  | &nbsp;&nbsp;&nbsp;&nbsp;$8210142 |

---

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.

---

| | |
|:---|:---|
| \| | 47 |

---

## 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 Mid Cap ETF

- **b. EDGAR series identifier (if any):** S000050079

- **c. LEI of Series:** 5493006GY150MRQFUH42

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

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

- **b. Date as of which information is reported:** 2026-01-31

**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:** $4857108077.20

**Total Liabilities:** $3994192.62

**Net Assets:** $4853113884.58

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158045 | 1.93%                | 0.31%                | 4.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10133385.70             | $71594710.80                               |
| Month 2  | $1791751.10              | $5837493.60                                |
| Month 3  | $11968454.90             | $186464185.26                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Equity LifeStyle Properties Inc.                   | EQUITY LIFESTYLE PROPERTIES IN REIT USD.01            | CUSIP: 29472R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80148 | NS      | $5062949.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                 | EQUITY RESIDENTIAL REIT USD.01                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |    100885 | NS      | $6287153.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Company                             | ERIE INDEMNITY CO COMMON STOCK                        | CUSIP: 29530P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12564 | NS      | $3555737.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                   | ESAB CORP COMMON STOCK USD.001                        | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37377 | NS      | $4526354.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation               | FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001  | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     81862 | NS      | $5172041.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc.                     | FIRST CITIZENS BANCSHARES INC/ COMMON STOCK USD1.0    | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      6110 | NS      | $12645072.70  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                          | FIRST HORIZON CORP COMMON STOCK USD.625               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    320699 | NS      | $7853918.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc.                 | FIRST INDUSTRIAL REALTY TRUST REIT USD.01             | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60814 | NS      | $3529036.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc.                                | PPG INDUSTRIES INC COMMON STOCK USD1.66666            | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     87255 | NS      | $10089295.65  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                                | PARSONS CORP COMMON STOCK USD1.0                      | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20466 | NS      | $1433847.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc.                               | PAYCOM SOFTWARE INC COMMON STOCK USD.01               | CUSIP: 70432V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41577 | NS      | $5602500.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                      | PAYLOCITY HOLDING CORP COMMON STOCK USD.001           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     31699 | NS      | $4278731.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc.                                   | PEGASYSTEMS INC COMMON STOCK USD.01                   | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     64925 | NS      | $2836573.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc.                       | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     18239 | NS      | $2859692.81   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc.                                      | PENUMBRA INC COMMON STOCK USD.001                     | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     17976 | NS      | $6438463.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                     | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01         | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     83428 | NS      | $7963202.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc.                                       | REVVITY INC COMMON STOCK USD1.0                       | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     80030 | NS      | $8707264.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Permian Resources Corporation                      | PERMIAN RESOURCES CORP COMMON STOCK USD.0001          | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    596722 | NS      | $9625125.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc.                               | SHIFT4 PAYMENTS INC COMMON STOCK                      | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39533 | NS      | $2334028.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Simpson Manufacturing Co. Inc.                     | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01      | CUSIP: 829073105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30974 | NS      | $5475583.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc.                      | SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01      | CUSIP: 82982L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27004 | NS      | $3876154.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc.                            | SIRIUS XM HOLDINGS INC COMMON STOCK USD.001           | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145389 | NS      | $2958666.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Skyworks Solutions Inc.                            | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25            | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     94550 | NS      | $5272108.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                            | A O SMITH CORP COMMON STOCK USD1.0                    | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     87976 | NS      | $6465356.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                          | J M SMUCKER CO/THE COMMON STOCK                       | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     75352 | NS      | $7901410.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Incorporated                               | SNAP-ON INC COMMON STOCK USD1.0                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     30787 | NS      | $11271428.57  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc.                                          | SNAP INC COMMON STOCK USD.00001                       | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |    215379 | NS      | $1492576.47   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc.                             | SOFI TECHNOLOGIES INC COMMON STOCK USD.0001           | CUSIP: 83406F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    364577 | NS      | $8316001.37   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| STAG Industrial Inc.                               | STAG INDUSTRIAL INC REIT USD.01                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     85153 | NS      | $3194089.03   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Inc.                                  | STANDARDAERO INC COMMON STOCK USD.01                  | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59939 | NS      | $1851515.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black and Decker Inc.                      | STANLEY BLACK and DECKER INC COMMON STOCK USD2.5      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     89124 | NS      | $7010493.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                       | GAP INC/THE COMMON STOCK USD.05                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    208218 | NS      | $5825939.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                       | GARTNER INC COMMON STOCK USD.0005                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |     33194 | NS      | $6957794.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                           | STATE STREET CORP COMMON STOCK USD1.0                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    135392 | NS      | $17717397.12  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc.                                | STEEL DYNAMICS INC COMMON STOCK USD.005               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     84778 | NS      | $15223585.46  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                              | GENERAC HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 368736104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43105 | NS      | $7243364.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc.                                 | GENERAL MILLS INC COMMON STOCK USD.1                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     86032 | NS      | $3979840.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc.                               | STEPSTONE GROUP INC COMMON STOCK USD.001              | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21658 | NS      | $1531004.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                         | STERIS PLC COMMON STOCK USD75.0                       | CUSIP: 859152100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47097 | NS      | $12367672.20  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc.                       | STERLING INFRASTRUCTURE INC COMMON STOCK USD.01       | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     12170 | NS      | $4355764.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                             | STIFEL FINANCIAL CORP COMMON STOCK USD.15             | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     79866 | NS      | $9847477.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc.                                        | STRIDE INC COMMON STOCK USD.0001                      | CUSIP: 86333M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25140 | NS      | $2126844.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics Inc.                           | SUMMIT THERAPEUTICS INC COMMON STOCK USD.01           | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22767 | NS      | $329666.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Communities Inc.                               | SUN COMMUNITIES INC REIT USD.01                       | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     51586 | NS      | $6573603.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                          | SUPER MICRO COMPUTER INC COMMON STOCK USD.001         | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |    231693 | NS      | $6744583.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Symbotic Inc                                       | SYMBOTIC INC COMMON STOCK USD.0001                    | CUSIP: 87151X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9258 | NS      | $503357.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                              | TD SYNNEX CORP COMMON STOCK USD.001                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     44047 | NS      | $6988937.49   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                | SYNCHRONY FINANCIAL COMMON STOCK USD.001              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    232906 | NS      | $16915962.78  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc.                            | TKO GROUP HOLDINGS INC COMMON STOCK USD.00001         | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24038 | NS      | $4869618.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc.                                           | TPG INC COMMON STOCK                                  | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12251 | NS      | $721706.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.                 | TAKE-TWO INTERACTIVE SOFTWARE COMMON STOCK USD.01     | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     71344 | NS      | $15717083.20  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                     | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04      | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |    118095 | NS      | $5786655.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                          | FLEX LTD COMMON STOCK                                 | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |    283509 | NS      | $17872407.36  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc.                              | UPSTART HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 91680M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25516 | NS      | $1001503.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| V.F. Corporation                                   | VF CORP COMMON STOCK                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    152726 | NS      | $2991902.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corporation                           | UWM HOLDINGS CORP COMMON STOCK USD.0001               | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53664 | NS      | $263490.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc.                                  | VAIL RESORTS INC COMMON STOCK USD.01                  | CUSIP: 91879Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26954 | NS      | $3586768.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimco Realty Corporation                           | KIMCO REALTY CORP REIT USD.01                         | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    301464 | NS      | $6354861.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc.                         | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01         | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13738 | NS      | $5438599.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Klaviyo Inc.                                       | KLAVIYO INC COMMON STOCK USD.001                      | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42426 | NS      | $942281.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.          | SWIFT TRANSPORTATION CO COMMON STOCK USD.01           | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123877 | NS      | $6825622.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense and Security Solutions Inc.         | KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001 | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     59717 | NS      | $6151448.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                     | KROGER CO/THE COMMON STOCK USD1.0                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    198998 | NS      | $12507024.30  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc.                                      | UBIQUITI INC COMMON STOCK USD.001                     | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2170 | NS      | $1196581.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc.                                        | UIPATH INC COMMON STOCK USD.00001                     | CUSIP: 90364P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152802 | NS      | $1923777.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| UL Solutions Inc.                                  | UL SOLUTIONS INC COMMON STOCK USD.001                 | CUSIP: 903731107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35565 | NS      | $2497729.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc.                                   | ULTA BEAUTY INC COMMON STOCK                          | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24704 | NS      | $15992381.44  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc.                      | UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 910047109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71641 | NS      | $7330307.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                             | US FOODS HOLDING CORP COMMON STOCK USD.01             | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    134614 | NS      | $11256422.68  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                    | UNITED THERAPEUTICS CORP COMMON STOCK USD.01          | CUSIP: 91307C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31354 | NS      | $14720389.46  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc.                                | UNITY SOFTWARE INC COMMON STOCK USD.000005            | CUSIP: 91332U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115573 | NS      | $3363174.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                      | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01            | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33881 | NS      | $3890216.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc.                     | UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD.01     | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     56289 | NS      | $11328724.14  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                         | UNUM GROUP COMMON STOCK USD.1                         | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    138102 | NS      | $10491608.94  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc.                            | VALMONT INDUSTRIES INC COMMON STOCK USD1.0            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      9572 | NS      | $4264900.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc.                               | VARONIS SYSTEMS INC COMMON STOCK USD.001              | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     27404 | NS      | $817735.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.                                 | VEEVA SYSTEMS INC COMMON STOCK USD.00001              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     18115 | NS      | $3694010.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                        | VENTAS INC REIT USD.25                                | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    121912 | NS      | $9468905.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                       | VERALTO CORP COMMON STOCK USD.01                      | CUSIP: 92338C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78745 | NS      | $7794180.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc.                                      | VERISIGN INC COMMON STOCK USD.001                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     34766 | NS      | $8490900.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc.                              | VERISK ANALYTICS INC COMMON STOCK USD.001             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     55183 | NS      | $12000095.18  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                 | VERTIV HOLDINGS CO COMMON STOCK USD.0001              | CUSIP: 92537N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117726 | NS      | $21918226.68  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                       | VIATRIS INC COMMON STOCK                              | CUSIP: 92556V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1108226 | NS      | $14506678.34  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                               | VICI PROPERTIES INC REIT USD.01                       | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    245279 | NS      | $6887434.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                      | JH COLLATERAL                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1137270 | NS      | $11377025.68  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc.                               | VIRTU FINANCIAL INC COMMON STOCK USD.00001            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     44355 | NS      | $1841176.05   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                                | VONTIER CORP COMMON STOCK USD.0001                    | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84816 | NS      | $3180600.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co. Inc.                                  | BEST BUY CO INC COMMON STOCK USD.1                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |    160933 | NS      | $10476738.30  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc.                          | BIO-RAD LABORATORIES INC COMMON STOCK USD.0001        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |     14044 | NS      | $4124722.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                       | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    115173 | NS      | $6511881.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                             | BIO-TECHNE CORP COMMON STOCK USD.01                   | CUSIP: 09073M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92998 | NS      | $5960241.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.             | ESSENTIAL PROPERTIES REALTY TR REIT USD.01            | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47872 | NS      | $1453393.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                           | ESSENTIAL UTILITIES INC COMMON STOCK USD.5            | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166951 | NS      | $6476029.29   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc.                          | ESSEX PROPERTY TRUST INC REIT USD.0001                | CUSIP: 297178105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17671 | NS      | $4450794.77   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                      | EVERCORE INC COMMON STOCK USD.01                      | CUSIP: 29977A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22045 | NS      | $7787837.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc.                                        | EVERGY INC COMMON STOCK                               | CUSIP: 30034W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166695 | NS      | $12790507.35  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                  | EVERSOURCE ENERGY COMMON STOCK USD5.0                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |    204249 | NS      | $14119733.37  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                         | EXACT SCIENCES CORP COMMON STOCK USD.01               | CUSIP: 30063P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81526 | NS      | $8343370.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc.                                      | EXELIXIS INC COMMON STOCK USD.001                     | CUSIP: 30161Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    244950 | NS      | $10131132.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                           | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     85252 | NS      | $3337615.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc.                                 | EXPEDIA GROUP INC COMMON STOCK USD.001                | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     49669 | NS      | $13154337.96  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc.        | EXPEDITORS INTERNATIONAL OF WA COMMON STOCK USD.01    | CUSIP: 302130109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80949 | NS      | $12995552.46  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                           | EXTRA SPACE STORAGE INC REIT USD.01                   | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77038 | NS      | $10628932.86  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                      | FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01      | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     22678 | NS      | $5768376.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                             | FAIR ISAAC CORP COMMON STOCK USD.01                   | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      9103 | NS      | $13319236.51  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                    | FEDERAL REALTY INVESTMENT TRUS REIT USD.01            | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39179 | NS      | $3963347.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                         | FEDERAL SIGNAL CORP COMMON STOCK USD1.0               | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     30033 | NS      | $3246266.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc.                                            | F5 INC COMMON STOCK                                   | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39427 | NS      | $10866475.47  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc.                   | FIDELITY NATIONAL FINANCIAL IN COMMON STOCK USD.0001  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    136139 | NS      | $7404600.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                | FIFTH THIRD BANCORP COMMON STOCK                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    340742 | NS      | $17112063.24  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc.                                   | FIRST SOLAR INC COMMON STOCK USD.001                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     60836 | NS      | $13719734.72  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc.                            | FIRSTCASH HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21443 | NS      | $3656031.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                  | FIRSTENERGY CORP COMMON STOCK USD.1                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    281985 | NS      | $13349169.90  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc.                                    | FIVE BELOW INC COMMON STOCK USD.01                    | CUSIP: 33829M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26674 | NS      | $5111805.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor and Decor Holdings Inc.                      | FLOOR and DECOR HOLDINGS INC COMMON STOCK USD.001     | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65427 | NS      | $4315564.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                  | FLUOR CORP COMMON STOCK USD.01                        | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     98349 | NS      | $4542740.31   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                              | FLOWSERVE CORP COMMON STOCK USD1.25                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     84286 | NS      | $6586950.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                | FORTIVE CORP W/I COMMON STOCK USD.01                  | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    124457 | NS      | $6572574.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd.                                 | FTAI AVIATION LTD COMMON STOCK USD1.0                 | CUSIP: 34960P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59235 | NS      | $16130875.20  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc.                    | FORTUNE BRANDS INNOVATIONS INC COMMON STOCK USD.01    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    109803 | NS      | $5940342.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                    | FOX CORP COMMON STOCK USD.01                          | CUSIP: 35137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137973 | NS      | $10041674.94  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                    | FOX CORP COMMON STOCK USD.01                          | CUSIP: 35137L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92771 | NS      | $6082994.47   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                            | FRANKLIN RESOURCES INC COMMON STOCK USD.1             | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |    191481 | NS      | $5097224.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                   | GATX CORP COMMON STOCK USD.625                        | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     17333 | NS      | $3153046.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC GCI LIBERTY INC SR COMMON STOCK                | ESC GCI LIBERTY INC SR COMMON STOCK                   | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32082 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GE HealthCare Technologies Inc.                    | GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK USD.01    | CUSIP: 36266G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153761 | NS      | $12142506.17  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Digital Inc.                                | GALAXY DIGITAL INC COMMON STOCK                       | CUSIP: 36317J209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53524 | NS      | $1512588.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Gaming and Leisure Properties Inc.                 | GAMING AND LEISURE PROPERTIES REIT                    | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    123461 | NS      | $5524879.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                     | GAMESTOP CORP-CLASS A COMMON STOCK USD.001            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    237467 | NS      | $5670711.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                  | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01      | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    243790 | NS      | $3571523.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc.                      | AMERICAN HEALTHCARE REIT INC REIT USD.01              | CUSIP: 398182303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57127 | NS      | $2679827.57   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc.                            | GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01            | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      5431 | NS      | $1923986.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc.                               | GUARDANT HEALTH INC COMMON STOCK USD.00001            | CUSIP: 40131M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30982 | NS      | $3533187.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels and Resorts Inc.                       | HOST HOTELS and RESORTS INC REIT USD.01               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    313820 | NS      | $5815084.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                                | HOULIHAN LOKEY INC COMMON STOCK USD.001               | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     33093 | NS      | $5570213.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                               | HUBBELL INC COMMON STOCK USD.01                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     30690 | NS      | $14974878.60  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc.                                       | HUBSPOT INC COMMON STOCK USD.001                      | CUSIP: 443573100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14311 | NS      | $4007080.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                                 | MP MATERIALS CORP COMMON STOCK USD.0001               | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37521 | NS      | $2205109.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MSA Safety Incorporated                            | MSA SAFETY INC COMMON STOCK                           | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24514 | NS      | $4342655.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.           | MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001   | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36453 | NS      | $7985394.18   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc.                      | MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001    | CUSIP: 558868105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5715 | NS      | $2796406.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc.                             | MOLINA HEALTHCARE INC COMMON STOCK USD.001            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     32647 | NS      | $5863074.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                      | MOLSON COORS BEVERAGE CO COMMON STOCK USD.01          | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    122817 | NS      | $5900128.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc.                                       | MONGODB INC COMMON STOCK USD.001                      | CUSIP: 60937P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18080 | NS      | $6713646.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                      | MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001     | CUSIP: 609839105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20044 | NS      | $22532462.60  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                      | NISOURCE INC COMMON STOCK USD.01                      | CUSIP: 65473P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    242258 | NS      | $10729606.82  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                                | NORDSON CORP COMMON STOCK                             | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     32702 | NS      | $8977680.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                         | NORTHERN TRUST CORP COMMON STOCK USD1.666666          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     86415 | NS      | $12912993.45  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                   | GEN DIGITAL INC COMMON STOCK USD.01                   | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    357137 | NS      | $8567716.63   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                        | PILGRIM'S PRIDE CORP COMMON STOCK USD.01              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     40038 | NS      | $1736448.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                  | PINNACLE WEST CAPITAL CORP COMMON STOCK               | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |    108398 | NS      | $10141716.88  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.                   | PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0    | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94298 | NS      | $8966796.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                             | RPM INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     69105 | NS      | $7391470.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                        | RAMBUS INC COMMON STOCK USD.001                       | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71988 | NS      | $8194394.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                           | RALPH LAUREN CORP COMMON STOCK USD.01                 | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     23069 | NS      | $8152815.29   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                        | RANGE RESOURCES CORP COMMON STOCK USD.01              | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    159375 | NS      | $6032343.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc.                                       | ROLLINS INC COMMON STOCK USD1.0                       | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |    100427 | NS      | $6361046.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc.                                    | ROYAL GOLD INC COMMON STOCK USD.01                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     38163 | NS      | $10048699.53  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc.                                        | RUBRIK INC COMMON STOCK USD.000025                    | CUSIP: 781154109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23714 | NS      | $1326798.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                  | RYDER SYSTEM INC COMMON STOCK USD.5                   | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     40029 | NS      | $7656747.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                    | WP CAREY INC REIT USD.001                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     96959 | NS      | $6762890.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                              | WEC ENERGY GROUP INC COMMON STOCK USD.01              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    106591 | NS      | $11796425.97  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation    | WESTINGHOUSE AIR BRAKE TECHNOL COMMON STOCK USD.01    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     82291 | NS      | $18938450.74  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                        | WARNER BROS DISCOVERY INC COMMON STOCK                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |   1108536 | NS      | $30529081.44  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                           | WARNER MUSIC GROUP CORP COMMON STOCK                  | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51416 | NS      | $1541451.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                 | WATERS CORP COMMON STOCK USD.01                       | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     26464 | NS      | $9810734.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc.                                        | WATSCO INC COMMON STOCK USD.5                         | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     14159 | NS      | $5471745.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Watts Water Technologies Inc.                      | WATTS WATER TECHNOLOGIES INC COMMON STOCK USD.1       | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     15855 | NS      | $4745560.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc.                                       | WAYFAIR INC COMMON STOCK USD.001                      | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     25787 | NS      | $2668696.63   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp.                              | WAYSTAR HOLDING CORP COMMON STOCK USD.01              | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54156 | NS      | $1438383.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                      | WEBSTER FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    123069 | NS      | $8094248.13   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc.                           | WESCO INTERNATIONAL INC COMMON STOCK USD.01           | CUSIP: 95082P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45893 | NS      | $13282810.99  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc.                  | WEST PHARMACEUTICAL SERVICES I COMMON STOCK USD.25    | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     32459 | NS      | $7501924.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                    | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     86409 | NS      | $7703362.35   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                        | WESTERN DIGITAL CORP COMMON STOCK USD.01              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    194188 | NS      | $48591663.24  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                               | WESTLAKE CORP COMMON STOCK USD.01                     | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     19834 | NS      | $1573232.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| WEX Inc.                                           | WEX INC COMMON STOCK USD.01                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     28803 | NS      | $4432781.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                               | WEYERHAEUSER CO REIT USD1.25                          | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    227698 | NS      | $5870054.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                               | WILLIAMS-SONOMA INC COMMON STOCK USD.01               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     72024 | NS      | $14739711.60  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                      | WINGSTOP INC COMMON STOCK USD.01                      | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     12797 | NS      | $3396707.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                       | AVANTOR INC COMMON STOCK USD.01                       | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    328956 | NS      | $3592199.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                         | AVERY DENNISON CORP COMMON STOCK USD1.0               | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     45932 | NS      | $8520845.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc.                           | AXSOME THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |     12488 | NS      | $2300914.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                  | CIENA CORP COMMON STOCK USD.01                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |    135822 | NS      | $34201337.82  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                   | CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0         | CUSIP: 172062101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63207 | NS      | $10169374.23  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                                  | CIRRUS LOGIC INC COMMON STOCK USD.001                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     22627 | NS      | $2949203.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc.                      | CITIZENS FINANCIAL GROUP INC COMMON STOCK USD.01      | CUSIP: 174610105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    222948 | NS      | $14041265.04  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc.                                 | CLEAN HARBORS INC COMMON STOCK USD.01                 | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37213 | NS      | $9672030.83   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc.                 | CLEARWATER ANALYTICS HOLDINGS COMMON STOCK USD.001    | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51639 | NS      | $1243983.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                 | CLOROX CO/THE COMMON STOCK USD1.0                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     48119 | NS      | $5427342.01   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc.                        | COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0        | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     32191 | NS      | $4894963.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc.                                  | COEUR MINING INC COMMON STOCK USD.01                  | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    258504 | NS      | $5283821.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                                 | COGNEX CORP COMMON STOCK USD.002                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |    111963 | NS      | $4337446.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                     | COHERENT CORP COMMON STOCK                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    114535 | NS      | $24302036.30  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc.                  | BJ'S WHOLESALE CLUB HOLDINGS I COMMON STOCK USD.01    | CUSIP: 05550J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95788 | NS      | $8854642.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corporation                          | BOK FINANCIAL CORP COMMON STOCK USD.00006             | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     17835 | NS      | $2317479.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                           | COMFORT SYSTEMS USA INC COMMON STOCK USD.01           | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18585 | NS      | $21225928.50  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                              | COMERICA INC COMMON STOCK USD5.0                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    109873 | NS      | $9742438.91   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc.                           | COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0        | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94560 | NS      | $4977638.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                          | COMMERCIAL METALS CO COMMON STOCK USD.01              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     89811 | NS      | $6903771.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                             | COMMVAULT SYSTEMS INC COMMON STOCK USD.01             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     22937 | NS      | $1965700.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Incorporated                  | CORCEPT THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 218352102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35989 | NS      | $1434881.43   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc.                          | COREBRIDGE FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 21871X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142148 | NS      | $4382422.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Core and Main Inc.                                 | CORE and MAIN INC COMMON STOCK USD.01                 | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125080 | NS      | $6674268.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc.                                        | CORPAY INC COMMON STOCK USD.001                       | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     31742 | NS      | $9986985.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc.                                  | COSTAR GROUP INC COMMON STOCK USD.01                  | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74582 | NS      | $4586793.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Company                                      | CRANE CO COMMON STOCK USD1.0                          | CUSIP: 224408104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28342 | NS      | $5176382.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation                      | CREDIT ACCEPTANCE CORP COMMON STOCK USD.01            | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4213 | NS      | $2099085.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BWX Technologies Inc.                              | BWX TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     50486 | NS      | $10371338.98  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                               | BAKER HUGHES CO COMMON STOCK USD.0001                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    307383 | NS      | $17225743.32  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                                | CROWN HOLDINGS INC COMMON STOCK USD5.0                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     86209 | NS      | $9024358.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                          | CUBESMART REIT USD.01                                 | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103992 | NS      | $3902819.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc.                          | CULLEN/FROST BANKERS INC COMMON STOCK USD.01          | CUSIP: 229899109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40440 | NS      | $5573440.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                       | CUMMINS INC COMMON STOCK USD2.5                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     22499 | NS      | $13022871.18  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                         | CURTISS-WRIGHT CORP COMMON STOCK USD1.0               | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     16931 | NS      | $11118418.39  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                          | CYTOKINETICS INC COMMON STOCK USD.001                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     31011 | NS      | $1959585.09   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                 | DTE ENERGY CO COMMON STOCK                            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     81690 | NS      | $10977502.20  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                                  | DT MIDSTREAM INC COMMON STOCK USD.01                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46080 | NS      | $5807001.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc.                            | DARDEN RESTAURANTS INC COMMON STOCK                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     60258 | NS      | $12012432.30  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                        | DAVITA INC COMMON STOCK USD.001                       | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     26225 | NS      | $2867441.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                   | BALL CORP COMMON STOCK                                | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    162402 | NS      | $9235801.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                          | W R BERKLEY CORP COMMON STOCK USD.2                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |    147101 | NS      | $10088186.58  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                        | DECKERS OUTDOOR CORP COMMON STOCK USD.01              | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     78364 | NS      | $9351959.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                               | DELTA AIR LINES INC COMMON STOCK USD.0001             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     94733 | NS      | $6241957.37   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc.                                     | DILLARD'S INC COMMON STOCK                            | CUSIP: 254067101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2804 | NS      | $1703598.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| DocuSign Inc.                                      | DOCUSIGN INC COMMON STOCK USD.0001                    | CUSIP: 256163106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124320 | NS      | $6531772.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                            | DOLBY LABORATORIES INC COMMON STOCK USD.001           | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     52464 | NS      | $3367664.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                         | DOLLAR GENERAL CORP COMMON STOCK USD.875              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     73406 | NS      | $10528622.58  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                                   | HandR BLOCK INC COMMON STOCK                          | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82728 | NS      | $3263619.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                           | BLOOM ENERGY CORP COMMON STOCK USD.0001               | CUSIP: 093712107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54717 | NS      | $8282512.29   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc.                                   | DOLLAR TREE INC COMMON STOCK USD.01                   | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |    108092 | NS      | $12710538.28  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc.                                | DOMINO'S PIZZA INC COMMON STOCK USD.01                | CUSIP: 25754A201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13722 | NS      | $5630548.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company Inc.                             | DONALDSON CO INC COMMON STOCK USD5.0                  | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     94982 | NS      | $9682465.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                  | DOVER CORP COMMON STOCK USD1.0                        | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     68857 | NS      | $13873996.93  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc.                                    | DRAFTKINGS INC COMMON STOCK USD.0001                  | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101928 | NS      | $2804039.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Dropbox Inc.                                       | DROPBOX INC COMMON STOCK USD.00001                    | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132944 | NS      | $3387413.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc.                                      | DUOLINGO INC COMMON STOCK USD.0001                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15270 | NS      | $2047096.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc.                             | DUPONT DE NEMOURS INC COMMON STOCK USD.01             | CUSIP: 26614N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109525 | NS      | $4810338.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc.                                      | DOXIMITY INC COMMON STOCK USD.001                     | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63076 | NS      | $2363457.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc.                                    | DUTCH BROS INC COMMON STOCK USD.00001                 | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43909 | NS      | $2388210.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                              | DYCOM INDUSTRIES INC COMMON STOCK USD.3333333         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     16121 | NS      | $5874331.19   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc.                                     | DYNATRACE INC COMMON STOCK USD.001                    | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154965 | NS      | $5902616.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty Inc.                                 | ELF BEAUTY INC COMMON STOCK USD.01                    | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     19936 | NS      | $1694360.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                    | EQT CORP COMMON STOCK                                 | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    209837 | NS      | $12113890.01  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                               | EAGLE MATERIALS INC COMMON STOCK USD.01               | CUSIP: 26969P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19533 | NS      | $3981020.73   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                          | LAMAR ADVERTISING CO REIT USD.001                     | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44426 | NS      | $5700300.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc.                          | LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0          | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     97735 | NS      | $4488968.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                              | LAS VEGAS SANDS CORP COMMON STOCK USD.001             | CUSIP: 517834107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16723 | NS      | $881803.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                  | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01        | CUSIP: 518415104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76616 | NS      | $6169120.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                    | ESTEE LAUDER COS INC/THE COMMON STOCK USD.01          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     45186 | NS      | $5209042.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Inc.                                        | LAZARD INC COMMON STOCK USD.01                        | CUSIP: 52110M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51558 | NS      | $2769695.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc.                               | LEIDOS HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     59597 | NS      | $11220923.16  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                 | LENNAR CORP COMMON STOCK USD.1                        | CUSIP: 526057104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27594 | NS      | $3017403.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                          | LENNOX INTERNATIONAL INC COMMON STOCK USD.01          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     17699 | NS      | $8762420.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc.                                  | LEONARDO DRS INC COMMON STOCK USD.01                  | CUSIP: 52661A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35391 | NS      | $1453154.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss and Co.                               | LEVI STRAUSS and CO COMMON STOCK USD.001              | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     64242 | NS      | $1277130.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                      | LIBERTY BROADBAND CORP COMMON STOCK USD.01            | CUSIP: 530307107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10591 | NS      | $508579.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                      | LIBERTY BROADBAND CORP COMMON STOCK USD.01            | CUSIP: 530307305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77497 | NS      | $3728380.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc.                      | LIFE TIME GROUP HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32101 | NS      | $936386.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc.                                       | LIFE360 INC COMMON STOCK USD.001                      | CUSIP: 532206109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19814 | NS      | $1135144.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Lincoln Electric Holdings Inc.                     | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     35504 | NS      | $9420986.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                       | LINCOLN NATIONAL CORP COMMON STOCK                    | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    141293 | NS      | $5879201.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Inc.                                       | LINEAGE INC REIT                                      | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15226 | NS      | $543720.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                                 | LITHIA MOTORS INC COMMON STOCK                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     22758 | NS      | $7360847.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                      | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     46468 | NS      | $3891230.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                             | LUMENTUM HOLDINGS INC COMMON STOCK USD.001            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     25106 | NS      | $9837535.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc.                                          | LYFT INC COMMON STOCK USD.00001                       | CUSIP: 55087P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134371 | NS      | $2266838.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA BLUEPRINT MEDIC COMMON STOCK                | CONTRA BLUEPRINT MEDIC COMMON STOCK                   | CUSIP: 096CVR048<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17937 | NS      | $8251.02      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation            | BOOZ ALLEN HAMILTON HOLDING CO COMMON STOCK USD.01    | CUSIP: 099502106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70698 | NS      | $6251117.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                    | BORGWARNER INC COMMON STOCK USD.01                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    197408 | NS      | $9359113.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc.                                           | BXP INC REIT USD.01                                   | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     70713 | NS      | $4573009.71   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BridgeBio Pharma Inc.                              | BRIDGEBIO PHARMA INC COMMON STOCK                     | CUSIP: 10806X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51453 | NS      | $3975773.31   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc.              | BRIGHT HORIZONS FAMILY SOLUTIO COMMON STOCK USD.001   | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36217 | NS      | $3354780.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc.                         | BRINKER INTERNATIONAL INC COMMON STOCK USD.1          | CUSIP: 109641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27205 | NS      | $4290772.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                        | BRIXMOR PROPERTY GROUP INC REIT USD.01                | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139030 | NS      | $3724613.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.                | BROADRIDGE FINANCIAL SOLUTIONS COMMON STOCK USD.01    | CUSIP: 11133T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58160 | NS      | $11463917.60  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown and Brown Inc.                               | BROWN and BROWN INC COMMON STOCK USD.1                | CUSIP: 115236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96218 | NS      | $6937317.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                           | BROWN-FORMAN CORP COMMON STOCK USD.15                 | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      8514 | NS      | $236944.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                           | BROWN-FORMAN CORP COMMON STOCK USD.15                 | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     54091 | NS      | $1480470.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Builders FirstSource Inc.                          | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     83606 | NS      | $9564526.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                             | BURLINGTON STORES INC COMMON STOCK USD.0001           | CUSIP: 122017106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35032 | NS      | $10364567.52  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                           | EASTMAN CHEMICAL CO COMMON STOCK USD.01               | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     85914 | NS      | $5955558.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                          | EBAY INC COMMON STOCK USD.001                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    222499 | NS      | $20296358.78  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                               | ECHOSTAR CORP COMMON STOCK USD.001                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     68519 | NS      | $7757721.18   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                               | EDISON INTERNATIONAL COMMON STOCK                     | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    228104 | NS      | $14206317.12  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Incorporated                  | ELANCO ANIMAL HEALTH INC COMMON STOCK                 | CUSIP: 28414H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    362012 | NS      | $8717248.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Element Solutions Inc                              | ELEMENT SOLUTIONS INC COMMON STOCK USD.01             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    123229 | NS      | $3585963.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc.                                   | EMCOR GROUP INC COMMON STOCK USD.01                   | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23943 | NS      | $17256438.39  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                       | ENCOMPASS HEALTH CORP COMMON STOCK USD.01             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     90340 | NS      | $8539840.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group Inc.                              | ENSIGN GROUP INC COMMON STOCK USD.001                 | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     40036 | NS      | $6872579.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc.                                      | ENTEGRIS INC COMMON STOCK USD.01                      | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |    106987 | NS      | $12631955.09  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                | ENTERGY CORP COMMON STOCK USD.01                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    208064 | NS      | $19951256.96  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                                  | EPAM SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     44094 | NS      | $9198008.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                       | EQUIFAX INC COMMON STOCK USD1.25                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     47556 | NS      | $9577778.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc.                            | EQUITABLE HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 29452E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169922 | NS      | $7884380.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                    | GLOBE LIFE INC COMMON STOCK USD1.0                    | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71999 | NS      | $10095699.78  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                       | GODADDY INC COMMON STOCK USD.001                      | CUSIP: 380237107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62504 | NS      | $6282902.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                         | GRACO INC COMMON STOCK USD1.0                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    108990 | NS      | $9518096.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc.                            | GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001          | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     25436 | NS      | $3580371.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                            | HF SINCLAIR CORP COMMON STOCK                         | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105782 | NS      | $5499606.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc.                                            | HP INC COMMON STOCK USD.01                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    256486 | NS      | $4986087.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                | HALLIBURTON CO COMMON STOCK USD2.5                    | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    294713 | NS      | $9878779.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc.                         | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001        | CUSIP: 40637H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76087 | NS      | $5456198.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Incorporated                         | HAMILTON LANE INC COMMON STOCK USD.001                | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23582 | NS      | $3330721.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group Inc.                   | HANOVER INSURANCE GROUP INC/TH COMMON STOCK USD.01    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     19515 | NS      | $3398342.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.                  | HARTFORD INSURANCE GROUP INC/T COMMON STOCK USD.01    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    166606 | NS      | $22501806.36  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc.                                        | HASBRO INC COMMON STOCK USD.5                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |    102935 | NS      | $9193124.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                                  | HEALTHEQUITY INC COMMON STOCK USD.0001                | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49090 | NS      | $4205540.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated               | HEALTHCARE REALTY TRUST INC REIT USD.01               | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    164826 | NS      | $2767428.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc.                         | HEALTHPEAK PROPERTIES INC REIT USD1.0                 | CUSIP: 42250P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    306190 | NS      | $5278715.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                  | HEICO CORP COMMON STOCK USD.01                        | CUSIP: 422806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14167 | NS      | $4688001.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                  | HEICO CORP COMMON STOCK USD.01                        | CUSIP: 422806208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22578 | NS      | $5748133.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry and Associates Inc.                     | JACK HENRY and ASSOCIATES INC COMMON STOCK USD.01     | CUSIP: 426281101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45312 | NS      | $8120363.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                 | HEWLETT PACKARD ENTERPRISE CO COMMON STOCK USD.01     | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    675770 | NS      | $14542570.40  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims and Hers Health Inc.                          | HIMS and HERS HEALTH INC COMMON STOCK USD.0001        | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84584 | NS      | $2291380.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Hologic Inc.                                       | HOLOGIC INC COMMON STOCK USD.01                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    166773 | NS      | $12496300.89  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                           | HORMEL FOODS CORP COMMON STOCK USD.01465              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |    171605 | NS      | $4223199.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.B. Hunt Transport Services Inc.                  | JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD.01    | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     61063 | NS      | $12378691.36  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                 | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    671463 | NS      | $11737173.24  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc.                 | HUNTINGTON INGALLS INDUSTRIES COMMON STOCK USD.01     | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     28296 | NS      | $11898750.96  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                           | HYATT HOTELS CORP COMMON STOCK USD.01                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     23238 | NS      | $3633726.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| IES Holdings Inc.                                  | IES HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      4199 | NS      | $1596837.71   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                              | MEDPACE HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     14989 | NS      | $8730792.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                  | METTLER-TOLEDO INTERNATIONAL I COMMON STOCK USD.01    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      8884 | NS      | $12199864.16  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc.             | MID-AMERICA APARTMENT COMMUNIT REIT USD.01            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     32192 | NS      | $4323385.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                           | MIDDLEBY CORP/THE COMMON STOCK USD.01                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     40909 | NS      | $6020577.53   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc.                               | MOBILEYE GLOBAL INC COMMON STOCK USD.01               | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     80696 | NS      | $724650.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc.                                | CONAGRA BRANDS INC COMMON STOCK USD5.0                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    229633 | NS      | $4250506.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc.                                     | CONFLUENT INC COMMON STOCK USD.00001                  | CUSIP: 20717M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112942 | NS      | $3449248.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc.                         | CONSTRUCTION PARTNERS INC COMMON STOCK USD.001        | CUSIP: 21044C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20247 | NS      | $2224740.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                       | MODINE MANUFACTURING CO COMMON STOCK USD.625          | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     22198 | NS      | $4099082.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                             | MOHAWK INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     36129 | NS      | $4276951.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                          | MOOG INC COMMON STOCK USD1.0                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     16155 | NS      | $4932929.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc.                                   | MORNINGSTAR INC COMMON STOCK                          | CUSIP: 617700109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16233 | NS      | $3280526.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies Inc.                          | COOPER COS INC/THE COMMON STOCK USD.1                 | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     97244 | NS      | $7913716.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                           | DEVON ENERGY CORP COMMON STOCK USD.1                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    211000 | NS      | $8484310.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc.                                        | DEXCOM INC COMMON STOCK USD.001                       | CUSIP: 252131107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125148 | NS      | $9140809.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                            | DIAMONDBACK ENERGY INC COMMON STOCK USD.01            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     83248 | NS      | $13648509.60  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc.                         | DICK'S SPORTING GOODS INC COMMON STOCK USD.01         | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38278 | NS      | $7732156.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc.                             | EAST WEST BANCORP INC COMMON STOCK USD.001            | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114814 | NS      | $13139314.16  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties Inc.                          | EASTGROUP PROPERTIES INC REIT                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     23900 | NS      | $4341196.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc.                              | KYNDRYL HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 50155Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172728 | NS      | $3972744.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                    | LKQ CORP COMMON STOCK USD.01                          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    190519 | NS      | $6258549.15   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                        | LPL FINANCIAL HOLDINGS INC COMMON STOCK               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     38867 | NS      | $14167021.50  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                                 | MOSAIC CO/THE COMMON STOCK USD.01                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    224555 | NS      | $6175262.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                            | MUELLER INDUSTRIES INC COMMON STOCK USD.01            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     68546 | NS      | $9331852.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc.                              | LABCORP HOLDINGS INC COMMON STOCK USD.1               | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55531 | NS      | $15077777.12  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                    | LITTELFUSE INC COMMON STOCK USD.01                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     22323 | NS      | $7227294.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc.                     | LIVE NATION ENTERTAINMENT INC COMMON STOCK USD.01     | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     45555 | NS      | $6625974.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc.                                 | LOAR HOLDINGS INC COMMON STOCK NPV                    | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18755 | NS      | $1286217.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                  | LOEWS CORP COMMON STOCK USD.01                        | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     96526 | NS      | $10190249.82  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                     | WINTRUST FINANCIAL CORP COMMON STOCK                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     49713 | NS      | $7332170.37   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                      | WOODWARD INC COMMON STOCK USD.001455                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     38455 | NS      | $12222537.20  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                    | WYNDHAM HOTELS and RESORTS INC COMMON STOCK USD.01    | CUSIP: 98311A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63296 | NS      | $4607315.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc.                                          | AAON INC COMMON STOCK USD.004                         | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34637 | NS      | $3154045.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Murphy USA Inc.                                    | MURPHY USA INC COMMON STOCK USD.01                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     11887 | NS      | $5022376.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc.                                    | NRG ENERGY INC COMMON STOCK USD.01                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |    102869 | NS      | $15700895.47  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                               | WYNN RESORTS LTD COMMON STOCK USD.01                  | CUSIP: 983134107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45746 | NS      | $4915407.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc.                                           | XPO INC COMMON STOCK USD.001                          | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     79845 | NS      | $11825842.95  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                        | ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    103327 | NS      | $8996681.89   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation National Association          | ZIONS BANCORP NA COMMON STOCK USD.001                 | CUSIP: 989701107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129943 | NS      | $7784885.13   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc.                                       | ZSCALER INC COMMON STOCK USD.001                      | CUSIP: 98980G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19190 | NS      | $3838191.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc.                           | ZOOM COMMUNICATIONS INC COMMON STOCK USD.001          | CUSIP: 98980L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99264 | NS      | $9142214.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc.                                           | ADT INC COMMON STOCK USD.01                           | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    545052 | NS      | $4360416.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                   | AGCO CORP COMMON STOCK USD.01                         | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     61984 | NS      | $7029605.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation             | ZURN ELKAY WATER SOLUTIONS COR COMMON STOCK USD.01    | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     85238 | NS      | $3930324.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                       | ALLEGION PLC COMMON STOCK USD.01                      | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     62802 | NS      | $10386822.78  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                          | AMCOR PLC COMMON STOCK USD.01                         | CUSIP: G0250X149<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    273356 | NS      | $12096003.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                     | AMDOCS LTD COMMON STOCK GBP.0001                      | CUSIP: G02602103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112818 | NS      | $9244306.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc.                                   | AMER SPORTS INC COMMON STOCK                          | CUSIP: G0260P102<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     44354 | NS      | $1624687.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                            | ARCH CAPITAL GROUP LTD COMMON STOCK USD.01            | CUSIP: G0450A105<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    148853 | NS      | $14295842.12  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                      | AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125       | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     63261 | NS      | $6527269.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                        | AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0        | CUSIP: G0750C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161221 | NS      | $5413801.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                 | CREDO TECHNOLOGY GROUP HOLDING COMMON STOCK USD.00005 | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35115 | NS      | $4399207.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                  | ESSENT GROUP LTD COMMON STOCK USD.015                 | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     70994 | NS      | $4466942.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                 | EVEREST GROUP LTD COMMON STOCK USD.01                 | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     26540 | NS      | $8792171.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                          | APTIV PLC COMMON STOCK USD.01                         | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    113176 | NS      | $8573082.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc.                                           | NVR INC COMMON STOCK USD.01                           | CUSIP: 62944T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1709 | NS      | $13049462.57  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc.                                        | NASDAQ INC COMMON STOCK USD.01                        | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    167113 | NS      | $16191578.57  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc.                                        | NATERA INC COMMON STOCK                               | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38307 | NS      | $8854279.98   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                          | NATIONAL FUEL GAS CO COMMON STOCK USD1.0              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     54997 | NS      | $4605998.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                           | FABRINET COMMON STOCK USD.01                          | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |     18886 | NS      | $9243563.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation PLC                   | GATES INDUSTRIAL CORP PLC COMMON STOCK USD.01         | CUSIP: G39108108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117429 | NS      | $2703215.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                    | GENPACT LTD COMMON STOCK USD.01                       | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134551 | NS      | $5933699.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company        | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001        | CUSIP: G50871105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     54036 | NS      | $8888381.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                | NORWEGIAN CRUISE LINE HOLDINGS COMMON STOCK USD.001   | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    374004 | NS      | $8213127.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                 | NVENT ELECTRIC PLC COMMON STOCK USD.01                | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    106537 | NS      | $11959843.62  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                        | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0        | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     46893 | NS      | $13209758.10  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                              | ROIVANT SCIENCES LTD COMMON STOCK USD.0000001         | CUSIP: G76279101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235498 | NS      | $5091466.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company | SEAGATE TECHNOLOGY HOLDINGS PL COMMON STOCK USD.00001 | CUSIP: G7997R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82836 | NS      | $33771408.84  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Public Limited Company                     | PENTAIR PLC COMMON STOCK USD.01                       | CUSIP: G7S00T104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     89252 | NS      | $9404483.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock plc                               | SMURFIT WESTROCK PLC COMMON STOCK                     | CUSIP: G8267P108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    216858 | NS      | $9027798.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                     | TECHNIPFMC PLC COMMON STOCK USD1.0                    | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |    235516 | NS      | $13122951.52  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                                | VIKING HOLDINGS LTD COMMON STOCK USD.01               | CUSIP: G93A5A101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     48564 | NS      | $3503892.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company        | WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635   | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |     45542 | NS      | $14458218.74  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                    | BUNGE GLOBAL SA COMMON STOCK USD.01                   | CUSIP: H11356104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89372 | NS      | $10177683.36  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                        | GARMIN LTD COMMON STOCK CHF.1                         | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     62854 | NS      | $12673880.56  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc.                                      | NNN REIT INC REIT USD.01                              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     85775 | NS      | $3574244.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                        | NETAPP INC COMMON STOCK USD.001                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |    110962 | NS      | $10691188.70  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                | AES CORP/THE COMMON STOCK USD.01                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    396888 | NS      | $5814409.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corporation                              | API GROUP CORP COMMON STOCK USD.0001                  | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    226297 | NS      | $9407166.29   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc.                               | AST SPACEMOBILE INC COMMON STOCK USD.0001             | CUSIP: 00217D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41860 | NS      | $4655250.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| ABIOMED Inc.                                       | CONTRA ABIOMED INC COMMON STOCK                       | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |     18321 | NS      | $284341.92    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Acuity Inc.                                        | ACUITY INC COMMON STOCK USD.01                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22858 | NS      | $7068607.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                              | AECOM COMMON STOCK USD.01                             | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     79547 | NS      | $7670717.21   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                          | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     36179 | NS      | $4842559.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                           | AGREE REALTY CORP REIT USD.0001                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48456 | NS      | $3499976.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                              | AIR LEASE CORP COMMON STOCK USD.01                    | CUSIP: 00912X302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65122 | NS      | $4208834.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                           | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01           | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |    100323 | NS      | $9746379.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Birkenstock Holding plc                            | BIRKENSTOCK HOLDING PLC COMMON STOCK                  | CUSIP: M2029K104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     35640 | NS      | $1345766.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Elastic N.V.                                       | ELASTIC NV COMMON STOCK EUR.01                        | CUSIP: N14506104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36075 | NS      | $2378424.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc.                              | ALASKA AIR GROUP INC COMMON STOCK USD.01              | CUSIP: 011659109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22131 | NS      | $1124918.73   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                              | ALBEMARLE CORP COMMON STOCK USD.01                    | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     63818 | NS      | $10889265.34  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                          | ALBERTSONS COS INC COMMON STOCK USD.01                | CUSIP: 013091103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    273764 | NS      | $4558170.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                  | ALCOA CORP COMMON STOCK USD.01                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    105911 | NS      | $6016803.91   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                                | CNH INDUSTRIAL NV COMMON STOCK EUR.01                 | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    633554 | NS      | $6817041.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc.               | ALEXANDRIA REAL ESTATE EQUITIE REIT USD.01            | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     46021 | NS      | $2514587.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                              | ALIGN TECHNOLOGY INC COMMON STOCK USD.0001            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     21202 | NS      | $3456562.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                           | ATI INC COMMON STOCK USD.1                            | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     81921 | NS      | $9855096.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                         | ALLIANT ENERGY CORP COMMON STOCK USD.01               | CUSIP: 018802108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94512 | NS      | $6229285.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc.                 | ALLISON TRANSMISSION HOLDINGS COMMON STOCK USD.01     | CUSIP: 01973R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78703 | NS      | $8555016.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                | ALLY FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    302045 | NS      | $12770462.60  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc.                        | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     62099 | NS      | $8449189.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                         | NEW YORK TIMES CO/THE COMMON STOCK USD.1              | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108628 | NS      | $7963518.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                              | NEWMARKET CORP COMMON STOCK                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      4277 | NS      | $2868968.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                   | NEWS CORP COMMON STOCK USD.01                         | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    243778 | NS      | $6589319.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc.                     | ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD.01     | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     50076 | NS      | $7613555.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc.                                 | AEROVIRONMENT INC COMMON STOCK USD.0001               | CUSIP: 008073108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9646 | NS      | $2685349.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                   | NEWS CORP COMMON STOCK                                | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     96325 | NS      | $2995707.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc.                                     | NEXTPOWER INC COMMON STOCK USD.0001                   | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123208 | NS      | $14426424.72  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc.                                          | OKLO INC COMMON STOCK                                 | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30347 | NS      | $2416228.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc.                              | KINETIK HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19512 | NS      | $798235.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Affiliated Managers Group Inc.                     | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     11768 | NS      | $3684443.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                | AFFIRM HOLDINGS INC COMMON STOCK USD.00001            | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74570 | NS      | $4496571.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company Inc.                  | AMERICAN WATER WORKS CO INC COMMON STOCK USD.01       | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     62907 | NS      | $8123180.91   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc.                                        | AMETEK INC COMMON STOCK USD.01                        | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |    102050 | NS      | $22857159.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                       | ANTERO RESOURCES CORP COMMON STOCK USD.01             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    173880 | NS      | $6324015.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                       | ANTERO MIDSTREAM CORP COMMON STOCK                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174350 | NS      | $3281267.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corporation                                    | APA CORP COMMON STOCK USD.625                         | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    276591 | NS      | $7304768.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                      | APPFOLIO INC COMMON STOCK USD.0001                    | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12711 | NS      | $2413564.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                             | U-HAUL HOLDING CO COMMON STOCK USD.25                 | CUSIP: 023586100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8429 | NS      | $476659.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                             | U-HAUL HOLDING CO COMMON STOCK USD.001                | CUSIP: 023586506<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76426 | NS      | $3921418.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.               | APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK           | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     25245 | NS      | $6574050.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc.                                    | APTARGROUP INC COMMON STOCK USD.01                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     45800 | NS      | $5722710.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                 | AMEREN CORP COMMON STOCK USD.01                       | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    116372 | NS      | $12018900.16  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                       | AMERICAN AIRLINES GROUP INC COMMON STOCK USD.01       | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     79918 | NS      | $1062909.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                            | ARAMARK COMMON STOCK USD.01                           | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    203001 | NS      | $7813508.49   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                     | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    154486 | NS      | $10398452.66  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                              | AMENTUM HOLDINGS INC COMMON STOCK                     | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2399 | NS      | $85836.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc.                      | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK           | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     58032 | NS      | $7559828.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                              | AMERICAN HOMES 4 RENT REIT USD.01                     | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    145975 | NS      | $4571937.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                                       | AUTOLIV INC COMMON STOCK USD1.0                       | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |     71875 | NS      | $8714125.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                    | AUTONATION INC COMMON STOCK USD.01                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42072 | NS      | $8623918.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc.                         | AVALONBAY COMMUNITIES INC REIT USD.01                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     37050 | NS      | $6582673.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc.                    | ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK USD.01    | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     23761 | NS      | $4365846.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                             | ARROW ELECTRONICS INC COMMON STOCK USD1.0             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     47720 | NS      | $6322422.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc.                                | CARETRUST REIT INC REIT USD.01                        | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     74660 | NS      | $2787804.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                    | CARLISLE COS INC COMMON STOCK USD1.0                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     29001 | NS      | $9886150.89   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                      | ASSURANT INC COMMON STOCK USD.01                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     38971 | NS      | $9280164.23   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc.                                   | ASTERA LABS INC COMMON STOCK USD.0001                 | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32026 | NS      | $4823756.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                           | ATMOS ENERGY CORP COMMON STOCK                        | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     58621 | NS      | $9751017.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc.                             | AURORA INNOVATION INC COMMON STOCK USD.0001           | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    611874 | NS      | $2569870.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CarMax Inc.                                        | CARMAX INC COMMON STOCK USD.5                         | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98146 | NS      | $4371422.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group Inc.                             | CARLYLE GROUP INC/THE COMMON STOCK USD1.0             | CUSIP: 14316J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102079 | NS      | $6000203.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath and Body Works Inc.                           | BATH and BODY WORKS INC COMMON STOCK USD.5            | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    107428 | NS      | $2341930.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                          | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    199066 | NS      | $3995254.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GitLab Inc.                                        | GITLAB INC COMMON STOCK USD.0000025                   | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50067 | NS      | $1751343.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                               | GLOBAL PAYMENTS INC COMMON STOCK                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |    104563 | NS      | $7501349.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Incorporated                       | BENTLEY SYSTEMS INC COMMON STOCK USD.01               | CUSIP: 08265T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88422 | NS      | $3105380.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc.                           | CBOE GLOBAL MARKETS INC COMMON STOCK                  | CUSIP: 12503M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40929 | NS      | $10848640.74  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                    | CBRE GROUP INC COMMON STOCK USD.01                    | CUSIP: 12504L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113673 | NS      | $19361922.09  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc.            | CCC INTELLIGENT SOLUTIONS HOLD COMMON STOCK USD.0001  | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    330361 | NS      | $2504136.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc.                           | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01           | CUSIP: 65336K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18369 | NS      | $3901208.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc.                                       | NUTANIX INC COMMON STOCK USD.000025                   | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     60248 | NS      | $2369553.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                                | GLOBUS MEDICAL INC COMMON STOCK USD.001               | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82624 | NS      | $7492344.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                           | ITT INC COMMON STOCK USD1.0                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     60233 | NS      | $10980475.90  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                              | JACOBS SOLUTIONS INC COMMON STOCK                     | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41338 | NS      | $5591377.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc.                     | JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    121296 | NS      | $7420889.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corporation                                    | CDW CORP/DE COMMON STOCK USD.01                       | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66908 | NS      | $8456502.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc.                        | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 125269100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111802 | NS      | $10423300.46  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corporation                          | NUSCALE POWER CORP COMMON STOCK USD.0001              | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30509 | NS      | $533297.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OGE Energy Corp.                                   | OGE ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    174491 | NS      | $7621766.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corporation                              | JBT MAREL CORP COMMON STOCK USD.01                    | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     28153 | NS      | $4428748.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                    | JONES LANG LASALLE INC COMMON STOCK USD.01            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     45200 | NS      | $16177532.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc.                       | CH ROBINSON WORLDWIDE INC COMMON STOCK USD.1          | CUSIP: 12541W209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76230 | NS      | $14861038.50  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                             | CMS ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |    129024 | NS      | $9223925.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                          | CNA FINANCIAL CORP COMMON STOCK USD2.5                | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |     16469 | NS      | $788206.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                | COTERRA ENERGY INC COMMON STOCK USD.1                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    362556 | NS      | $10459740.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                            | CACI INTERNATIONAL INC COMMON STOCK USD.1             | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     16286 | NS      | $10106765.88  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                       | CADENCE BANK COMMON STOCK USD2.5                      | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105020 | NS      | $4422392.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                           | CHORD ENERGY CORP COMMON STOCK                        | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43741 | NS      | $4384597.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                          | OKTA INC COMMON STOCK                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     91785 | NS      | $7753996.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                               | CAL-MAINE FOODS INC COMMON STOCK USD.01               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     32279 | NS      | $2696264.87   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                              | CAMDEN PROPERTY TRUST REIT USD.01                     | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     48381 | NS      | $5275948.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company                             | CAMPBELL'S COMPANY/THE COMMON STOCK USD.0375          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    140880 | NS      | $3941822.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardinal Health Inc.                               | CARDINAL HEALTH INC COMMON STOCK                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     99815 | NS      | $21448247.20  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                               | CARNIVAL CORP COMMON STOCK USD.01                     | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |    320089 | NS      | $9609071.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                   | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0         | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     25236 | NS      | $8020757.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                               | OLD NATIONAL BANCORP/IN COMMON STOCK                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    207385 | NS      | $5066415.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation             | OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0    | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207259 | NS      | $8118335.03   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc.                         | CASELLA WASTE SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     31506 | NS      | $3178325.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc.                        | CASEY'S GENERAL STORES INC COMMON STOCK               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     19669 | NS      | $11929248.50  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc.               | OLLIE'S BARGAIN OUTLET HOLDING COMMON STOCK USD.001   | CUSIP: 681116109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30193 | NS      | $3330589.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                 | OMNICOM GROUP INC COMMON STOCK USD.15                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    226071 | NS      | $17416509.84  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc.                                    | CAVA GROUP INC COMMON STOCK USD.0001                  | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25729 | NS      | $1559691.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Celsius Holdings Inc.                              | CELSIUS HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65614 | NS      | $3443422.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                | CENTENE CORP COMMON STOCK USD.001                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    137449 | NS      | $5954290.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                            | CENTERPOINT ENERGY INC COMMON STOCK USD.01            | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    361867 | NS      | $14362501.23  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc.                    | OMEGA HEALTHCARE INVESTORS INC REIT USD.1             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    130346 | NS      | $5719582.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc.                                      | DAYFORCE INC COMMON STOCK USD.01                      | CUSIP: 15677J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100597 | NS      | $6968354.19   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc.      | CHARLES RIVER LABORATORIES INT COMMON STOCK USD.01    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     42087 | NS      | $8858471.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                              | CHART INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     24987 | NS      | $5180804.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                 | CHEMED CORP COMMON STOCK USD1.0                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     10820 | NS      | $4621654.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc.                               | CHENIERE ENERGY INC COMMON STOCK USD.003              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     74957 | NS      | $15854904.64  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corporation                          | EXPAND ENERGY CORP COMMON STOCK USD.01                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     96289 | NS      | $10823846.49  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc.                                         | CHEWY INC COMMON STOCK USD.01                         | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52013 | NS      | $1514098.43   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Church and Dwight Co. Inc.                         | CHURCH and DWIGHT CO INC COMMON STOCK USD1.0          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     90874 | NS      | $8746622.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MandT Bank Corporation                             | MandT BANK CORP COMMON STOCK USD.5                    | CUSIP: 55261F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76797 | NS      | $17015911.29  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                        | MGIC INVESTMENT CORP COMMON STOCK USD1.0              | CUSIP: 552848103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172769 | NS      | $4650941.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                          | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01         | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |    123649 | NS      | $4147187.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                           | MKS INC COMMON STOCK                                  | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     64637 | NS      | $15216196.17  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc.                          | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01          | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33685 | NS      | $5086771.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                                     | MAPLEBEAR INC COMMON STOCK USD.0001                   | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104886 | NS      | $3897563.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc.                                  | MARKEL GROUP INC COMMON STOCK                         | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      6420 | NS      | $13100908.80  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                          | MARKETAXESS HOLDINGS INC COMMON STOCK USD.003         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     22802 | NS      | $3858782.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc.                     | MARTIN MARIETTA MATERIALS INC COMMON STOCK USD.01     | CUSIP: 573284106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22399 | NS      | $14603028.05  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                  | MASCO CORP COMMON STOCK USD1.0                        | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     99131 | NS      | $6551567.79   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                 | MASIMO CORP COMMON STOCK USD.001                      | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     31035 | NS      | $4262036.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                        | MASTEC INC COMMON STOCK USD.1                         | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     41525 | NS      | $9985932.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                          | MATADOR RESOURCES CO COMMON STOCK USD.01              | CUSIP: 576485205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105180 | NS      | $4758343.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc.                                   | MATCH GROUP INC COMMON STOCK USD.001                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |    117026 | NS      | $3645359.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                        | MATTEL INC COMMON STOCK USD1.0                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    254820 | NS      | $5323189.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick and Company Incorporated                 | MCCORMICK and CO INC/MD COMMON STOCK USD.01           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     88289 | NS      | $5458908.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                       | CHURCHILL DOWNS INC COMMON STOCK                      | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43195 | NS      | $4248660.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                                 | GENTEX CORP COMMON STOCK USD.06                       | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    181519 | NS      | $4176752.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc.                              | ONEMAIN HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     95604 | NS      | $6265886.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                | OSHKOSH CORP COMMON STOCK USD.01                      | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55413 | NS      | $7969497.66   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc.                                       | OVINTIV INC COMMON STOCK                              | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    241225 | NS      | $10486050.75  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                      | OWENS CORNING COMMON STOCK USD.001                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     89835 | NS      | $10765826.40  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                 | PGandE CORP COMMON STOCK                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    533983 | NS      | $8234017.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                  | PJT PARTNERS INC COMMON STOCK USD.01                  | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     12309 | NS      | $2129826.27   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                              | GENUINE PARTS CO COMMON STOCK USD1.0                  | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68791 | NS      | $9561261.09   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc.                                       | IDACORP INC COMMON STOCK                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     25987 | NS      | $3450813.73   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                    | PPL CORP COMMON STOCK USD.01                          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    276983 | NS      | $10040633.75  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                           | PTC INC COMMON STOCK USD.01                           | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     55609 | NS      | $8682233.17   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                   | PACKAGING CORP OF AMERICA COMMON STOCK USD.01         | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     43704 | NS      | $9726325.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corporation                     | PARAMOUNT SKYDANCE CORP COMMON STOCK USD.001          | CUSIP: 69932A204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    231434 | NS      | $2594375.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                   | IDEX CORP COMMON STOCK USD.01                         | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     39038 | NS      | $7750994.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc.                                      | ILLUMINA INC COMMON STOCK USD.01                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     22230 | NS      | $3219126.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                 | INCYTE CORP COMMON STOCK USD.001                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     76226 | NS      | $7627935.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                | INGERSOLL RAND INC COMMON STOCK USD.01                | CUSIP: 45687V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136518 | NS      | $11752834.62  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                               | REPLIGEN CORP COMMON STOCK USD.01                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     30015 | NS      | $4483340.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                 | ROYALTY PHARMA PLC COMMON STOCK                       | CUSIP: 76028H209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157935 | NS      | $6582730.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                             | INGREDION INC COMMON STOCK USD.01                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     56190 | NS      | $6636039.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Incorporated                                | INSMED INC COMMON STOCK USD.01                        | CUSIP: 457669307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47049 | NS      | $7380576.63   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                        | RESMED INC COMMON STOCK USD.004                       | CUSIP: 761152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62435 | NS      | $16127584.85  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc.                          | REVOLUTION MEDICINES INC COMMON STOCK                 | CUSIP: 76155X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77062 | NS      | $7471160.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc.                   | INSTALLED BUILDING PRODUCTS IN COMMON STOCK USD.01    | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     10632 | NS      | $3063504.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                                | INSULET CORP COMMON STOCK USD.001                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |     32168 | NS      | $8228896.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                     | REXFORD INDUSTRIAL REALTY INC REIT USD.01             | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    106372 | NS      | $4311257.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc.                        | RHYTHM PHARMACEUTICALS INC COMMON STOCK               | CUSIP: 76243J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16800 | NS      | $1722336.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc.                             | RIVIAN AUTOMOTIVE INC COMMON STOCK USD.001            | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    318723 | NS      | $4701164.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Rocket Companies Inc.                              | ROCKET COS INC COMMON STOCK USD.00001                 | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25785 | NS      | $462325.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corporation                             | ROCKET LAB CORP COMMON STOCK                          | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92864 | NS      | $7435620.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc.                           | ROCKWELL AUTOMATION INC COMMON STOCK USD1.0           | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     49899 | NS      | $21039913.35  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc.                     | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01     | CUSIP: 45841N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189424 | NS      | $14184069.12  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc.                                  | INTERDIGITAL INC COMMON STOCK USD.01                  | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16423 | NS      | $5361124.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Roku Inc.                                          | ROKU INC COMMON STOCK USD.0001                        | CUSIP: 77543R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58761 | NS      | $5594047.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc.                  | RYMAN HOSPITALITY PROPERTIES I REIT USD.01            | CUSIP: 78377T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25552 | NS      | $2419774.40   | 0.05%             |  |  |  | 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        |   7082133 | NS      | $7082132.81   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                     | SBA COMMUNICATIONS CORP REIT USD.01                   | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28608 | NS      | $5267018.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                            | SEI INVESTMENTS CO COMMON STOCK USD.01                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     87259 | NS      | $7665703.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                    | SLM CORP COMMON STOCK USD.2                           | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119539 | NS      | $3245483.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors and Fragrances Inc.          | INTERNATIONAL FLAVORS and FRAGRA COMMON STOCK USD.125 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     87283 | NS      | $6093226.23   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                        | INTERNATIONAL PAPER CO COMMON STOCK USD1.0            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    191205 | NS      | $7709385.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SSandC Technologies Holdings Inc.                  | SSandC TECHNOLOGIES HOLDINGS INC COMMON STOCK USD.01  | CUSIP: 78467J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114837 | NS      | $9404001.93   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc.                              | SPX TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     28965 | NS      | $6036595.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                              | INVITATION HOMES INC REIT USD.01                      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165761 | NS      | $4430791.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc.                         | IONIS PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     40003 | NS      | $3307048.01   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                          | SAIA INC COMMON STOCK USD.001                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     15097 | NS      | $5055532.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc.                                       | SAMSARA INC COMMON STOCK USD.0001                     | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45998 | NS      | $1290243.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc.                                          | IONQ INC COMMON STOCK USD.0001                        | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66471 | NS      | $2657510.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Iron Mountain Incorporated                         | IRON MOUNTAIN INC REIT USD.01                         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |    116809 | NS      | $10761613.17  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja Inc.                                    | SHARKNINJA INC COMMON STOCK USD.2                     | CUSIP: 79970Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32360 | NS      | $3824952.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corporation                                | SANDISK CORP/DE COMMON STOCK USD.01                   | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64514 | NS      | $37176192.50  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                         | JABIL INC COMMON STOCK USD.001                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     58153 | NS      | $13793310.07  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc.                             | JACKSON FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 46817M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73231 | NS      | $8708630.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                                | SANMINA CORP COMMON STOCK USD.01                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     30068 | NS      | $4260034.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc.                                  | HENRY SCHEIN INC COMMON STOCK USD.01                  | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |    104522 | NS      | $7889320.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc.                                   | SENTINELONE INC COMMON STOCK USD.0001                 | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136404 | NS      | $1906927.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                  | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |    154218 | NS      | $12403753.74  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corporation                              | SOLVENTUM CORP COMMON STOCK                           | CUSIP: 83444M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100828 | NS      | $7760731.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                             | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0             | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     58364 | NS      | $2773457.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                           | KBR INC COMMON STOCK USD.001                          | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82000 | NS      | $3510420.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Karman Holdings Inc.                               | KARMAN HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16391 | NS      | $1701385.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| KeyCorp                                            | KEYCORP COMMON STOCK USD1.0                           | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    457596 | NS      | $9847465.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc.                         | KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD.01         | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     91362 | NS      | $19764341.46  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                 | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01         | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     21588 | NS      | $13391036.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                              | TELEFLEX INC COMMON STOCK USD1.0                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     30922 | NS      | $3227329.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI Inc.                                     | TEMPUS AI INC COMMON STOCK USD.0001                   | CUSIP: 88023B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31215 | NS      | $1867281.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Somnigroup International Inc.                      | SOMNIGROUP INTERNATIONAL INC COMMON STOCK USD.01      | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    105351 | NS      | $9255085.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                       | TENET HEALTHCARE CORP COMMON STOCK USD.05             | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     66996 | NS      | $12681002.88  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                      | TERADYNE INC COMMON STOCK USD.125                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     92109 | NS      | $22202874.45  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                         | TERRENO REALTY CORP REIT USD.01                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40834 | NS      | $2512924.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc.                                    | TETRA TECH INC COMMON STOCK USD.01                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    146298 | NS      | $5509582.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                     | TEXAS PACIFIC LAND CORP COMMON STOCK USD.01           | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32710 | NS      | $11394855.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc.                               | TEXAS ROADHOUSE INC COMMON STOCK USD.001              | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43963 | NS      | $7907185.18   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                       | TEXTRON INC COMMON STOCK USD.125                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    116088 | NS      | $10222709.28  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc.                                         | TOAST INC COMMON STOCK USD.000001                     | CUSIP: 888787108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133435 | NS      | $4151162.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc.                                 | TOLL BROTHERS INC COMMON STOCK USD.01                 | CUSIP: 889478103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90857 | NS      | $13127927.93  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                     | TOPBUILD CORP COMMON STOCK                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     24105 | NS      | $11282345.25  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                   | TORO CO/THE COMMON STOCK USD1.0                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     74749 | NS      | $6839533.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                             | TRACTOR SUPPLY CO COMMON STOCK USD.008                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |    280217 | NS      | $14257440.96  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc.                              | TRADEWEB MARKETS INC COMMON STOCK USD.00001           | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34354 | NS      | $3540866.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                         | TRANSUNION COMMON STOCK USD.01                        | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     75148 | NS      | $5938194.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company Inc.                                  | TREX CO INC COMMON STOCK USD.01                       | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68053 | NS      | $2818755.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                       | TRIMBLE INC COMMON STOCK USD.001                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |    144630 | NS      | $9776988.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc.                        | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001       | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59687 | NS      | $4232405.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc.                                         | BLOCK INC COMMON STOCK USD.0000001                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     40746 | NS      | $2462280.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corporation                           | TALEN ENERGY CORP COMMON STOCK USD.001                | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7044 | NS      | $2453847.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc.                                      | TAPESTRY INC COMMON STOCK USD.01                      | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    116898 | NS      | $14835525.18  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                              | TARGA RESOURCES CORP COMMON STOCK USD.001             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    100627 | NS      | $20224014.46  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corporation                   | TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001    | CUSIP: 87724P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71672 | NS      | $4368408.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc.                                           | UDR INC REIT USD.01                                   | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |    150938 | NS      | $5607346.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                    | UGI CORP COMMON STOCK                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    154376 | NS      | $6192021.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                          | UMB FINANCIAL CORP COMMON STOCK USD1.0                | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     33349 | NS      | $4239991.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                                | UFP INDUSTRIES INC COMMON STOCK                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     43444 | NS      | $4486896.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                         | XYLEM INC/NY COMMON STOCK                             | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     82637 | NS      | $11393163.19  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                     | ZEBRA TECHNOLOGIES CORP COMMON STOCK USD.01           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |     41412 | NS      | $9730991.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc.                                  | ZILLOW GROUP INC COMMON STOCK USD.0001                | CUSIP: 98954M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16569 | NS      | $1031254.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc.                                  | ZILLOW GROUP INC COMMON STOCK USD.0001                | CUSIP: 98954M200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80422 | NS      | $5068998.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc.                               | GLOBALFOUNDRIES INC COMMON STOCK USD.02               | CUSIP: G39387108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40756 | NS      | $1719903.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                          | JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5         | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     59908 | NS      | $2883372.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Public Limited Company                        | ICON PLC COMMON STOCK EUR.06                          | CUSIP: G4705A100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     17640 | NS      | $3179610.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                       | INVESCO LTD COMMON STOCK USD.2                        | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |    309857 | NS      | $8455997.53   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                        | TWILIO INC COMMON STOCK USD.001                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     76715 | NS      | $9241088.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                            | TYLER TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 902252105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19190 | NS      | $7088786.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc.                                   | TYSON FOODS INC COMMON STOCK USD.1                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    112724 | NS      | $7364258.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc.                                     | PINTEREST INC COMMON STOCK USD.00001                  | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    176266 | NS      | $3900766.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC PIVOTAL SOFTWARE I COMMON STOCK                | ESC PIVOTAL SOFTWARE I COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9845 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Planet Fitness Inc.                                | PLANET FITNESS INC COMMON STOCK                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     40625 | NS      | $3698500.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                   | POOL CORP COMMON STOCK USD.001                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     22545 | NS      | $5728459.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc.                                       | POPULAR INC COMMON STOCK USD.01                       | CUSIP: 733174700<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     50864 | NS      | $6791869.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                 | POST HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     47661 | NS      | $4876196.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group Inc.                           | T ROWE PRICE GROUP INC COMMON STOCK USD.2             | CUSIP: 74144T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97830 | NS      | $10338674.40  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corporation                           | PRIMO BRANDS CORP COMMON STOCK USD.01                 | CUSIP: 741623102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139875 | NS      | $2649232.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                      | PRIMORIS SERVICES CORP COMMON STOCK USD.0001          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     29532 | NS      | $4378119.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc.                                     | PRIMERICA INC COMMON STOCK                            | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24290 | NS      | $6389241.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc.                     | PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD.01     | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     99103 | NS      | $9387036.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc.                          | PROCORE TECHNOLOGIES INC COMMON STOCK USD.0001        | CUSIP: 74275K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44962 | NS      | $2539903.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc.                         | PROSPERITY BANCSHARES INC COMMON STOCK USD1.0         | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57131 | NS      | $3942610.31   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc.                                    | PULTEGROUP INC COMMON STOCK USD.01                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137666 | NS      | $17220639.94  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc.                                  | PURE STORAGE INC COMMON STOCK USD.0001                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    136038 | NS      | $9460082.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc.                                         | QORVO INC COMMON STOCK USD.0001                       | CUSIP: 74736K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81638 | NS      | $6376744.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc.                             | QNITY ELECTRONICS INC COMMON STOCK USD.01             | CUSIP: 74743L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54347 | NS      | $5227094.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                     | QUEST DIAGNOSTICS INC COMMON STOCK USD.01             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     75867 | NS      | $14189405.01  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                          | RLI CORP COMMON STOCK USD1.0                          | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58179 | NS      | $3399398.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                       | RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01       | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     90715 | NS      | $15045989.90  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                          | RBC BEARINGS INC COMMON STOCK USD.01                  | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15001 | NS      | $7495549.67   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc.                                        | REDDIT INC COMMON STOCK USD.0001                      | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12821 | NS      | $2311241.67   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                          | REGAL REXNORD CORP COMMON STOCK USD.01                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     41230 | NS      | $6658645.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                        | REGENCY CENTERS CORP REIT USD.01                      | CUSIP: 758849103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82741 | NS      | $6029336.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                      | REGIONS FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    502721 | NS      | $14327548.50  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated          | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     46833 | NS      | $9495390.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc.                                      | RELIANCE INC COMMON STOCK USD.001                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     34512 | NS      | $11371704.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                               | VORNADO REALTY TRUST REIT USD.04                      | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75973 | NS      | $2422019.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                                | VOYA FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     70977 | NS      | $5441096.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                           | VULCAN MATERIALS CO COMMON STOCK USD1.0               | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     40594 | NS      | $12200120.76  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer